N-MFP LIVE N 2015-01-31 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) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 48 74 2641392487.60 951951.51 668417.20 2641676021.91 0.0027 1.0001 2015-01-30 1.0001 2015-01-30 C000048773 1.00 920534811.43 1.00 -2195126.03 67716066.22 69911192.25 0.0002 1.0000 2015-01-30 1.0000 2015-01-30 C000048775 1.00 632751405.11 1.00 -8975811.52 73749373.38 82725184.90 0.0001 1.0001 2015-01-30 1.0001 2015-01-30 C000048776 1.00 142389911.54 1.00 6974916.12 13940673.80 6965757.68 0.0001 1.0002 2015-01-30 1.0002 2015-01-30 C000048774 1.00 945999893.83 1.00 -46648690.88 44127531.37 90776222.25 0.0001 1.0003 2015-01-30 1.0003 2015-01-30 Bank of Montreal Bank of Montreal, 0.25% 06366CES3 Certificate of Deposit First Tier Security 2015-02-17 2015-07-14 N N N 9000000.00 9000000.00 0.0034 N 8999946.00 8999946.00 Bank of Montreal Bank of Montreal, 0.25% 06366CKC1 Certificate of Deposit First Tier Security 2015-02-18 2015-08-18 N N N 11000000.00 11000000.00 0.0042 N 10998735.00 10998735.00 Bank of Montreal Bank of Montreal, 0.25% 06366CFU7 Certificate of Deposit First Tier Security 2015-02-20 2015-07-20 N N N 6000000.00 6000000.00 0.0023 N 5999418.00 5999418.00 Bank of Montreal Bank of Montreal, 0.25% 06366CFW3 Certificate of Deposit First Tier Security 2015-02-23 2015-07-21 N N N 6000000.00 6000000.00 0.0023 N 5999388.00 5999388.00 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 5000000.00 5000000.00 0.0019 N 5000443.00 5000443.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366LEQ7 Certificate of Deposit First Tier Security 2015-02-17 2015-09-11 N N N 18000000.00 18000000.00 0.0068 N 17998848.00 17998848.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417HLC8 Certificate of Deposit First Tier Security 2015-02-17 2015-05-15 N N N 20000000.00 20000000.00 0.0076 N 19998760.00 19998760.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417HHT6 Certificate of Deposit First Tier Security 2015-02-27 2015-03-31 N N N 9000000.00 9000000.00 0.0034 N 8999604.00 8999604.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417HPU4 Certificate of Deposit First Tier Security 2015-04-07 2015-04-07 N N N 33000000.00 33000000.00 0.0125 N 33007972.80 33007972.80 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HJJ6 Certificate of Deposit First Tier Security 2015-02-10 2015-09-04 N N N 8000000.00 8000000.00 0.0030 N 7997040.00 7997040.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HEN2 Certificate of Deposit First Tier Security 2015-02-03 2015-09-30 N N N 9000000.00 9000000.00 0.0034 N 9003591.00 9003591.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HVE3 Certificate of Deposit First Tier Security 2015-02-23 2015-05-20 N N N 17000000.00 17000000.00 0.0064 N 16998827.00 16998827.00 Bank of Nova Scotia Bank of Nova Scotia, 0.35% 06417E5W9 Certificate of Deposit First Tier Security 2015-02-11 2015-07-10 N N N 8000000.00 8000000.00 0.0030 N 8000200.00 8000200.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.14% 06538JGF7 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 16000000.00 16000000.00 0.0061 N 15999923.20 15999923.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HVS6 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 2000000.00 2000000.00 0.0008 N 2000015.60 2000015.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HYD6 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 11000000.00 11000000.00 0.0042 N 11000533.50 11000533.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HH60 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 4000000.00 4000000.00 0.0015 N 4000243.20 4000243.20 Bank of Tokyo-Mitsubishi UFJ Ltd. 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Mizuho Corporate Bank Ltd., 0.25% 60688L2B1 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 18000000.00 18000000.00 0.0068 N 18000820.80 18000820.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688L2D7 Certificate of Deposit First Tier Security 2015-03-27 2015-03-27 N N N 16000000.00 16000000.00 0.0061 N 16000744.00 16000744.00 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 10000000.00 10000000.00 0.0038 N 10000781.00 10000781.00 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 10000000.00 10000000.00 0.0038 N 10000790.00 10000790.00 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 11000000.00 11000000.00 0.0042 N 11000941.60 11000941.60 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 5000000.00 5000000.00 0.0019 N 5000436.50 5000436.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873FKX5 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 15000000.00 15000000.00 0.0057 N 14999934.00 14999934.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FHB7 Certificate of Deposit First Tier Security 2015-03-02 2015-03-02 N N N 41000000.00 41000000.00 0.0155 N 41001763.00 41001763.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.27% 63873FFM5 Certificate of Deposit First Tier Security 2015-02-23 2015-04-06 Y NATIXIS NY BRH N/A N/A N N 16000000.00 16000000.00 0.0061 N 15997536.00 15997536.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.29% 63873FJJ8 Certificate of Deposit First Tier Security 2015-03-31 2015-03-31 N N N 13000000.00 13000000.00 0.0049 N 13001731.60 13001731.60 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 50000000.00 50000000.00 0.0189 N 50003910.00 50003910.00 National Bank of Canada National Bank of Canada, 0.35% 63307UEA5 Certificate of Deposit First Tier Security 2015-02-10 2015-04-10 N N N 4000000.00 4000000.00 0.0015 N 4000060.00 4000060.00 National Bank of Canada National Bank of Canada, 0.35% 63307UDX6 Certificate of Deposit First Tier Security 2015-02-23 2015-04-22 N N N 28000000.00 28000000.00 0.0106 N 28001736.00 28001736.00 National Bank of Canada National Bank of Canada, 0.38% 63307UBK6 Certificate of Deposit First Tier Security 2015-02-20 2015-07-17 N N N 21000000.00 20998059.51 0.0079 N 21000924.00 21000924.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 21684BUT9 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 27000000.00 27000000.00 0.0102 N 26999046.90 26999046.90 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRN8 Certificate of Deposit First Tier Security 2015-02-26 2015-06-26 N N N 13000000.00 13000000.00 0.0049 N 12999324.00 12999324.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRB4 Certificate of Deposit First Tier Security 2015-02-09 2015-04-09 N N N 9000000.00 9000000.00 0.0034 N 8999829.00 8999829.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRQ1 Certificate of Deposit First Tier Security 2015-02-23 2015-07-23 N N N 10000000.00 10000000.00 0.0038 N 9998960.00 9998960.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NSG2 Certificate of Deposit First Tier Security 2015-02-10 2015-11-10 N N N 6000000.00 6000000.00 0.0023 N 5999064.00 5999064.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NSJ6 Certificate of Deposit First Tier Security 2015-02-12 2015-11-12 N N N 26000000.00 26000000.00 0.0098 N 25995866.00 25995866.00 Royal Bank of Canada Royal Bank of Canada, 0.26% 78009NSK3 Certificate of Deposit First Tier Security 2015-02-19 2015-11-19 N N N 8000000.00 8000000.00 0.0030 N 7998672.00 7998672.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.14% 86562Y6V1 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 12000000.00 12000000.00 0.0045 N 11999960.40 11999960.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2015-02-19 2015-03-19 N N N 4000000.00 4000000.00 0.0015 N 4000016.00 4000016.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YYL2 Certificate of Deposit First Tier Security 2015-02-23 2015-02-23 N N N 14000000.00 14000000.00 0.0053 N 14000558.60 14000558.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YL85 Certificate of Deposit First Tier Security 2015-03-23 2015-03-23 N N N 8000000.00 8000000.00 0.0030 N 8000460.80 8000460.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YQG2 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 2000000.00 2000000.00 0.0008 N 2000013.40 2000013.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YQW7 Certificate of Deposit First Tier Security 2015-02-05 2015-02-05 N N N 20000000.00 20000000.00 0.0076 N 20000266.00 20000266.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YSF2 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 8000000.00 8000000.00 0.0030 N 8000319.20 8000319.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YTM6 Certificate of Deposit First Tier Security 2015-02-23 2015-02-23 N N N 10100000.00 10100000.00 0.0038 N 10100537.32 10100537.32 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y2Z6 Certificate of Deposit First Tier Security 2015-05-05 2015-05-05 N N N 13000000.00 13000000.00 0.0049 N 12999998.70 12999998.70 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 11000000.00 11000000.00 0.0042 N 10999998.90 10999998.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y6N9 Certificate of Deposit First Tier Security 2015-05-26 2015-05-26 N N N 17000000.00 17000000.00 0.0064 N 17000000.00 17000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562JAD9 Certificate of Deposit First Tier Security 2015-02-17 2015-07-15 N N N 16000000.00 16000000.00 0.0061 N 16000528.00 16000528.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTS2 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 11000000.00 11000000.00 0.0042 N 10999811.90 10999811.90 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTU7 Certificate of Deposit First Tier Security 2015-04-03 2015-04-03 N N N 21000000.00 21000000.00 0.0079 N 20999628.30 20999628.30 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 0.0038 N 9999650.00 9999650.00 Swedbank AB Swedbank AB, 0.26% 87019TYA4 Certificate of Deposit First Tier Security 2015-04-17 2015-04-17 N N N 25000000.00 25000000.00 0.0095 N 25004807.50 25004807.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UGM7 Certificate of Deposit First Tier Security 2015-02-06 2015-06-08 N N N 9000000.00 9000000.00 0.0034 N 8999370.00 8999370.00 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 0.0023 N 6000201.00 6000201.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.26% 89112UYQ8 Certificate of Deposit First Tier Security 2015-02-06 2015-10-06 N N N 17000000.00 17000000.00 0.0064 N 16997705.00 16997705.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112UVF5 Certificate of Deposit First Tier Security 2015-06-12 2015-06-12 N N N 43000000.00 43000000.00 0.0163 N 43017427.90 43017427.90 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112UVP3 Certificate of Deposit First Tier Security 2015-06-16 2015-06-16 N N N 6000000.00 6000000.00 0.0023 N 6002505.00 6002505.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112UWD9 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 6000000.00 6000000.00 0.0023 N 6001521.00 6001521.00 UBS AG UBS AG, 0.28% 90267RZM4 Certificate of Deposit First Tier Security 2015-02-05 2015-03-05 N N N 27000000.00 27000000.00 0.0102 N 26999514.00 26999514.00 UBS AG UBS AG, 0.34% 90267RD48 Certificate of Deposit First Tier Security 2015-06-09 2015-06-09 N N N 25000000.00 25000000.00 0.0095 N 25004497.50 25004497.50 UBS AG UBS AG, 0.34% 90267RF79 Certificate of Deposit First Tier Security 2015-07-27 2015-07-27 N N N 20000000.00 20000000.00 0.0076 N 20001974.00 20001974.00 BMO Harris Bank NA BMO Harris Bank NA, 0.25% 05574BCQ1 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 20000000.00 20000000.00 0.0076 N 20001098.00 20001098.00 BMO Harris Bank NA BMO Harris Bank NA, 0.25% 05574BCS7 Certificate of Deposit First Tier Security 2015-02-18 2015-02-18 N N N 25000000.00 25000000.00 0.0095 N 25001450.00 25001450.00 Citibank NA Citibank NA, 0.23% 17304UB58 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 5000000.00 5000000.00 0.0019 N 5000068.00 5000068.00 Citibank NA Citibank NA, 0.23% 17304UF21 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 9000000.00 9000000.00 0.0034 N 9000398.70 9000398.70 Citibank NA Citibank NA, 0.23% 17304UF96 Certificate of Deposit First Tier Security 2015-03-06 2015-03-06 N N N 8000000.00 8000000.00 0.0030 N 8000388.00 8000388.00 RBS Citizens NA RBS Citizens NA, 0.37% 17411TAV5 Certificate of Deposit Second Tier Security 2015-02-05 2015-02-05 N N N 13000000.00 13000000.00 0.0049 N 13000627.90 13000627.90 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.24% 8574P1DR4 Certificate of Deposit First Tier Security 2015-03-08 2015-06-08 N N N 11000000.00 11000000.00 0.0042 N 10998768.00 10998768.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.25% 94988EAR9 Certificate of Deposit First Tier Security 2015-02-04 2015-08-03 N N N 7000000.00 7000000.00 0.0026 N 6999307.00 6999307.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.25% 94988EAX6 Certificate of Deposit First Tier Security 2015-02-18 2015-08-18 N N N 3000000.00 3000000.00 0.0011 N 2999655.00 2999655.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HHP8 0000833029 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 27000000.00 27000000.00 0.0102 N 27003504.60 27003504.60 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 26000000.00 26000000.00 0.0098 N 26006832.80 26006832.80 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417KSN0 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 12000000.00 11989733.33 0.0045 N 11994436.80 11994436.80 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417KVH9 Financial Company Commercial Paper First Tier Security 2015-08-17 2015-08-17 N N N 10000000.00 9983036.11 0.0038 N 9984578.00 9984578.00 BAT International Finance PLC BAT International Finance PLC, 0.47% 05531NPS9 Financial Company Commercial Paper Second Tier Security 2015-02-26 2015-02-26 N N N 3000000.00 2999020.83 0.0011 N 2999444.40 2999444.40 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1QJ2 Financial Company Commercial Paper First Tier Security 2015-03-18 2015-03-18 N N N 5000000.00 4998437.50 0.0019 N 4999140.50 4999140.50 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1T18 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 13000000.00 12989166.67 0.0049 N 12990248.70 12990248.70 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640EAT5 Financial Company Commercial Paper First Tier Security 2015-02-23 2015-04-22 N N N 12000000.00 12000000.00 0.0045 N 11999364.00 11999364.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640EAV0 Financial Company Commercial Paper First Tier Security 2015-02-27 2015-04-27 N N N 30000000.00 30000000.00 0.0114 N 29998260.00 29998260.00 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 28000000.00 27973399.99 0.0106 N 27981144.80 27981144.80 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 14000000.00 13999688.89 0.0053 N 13999626.62 13999626.62 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 5000000.00 4999888.89 0.0019 N 4999866.65 4999866.65 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 19000000.00 18999577.78 0.0072 N 18999493.27 18999493.27 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1P64 Financial Company Commercial Paper First Tier Security 2015-02-06 2015-02-06 N N N 10000000.00 9999777.78 0.0038 N 9999733.30 9999733.30 Lloyds Bank PLC Lloyds Bank PLC, 0.12% 53943SP50 Financial Company Commercial Paper First Tier Security 2015-02-05 2015-02-05 N N N 79000000.00 78998946.68 0.0299 N 78998815.00 78998815.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.25% 86960KT51 Financial Company Commercial Paper First Tier Security 2015-06-05 2015-06-05 N N N 42000000.00 41963833.34 0.0159 N 41966778.00 41966778.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQR8 Financial Company Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 9000000.00 8996750.00 0.0034 N 8997948.00 8997948.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.23% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-02-03 2015-04-06 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 59000000.00 58988029.32 0.0223 N 58994100.00 58994100.00 Motiva Enterprises LLC Motiva Enterprises LLC, 0.44% 61979KPP3 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 3000000.00 2999193.33 0.0011 N 2999154.00 2999154.00 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.37% 63946EPB4 Other Commercial Paper Second Tier Security 2015-02-11 2015-02-11 N N N 1000000.00 999897.22 0.0004 N 999923.30 999923.30 Northeast Utilities Northeast Utilities, 0.35% 66439UP90 Other Commercial Paper Second Tier Security 2015-02-09 2015-02-09 N N N 1000000.00 999922.22 0.0004 N 999936.10 999936.10 Sempra Global Sempra Global, 0.45% 81685MP56 Other Commercial Paper Second Tier Security 2015-02-05 2015-02-05 N N N 2000000.00 1999900.00 0.0008 N 1999940.00 1999940.00 Sempra Global Sempra Global, 0.47% 81685MPJ6 Other Commercial Paper Second Tier Security 2015-02-18 2015-02-18 N N N 2000000.00 1999556.11 0.0008 N 1999802.60 1999802.60 Sempra Global Sempra Global, 0.47% 81685MPR8 Other Commercial Paper Second Tier Security 2015-02-25 2015-02-25 N N N 2000000.00 1999373.34 0.0008 N 1999708.80 1999708.80 Sempra Global Sempra Global, 0.48% 81685MPB3 Other Commercial Paper Second Tier Security 2015-02-11 2015-02-11 N N N 2000000.00 1999733.33 0.0008 N 1999880.00 1999880.00 Sempra Global Sempra Global, 0.48% 81685MPP2 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 1000000.00 999706.67 0.0004 N 999869.10 999869.10 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KPB8 Other Commercial Paper Second Tier Security 2015-02-11 2015-02-11 N N N 1000000.00 999888.89 0.0004 N 999933.30 999933.30 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KPR3 Other Commercial Paper Second Tier Security 2015-02-25 2015-02-25 N N N 2000000.00 1999466.67 0.0008 N 1999688.00 1999688.00 Xerox Corp. Xerox Corp., 0.40% 98412FPP1 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 1000000.00 999755.56 0.0004 N 999718.00 999718.00 Xerox Corp. Xerox Corp., 0.40% 98412FPP1 Other Commercial Paper Second Tier Security 2015-02-23 2015-02-23 N N N 1000000.00 999755.56 0.0004 N 999718.00 999718.00 Xerox Corp. Xerox Corp., 0.40% 98412FQ21 Other Commercial Paper Second Tier Security 2015-03-02 2015-03-02 N N N 2000000.00 1999355.56 0.0008 N 1999257.80 1999257.80 Xerox Corp. Xerox Corp., 0.40% 98412FQA3 Other Commercial Paper Second Tier Security 2015-03-10 2015-03-10 N N N 2000000.00 1999177.78 0.0008 N 1999042.40 1999042.40 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2W51 Government Agency Debt First Tier Security 2015-08-21 2015-08-21 N N N 12000000.00 11999664.44 0.0045 N 11999352.00 11999352.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2W44 Government Agency Debt First Tier Security 2015-09-18 2015-09-18 N N N 8000000.00 7999596.96 0.0030 N 8001200.00 8001200.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XE1 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 28000000.00 28000000.00 0.0106 N 28002828.00 28002828.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 25000000.00 25000000.00 0.0095 N 25003100.00 25003100.00 Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130A3SW5 Government Agency Debt First Tier Security 2016-01-15 2016-01-15 N N N 11000000.00 11000000.00 0.0042 N 11007788.00 11007788.00 Freddie Mac Freddie Mac, 0.10% 313396CB7 Government Agency Debt First Tier Security 2015-02-19 2015-02-19 N N N 10000000.00 9999500.00 0.0038 N 9999910.00 9999910.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.37% 25746UBZ1 Other Note Second Tier Security 2015-02-20 2015-03-16 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 8000000.00 8000000.00 0.0030 N 7998312.00 7998312.00 International Bank Reconstruction & Development International Bank Reconstruction & Development, 0.30% 45905U7C2 Other Note First Tier Security 2015-10-28 2015-10-28 N N N 10000000.00 10000000.00 0.0038 N 10001420.00 10001420.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.32% 86959JDE5 Other Note First Tier Security 2015-02-16 2015-07-15 N N N 4000000.00 4000000.00 0.0015 N 3999904.00 3999904.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.32% 86959JCX4 Other Note First Tier Security 2015-02-27 2015-07-27 N N N 14000000.00 14000000.00 0.0053 N 13998838.00 13998838.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828TK6 Treasury Debt First Tier Security 2015-08-15 2015-08-15 N N N 12000000.00 12001676.54 0.0045 N 12009840.00 12009840.00 Credit Agricole CIB Credit Agricole CIB, 0.07% 44T99HXT3 Other Instrument Time Deposits First Tier Security 2015-02-02 2015-02-02 N N N 95000000.00 95000000.00 0.0360 N 95000000.00 95000000.00 ING Bank NV ING Bank NV, 0.14% 48X99Q3J4 0001017255 Other Instrument Time Deposits First Tier Security 2015-02-04 2015-02-04 N N N 5000000.00 5000000.00 0.0019 N 5000000.00 5000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 5.5 Government Agency Debt 71107142.99 72993670.02 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2044-10-25 3 - 7 Government Agency Debt 13942070.65 12412135.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2041-09-15 3 - 5.25 Government Agency Debt 48356495.90 19535635.94 Unrated Security 2015-02-02 2015-02-02 N N N 101901163.00 101901163.44 0.0386 N 101901163.44 101901163.44 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2044-11-15 0 - 8.875 Treasury Debt 51649.71 53339.50 FEDERAL FARM CREDIT 2015-05-01 2041-12-23 0.5 - 4.875 Government Agency Debt 1131486.56 1163116.27 FEDERAL HOME LOAN BANK 2015-09-11 2028-04-17 0.375 - 5.125 Government Agency Debt 3986450.24 3989587.24 FEDERAL HOME LOAN MORTGAGE CORP 2015-02-09 2045-01-01 0 - 7 Government Agency Debt 8673851.69 7115623.39 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-04 2045-01-01 0 - 7.5 Government Agency Debt 7169689.64 5761493.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-01-20 2 - 10 Government Agency Debt 13371931.09 9390492.53 Unrated Security 2015-02-02 2015-02-02 N N N 26902281.00 26902281.44 0.0102 N 26902281.44 26902281.44 Citibank NA In a joint trading account with Citibank NA at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2044-11-15 0 - 10.625 Treasury Debt 13352587.64 13988839.04 FEDERAL AGRICULTURE MORTGAGE CORP 2015-02-27 2016-07-27 0 - 2 Government Agency Debt 11061.68 11172.33 FEDERAL FARM CREDIT 2017-01-17 2017-03-27 0.18 - 4.875 Government Agency Debt 31965.26 33019.60 FEDERAL HOME LOAN BANK 2015-04-21 2022-12-09 0 - 2.75 Government Agency Debt 119305.77 116610.19 FEDERAL HOME LOAN MORTGAGE CORP 2015-03-01 2048-05-01 0 - 12.5 Government Agency Debt 25463931.96 3565032.31 FEDERAL NATIONAL MORTGAGE ASSOC 2015-02-25 2047-11-01 0 - 11.5 Government Agency Debt 32854662.15 4344259.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-04-20 2052-04-15 1.125 - 13 Government Agency Debt 133604395.34 7715747.00 RESOLUTION FUNDING CORP 2017-07-15 2020-07-15 0 - 0 Government Agency Debt 8271.20 7523.09 TENNESEE VALLEY AUTHORITY 2022-08-15 2056-04-01 1.875 - 7.125 Government Agency Debt 47304.57 51201.13 Unrated Security 2015-02-02 2015-02-02 N N N 29241610.00 29241610.26 0.0111 N 29241610.26 29241610.26 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-02-19 2044-05-15 0 - 9 Treasury Debt 8245592.26 8847728.78 FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2043-03-01 2.361 - 3.5 Government Agency Debt 328808.31 285174.97 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-01 2045-02-01 2.02 - 4 Government Agency Debt 1307915.27 855841.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2062-10-20 2062-10-20 4.545 - 4.545 Government Agency Debt 31676.11 36439.93 Unrated Security 2015-02-02 2015-02-02 N N N 9812081.00 9812080.81 0.0037 N 9812080.81 9812080.81 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2036-02-15 0.25 - 8 Treasury Debt 4068949.44 4222355.43 FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2042-08-01 3 - 5 Government Agency Debt 25727392.10 19362891.41 U.S. TREASURY 2016-04-30 2016-07-31 0.089 - 0.099 Treasury Debt 38878.63 38886.86 Unrated Security 2015-02-02 2015-02-02 N N N 23159355.00 23159355.33 0.0088 N 23159355.33 23159355.33 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GEJ6 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2015-04-23 2015-07-02 N/A Treasury Debt 8699100.00 8698417.96 First Tier Security 2015-02-06 2015-02-06 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 8527000.00 8527000.00 0.0032 N 8527000.00 8527000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.08%, dated 1/30/2015 due 02/02/2015 49H99QEV1_08126 Government Agency Repurchase Agreement Y US TREASURY 2017-11-15 2023-11-15 0 - 3.375 Treasury Debt 728406.17 798046.83 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-03 2020-01-24 0 - 1.45 Government Agency Debt 234026.46 231551.73 FEDERAL FARM CREDIT 2015-03-02 2015-03-02 0 - 0 Government Agency Debt 1532728.24 1532666.93 FEDERAL HOME LOAN BANK 2015-02-03 2015-05-20 0 - 0.23 Government Agency Debt 2166312.06 2168246.96 FEDERAL HOME LOAN MORTGAGE CORP 2015-02-02 2045-01-15 0 - 7 Government Agency Debt 28931871.43 22645697.12 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-04 2045-01-25 0 - 8.25 Government Agency Debt 51381842.93 42225312.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-07-20 2063-04-20 0.515 - 7.277 Government Agency Debt 17730395.21 14141515.60 Unrated Security 2015-02-02 2015-02-02 N N N 81876509.00 81876508.73 0.0310 N 81876508.73 81876508.73 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.00% 48Y99UFK8 0000315030 Other Repurchase Agreement N BHMS MORTGAGE TRUST 2033-07-05 2033-07-05 3.17 - 3.17 Other Instrument MORTGAGE 33307.00 33323.80 REGIONAL DIVERSIFIED FUNDING 2036-01-25 2036-01-25 0.586 - 0.586 Other Instrument ASSET BACKED 3715390.00 1416009.55 SOUTH COAST FUNDING 2039-08-06 2039-08-06 1.282 - 1.282 Other Instrument ASSET BACKED 24635744.00 8291186.75 First Tier Security 2015-06-04 2015-06-04 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 9000000.00 9000000.00 0.0034 Y 9003690.00 9003690.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.46% 48Z992RE0 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 5730000.00 6182146.06 First Tier Security 2015-02-04 2015-02-04 N N N 6000000.00 6000000.00 0.0023 N 6000109.80 6000109.80 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992HB7 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 7650000.00 8253650.50 First Tier Security 2015-03-19 2015-03-19 N N N 8000000.00 8000000.00 0.0030 Y 8002080.00 8002080.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992EM6 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 4785000.00 5162577.47 First Tier Security 2015-04-02 2015-04-02 N N N 5000000.00 5000000.00 0.0019 Y 5001500.00 5001500.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992FP8 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 6695000.00 7223292.83 First Tier Security 2015-04-06 2015-04-06 N N N 7000000.00 7000000.00 0.0026 Y 7002240.00 7002240.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992ES3 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 2870000.00 3096467.57 First Tier Security 2015-04-08 2015-04-08 N N N 3000000.00 3000000.00 0.0011 Y 3000990.00 3000990.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992FB9 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 4785000.00 5162577.47 First Tier Security 2015-04-10 2015-04-10 N N N 5000000.00 5000000.00 0.0019 Y 5001700.00 5001700.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992KY3 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-25 2026-08-25 3.309 - 3.309 Government Agency Debt 1915000.00 2066109.90 First Tier Security 2015-04-30 2015-04-30 N N N 2000000.00 2000000.00 0.0008 Y 2000900.00 2000900.00 ING Financial Markets LLC ING Financial Markets LLC, 0.29% 48Y990PU1 0000877559 Other Repurchase Agreement N AIR PRODUCTS AND CHEMICALS, IN 2021-11-03 2021-11-03 3 - 3 Other Instrument CORPORATE 448000.00 470323.82 AMEREN ILLINOIS COMPANY 2022-09-01 2022-09-01 2.7 - 2.7 Other Instrument CORPORATE 500000.00 514839.95 CANADIAN NATIONAL RAILWAY COMP 2043-11-07 2043-11-07 4.5 - 4.5 Other Instrument CORPORATE 555000.00 654436.58 CATERPILLAR INC. 2042-08-15 2042-08-15 3.803 - 3.803 Other Instrument CORPORATE 500000.00 515455.07 CINTAS CORPORATION NO. 2 2016-06-01 2016-06-01 2.85 - 2.85 Other Instrument CORPORATE 538000.00 554260.62 CITIGROUP, INC. 2016-08-02 2042-01-30 5.85 - 5.875 Other Instrument CORPORATE 5375000.00 6093353.41 COMMONWEALTH EDISON COMPANY 2024-11-01 2024-11-01 3.1 - 3.1 Other Instrument CORPORATE 5300000.00 5524872.91 CONSOLIDATED EDISON COMPANY OF 2036-03-15 2036-03-15 5.85 - 5.85 Other Instrument CORPORATE 404000.00 551725.61 COVIDIEN INTERNATIONAL FINANCE 2023-06-15 2023-06-15 2.95 - 2.95 Other Instrument CORPORATE 6500000.00 6673575.70 E-BAY INC. 2042-07-15 2042-07-15 4 - 4 Other Instrument CORPORATE 506000.00 451481.85 EMERSON ELECTRIC CO. 2020-11-15 2020-11-15 4.25 - 4.25 Other Instrument CORPORATE 500000.00 561608.08 GOLDMAN SACHS GROUP, INC. (THE 2023-01-22 2023-01-22 3.625 - 3.625 Other Instrument CORPORATE 1482000.00 1541703.24 KONINKLIJKE PHILIPS ELECTRONIC 2042-03-15 2042-03-15 5 - 5 Other Instrument CORPORATE 550000.00 662735.34 MERRILL LYNCH AND CO. 2017-08-28 2017-08-28 6.4 - 6.4 Other Instrument CORPORATE 320000.00 365374.91 MORGAN STANLEY GROUP INC. 2017-01-09 2018-04-25 2.125 - 5.45 Other Instrument CORPORATE 2172000.00 2215319.07 MORGAN STANLEY DEAN WITTER & C 2019-01-24 2019-01-24 2.5 - 2.5 Other Instrument CORPORATE 585000.00 591555.88 MORGAN STANLEY 2019-05-13 2019-05-13 7.3 - 7.3 Other Instrument CORPORATE 175000.00 212744.69 NEVADA POWER COMPANY 1ST MTG S 2036-04-01 2036-04-01 6.65 - 6.65 Other Instrument CORPORATE 605000.00 893652.72 ROYAL BK SCOTLAND GROUP PLC 2017-03-31 2017-03-31 1.875 - 1.875 Other Instrument CORPORATE 110000.00 111430.87 TARGET CORPORATION 2037-10-15 2037-10-15 6.5 - 6.5 Other Instrument CORPORATE 578000.00 835090.83 UNION PACIFIC CORPORATION 2023-01-15 2023-01-15 2.95 - 2.95 Other Instrument CORPORATE 1000000.00 1043705.34 VOLKSWAGEN INTERNATIONAL FINAN 2017-11-20 2017-11-20 1.6 - 1.6 Other Instrument CORPORATE 5475000.00 5523295.69 WESTAR ENERGY INC 2043-04-01 2043-04-01 4.1 - 4.1 Other Instrument CORPORATE 170000.00 193231.24 First Tier Security 2015-02-02 2015-02-02 N N N 35000000.00 35000000.00 0.0132 N 35000000.00 35000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.34% 49B99BAG7 Other Repurchase Agreement N TALISMAN ENERGY INC. 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 730544.00 5435247.36 First Tier Security 2015-02-06 2015-02-06 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0019 N 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N9V9 Other Repurchase Agreement N DENDREON CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 16658000.00 10890633.92 First Tier Security 2015-04-30 2015-04-30 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0038 Y 10005000.00 10005000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N9X5 Other Repurchase Agreement N DENDREON CORPORATION 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 3332000.00 2178388.30 First Tier Security 2015-04-30 2015-04-30 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 Y 2000120.00 2000120.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.25% 48W99W3Y9 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2042-01-25 5.832 - 6.332 Government Agency Debt 85615000.00 10300660.22 First Tier Security 2015-02-04 2015-02-04 N N N 10000000.00 10000000.00 0.0038 N 10000067.00 10000067.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99WXF7 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.795 - 5.795 Other Instrument GOVERNMENT AGENCY 15820000.00 10818655.83 First Tier Security 2015-04-30 2015-04-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0038 Y 10001100.00 10001100.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99WVG7 0001287279 Other Repurchase Agreement N ACCURAY INCORPORATED 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2221000.00 2336214.38 XPO LOGISTICS INC 2015-01-31 2015-01-31 N/A Other Instrument OTHER NOTE 2628000.00 6376316.40 First Tier Security 2015-04-30 2015-04-30 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 8000000.00 8000000.00 0.0030 Y 8004000.00 8004000.00 J.P. Morgan Securities, LLC J.P. 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RBC Capital Markets Co., 0.40% 42T99Q6Q3 0000050916 Other Repurchase Agreement N COMM 2046-12-10 2046-12-10 5.436 - 5.436 Other Instrument MORTGAGE 562.00 540.92 HARBORVIEW MORTGAGE LOAN TRUST 2034-11-19 2034-11-19 N/A Other Instrument MORTGAGE 65252467.00 2923180.02 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2035-10-25 2035-10-25 0.638 - 0.638 Other Instrument MORTGAGE 165012.00 37981.59 INDYMAC INDX MORTGAGE LOAN TRUST 2036-10-25 2036-10-25 0.438 - 0.438 Other Instrument MORTGAGE 91966.00 40383.14 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2030-04-15 2030-04-15 3.907 - 3.907 Other Instrument MORTGAGE 9838.00 9862.50 LB-UBS COMMERCIAL MORTGAGE TRUST 2030-11-18 2030-11-18 5.197 - 5.197 Other Instrument MORTGAGE 6511.00 5989.15 MERRILL LYNCH MORTGAGE INVESTORS 2036-02-25 2036-02-25 N/A Other Instrument MORTGAGE 453065.00 9667.37 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-11-25 2034-11-25 2.482 - 2.482 Other Instrument MORTGAGE 109629.00 21546.96 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.615 - 2.615 Other Instrument MORTGAGE 168741.00 106482.47 WELLS FARGO COML MTG TR 2014-TISH 2027-01-15 2027-01-15 N/A Other Instrument MORTGAGE 84953.00 83759.40 First Tier Security 2015-02-06 2015-02-06 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. 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2.615 Other Instrument MORTGAGE 4768299.00 3008991.64 WELLS FARGO COML MTG TR 2014-TISH 2027-01-15 2027-01-15 N/A Other Instrument MORTGAGE 189181.00 186522.99 First Tier Security 2015-02-06 2015-02-06 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 SG Americas Securities, LLC SG Americas Securities, LLC, 0.31% 60S99B6P1 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 311.00 19630.32 AMERIC RCP REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 486251.00 4590209.44 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 912.00 108436.80 DINEEQUITY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 109.12 EQUIY RES REIT-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1409.00 111790.06 KEMET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4222.00 16634.68 MARATHON PETRO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1061.00 95500.61 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 659.00 23552.66 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1062.00 67638.78 SAFEWAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 637.00 22358.70 THERMO FISHER SCIEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 899.00 115036.04 TIME WARNER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 318.92 VALERO ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2388.00 124367.04 WALGREENS BOOTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 466.00 34749.62 ZYNGA-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 7.74 INGERSOLL-RAND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1080.00 69832.80 Second Tier Security 2015-02-06 2015-02-06 N N N 5000000.00 5000000.00 0.0019 N 5000000.00 5000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.47% 60S99B6N6 Other Repurchase Agreement N ACE CAP TR II 2030-04-01 2030-04-01 9.7 - 9.7 Other Instrument CORPORATE 40475.00 61706.72 ALCATEL-LUCENT USA INC 2017-07-01 2017-07-01 4.625 - 4.625 Other Instrument CORPORATE 185800.00 189732.77 ALLIANCE ONE INTL INC 2021-07-15 2021-07-15 9.875 - 9.875 Other Instrument CORPORATE 1428.00 1228.08 AMERADA HESS CORP NAME CHANGED TO HESS CORP 05/ 2029-10-01 2029-10-01 7.875 - 7.875 Other Instrument CORPORATE 4856.00 6569.69 AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY 2019-08-15 2019-08-15 2.25 - 2.25 Other Instrument CORPORATE 9243.00 9495.87 AMERIGAS FIN CORP / AMERIGAS FIN LLC 2022-05-20 2022-05-20 7 - 7 Other Instrument CORPORATE 19862.00 21125.44 ARDAGH PACKAGING FIN PLC 2020-10-15 2020-10-15 9.125 - 9.125 Other Instrument CORPORATE 2697453.00 2934463.58 AVAYA INC 2021-03-01 2021-03-01 10.5 - 10.5 Other Instrument CORPORATE 25824.00 22039.71 BELLSOUTH CAP FDG CORP 2030-02-15 2030-02-15 7.875 - 7.875 Other Instrument CORPORATE 463806.00 654997.85 BEVERAGE PACKAGING HLDGS LUXEMBOURG II S A / BEV 2016-12-15 2016-12-15 5.625 - 5.625 Other Instrument CORPORATE 39121.00 38760.35 CAESARS ENTMT OPER CO INC 2018-04-15 2018-04-15 12.75 - 12.75 Other Instrument CORPORATE 143458.00 27257.02 CASE CORP FORMERLY CASE EQUIP CORP TO 06/24/1994 2016-01-15 2016-01-15 7.25 - 7.25 Other Instrument CORPORATE 510873.00 531574.00 COMED FING III 2033-03-15 2033-03-15 6.35 - 6.35 Other Instrument CORPORATE 43466.00 45494.67 COOPER TIRE & RUBR CO 2019-12-15 2019-12-15 8 - 8 Other Instrument CORPORATE 925176.00 1045448.88 CREDIT AGRICOLE S A MEDIUM TERM SR BK NTS BOOK E 2019-04-15 2019-04-15 2.5 - 2.5 Other Instrument CORPORATE 20073.00 20723.80 DEUTSCHE BANK A G 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 7050.00 7011.81 ENBRIDGE ENERGY PARTNERS L P 2077-10-01 2077-10-01 8.05 - 8.05 Other Instrument CORPORATE 23341.00 25755.62 FREESCALE SEMICONDUCTOR INC 2020-08-01 2020-08-01 10.75 - 10.75 Other Instrument CORPORATE 106508.00 122319.26 FRESENIUS US FIN II INC 2015-07-15 2015-07-15 9 - 9 Other Instrument CORPORATE 16158.00 16662.94 GCI INC 2019-11-15 2019-11-15 8.625 - 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6.7 Other Instrument CORPORATE 4600.00 4656.73 PEABODY ENERGY CORP 2016-11-01 2016-11-01 7.375 - 7.375 Other Instrument CORPORATE 761.00 765.36 PRINCE MINERAL HLDG CORP 2019-12-15 2019-12-15 11.5 - 11.5 Other Instrument CORPORATE 11223.00 11622.82 PROGRESSIVE CORP OH 2067-06-15 2067-06-15 6.7 - 6.7 Other Instrument CORPORATE 95235.00 103175.22 PROVIDENT FING TR I 2038-03-15 2038-03-15 7.405 - 7.405 Other Instrument CORPORATE 6080.00 7294.11 QBE CAP FDG III LTD 2041-05-24 2041-05-24 7.25 - 7.25 Other Instrument CORPORATE 320822.00 357168.46 SG STRUCTURED PRODS INC 2026-02-26 2026-02-26 N/A Other Instrument CORPORATE 18360.00 14952.38 SABRE GROUP HLDGS INC FORMERLY SABRE GROUP HLDG 2016-03-15 2016-03-15 8.35 - 8.35 Other Instrument CORPORATE 120885.00 133132.16 SPRINT NEXTEL CORP REORGANIZED AS SPRINT CORP 07 2016-12-01 2018-11-15 6 - 9 Other Instrument CORPORATE 182577.00 214019.00 TECH DATA CORP 2017-09-21 2017-09-21 3.75 - 3.75 Other Instrument CORPORATE 525.00 549.00 TELEMAR NORTE LESTE S A 2020-10-23 2020-10-23 5.5 - 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