N-MFP LIVE N 2014-05-31 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 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 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 54 80 2821285608.79 2619059.93 10849854.70 2813054814.02 0.0025 1.0001 2014-05-30 1.0001 2014-05-30 C000048773 1.00 1005358268.96 1.00 12319011.14 48823480.29 36504469.15 0.0001 1.0000 2014-05-30 1.0000 2014-05-30 C000048775 1.00 632623634.68 1.00 2632379.94 38442114.57 35809734.63 0.0001 1.0001 2014-05-30 1.0001 2014-05-30 C000048776 1.00 139362377.97 1.00 -657430.22 4524144.58 5181574.80 0.0001 1.0002 2014-05-30 1.0002 2014-05-30 C000048774 1.00 1035710532.41 1.00 -13416418.57 53573389.87 66989808.44 0.0001 1.0003 2014-05-30 1.0003 2014-05-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366BJJ0 Certificate of Deposit First Tier Security 2014-06-16 2014-06-16 N N N 7000000.00 7000000.00 0.0025 N 7000264.60 7000264.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366BVH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 10000000.00 10000000.00 0.0036 N 9999767.00 9999767.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-06-17 2015-02-12 N N N 18000000.00 18000000.00 0.0064 N 18000648.00 18000648.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HGC4 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 8000000.00 8000000.00 0.0028 N 8000844.00 8000844.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HGN0 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 4000000.00 4000000.00 0.0014 N 4000499.60 4000499.60 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-06-10 2015-01-06 N N N 8000000.00 8000000.00 0.0028 N 7999192.00 7999192.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-06-03 2015-01-29 N N N 9000000.00 9000000.00 0.0032 N 9004779.00 9004779.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-06-16 2015-05-15 N N N 20000000.00 20000000.00 0.0071 N 19996200.00 19996200.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-06-23 2015-02-18 N N N 17000000.00 17000000.00 0.0060 N 17013855.00 17013855.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HHT6 Certificate of Deposit First Tier Security 2014-06-30 2015-03-31 N N N 9000000.00 9000000.00 0.0032 N 8998515.00 8998515.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HCY0 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 20000000.00 20000000.00 0.0071 N 20004180.00 20004180.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2014-06-11 2014-11-07 N N N 8000000.00 8000000.00 0.0028 N 8000568.00 8000568.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HBP4 Certificate of Deposit First Tier Security 2014-08-19 2014-08-19 N N N 5000000.00 5000000.00 0.0018 N 5000449.00 5000449.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HFN5 Certificate of Deposit First Tier Security 2014-09-09 2014-09-09 N N N 5000000.00 5000000.00 0.0018 N 5000424.50 5000424.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGE4 Certificate of Deposit First Tier Security 2014-09-18 2014-09-18 N N N 14000000.00 14000000.00 0.0050 N 14001293.60 14001293.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 22000000.00 22000000.00 0.0078 N 22002050.40 22002050.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GB76 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 20000000.00 20000000.00 0.0071 N 20000200.00 20000200.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HHW3 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 32000000.00 32000000.00 0.0114 N 32003104.00 32003104.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05574RAE5 Certificate of Deposit First Tier Security 2014-06-04 2014-06-04 N N N 37000000.00 37000000.00 0.0132 N 37000666.00 37000666.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.26% 05574RFA8 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 17000000.00 17000000.00 0.0060 N 16999996.60 16999996.60 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RCT0 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 22000000.00 22000000.00 0.0078 N 22002103.20 22002103.20 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-06-16 2015-02-11 N N N 22000000.00 22000000.00 0.0078 N 22001078.00 22001078.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2014-06-05 2014-10-31 N N N 7000000.00 7000000.00 0.0025 N 7000014.00 7000014.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-06-03 2014-10-31 N N N 7000000.00 7000000.00 0.0025 N 6998152.00 6998152.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MHG9 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 27000000.00 27000000.00 0.0096 N 26998574.40 26998574.40 Credit Agricole CIB Credit Agricole CIB, 0.25% 22533MDK4 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 18000000.00 18000000.00 0.0064 N 18002088.00 18002088.00 Credit Agricole CIB Credit Agricole CIB, 0.26% 22533MAM3 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 17000000.00 17000000.00 0.0060 N 17000302.60 17000302.60 Credit Agricole CIB Credit Agricole CIB, 0.26% 22533MCR0 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 25000000.00 25000000.00 0.0089 N 25002747.50 25002747.50 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536GX63 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 11000000.00 11000000.00 0.0039 N 11000012.10 11000012.10 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536GY21 Certificate of Deposit First Tier Security 2014-06-04 2014-06-04 N N N 21000000.00 21000000.00 0.0075 N 21000029.40 21000029.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536GY39 Certificate of Deposit First Tier Security 2014-06-05 2014-06-05 N N N 21000000.00 21000000.00 0.0075 N 21000035.70 21000035.70 Credit Suisse AG Credit Suisse AG, 0.30% 22549TXS2 Certificate of Deposit First Tier Security 2014-06-03 2014-11-03 N N N 15000000.00 15000000.00 0.0053 N 14998755.00 14998755.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TPL6 Certificate of Deposit First Tier Security 2014-06-09 2014-07-09 N N N 25000000.00 25000000.00 0.0089 N 25001775.00 25001775.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TRX8 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 9000000.00 9000000.00 0.0032 N 9001454.40 9001454.40 Credit Suisse AG Credit Suisse AG, 0.31% 22549TUP1 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 5000000.00 5000000.00 0.0018 N 5000557.00 5000557.00 Deutsche Bank Deutsche Bank, 0.23% 25152XTV2 Certificate of Deposit First Tier Security 2014-07-28 2014-07-28 N N N 27000000.00 27000000.00 0.0096 N 27000000.00 27000000.00 KBC Bank NV KBC Bank NV, 0.16% 4823T0ZS1 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 27000000.00 27000000.00 0.0096 N 27000000.00 27000000.00 KBC Bank NV KBC Bank NV, 0.16% 4823T0ZV4 Certificate of Deposit First Tier Security 2014-06-05 2014-06-05 N N N 32000000.00 32000000.00 0.0114 N 32000000.00 32000000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60682AMK9 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 4000000.00 4000000.00 0.0014 N 4000293.60 4000293.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPC4 Certificate of Deposit First Tier Security 2014-06-06 2014-06-06 N N N 9000000.00 9000000.00 0.0032 N 9000139.50 9000139.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPD2 Certificate of Deposit First Tier Security 2014-06-09 2014-06-09 N N N 9000000.00 9000000.00 0.0032 N 9000199.80 9000199.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPS9 Certificate of Deposit First Tier Security 2014-06-13 2014-06-13 N N N 9000000.00 9000000.00 0.0032 N 9000279.90 9000279.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LPY6 Certificate of Deposit First Tier Security 2014-06-27 2014-06-27 N N N 9000000.00 9000000.00 0.0032 N 9000558.90 9000558.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQL3 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 9000000.00 9000000.00 0.0032 N 9000733.50 9000733.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQM1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 9000000.00 9000000.00 0.0032 N 9000785.70 9000785.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQR0 Certificate of Deposit First Tier Security 2014-07-15 2014-07-15 N N N 9000000.00 9000000.00 0.0032 N 9000803.70 9000803.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LSH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 9000000.00 9000000.00 0.0032 N 9000837.90 9000837.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LTV8 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 5000000.00 5000000.00 0.0018 N 5000271.50 5000271.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873EY88 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 41000000.00 41000000.00 0.0146 N 41000364.90 41000364.90 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873EY96 Certificate of Deposit First Tier Security 2014-06-05 2014-06-05 N N N 17000000.00 17000000.00 0.0060 N 17000226.10 17000226.10 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E2M2 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 22000000.00 22000000.00 0.0078 N 22001172.60 22001172.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E3V1 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 30000000.00 30000000.00 0.0107 N 29999475.00 29999475.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E4A6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 32000000.00 32000000.00 0.0114 N 31999414.40 31999414.40 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2014-06-10 2014-08-08 N N N 4000000.00 4000000.00 0.0014 N 4000072.00 4000072.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2014-06-23 2014-08-21 N N N 28000000.00 28000000.00 0.0100 N 28001988.00 28001988.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2014-06-20 2014-11-17 N N N 21000000.00 20997340.49 0.0075 N 21002163.00 21002163.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65558EQ84 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 20000000.00 20000000.00 0.0071 N 20000678.00 20000678.00 Royal Bank of Canada Royal Bank of Canada, 0.20% 78009NNZ5 Certificate of Deposit First Tier Security 2014-06-03 2014-06-03 N N N 8000000.00 8000000.00 0.0028 N 8000000.00 8000000.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-06-09 2015-04-09 N N N 9000000.00 9000000.00 0.0032 N 8999235.00 8999235.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HXG6 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 18000000.00 18000000.00 0.0064 N 18001729.80 18001729.80 Societe Generale Societe Generale, 0.25% 83368NWJ6 Certificate of Deposit First Tier Security 2014-06-30 2014-07-07 Y SOCIETE GENERALE NY N/A N/A N N 34000000.00 34000000.00 0.0121 N 33997892.00 33997892.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.21% 86562JAE7 Certificate of Deposit First Tier Security 2014-06-19 2014-08-19 N N N 4000000.00 4000000.00 0.0014 N 4000080.00 4000080.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562URW4 Certificate of Deposit First Tier Security 2014-06-10 2014-06-10 N N N 10000000.00 10000000.00 0.0036 N 10000183.00 10000183.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UWZ1 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 6000000.00 6000000.00 0.0021 N 6000316.20 6000316.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UXU1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 9000000.00 9000000.00 0.0032 N 9000561.60 9000561.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UZX3 Certificate of Deposit First Tier Security 2014-07-22 2014-07-22 N N N 8000000.00 8000000.00 0.0028 N 8000588.00 8000588.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UZZ8 Certificate of Deposit First Tier Security 2014-07-24 2014-07-24 N N N 9000000.00 9000000.00 0.0032 N 9000685.80 9000685.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562US78 Certificate of Deposit First Tier Security 2014-08-26 2014-08-26 N N N 11000000.00 11000000.00 0.0039 N 11000267.30 11000267.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW65 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 3000000.00 3000000.00 0.0011 N 2999999.70 2999999.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW81 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 14000000.00 14000000.00 0.0050 N 13999998.60 13999998.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UX56 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 23000000.00 23000000.00 0.0082 N 22999997.70 22999997.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2L5 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 8000000.00 8000000.00 0.0028 N 7999999.20 7999999.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Z4 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 11000000.00 11000000.00 0.0039 N 10999998.90 10999998.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U4T6 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 8500000.00 8500000.00 0.0030 N 8500000.00 8500000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-06-16 2014-11-17 N N N 16000000.00 16000000.00 0.0057 N 16000800.00 16000800.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.25% 86563KMF7 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 22000000.00 22000000.00 0.0078 N 22000668.80 22000668.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKF9 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 9000000.00 9000000.00 0.0032 N 9000733.50 9000733.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKG7 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 9000000.00 9000000.00 0.0032 N 9000785.70 9000785.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKQ5 Certificate of Deposit First Tier Security 2014-07-23 2014-07-23 N N N 13000000.00 13000000.00 0.0046 N 13001362.40 13001362.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLS0 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 25000000.00 25000000.00 0.0089 N 25001540.00 25001540.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLV3 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 16000000.00 16000000.00 0.0057 N 16000670.40 16000670.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KJQ7 Certificate of Deposit First Tier Security 2014-06-23 2014-06-23 N N N 8000000.00 8000000.00 0.0028 N 8000452.80 8000452.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958C6M1 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 23000000.00 23000370.17 0.0082 N 23002631.20 23002631.20 Swedbank AB Swedbank AB, 0.24% 35X99JAR1 Certificate of Deposit First Tier Security 2014-10-07 2014-10-07 N N N 75000000.00 74997326.49 0.0267 N 74981032.50 74981032.50 Swedbank AB Swedbank AB, 0.24% 35X99JAP5 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 30000000.00 29998906.15 0.0107 N 29992239.00 29992239.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 6000000.00 6000000.00 0.0021 N 6001702.80 6001702.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TUW2 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 9000000.00 9000000.00 0.0032 N 9002698.20 9002698.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TZA5 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 13000000.00 13000000.00 0.0046 N 13004312.10 13004312.10 UBS AG UBS AG, 0.25% 90267RWK1 Certificate of Deposit First Tier Security 2014-06-04 2014-10-03 N N N 23000000.00 23000000.00 0.0082 N 22998482.00 22998482.00 UBS AG UBS AG, 0.27% 90267RVB2 Certificate of Deposit First Tier Security 2014-06-11 2014-07-11 N N N 13000000.00 13000000.00 0.0046 N 13000221.00 13000221.00 BMO Harris Bank NA BMO Harris Bank NA, 0.18% 05574BBP4 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 37000000.00 37000000.00 0.0132 N 37003748.10 37003748.10 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA59 Certificate of Deposit First Tier Security 2014-08-28 2014-08-28 N N N 6000000.00 6000000.00 0.0021 N 6001199.40 6001199.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA67 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 7000000.00 7000000.00 0.0025 N 7001414.70 7001414.70 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DC81 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 7000000.00 7000000.00 0.0025 N 7001146.60 7001146.60 Citibank NA Citibank NA, 0.21% 17304UPZ7 Certificate of Deposit First Tier Security 2014-06-23 2014-06-23 N N N 18000000.00 18000000.00 0.0064 N 18001800.00 18001800.00 Citibank NA Citibank NA, 0.21% 17304UQB9 Certificate of Deposit First Tier Security 2014-06-25 2014-06-25 N N N 8000000.00 8000000.00 0.0028 N 8000866.40 8000866.40 Citibank NA Citibank NA, 0.21% 17304URS1 Certificate of Deposit First Tier Security 2014-08-05 2014-08-05 N N N 6000000.00 6000000.00 0.0021 N 6000892.80 6000892.80 Citibank NA Citibank NA, 0.21% 17304URU6 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 5000000.00 5000000.00 0.0018 N 5000766.00 5000766.00 Citibank NA Citibank NA, 0.21% 17304URZ5 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 11000000.00 11000000.00 0.0039 N 11001783.10 11001783.10 Citibank NA Citibank NA, 0.21% 17304USG6 Certificate of Deposit First Tier Security 2014-08-12 2014-08-12 N N N 18000000.00 18000000.00 0.0064 N 18002957.40 18002957.40 Citibank NA Citibank NA, 0.21% 17304UUZ1 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 10000000.00 10000000.00 0.0036 N 10001610.00 10001610.00 Citibank NA Citibank NA, 0.21% 17304UTU4 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 6000000.00 6000000.00 0.0021 N 6000982.20 6000982.20 Citibank NA Citibank NA, 0.21% 17304UTX8 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 5000000.00 5000000.00 0.0018 N 5000846.50 5000846.50 Citibank NA Citibank NA, 0.21% 17304UUP3 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 17000000.00 17000000.00 0.0060 N 17000593.30 17000593.30 RBS Citizens NA RBS Citizens NA, 0.30% 74929NBL5 Certificate of Deposit Second Tier Security 2014-06-27 2014-06-27 N N N 14000000.00 14000000.00 0.0050 N 14001524.60 14001524.60 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2P2 Certificate of Deposit First Tier Security 2014-06-09 2015-02-06 N N N 13000000.00 13000000.00 0.0046 N 12998258.00 12998258.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2R8 Certificate of Deposit First Tier Security 2014-06-12 2015-02-10 N N N 13000000.00 13000000.00 0.0046 N 13002665.00 13002665.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3B2 Certificate of Deposit First Tier Security 2014-06-20 2015-02-20 N N N 7000000.00 7000000.00 0.0025 N 6998999.00 6998999.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-06-30 2015-03-02 N N N 20000000.00 20000000.00 0.0071 N 19997020.00 19997020.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2J6 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 6000000.00 6000000.00 0.0021 N 5999473.20 5999473.20 BNP Paribas SA BNP Paribas SA, 0.25% 42S99D6W0 0000872786 Certificate of Deposit First Tier Security 2014-06-13 2014-06-13 N N N 2000000.00 2000000.00 0.0007 N 2000101.00 2000101.00 Credit Agricole SA Credit Agricole SA, 0.25% 22999KQB1 0001191672 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 30000000.00 30000000.00 0.0107 N 29999208.00 29999208.00 Credit Agricole SA Credit Agricole SA, 0.26% 22999KPS5 0001191672 Certificate of Deposit First Tier Security 2014-06-02 2014-06-02 N N N 9000000.00 9000000.00 0.0032 N 9000119.70 9000119.70 ING Bank NV ING Bank NV, 0.19% 48M9948L5 0001017255 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 20000000.00 20000000.00 0.0071 N 20000500.00 20000500.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 01L99G7X3 Certificate of Deposit First Tier Security 2014-07-29 2014-07-29 N N N 10000000.00 9995974.74 0.0036 N 9997001.00 9997001.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-06-24 2014-10-24 N N N 22000000.00 22000000.00 0.0078 N 21998284.00 21998284.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HGS3 0000833029 Certificate of Deposit First Tier Security 2014-06-30 2014-06-30 N N N 17000000.00 17000000.00 0.0060 N 17000584.80 17000584.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HGW4 0000833029 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 25000000.00 25000000.00 0.0089 N 25004052.50 25004052.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 06741GYB5 Financial Company Commercial Paper First Tier Security 2014-07-16 2014-07-16 N N N 14000000.00 13995975.00 0.0050 N 13997776.80 13997776.80 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737JFR1 Financial Company Commercial Paper First Tier Security 2014-06-25 2014-06-25 N N N 8000000.00 7998773.34 0.0028 N 7999272.00 7999272.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NF27 Financial Company Commercial Paper Second Tier Security 2014-06-02 2014-06-02 N N N 1700000.00 1699987.25 0.0006 N 1699971.61 1699971.61 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NF27 Financial Company Commercial Paper Second Tier Security 2014-06-02 2014-06-02 N N N 1000000.00 999992.50 0.0004 N 999983.30 999983.30 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NF68 Financial Company Commercial Paper Second Tier Security 2014-06-06 2014-06-06 N N N 1000000.00 999962.50 0.0004 N 999961.10 999961.10 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NF68 Financial Company Commercial Paper Second Tier Security 2014-06-06 2014-06-06 N N N 1000000.00 999962.50 0.0004 N 999961.10 999961.10 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NFA9 Financial Company Commercial Paper Second Tier Security 2014-06-10 2014-06-10 N N N 1000000.00 999932.50 0.0004 N 999937.40 999937.40 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NGE0 Financial Company Commercial Paper Second Tier Security 2014-07-14 2014-07-14 N N N 2000000.00 1999355.00 0.0007 N 1999324.00 1999324.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1F24 Financial Company Commercial Paper First Tier Security 2014-06-02 2014-06-02 N N N 5000000.00 4999965.28 0.0018 N 4999958.50 4999958.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1FQ1 Financial Company Commercial Paper First Tier Security 2014-06-24 2014-06-24 N N N 9000000.00 8998562.50 0.0032 N 8999225.10 8999225.10 Credit Agricole North America Credit Agricole North America, 0.11% 22532CF25 Financial Company Commercial Paper First Tier Security 2014-06-02 2014-06-02 N N N 15000000.00 14999954.17 0.0053 N 14999850.00 14999850.00 General Electric Capital Corp. General Electric Capital Corp., 0.20% 36959JL35 Financial Company Commercial Paper First Tier Security 2014-11-03 2014-11-03 N N N 56000000.00 55951777.79 0.0199 N 55962144.00 55962144.00 General Electric Capital Corp. General Electric Capital Corp., 0.20% 36959JLA9 Financial Company Commercial Paper First Tier Security 2014-11-10 2014-11-10 N N N 12000000.00 11989200.00 0.0043 N 11991308.40 11991308.40 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46590ELR7 Financial Company Commercial Paper First Tier Security 2014-11-25 2014-11-25 N N N 12000000.00 11986429.99 0.0043 N 11987469.60 11987469.60 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 9000000.00 8993655.00 0.0032 N 8995632.30 8995632.30 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1F65 Financial Company Commercial Paper First Tier Security 2014-06-06 2014-06-06 N N N 30000000.00 29999374.99 0.0107 N 29999100.00 29999100.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.20% 5148X1F99 Financial Company Commercial Paper First Tier Security 2014-06-09 2014-06-09 N N N 20000000.00 19999111.11 0.0071 N 19999144.00 19999144.00 Lloyds Bank PLC Lloyds Bank PLC, 0.09% 53943SF36 Financial Company Commercial Paper First Tier Security 2014-06-03 2014-06-03 N N N 58000000.00 57999710.00 0.0206 N 57999483.80 57999483.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHB7 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 2000000.00 1999073.05 0.0007 N 1999383.60 1999383.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHD3 Financial Company Commercial Paper First Tier Security 2014-08-13 2014-08-13 N N N 8000000.00 7996187.78 0.0028 N 7997416.80 7997416.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHE1 Financial Company Commercial Paper First Tier Security 2014-08-14 2014-08-14 N N N 4000000.00 3998067.78 0.0014 N 3998674.40 3998674.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHF8 Financial Company Commercial Paper First Tier Security 2014-08-15 2014-08-15 N N N 4000000.00 3998041.66 0.0014 N 3998648.40 3998648.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHJ0 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 5000000.00 4997454.17 0.0018 N 4998189.00 4998189.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHK7 Financial Company Commercial Paper First Tier Security 2014-08-19 2014-08-19 N N N 3000000.00 2998452.91 0.0011 N 2998886.40 2998886.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJN6 Financial Company Commercial Paper First Tier Security 2014-09-22 2014-09-22 N N N 13000000.00 12991022.77 0.0046 N 12992233.80 12992233.80 Swedbank AB Swedbank AB, 0.24% 87019SGM0 Financial Company Commercial Paper First Tier Security 2014-07-21 2014-07-21 N N N 19000000.00 18993798.61 0.0068 N 18996460.30 18996460.30 Gotham Funding Corp. Gotham Funding Corp., 0.16% 38346MF58 Asset Backed Commercial Paper First Tier Security 2014-06-05 2014-06-05 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 34315000.00 34314389.96 0.0122 N 34314372.04 34314372.04 Comcast Corp. Comcast Corp., 0.20% 2003A3F41 Other Commercial Paper Second Tier Security 2014-06-04 2014-06-04 N N N 1000000.00 999983.33 0.0004 N 999972.20 999972.20 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1F31 Other Commercial Paper Second Tier Security 2014-06-03 2014-06-03 N N N 1000000.00 999986.11 0.0004 N 999977.80 999977.80 Hewlett-Packard Co. Hewlett-Packard Co., 0.27% 42823KG30 Other Commercial Paper Second Tier Security 2014-07-03 2014-07-03 N N N 1000000.00 999760.00 0.0004 N 999916.90 999916.90 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.24% 63946EFD1 Other Commercial Paper Second Tier Security 2014-06-13 2014-06-13 N N N 1000000.00 999920.00 0.0004 N 999918.70 999918.70 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.24% 63946EFT6 Other Commercial Paper Second Tier Security 2014-06-27 2014-06-27 N N N 2000000.00 1999653.34 0.0007 N 1999645.40 1999645.40 Verizon Communications, Inc. Verizon Communications, Inc., 0.35% 92344PUX2 Other Commercial Paper Second Tier Security 2014-06-02 2014-07-14 Y VERIZON COMMUNICATIONS INC N/A N/A N N 12000000.00 12000000.00 0.0043 N 11998428.00 11998428.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 22000000.00 21995025.56 0.0078 N 21998548.00 21998548.00 U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796BX6 Treasury Debt First Tier Security 2014-08-21 2014-08-21 N N N 11000000.00 10996753.81 0.0039 N 10999263.00 10999263.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796CF4 Treasury Debt First Tier Security 2014-10-16 2014-10-16 N N N 14000000.00 13992407.92 0.0050 N 13997886.00 13997886.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796BP3 Treasury Debt First Tier Security 2014-06-26 2014-06-26 N N N 9000000.00 8999031.25 0.0032 N 8999757.00 8999757.00 U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828KY5 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 28000000.00 28056423.12 0.0100 N 28054684.00 28054684.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 29000000.00 29213077.84 0.0104 N 29218631.00 29218631.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QS2 Treasury Debt First Tier Security 2014-06-15 2014-06-15 N N N 5000000.00 5001130.07 0.0018 N 5000975.00 5000975.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 5000000.00 5027513.68 0.0018 N 5028125.00 5028125.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 7000000.00 7001570.97 0.0025 N 7003829.00 7003829.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828TQ3 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 7000000.00 7001759.99 0.0025 N 7004102.00 7004102.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 5000000.00 5093124.43 0.0018 N 5093945.00 5093945.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828CT5 Treasury Debt First Tier Security 2014-08-15 2014-08-15 N N N 3000000.00 3025034.74 0.0011 N 3025548.00 3025548.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130A0AF7 Government Agency Debt First Tier Security 2014-06-23 2015-10-23 N N N 12720000.00 12720000.00 0.0045 N 12724426.56 12724426.56 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A0FL9 Government Agency Debt First Tier Security 2015-01-09 2015-01-09 N N N 13000000.00 13000000.00 0.0046 N 13003289.00 13003289.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.35% 25746UBV0 Other Note Second Tier Security 2014-06-23 2014-07-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0021 N 5998908.00 5998908.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-06-16 2014-11-14 N N N 4000000.00 4000000.00 0.0014 N 4000036.00 4000036.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-06-27 2014-11-26 N N N 14000000.00 14000000.00 0.0050 N 13999356.00 13999356.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 5600000.00 5624364.48 0.0020 N 5625648.00 5625648.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.32% Bonds Series 1990 A2, tender 06/27/2014, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2014-06-27 2014-06-27 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0018 N 5000050.00 5000050.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.27% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 06/26/2014, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2014-06-26 2014-06-26 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2200000.00 2200000.00 0.0008 N 2200022.00 2200022.00 Palm Beach County Rev. Palm Beach County Rev., 0.12% (The Norton Gallery and School of Arts, Inc. Proj.) Series 2000, LOC Bank of America NA VRDN 696547CK2 Variable Rate Demand Note First Tier Security 2014-06-06 2014-06-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0004 N 1100000.00 1100000.00 ING Bank NV ING Bank NV, 0.11% 48M9949S9 0001017255 Other Instrument Time Deposits First Tier Security 2014-06-03 2014-06-03 N N N 11000000.00 11000000.00 0.0039 N 11000000.00 11000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2042-05-01 2.034 - 5.5 Government Agency Debt 31666699.21 18703733.85 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-11-01 2.034 - 6.5 Government Agency Debt 73134764.23 26077793.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-06-20 0.341 - 5.25 Government Agency Debt 20012993.00 8905039.75 Unrated Security 2014-06-02 2014-06-02 N N N 52343495.00 52343494.57 0.0186 N 52343494.57 52343494.57 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2042-02-15 0 - 3.875 Treasury Debt 5856.82 6298.48 FEDERAL FARM CREDIT 2014-06-10 2028-11-24 0.165 - 6.32 Government Agency Debt 125588.59 127026.99 FEDERAL HOME LOAN BANK 2014-06-13 2027-09-27 0 - 7.375 Government Agency Debt 2263876.03 2289956.59 FEDERAL HOME LOAN MORTGAGE CORP 2014-07-15 2044-06-01 0 - 7 Government Agency Debt 7820012.86 5887893.62 FEDERAL NATIONAL MORTGAGE ASSOC 2014-08-28 2044-06-01 0.16 - 7.5 Government Agency Debt 9290890.94 6441518.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-05-20 2 - 10 Government Agency Debt 5971145.42 4402283.33 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 28279.81 32326.22 Unrated Security 2014-06-02 2014-06-02 N N N 18793542.00 18793541.93 0.0067 N 18793541.93 18793541.93 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R6W5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 33863.00 13467.11 FEDERAL NATIONAL MORTGAGE ASSOC 2029-05-01 2029-05-01 3 - 3 Government Agency Debt 7857812.00 8146669.17 Unrated Security 2014-06-06 2014-06-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0028 N 8000000.00 8000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7G9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 19211.00 7640.10 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2044-01-01 2.5 - 4 Government Agency Debt 10576810.00 7132420.17 Unrated Security 2014-06-06 2014-06-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0025 N 7000000.00 7000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R6N5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2042-06-01 2.445 - 4 Government Agency Debt 295124.00 186100.14 FEDERAL NATIONAL MORTGAGE ASSOC 2028-04-01 2042-06-01 2.441 - 2.705 Government Agency Debt 10853891.00 8994384.75 Unrated Security 2014-06-06 2014-06-06 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0032 N 9000000.00 9000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7L8 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-25 2038-03-25 2 - 2 Government Agency Debt 10186115.00 9296306.13 First Tier Security 2014-06-06 2014-06-06 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0032 N 9000000.00 9000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-05-31 2044-05-15 0 - 8.125 Treasury Debt 4993214.39 5077237.01 FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2044-04-15 0 - 7.5 Government Agency Debt 3993923.11 2652334.20 FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-25 2043-09-01 2 - 8.311 Government Agency Debt 3733707.38 1094184.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2047-11-16 0.499 - 6.792 Government Agency Debt 3560928.11 1341217.25 Unrated Security 2014-06-02 2014-06-02 N N N 9943673.00 9943672.98 0.0035 N 9943672.98 9943672.98 Societe Generale In a joint trading account with Societe Generale at 0.09%, dated 5/30/2014 due 06/02/2014 48X99JHP1_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2014-07-28 2015-05-01 0.16 - 0.5 Government Agency Debt 176460.44 176774.66 FEDERAL HOME LOAN BANK 2017-06-09 2019-06-14 1 - 5 Government Agency Debt 632185.28 668129.83 FEDERAL HOME LOAN MORTGAGE CORP 2014-08-27 2044-05-01 0.5 - 6.75 Government Agency Debt 5987640.61 5204783.68 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-28 2044-05-01 0 - 5.5 Government Agency Debt 6976879.98 4936080.18 Unrated Security 2014-06-02 2014-06-02 N N N 10770291.00 10770290.52 0.0038 N 10770290.52 10770290.52 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.25% 48S991FT0 0001197610 Other Repurchase Agreement N TIME WARNER CABLE INC 2019-02-14 2019-02-14 8.75 - 8.75 Other Instrument CORPORATE 2396656.00 3154847.44 First Tier Security 2014-06-06 2014-06-06 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.44% 48S991FR4 0001197610 Other Repurchase Agreement N HARLAND CLARKE HLDGS CORP 2021-03-01 2021-03-01 N/A Other Instrument CORPORATE 1033529.00 1083339.36 First Tier Security 2014-06-06 2014-06-06 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.81% 48R99G3G9 0000315030 Other Repurchase Agreement N AMTRUST FINL SVCS INC 2021-12-15 2021-12-15 5.5 - 5.5 Other Instrument EQUITY 80364.00 137623.35 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 852668.00 3105803.04 First Tier Security 2014-07-15 2014-07-15 N N N 3000000.00 3000000.00 0.0011 Y 3000570.00 3000570.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.98% 48R99G6S0 0000315030 Other Repurchase Agreement N GMAC HOME EQUITY LOAN-BACKED NOTES 2036-11-25 2036-11-25 0.36 - 0.36 Other Instrument ASSET BACKED 28576054.00 7555355.14 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2047-06-12 2047-06-12 5.649 - 5.649 Other Instrument MORTGAGE 10087.00 6814.55 SAXON ASSET SECURITIES TRUST 2037-11-25 2037-11-25 0.6 - 0.6 Other Instrument ASSET BACKED 3759.00 2584.23 First Tier Security 2014-09-02 2014-09-02 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 7000000.00 7000000.00 0.0025 Y 7005040.00 7005040.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.19% 48X99FCC3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 4.397 - 4.397 Government Agency Debt 1900000.00 2060491.03 First Tier Security 2014-06-03 2014-06-03 N N N 2000000.00 2000000.00 0.0007 N 2000002.40 2000002.40 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.19% 48X99FCV1 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 4.397 - 4.397 Government Agency Debt 4750000.00 5151227.56 First Tier Security 2014-06-06 2014-06-06 N N N 5000000.00 5000000.00 0.0018 N 5000000.00 5000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.42% 48X99FCD1 0000318336 Other Repurchase Agreement N EXCO RESOURCES INC 2018-09-15 2018-09-15 7.5 - 7.5 Other Instrument CORPORATE 3379000.00 3507824.50 FIRST DATA CORPORATION 2021-01-15 2021-01-15 12.625 - 12.625 Other Instrument CORPORATE 6685000.00 8376003.11 First Tier Security 2014-06-03 2014-06-03 N N N 11000000.00 11000000.00 0.0039 N 11000083.60 11000083.60 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48R9927L5 0000318336 Other Repurchase Agreement N MARTIN MIDSTREAM PARTNERS LP/M 2021-02-15 2021-02-15 7.25 - 7.25 Other Instrument CORPORATE 3156000.00 3397959.77 TENET HEALTHCARE CORPORATION 2020-08-01 2020-08-01 8 - 8 Other Instrument CORPORATE 1795000.00 2008804.35 First Tier Security 2014-08-05 2014-08-05 N N N 5000000.00 5000000.00 0.0018 Y 5001150.00 5001150.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48R9928Y6 0000318336 Other Repurchase Agreement N AFFINION INVTS LLC 2018-08-15 2018-08-15 13.5 - 13.5 Other Instrument CORPORATE 1801080.00 2000099.30 ARDAGH PACKAGING FIN PLC / 2020-11-15 2020-11-15 7 - 7 Other Instrument CORPORATE 1600000.00 299858.83 ENERGY FUTURE INTERMEDIATE HOL 2018-12-01 2020-12-01 10 - 11.25 Other Instrument CORPORATE 26550000.00 28984459.22 REYNOLDS GROUP ISSUER LLC, REY 2018-05-15 2018-05-15 8.75 - 8.75 Other Instrument CORPORATE 50000.00 52503.47 First Tier Security 2014-08-07 2014-08-07 N N N 29000000.00 29000000.00 0.0103 Y 29028704.20 29028704.20 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R992HL4 0000318336 Other Repurchase Agreement N ARMSTRONG ENERGY INC 2019-12-15 2019-12-15 11.75 - 11.75 Other Instrument CORPORATE 4050000.00 4335722.05 First Tier Security 2014-07-09 2014-07-09 N N N 4000000.00 4000000.00 0.0014 Y 4001760.00 4001760.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R992KD8 0000318336 Other Repurchase Agreement N BLUELINE RENT FIN CORP / VOLVO 2019-02-01 2019-02-01 7 - 7 Other Instrument CORPORATE 735000.00 801762.48 HERCULES OFFSHORE, INC. 2019-04-01 2019-04-01 10.25 - 10.25 Other Instrument CORPORATE 250000.00 281557.29 First Tier Security 2014-07-21 2014-07-21 N N N 1000000.00 1000000.00 0.0004 Y 1000690.00 1000690.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N MTR GAMING GROUP INC 2019-08-01 2019-08-01 11.5 - 11.5 Other Instrument CORPORATE 2825000.00 3247769.27 First Tier Security 2014-10-14 2014-10-14 N N N 3000000.00 3000000.00 0.0011 Y 3002220.00 3002220.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9989T7 0000318336 Other Repurchase Agreement N MTR GAMING GROUP INC 2019-08-01 2019-08-01 11.5 - 11.5 Other Instrument CORPORATE 3775000.00 4339939.47 First Tier Security 2014-06-04 2014-06-04 N N N 4000000.00 4000000.00 0.0014 N 4000000.00 4000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48R992FY8 0000318336 Other Repurchase Agreement N FLORIDA EAST COAST HLDGS CORP 2019-05-01 2019-05-01 6.75 - 6.75 Other Instrument CORPORATE 1170000.00 1221991.91 TPC GROUP INC. + 2020-12-15 2020-12-15 8.75 - 8.75 Other Instrument CORPORATE 830000.00 948390.21 First Tier Security 2014-07-03 2014-07-03 N N N 2000000.00 2000000.00 0.0007 Y 2000900.00 2000900.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.23% 48R993MQ5 0000853784 Other Repurchase Agreement N AMERICAN FINANCIAL GROUP, INC. 2019-06-15 2019-06-15 9.875 - 9.875 Other Instrument CORPORATE 885000.00 1201865.80 CVS/CAREMARK 2016-12-05 2016-12-05 1.2 - 1.2 Other Instrument CORPORATE 9357000.00 9486064.37 VIACOM,INC CLASS B COMMON NEW@ 2043-09-01 2043-09-01 5.85 - 5.85 Other Instrument CORPORATE 7060000.00 8212421.07 First Tier Security 2014-06-02 2014-06-02 N N N 18000000.00 18000000.00 0.0064 N 18000000.00 18000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 45A99N9L1 Other Repurchase Agreement N WALGREEN CO 2014-05-31 2014-05-31 N/A Other Instrument OTHER NOTE 76461.00 5437141.71 First Tier Security 2014-08-28 2014-08-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0018 Y 5001150.00 5001150.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.59% 45A99N9F4 Other Repurchase Agreement N VECTOR GROUP LTD 2014-05-31 2014-05-31 N/A Other Instrument OTHER NOTE 4099000.00 5444841.07 First Tier Security 2014-06-13 2014-06-13 N N N 5000000.00 5000000.00 0.0018 Y 5000350.00 5000350.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 45A99N9D9 Other Repurchase Agreement N VECTOR GROUP LTD 2014-05-31 2014-05-31 N/A Other Instrument OTHER NOTE 3280000.00 4356935.52 First Tier Security 2014-08-28 2014-08-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0014 Y 4002120.00 4002120.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 45A99N9K3 Other Repurchase Agreement N VECTOR GROUP LTD 2014-05-31 2014-05-31 N/A Other Instrument OTHER NOTE 3276000.00 4351622.18 First Tier Security 2014-09-22 2014-09-22 N N N 4000000.00 4000000.00 0.0014 Y 4003200.00 4003200.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.19% 48W99WDD4 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2033-10-15 2041-01-15 0.02 - 6.399 Government Agency Debt 404884333.00 5150216.52 First Tier Security 2014-06-04 2014-06-04 N N N 5000000.00 5000000.00 0.0018 N 5000013.50 5000013.50 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48M996YX5 0001287279 Other Repurchase Agreement N SAN DIEGO CNTY WTR S-5 2014-06-04 2014-06-04 0.07 - 0.07 Other Commercial Paper 1245000.00 1245000.00 BRD OF REGENT TX A&M 2014-07-02 2014-07-02 0.08 - 0.08 Other Commercial Paper 823000.00 823008.24 First Tier Security 2014-08-28 2014-08-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0007 Y 2000880.00 2000880.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9964N0 0001287279 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2040-12-11 2040-12-11 5.506 - 5.506 Other Instrument GOVERNMENT AGENCY 6405000.00 3245961.97 First Tier Security 2014-07-10 2014-07-10 N N N 3000000.00 3000000.00 0.0011 Y 3000840.00 3000840.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9963W1 0001287279 Other Repurchase Agreement N JPM CHASE COMMERCIAL MORTGAGE 2051-02-15 2051-02-15 6.457 - 6.457 Other Instrument GOVERNMENT AGENCY 1085000.00 1083318.42 First Tier Security 2014-08-28 2014-08-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 Y 1000090.00 1000090.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996YW7 0001287279 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2050-06-11 2050-06-11 6.155 - 6.155 Other Instrument GOVERNMENT AGENCY 6450000.00 6156115.30 COMMERCIAL MORTGAGE LAON TRUST 2049-12-10 2049-12-10 6.013 - 6.013 Other Instrument GOVERNMENT AGENCY 4380000.00 3585123.91 First Tier Security 2014-08-28 2014-08-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0032 Y 9004320.00 9004320.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2040-12-11 2040-12-11 5.49 - 5.49 Other Instrument GOVERNMENT AGENCY 880000.00 860360.73 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument GOVERNMENT AGENCY 3385000.00 3461299.42 First Tier Security 2014-08-28 2014-08-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0014 Y 4002120.00 4002120.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996WV1 0001287279 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2050-06-13 2050-06-13 6.155 - 6.155 Other Instrument GOVERNMENT AGENCY 1452000.00 1431285.06 CWALT, INC. 2004-2CB 2034-06-25 2035-02-25 0.55 - 0.65 Other Instrument GOVERNMENT AGENCY 23480000.00 8506282.25 STRUCTURED ASSET MORTGAGE INVE 2034-10-19 2034-10-19 3.256 - 3.256 Other Instrument GOVERNMENT AGENCY 10260000.00 889185.85 First Tier Security 2014-08-28 2014-08-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0036 Y 10003400.00 10003400.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48W994GN1 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-20 2061-01-20 4 - 5.318 Government Agency Debt 23913850.00 14280365.76 First Tier Security 2014-06-05 2014-06-05 N N N 14000000.00 14000000.00 0.0050 N 14000107.80 14000107.80 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.38% 48W994HA8 0000728612 Other Repurchase Agreement N PUERTO RICO SALES TAX FING CORP SALES TAX REV 2026-08-01 2057-07-01 0 - 6.35 Other Municipal Debt 30956827.00 23760753.14 First Tier Security 2014-06-02 2014-06-02 N N N 22000000.00 22000000.00 0.0078 N 22000000.00 22000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Q99V9Y2 0000728612 Other Repurchase Agreement N ILLUMINA INC 2016-03-15 2016-03-15 0.25 - 0.25 Other Instrument EQUITY 1666000.00 3242287.29 First Tier Security 2014-08-04 2014-08-04 N N N 3000000.00 3000000.00 0.0011 Y 3000930.00 3000930.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994BA4 0000728612 Other Repurchase Agreement N ILLUMINA INC 2016-03-15 2016-03-15 0.25 - 0.25 Other Instrument EQUITY 3332000.00 6484574.58 First Tier Security 2014-08-06 2014-08-06 N N N 6000000.00 6000000.00 0.0021 Y 6001920.00 6001920.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994CY1 0000728612 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2016-03-15 3.25 - 3.25 Other Instrument EQUITY 5969000.00 8643236.35 First Tier Security 2014-08-14 2014-08-14 N N N 8000000.00 8000000.00 0.0028 Y 8002880.00 8002880.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Q99V8E7 0000728612 Other Repurchase Agreement N ATTENTUS CDO 2041-10-09 2041-10-09 0.649 - 0.649 Other Instrument ASSET BACKED 1547262.00 614914.64 BOYD GAMING CORP 2018-12-01 2018-12-01 9.125 - 9.125 Other Instrument CORPORATE 300000.00 333861.46 CENTEX HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.61 - 0.61 Other Instrument ASSET BACKED 30841.00 28478.24 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2035-09-25 2035-09-25 6 - 6 Other Instrument MORTGAGE 187806.00 59661.68 GSAMP 2035-03-25 2035-03-25 0.8 - 0.8 Other Instrument ASSET BACKED 4528.00 2644.38 GS MORTGAGE SECURITIES CORP. PASS-THROUGH CERTIFICATES 2036-04-25 2036-04-25 0.55 - 0.55 Other Instrument ASSET BACKED 6255824.00 2253349.99 GMAC HOME EQUITY LOAN-BACKED NOTES 2036-05-25 2036-05-25 6.471 - 6.471 Other Instrument ASSET BACKED 2119200.00 1237527.83 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2037-04-10 2037-04-10 5.395 - 5.395 Other Instrument MORTGAGE 680209.00 691205.56 N-STAR REAL ESTATE CDO 2040-07-27 2040-07-27 0.5 - 0.5 Other Instrument ASSET BACKED 1492713.00 430511.21 NII CAP CORP 2021-04-01 2021-04-01 7.625 - 7.625 Other Instrument CORPORATE 730914.00 213789.81 RAIT CRE CDO 2046-11-20 2046-11-20 0.459 - 0.459 Other Instrument ASSET BACKED 1153016.00 851851.40 REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER 2018-05-15 2018-05-15 8.5 - 8.5 Other Instrument CORPORATE 242000.00 253444.58 SERVICEMASTER CO 2020-02-15 2020-02-15 8 - 8 Other Instrument CORPORATE 100000.00 109833.33 TRANSUNION HLDG CO INC 2018-06-15 2018-06-15 10.375 - 10.375 Other Instrument CORPORATE 87793.00 94206.46 WILLIAM LYON HOMES INC 2020-11-15 2020-11-15 8.5 - 8.5 Other Instrument CORPORATE 375000.00 419453.13 First Tier Security 2014-07-01 2014-07-01 N N N 7000000.00 7000000.00 0.0025 Y 7001470.00 7001470.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.22% 45G99SGJ1 Other Repurchase Agreement N AVISTA CORP 2037-07-01 2037-07-01 5.7 - 5.7 Other Instrument CORPORATE 6131.00 7283.45 KT CORP MEDIUM TERM 2014-06-24 2014-06-24 5.875 - 5.875 Other Instrument CORPORATE 565.00 581.00 OGLETHORPE PWR CORP 2031-01-01 2031-01-01 6.191 - 6.191 Other Instrument CORPORATE 12725.00 14898.99 SKYWAY CONCESSION COMPANY 2026-06-30 2026-06-30 N/A Other Instrument CORPORATE 2455156.00 1980250.48 VODAFONE GROUP PLC NEW 2043-02-19 2043-02-19 4.375 - 4.375 Other Instrument CORPORATE 92810.00 88207.02 WRIGLEY WM JR CO 2015-07-15 2015-07-15 4.65 - 4.65 Other Instrument CORPORATE 8367.00 8857.03 Unrated Security 2014-06-03 2014-06-03 N N N 2000000.00 2000000.00 0.0007 N 2000004.20 2000004.20 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SFV5 Other Repurchase Agreement N BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 448744.00 14023250.00 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4848.00 229213.44 GAM & LEISURE-REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40277.00 1362973.68 MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 258.00 5737.92 ML PR 7.12% TOPRS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 222.00 5698.74 PLAINS ALL-AMERN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 228695.00 12829789.50 TESORO LOGISTCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2698.00 186809.52 VIMPELCOM SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32391.00 270788.76 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1757.00 252287.63 Unrated Security 2014-06-02 2014-06-02 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0096 N 27000000.00 27000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% 45G99SGD4 Other Repurchase Agreement N AETNA INC MERGED INTO ING GROEP NV 12/31/2000 2023-08-15 2023-08-15 7.25 - 7.25 Other Instrument CORPORATE 13212.00 16830.05 AVISTA CORP 2037-07-01 2037-07-01 5.7 - 5.7 Other Instrument CORPORATE 653.00 775.75 CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063A FOR ADDL ISSUES 13063C 2039-11-01 2039-11-01 5.5 - 5.5 Other Municipal Debt 306.00 352.87 EXPORT IMPORT BK KOREA 2020-06-29 2020-06-29 5.125 - 5.125 Other Instrument CORPORATE 262.00 303.58 FIRST HORIZON NATL CORP 2015-12-15 2015-12-15 5.375 - 5.375 Other Instrument CORPORATE 31.00 33.66 KT CORP MEDIUM TERM 2014-06-24 2014-06-24 5.875 - 5.875 Other Instrument CORPORATE 14513.00 14923.98 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV FOR ISSUES DATED PRIOR TO 10/14/11 SEE 649902 2024-02-15 2024-02-15 5 - 5 Other Municipal Debt 1676782.00 2043879.88 OGLETHORPE PWR CORP 2031-01-01 2031-01-01 6.191 - 6.191 Other Instrument CORPORATE 5807.00 6799.09 SKYWAY CONCESSION COMPANY 2026-06-30 2026-06-30 N/A Other Instrument CORPORATE 1322373.00 1066583.86 Unrated Security 2014-06-06 2014-06-06 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.52% 48S99LRK2 Other Repurchase Agreement N US TREASURY 2018-08-31 2018-08-31 1.5 - 1.5 Treasury Debt 500.00 506.07 FEDERAL HOME LOAN BANK 2015-03-13 2015-03-13 2.75 - 2.75 Government Agency Debt 935000.00 959760.62 FEDERAL HOME LOAN MORTGAGE CORP 2032-08-15 2040-03-15 3.5 - 3.5 Government Agency Debt 101000.00 15552.25 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2044-05-01 3.5 - 5.948 Government Agency Debt 103029.00 14956.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2045-07-16 0.84 - 5.901 Government Agency Debt 313425.00 30527.26 First Tier Security 2014-06-05 2014-06-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LMG6 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-06-15 2041-06-15 7.049 - 7.049 Government Agency Debt 427306.00 43509.71 FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-25 2044-05-01 4 - 7 Government Agency Debt 3803377.00 618951.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-16 2045-07-16 0.84 - 0.84 Government Agency Debt 100000.00 6828.93 CPS AUTO GRANTOR/RECEIVABLES TRUST 2020-03-16 2020-03-16 7.26 - 7.26 Other Instrument ASSET BACKED 346000.00 302668.12 OPTION ONE MORTGAGE LOAN 2035-12-25 2035-12-25 0.57 - 0.57 Other Instrument ASSET BACKED 13863.00 9166.12 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-05-25 2035-05-25 1.05 - 1.05 Other Instrument ASSET BACKED 2045.00 1552.06 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.619 - 2.619 Other Instrument MORTGAGE 8721.00 6044.51 5.125% BD REDEEM 28 2023-03-28 2023-03-28 5.125 - 5.125 Other Instrument CORPORATE 3459.00 3429.00 BBVA BANCOMER S A 2022-05-17 2022-05-17 2.035 - 2.035 Other Instrument CORPORATE 54080.00 56495.73 First Tier Security 2014-07-21 2014-07-21 N N N 1000000.00 1000000.00 0.0004 Y 1000430.00 1000430.00 Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.91% 48S99LQH0 Other Repurchase Agreement N US TREASURY 2018-08-31 2018-08-31 1.5 - 1.5 Treasury Debt 2300.00 2327.94 FEDERAL HOME LOAN MORTGAGE CORP 2032-08-15 2042-11-15 2.462 - 5.998 Government Agency Debt 431896.00 270910.91 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2044-05-01 3 - 5.798 Government Agency Debt 1254663.00 1069713.23 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-16 2045-07-16 0.84 - 6.329 Government Agency Debt 22830992.00 650064.39 GSAA HOME EQUITY TRUST 2036-01-25 2036-01-25 0.24 - 0.24 Other Instrument MORTGAGE 2052721.00 64588.73 NFR ENERGY LLC / NFR ENERGY FIN CORP 2017-02-15 2017-02-15 9.75 - 9.75 Other Instrument CORPORATE 5281.00 5695.23 SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST (SURF) 2036-09-25 2036-09-25 0.65 - 0.65 Other Instrument ASSET BACKED 2141747.00 1047758.10 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-05-25 2035-05-25 1.05 - 1.05 Other Instrument ASSET BACKED 1947.00 1477.68 5.125% BD REDEEM 28 2023-03-28 2023-03-28 5.125 - 5.125 Other Instrument CORPORATE 33425.00 33135.08 First Tier Security 2014-08-04 2014-08-04 N N N 3000000.00 3000000.00 0.0011 Y 3001620.00 3001620.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LRS5 Other Repurchase Agreement N US TREASURY 2015-02-05 2015-02-05 N/A Treasury Debt 2000.00 1999.30 FEDERAL HOME LOAN MORTGAGE CORP 2032-08-15 2042-11-15 3.5 - 5.998 Government Agency Debt 218214.00 35757.19 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2044-05-01 4 - 6.298 Government Agency Debt 279695.00 87916.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2045-07-16 0.84 - 6.649 Government Agency Debt 20937732.00 1905912.40 5.125% BD REDEEM 28 2023-03-28 2023-03-28 5.125 - 5.125 Other Instrument CORPORATE 11101.00 11004.71 BBVA BANCOMER S A 2022-05-17 2022-05-17 2.035 - 2.035 Other Instrument CORPORATE 18526.00 19353.55 First Tier Security 2014-08-07 2014-08-07 N N N 2000000.00 2000000.00 0.0007 Y 2001140.00 2001140.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48S99LFF6 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-08-15 2040-03-15 2.462 - 3.5 Government Agency Debt 105537.00 19672.21 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2043-02-25 3 - 6.078 Government Agency Debt 213239.00 22765.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-05-20 2045-07-16 0.84 - 6.398 Government Agency Debt 395190.00 12505.30 MASTR ASSET BACKED SECURITIES TRUST 2036-08-25 2036-08-25 0.26 - 0.26 Other Instrument ASSET BACKED 1568328.00 547558.97 OPTION ONE MORTGAGE LOAN 2035-12-25 2035-12-25 0.57 - 0.57 Other Instrument ASSET BACKED 323768.00 214073.19 WF-RBS COMMERCIAL MORTGAGE TRUST 2044-11-18 2044-11-18 5.823 - 5.823 Other Instrument MORTGAGE 1221285.00 1303059.80 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.619 - 2.619 Other Instrument MORTGAGE 7752.00 5372.90 First Tier Security 2014-06-02 2014-06-02 N N N 2000000.00 2000000.00 0.0007 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48S99LRT3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-08-15 2042-12-01 2.295 - 7.049 Government Agency Debt 2345068.00 246000.93 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2043-01-25 4 - 6.548 Government Agency Debt 3963454.00 867423.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2045-07-16 0.84 - 5.901 Government Agency Debt 3806140.00 562540.46 CWALT ALTERNATIVE LOAN TRUST 2047-04-25 2047-04-25 0.33 - 0.33 Other Instrument MORTGAGE 66263.00 6044.33 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.652 - 1.652 Other Instrument ASSET BACKED 507602.00 385762.46 5.125% BD REDEEM 28 2023-03-28 2023-03-28 5.125 - 5.125 Other Instrument CORPORATE 5886.00 5834.95 7.50% NT REDEEM 13/ 2019-03-13 2019-03-13 7.5 - 7.5 Other Instrument CORPORATE 5978.00 6507.30 First Tier Security 2014-09-05 2014-09-05 N N N 2000000.00 2000000.00 0.0007 Y 2002240.00 2002240.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99Q3B9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-12-15 2043-04-15 3 - 11.73 Government Agency Debt 5620616.00 495173.73 FEDERAL NATIONAL MORTGAGE ASSOC 2036-09-25 2044-03-25 3.296 - 6.348 Government Agency Debt 18658146.00 1682840.10 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2044-01-20 5.5 - 11.602 Government Agency Debt 5026391.00 921305.60 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99QYM1 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-10-15 2043-07-15 3 - 6.278 Government Agency Debt 24801719.00 2021368.86 FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-01 2044-01-01 0 - 6.518 Government Agency Debt 8226076.00 954908.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-20 2043-08-20 6.051 - 6.548 Government Agency Debt 1029694.00 110340.51 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q2W4 0000050916 Other Repurchase Agreement N ATLAS PIPELINE PARTNERS L P ATLAS PIPELINE FIN C 2023-08-01 2023-08-01 5.875 - 5.875 Other Instrument CORPORATE 333.00 342.80 AVAYA INC 2019-04-01 2019-04-01 9 - 9 Other Instrument CORPORATE 340258.00 355484.55 BOXER PARENT CO INC 2019-10-15 2019-10-15 N/A Other Instrument CORPORATE 2699.00 2699.00 CCU ESCROW CORP 2018-01-15 2018-01-15 10 - 10 Other Instrument CORPORATE 8937.00 8562.14 CAESARS OPER ESCROW LLC / CAESARS ESCROW CORP 2020-02-15 2020-02-15 9 - 9 Other Instrument CORPORATE 78.00 63.08 CLEAR CHANNEL COMMUNICATIONS INC 2021-08-01 2021-08-01 14 - 14 Other Instrument CORPORATE 1279331.00 1293723.47 CONSOLIDATED CONTAINER CO LLC / CONS CONTAINER F 2020-07-15 2020-07-15 10.125 - 10.125 Other Instrument CORPORATE 473.00 505.45 DIGICEL GROUP LTD 2022-04-01 2022-04-01 7.125 - 7.125 Other Instrument CORPORATE 2220.00 2306.53 DISH DBS CORP 2022-07-15 2022-07-15 5.875 - 5.875 Other Instrument CORPORATE 1007.00 1102.19 EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 Other Instrument CORPORATE 3968.00 4498.10 ENERGY FUTURE INTER HLDG CO LLC / EFIH FIN INC 2020-12-01 2020-12-01 10 - 10 Other Instrument CORPORATE 33.00 36.62 FREESCALE SEMICONDUCTOR INC 2020-02-01 2020-02-01 8.05 - 8.05 Other Instrument CORPORATE 1.00 1.12 INEOS GROUP HLDGS S A 2019-02-15 2019-02-15 5.875 - 5.875 Other Instrument CORPORATE 1569.00 1622.32 INTELSAT JACKSON HLDGS S A 2022-12-15 2022-12-15 6.625 - 6.625 Other Instrument CORPORATE 2.00 2.14 LEUCADIA NATL CORP 2043-10-23 2043-10-23 6.625 - 6.625 Other Instrument CORPORATE 9068.00 9746.55 LUCENT TECHNOLOGIES INC 2029-03-15 2029-03-15 6.45 - 6.45 Other Instrument CORPORATE 25000.00 24773.44 M D C HLDGS INC FORMERLY M D C CORP COLO TO 06/2 2043-01-15 2043-01-15 6 - 6 Other Instrument CORPORATE 1197922.00 1105083.05 SABINE PASS LNG L P 2016-11-30 2016-11-30 7.5 - 7.5 Other Instrument CORPORATE 283019.00 313443.54 SPRINT CAP CORP 2028-11-15 2028-11-15 6.875 - 6.875 Other Instrument CORPORATE 11725.00 11949.12 SWIFT ENERGY CO 2017-06-01 2017-06-01 7.125 - 7.125 Other Instrument CORPORATE 19358.00 20261.58 TRAVELPORT LLC / TRAVELPORT HLDGS INC 2016-09-01 2016-09-01 11.875 - 11.875 Other Instrument CORPORATE 80468.00 84238.54 First Tier Security 2014-06-03 2014-06-03 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q2Y0 0000050916 Other Repurchase Agreement N CLEAR CHANNEL COMMUNICATIONS INC 2021-08-01 2021-08-01 14 - 14 Other Instrument CORPORATE 1063297.00 1075259.09 CONSOLIDATED CONTAINER CO LLC / CONS CONTAINER F 2020-07-15 2020-07-15 10.125 - 10.125 Other Instrument CORPORATE 449.00 479.80 DIGICEL GROUP LTD 2022-04-01 2022-04-01 7.125 - 7.125 Other Instrument CORPORATE 1738.00 1805.75 FREESCALE SEMICONDUCTOR INC 2020-02-01 2020-02-01 8.05 - 8.05 Other Instrument CORPORATE 450809.00 502814.20 NCR CORP NEW 2021-02-15 2021-02-15 4.625 - 4.625 Other Instrument CORPORATE 237900.00 242298.67 OFFICE DEPOT INC 2019-03-15 2019-03-15 9.75 - 9.75 Other Instrument CORPORATE 246086.00 287382.31 SPRINT CAP CORP 2028-11-15 2028-11-15 6.875 - 6.875 Other Instrument CORPORATE 938244.00 956178.14 SWIFT ENERGY CO 2017-06-01 2017-06-01 7.125 - 7.125 Other Instrument CORPORATE 2684.00 2809.28 TRAVELPORT LLC / TRAVELPORT HLDGS INC 2016-09-01 2016-09-01 11.875 - 11.875 Other Instrument CORPORATE 163647.00 171315.11 First Tier Security 2014-06-06 2014-06-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q2X2 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2047-06-25 2047-06-25 5.35 - 5.35 Other Instrument MORTGAGE 650054.00 58005.53 COUNTRYWIDE HOME LOANS 2037-10-25 2037-10-25 6.5 - 6.5 Other Instrument MORTGAGE 13963.00 4130.61 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 2049-12-10 5.899 - 5.899 Other Instrument MORTGAGE 2487.00 2414.58 CITIGROUP COML MTG TR 2013-375P 2035-05-11 2035-05-11 N/A Other Instrument MORTGAGE 471657.00 419025.43 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2046-05-17 2046-05-17 5.965 - 5.965 Other Instrument MORTGAGE 10461.00 7712.49 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2039-03-10 2039-03-10 5.505 - 5.505 Other Instrument MORTGAGE 524373.00 455127.62 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-06-17 2039-06-17 5.866 - 5.866 Other Instrument MORTGAGE 11606.00 12428.59 CWALT ALTERNATIVE LOAN TRUST 2046-10-25 2046-10-25 0.34 - 0.34 Other Instrument MORTGAGE 26176.00 15022.87 GSAA HOME EQUITY TRUST 2036-10-25 2036-10-25 0.32 - 0.32 Other Instrument MORTGAGE 58009.00 21750.11 INDYMAC INDX MORTGAGE LOAN TRUST 2036-10-25 2036-10-25 0.35 - 0.35 Other Instrument MORTGAGE 1010.00 308.19 LUMINENT MORTGAGE TRUST 2046-02-25 2046-02-25 2.461 - 2.461 Other Instrument MORTGAGE 1775350.00 24005.98 MORGAN STANLEY CAPITAL I 2049-12-12 2049-12-12 6.294 - 6.294 Other Instrument MORTGAGE 1122.00 1270.78 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2035-07-25 2035-07-25 5.5 - 5.5 Other Instrument MORTGAGE 50753.00 58916.99 First Tier Security 2014-06-03 2014-06-03 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 48X99EAC8 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-02-01 2037-08-01 3.5 - 6 Government Agency Debt 25253000.00 6120661.00 Second Tier Security 2014-06-03 2014-06-03 N N N 6000000.00 6000000.00 0.0021 N 6000075.60 6000075.60 SG Americas Securities, LLC SG Americas Securities, LLC, 0.25% 60S99BYW5 Other Repurchase Agreement N CREDIT SUISSE MEDIUM TERM SUB NTS BOOK ENTRY 2020-08-05 2020-08-05 4.375 - 4.375 Other Instrument CORPORATE 1437636.00 1590091.11 DEERE JOHN CAP CORP MEDIUM TERM 2017-03-15 2017-03-15 1.4 - 1.4 Other Instrument CORPORATE 1500000.00 1524640.00 HSBC FIN CAP TR IX 2035-11-30 2035-11-30 5.911 - 5.911 Other Instrument CORPORATE 685.00 713.09 MANITOBA PROV CDA 2020-04-01 2020-04-01 9.25 - 9.25 Other Instrument CORPORATE 20128.00 27134.15 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-07-15 2014-07-15 5.45 - 5.45 Other Instrument CORPORATE 107.00 109.81 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2016-10-18 2016-10-18 0.677 - 0.677 Other Instrument CORPORATE 3510.00 3508.17 ROPER INDS INC NEW 2018-10-01 2018-10-01 2.05 - 2.05 Other Instrument CORPORATE 3387.00 3416.16 SASKATCHEWAN PROV CDA 2022-07-15 2022-07-15 8.5 - 8.5 Other Instrument CORPORATE 94.00 133.20 TOTAL CAP INTL 2017-01-10 2017-01-10 1 - 1 Other Instrument CORPORATE 361.00 363.96 First Tier Security 2014-06-04 2014-06-04 N N N 3000000.00 3000000.00 0.0011 N 3000018.30 3000018.30 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BYV7 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11867.00 7540054.46 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 435.00 20566.80 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 304.02 First Tier Security 2014-06-03 2014-06-03 N N N 7000000.00 7000000.00 0.0025 N 7000022.40 7000022.40 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BYY1 Other Repurchase Agreement N CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 286.00 13522.08 FOREST LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11794.00 1129275.50 GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17385.00 2794464.90 IAC/INTERACTIVE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19370.00 1280163.30 MARATHON PETRO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1429.00 128338.49 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 231.00 23409.54 PRUDENTIAL FINANCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 245.00 20121.85 XL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 339.00 10970.04 First Tier Security 2014-06-05 2014-06-05 N N N 5000000.00 5000000.00 0.0018 N 5000051.00 5000051.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.34% 60S99BYX3 Other Repurchase Agreement N ALCATEL-LUCENT USA INC 2017-07-01 2017-07-01 4.625 - 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