N-MFP LIVE N 2015-04-30 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 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 37 56 2511623293.37 909372.40 4644755.02 2507887910.75 0.0029 1.0002 2015-04-30 1.0002 2015-04-30 C000048773 1.00 845602316.86 1.00 -26296253.20 73599717.34 99895970.54 0.0003 1.0000 2015-04-30 1.0000 2015-04-30 C000048775 1.00 588875331.40 1.00 -16551223.59 31603106.07 48154329.66 0.0001 1.0002 2015-04-30 1.0002 2015-04-30 C000048776 1.00 120119628.83 1.00 -5557411.17 9212777.81 14770188.98 0.0001 1.0002 2015-04-30 1.0002 2015-04-30 C000048774 1.00 953290633.66 1.00 -9430502.43 45732484.69 55162987.12 0.0001 1.0003 2015-04-30 1.0003 2015-04-30 Bank of Montreal Bank of Montreal, 0.26% 06366CES3 Certificate of Deposit First Tier Security 2015-05-14 2015-07-14 N N N 9000000.00 9000000.00 0.0036 N 8999928.00 8999928.00 Bank of Montreal Bank of Montreal, 0.26% 06366CKC1 Certificate of Deposit First Tier Security 2015-05-18 2015-08-18 N N N 11000000.00 11000000.00 0.0044 N 10999252.00 10999252.00 Bank of Montreal Bank of Montreal, 0.26% 06366CFU7 Certificate of Deposit First Tier Security 2015-05-20 2015-07-20 N N N 6000000.00 6000000.00 0.0024 N 5999700.00 5999700.00 Bank of Montreal Bank of Montreal, 0.26% 06366CFW3 Certificate of Deposit First Tier Security 2015-05-21 2015-07-21 N N N 6000000.00 6000000.00 0.0024 N 5999664.00 5999664.00 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 0.0020 N 5001389.00 5001389.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.31% 06366LEQ7 Certificate of Deposit First Tier Security 2015-05-17 2015-09-11 N N N 18000000.00 18000000.00 0.0072 N 17999244.00 17999244.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HD60 Certificate of Deposit First Tier Security 2015-05-11 2015-09-08 N N N 8000000.00 8000000.00 0.0032 N 7999656.00 7999656.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 35N99SDE8 0000009631 Certificate of Deposit First Tier Security 2015-05-05 2015-10-28 N N N 9000000.00 9000000.00 0.0036 N 8999568.00 8999568.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417HVE3 Certificate of Deposit First Tier Security 2015-05-20 2015-05-20 N N N 17000000.00 17000000.00 0.0068 N 16999643.00 16999643.00 Bank of Nova Scotia Bank of Nova Scotia, 0.36% 06417E5W9 Certificate of Deposit First Tier Security 2015-05-11 2015-07-13 N N N 8000000.00 8000000.00 0.0032 N 8000160.00 8000160.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JHG4 Certificate of Deposit First Tier Security 2015-06-04 2015-06-04 N N N 27000000.00 27000000.00 0.0108 N 27002227.50 27002227.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JMZ6 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 20000000.00 20000000.00 0.0080 N 20001772.00 20001772.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JPD2 Certificate of Deposit First Tier Security 2015-07-10 2015-07-10 N N N 9000000.00 9000000.00 0.0036 N 9000743.40 9000743.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JRU2 Certificate of Deposit First Tier Security 2015-07-28 2015-07-28 N N N 4000000.00 4000000.00 0.0016 N 4000118.00 4000118.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JRX6 Certificate of Deposit First Tier Security 2015-07-29 2015-07-29 N N N 25000000.00 25000000.00 0.0100 N 25000620.00 25000620.00 Barclays Bank PLC Barclays Bank PLC, 0.30% 06741XS58 Certificate of Deposit First Tier Security 2015-06-29 2015-06-29 N N N 26000000.00 26000000.00 0.0104 N 26006063.20 26006063.20 Barclays Bank PLC Barclays Bank PLC, 0.30% 06741XS82 Certificate of Deposit First Tier Security 2015-06-30 2015-06-30 N N N 39000000.00 39000000.00 0.0156 N 39009114.30 39009114.30 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RTU9 Certificate of Deposit First Tier Security 2015-07-01 2015-07-01 N N N 25000000.00 25000000.00 0.0100 N 25002882.50 25002882.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.31% 13606YZR0 Certificate of Deposit First Tier Security 2015-05-18 2015-09-11 N N N 22000000.00 22000000.00 0.0088 N 21999098.00 21999098.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.34% 13606YRX6 Certificate of Deposit First Tier Security 2015-05-05 2015-10-01 N N N 7000000.00 7000000.00 0.0028 N 7000000.00 7000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.36% 13606YPQ3 Certificate of Deposit First Tier Security 2015-05-05 2015-10-05 N N N 7000000.00 7000000.00 0.0028 N 7000000.00 7000000.00 Credit Agricole CIB Credit Agricole CIB, 0.29% 22533MXM8 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 9000000.00 9000000.00 0.0036 N 9000167.40 9000167.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.14% 22536TLC5 Certificate of Deposit First Tier Security 2015-05-06 2015-05-06 N N N 58000000.00 58000000.00 0.0231 N 57999866.60 57999866.60 Credit Suisse Credit Suisse, 0.33% 22549VX65 Certificate of Deposit First Tier Security 2015-05-18 2015-08-03 N N N 14000000.00 14000000.00 0.0056 N 13999622.00 13999622.00 Credit Suisse Credit Suisse, 0.35% 22549VTE3 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 18000000.00 18000000.00 0.0072 N 18003373.20 18003373.20 Credit Suisse Credit Suisse, 0.36% 22549VNN9 Certificate of Deposit First Tier Security 2015-05-11 2015-06-11 N N N 25000000.00 25000000.00 0.0100 N 24999425.00 24999425.00 Credit Suisse Credit Suisse, 0.38% 22549VZA4 Certificate of Deposit First Tier Security 2015-05-05 2015-09-04 N N N 17000000.00 17000000.00 0.0068 N 16999439.00 16999439.00 Credit Suisse Credit Suisse, 0.38% 22549VB69 Certificate of Deposit First Tier Security 2015-05-14 2015-09-14 N N N 20000000.00 20000000.00 0.0080 N 19999240.00 19999240.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KLF3 Certificate of Deposit First Tier Security 2015-05-06 2015-05-06 N N N 3000000.00 3000000.00 0.0012 N 2999996.10 2999996.10 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KLH9 Certificate of Deposit First Tier Security 2015-05-07 2015-05-07 N N N 51000000.00 51000000.00 0.0203 N 51000000.00 51000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KKF4 Certificate of Deposit First Tier Security 2015-05-01 2015-05-01 N N N 27000000.00 27000000.00 0.0108 N 27000081.00 27000081.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KLA4 Certificate of Deposit First Tier Security 2015-05-22 2015-05-22 N N N 40000000.00 40000000.00 0.0159 N 40001980.00 40001980.00 Lloyds TSB Bank PLC New York Branch Lloyds TSB Bank PLC New York Branch, 0.14% 53945GBX8 Certificate of Deposit First Tier Security 2015-05-06 2015-05-06 N N N 20000000.00 20000000.00 0.0080 N 20000034.00 20000034.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688L6E1 Certificate of Deposit First Tier Security 2015-06-17 2015-06-17 N N N 10000000.00 10000000.00 0.0040 N 10001225.00 10001225.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688L6Q4 Certificate of Deposit First Tier Security 2015-07-01 2015-07-01 N N N 16000000.00 16000000.00 0.0064 N 16001814.40 16001814.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DAC7 Certificate of Deposit First Tier Security 2015-07-17 2015-07-17 N N N 9000000.00 9000000.00 0.0036 N 9000661.50 9000661.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DBA0 Certificate of Deposit First Tier Security 2015-07-27 2015-07-27 N N N 13000000.00 13000000.00 0.0052 N 13000442.00 13000442.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DBB8 Certificate of Deposit First Tier Security 2015-07-28 2015-07-28 N N N 10000000.00 10000000.00 0.0040 N 10000295.00 10000295.00 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 0.0040 N 10000203.00 10000203.00 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 0.0040 N 10000251.00 10000251.00 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 0.0044 N 11000658.90 11000658.90 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 0.0020 N 5000337.50 5000337.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.28% 63873FFM5 Certificate of Deposit First Tier Security 2015-05-26 2015-07-06 Y NATIXIS NY BRH N/A N/A N N 16000000.00 16000000.00 0.0064 N 15998272.00 15998272.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FLP1 Certificate of Deposit First Tier Security 2015-06-01 2015-06-01 N N N 40000000.00 40000000.00 0.0159 N 40006288.00 40006288.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FLN6 Certificate of Deposit First Tier Security 2015-06-01 2015-06-01 N N N 10000000.00 10000000.00 0.0040 N 10001572.00 10001572.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FNU8 Certificate of Deposit First Tier Security 2015-07-01 2015-07-01 N N N 13000000.00 13000000.00 0.0052 N 13002774.20 13002774.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FPT9 Certificate of Deposit First Tier Security 2015-07-31 2015-07-31 N N N 44000000.00 44000000.00 0.0175 N 44007977.20 44007977.20 National Bank of Canada National Bank of Canada, 0.37% 63307UEA5 Certificate of Deposit First Tier Security 2015-05-11 2015-06-08 N N N 4000000.00 4000000.00 0.0016 N 4000044.00 4000044.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSG2 Certificate of Deposit First Tier Security 2015-05-11 2015-11-10 N N N 6000000.00 6000000.00 0.0024 N 5999358.00 5999358.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSJ6 Certificate of Deposit First Tier Security 2015-05-12 2015-11-12 N N N 26000000.00 26000000.00 0.0104 N 25997140.00 25997140.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSK3 Certificate of Deposit First Tier Security 2015-05-19 2015-11-19 N N N 8000000.00 8000000.00 0.0032 N 7999048.00 7999048.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.27% 83051HX68 Certificate of Deposit First Tier Security 2015-08-05 2015-08-05 N N N 25000000.00 25000000.00 0.0100 N 25004102.50 25004102.50 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 9000000.00 9000000.00 0.0036 N 9000133.20 9000133.20 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 0.0044 N 11000224.40 11000224.40 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 0.0068 N 17001140.70 17001140.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RAQ1 Certificate of Deposit First Tier Security 2015-06-02 2015-06-02 N N N 10000000.00 10000000.00 0.0040 N 10000805.00 10000805.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RCT3 Certificate of Deposit First Tier Security 2015-06-15 2015-06-15 N N N 32000000.00 32000000.00 0.0128 N 32003225.60 32003225.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RDH8 Certificate of Deposit First Tier Security 2015-06-17 2015-06-17 N N N 10000000.00 10000000.00 0.0040 N 10001038.00 10001038.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RFN3 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 16000000.00 16000000.00 0.0064 N 16001816.00 16001816.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RJP4 Certificate of Deposit First Tier Security 2015-07-23 2015-07-23 N N N 3000000.00 3000000.00 0.0012 N 3000209.40 3000209.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562JAD9 Certificate of Deposit First Tier Security 2015-05-15 2015-10-15 N N N 16000000.00 16000000.00 0.0064 N 16000464.00 16000464.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KVX8 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 10000000.00 10000000.00 0.0040 N 10000958.00 10000958.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KWG4 Certificate of Deposit First Tier Security 2015-06-17 2015-06-17 N N N 26000000.00 26000000.00 0.0104 N 26003044.60 26003044.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KWS8 Certificate of Deposit First Tier Security 2015-07-03 2015-07-03 N N N 26000000.00 26000000.00 0.0104 N 26003367.00 26003367.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KYU1 Certificate of Deposit First Tier Security 2015-09-11 2015-09-11 N N N 28000000.00 28000000.00 0.0112 N 27998530.00 27998530.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.27% 89112UYQ8 Certificate of Deposit First Tier Security 2015-05-06 2015-10-06 N N N 21000000.00 21000201.35 0.0084 N 20998215.00 20998215.00 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 0.0171 N 43009283.70 43009283.70 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 0.0024 N 6001400.40 6001400.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112UWD9 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 6000000.00 6000000.00 0.0024 N 6001929.00 6001929.00 UBS AG UBS AG, 0.34% 90267RH28 Certificate of Deposit First Tier Security 2015-05-05 2015-09-08 N N N 16000000.00 16000000.00 0.0064 N 15999456.00 15999456.00 UBS AG UBS AG, 0.34% 90267RG78 Certificate of Deposit First Tier Security 2015-05-05 2015-09-08 N N N 16000000.00 16000000.00 0.0064 N 15999456.00 15999456.00 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 0.0100 N 25002127.50 25002127.50 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 0.0080 N 20000622.00 20000622.00 UBS AG UBS AG, 0.37% 90267RH93 Certificate of Deposit First Tier Security 2015-05-26 2015-09-25 N N N 10000000.00 10000000.00 0.0040 N 9998830.00 9998830.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.28% 37V995SS8 Certificate of Deposit First Tier Security 2015-05-20 2015-05-20 N N N 7000000.00 7000000.00 0.0028 N 7000387.80 7000387.80 ABN AMRO Bank NV ABN AMRO Bank NV, 0.28% 37V995TL2 Certificate of Deposit First Tier Security 2015-08-03 2015-08-03 N N N 4000000.00 3997077.68 0.0016 N 3997310.00 3997310.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% 37V995TC2 Certificate of Deposit First Tier Security 2015-06-29 2015-06-29 N N N 10000000.00 9995087.18 0.0040 N 9996501.00 9996501.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.31% 37V995TA6 Certificate of Deposit First Tier Security 2015-06-19 2015-06-19 N N N 10000000.00 9995783.85 0.0040 N 9997223.00 9997223.00 Credit Agricole SA Credit Agricole SA, 0.30% 22999KQR6 0001191672 Certificate of Deposit First Tier Security 2015-08-05 2015-08-05 N N N 12000000.00 12000000.00 0.0048 N 12000769.20 12000769.20 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 0.0104 N 26007111.00 26007111.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJG6 0000833029 Certificate of Deposit First Tier Security 2015-08-13 2015-08-13 N N N 5000000.00 5000000.00 0.0020 N 5001747.50 5001747.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJL5 0000833029 Certificate of Deposit First Tier Security 2015-09-23 2015-09-23 N N N 7000000.00 7000000.00 0.0028 N 7001898.40 7001898.40 BMO Harris Bank NA BMO Harris Bank NA, 0.33% 05574BDZ0 Certificate of Deposit First Tier Security 2015-08-20 2015-08-20 N N N 7000000.00 7000000.00 0.0028 N 7003437.00 7003437.00 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.26% 8574P1DR4 Certificate of Deposit First Tier Security 2015-06-08 2015-06-08 N N N 11000000.00 11000000.00 0.0044 N 10999318.00 10999318.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.26% 94988EAR9 Certificate of Deposit First Tier Security 2015-05-05 2015-08-03 N N N 7000000.00 7000000.00 0.0028 N 6999657.00 6999657.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.26% 94988EAX6 Certificate of Deposit First Tier Security 2015-05-18 2015-08-18 N N N 3000000.00 3000000.00 0.0012 N 2999796.00 2999796.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.27% 94988EED6 Certificate of Deposit First Tier Security 2015-05-11 2015-09-01 N N N 25000000.00 25000000.00 0.0100 N 24999150.00 24999150.00 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 11998040.00 0.0048 N 11999728.80 11999728.80 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 9990700.00 0.0040 N 9994792.00 9994792.00 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 12997201.39 0.0052 N 12998601.20 12998601.20 DNB Bank ASA DNB Bank ASA, 0.30% 2332K1VQ0 Financial Company Commercial Paper First Tier Security 2015-08-24 2015-08-24 N N N 10000000.00 9990416.67 0.0040 N 9992170.00 9992170.00 Fortis Funding LLC Fortis Funding LLC, 0.27% 3495P3U60 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 6000000.00 5997030.00 0.0024 N 5997632.40 5997632.40 Fortis Funding LLC Fortis Funding LLC, 0.28% 3495P3V36 Financial Company Commercial Paper First Tier Security 2015-08-03 2015-08-03 N N N 25000000.00 24981722.22 0.0100 N 24982980.00 24982980.00 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 27994166.66 0.0112 N 27997048.80 27997048.80 JPMorgan Securities LLC JPMorgan Securities LLC, 0.31% 46640EBF4 Financial Company Commercial Paper First Tier Security 2015-06-02 2015-11-02 N N N 19000000.00 19000000.00 0.0076 N 18998138.00 18998138.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.25% 5148X1SM6 Financial Company Commercial Paper First Tier Security 2015-05-21 2015-05-21 N N N 4000000.00 3999444.45 0.0016 N 3999444.44 3999444.44 Lloyds Bank PLC Lloyds Bank PLC, 0.13% 53943SS16 Financial Company Commercial Paper First Tier Security 2015-05-01 2015-05-01 N N N 45000000.00 45000000.00 0.0179 N 44999847.00 44999847.00 Lloyds Bank PLC Lloyds Bank PLC, 0.13% 53943SS65 Financial Company Commercial Paper First Tier Security 2015-05-06 2015-05-06 N N N 60000000.00 59998916.65 0.0239 N 59998698.00 59998698.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.13% 60682XS80 Financial Company Commercial Paper First Tier Security 2015-05-08 2015-05-08 N N N 10000000.00 9999747.22 0.0040 N 9999747.20 9999747.20 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1UT6 Financial Company Commercial Paper First Tier Security 2015-07-27 2015-07-27 N N N 5000000.00 4994683.34 0.0020 N 4997445.50 4997445.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.29% 86563HVX5 Financial Company Commercial Paper First Tier Security 2015-08-31 2015-08-31 N N N 25000000.00 24975430.56 0.0100 N 24974972.50 24974972.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821US11 Asset Backed Commercial Paper First Tier Security 2015-05-01 2015-05-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 6400000.00 6400000.00 0.0026 N 6400000.00 6400000.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821US11 Asset Backed Commercial Paper First Tier Security 2015-05-01 2015-05-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 33000000.00 33000000.00 0.0132 N 32999891.10 32999891.10 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.24% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-05-05 2015-07-06 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 59000000.00 58993851.13 0.0235 N 58997050.00 58997050.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.27% 04821UT93 Asset Backed Commercial Paper First Tier Security 2015-06-09 2015-06-09 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 4000000.00 3998830.00 0.0016 N 3999186.80 3999186.80 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.30% 82124MUD0 Asset Backed Commercial Paper First Tier Security 2015-07-13 2015-07-13 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 13000000.00 12992091.67 0.0052 N 12994415.20 12994415.20 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.30% 82124MUU2 Asset Backed Commercial Paper First Tier Security 2015-07-28 2015-07-28 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 11000000.00 10991933.33 0.0044 N 10994044.60 10994044.60 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3S16 Other Commercial Paper First Tier Security 2015-05-01 2015-05-01 N N N 39000000.00 39000000.00 0.0156 N 38999859.60 38999859.60 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3S16 Other Commercial Paper First Tier Security 2015-05-01 2015-05-01 N N N 36000000.00 36000000.00 0.0144 N 35999870.40 35999870.40 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3S57 Other Commercial Paper First Tier Security 2015-05-05 2015-05-05 N N N 5000000.00 4999922.22 0.0020 N 4999909.50 4999909.50 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3S57 Other Commercial Paper First Tier Security 2015-05-05 2015-05-05 N N N 11000000.00 10999828.89 0.0044 N 10999800.90 10999800.90 Eversource Energy Eversource Energy, 0.52% 66439USE6 Other Commercial Paper Second Tier Security 2015-05-14 2015-05-14 N N N 3000000.00 2999436.67 0.0012 N 2999731.80 2999731.80 Florida Power & Light Co. Florida Power & Light Co., 0.24% 34108BS14 Other Commercial Paper First Tier Security 2015-05-01 2015-05-01 N N N 13000000.00 13000000.00 0.0052 N 12999927.20 12999927.20 Xerox Corp. Xerox Corp., 0.58% 98412FSB9 Other Commercial Paper Second Tier Security 2015-05-11 2015-05-11 N N N 1000000.00 999838.89 0.0004 N 999874.70 999874.70 Dominion Resources, Inc. Dominion Resources, Inc., 0.38% 25746UBZ1 Other Note Second Tier Security 2015-05-20 2015-06-15 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 8000000.00 8000000.00 0.0032 N 7998704.00 7998704.00 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 0.0040 N 10007250.00 10007250.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.00% 86959JJL3 Other Note First Tier Security 2015-09-25 2015-09-25 N N N 14000000.00 14000000.00 0.0056 N 13998908.00 13998908.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.33% 86959JDE5 Other Note First Tier Security 2015-05-15 2015-10-15 N N N 4000000.00 4000000.00 0.0016 N 4000012.00 4000012.00 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 0.0100 N 25003975.00 25003975.00 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 0.0044 N 11003069.00 11003069.00 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 12000911.35 0.0048 N 12007500.00 12007500.00 Barclays Bank PLC Barclays Bank PLC, 0.14% 44T99LUP5 Other Instrument Time Deposits First Tier Security 2015-05-01 2015-05-01 N N N 29000000.00 29000000.00 0.0116 N 29000000.00 29000000.00 BNP Paribas BNP Paribas, 0.08% 75A99NBC5 Other Instrument Time Deposits First Tier Security 2015-05-01 2015-05-01 N N N 10000000.00 10000000.00 0.0040 N 10000000.00 10000000.00 Credit Agricole CIB Credit Agricole CIB, 0.10% 44T99H4F5 Other Instrument Time Deposits First Tier Security 2015-05-01 2015-05-01 N N N 40000000.00 40000000.00 0.0159 N 40000000.00 40000000.00 Fortis Bank (TD) Fortis Bank (TD), 0.08% 75A99PAY3 Other Instrument Time Deposits First Tier Security 2015-05-01 2015-05-01 N N N 10000000.00 10000000.00 0.0040 N 10000000.00 10000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 Government Agency Debt 24467507.42 24808402.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 33281695.70 10976182.22 Unrated Security 2015-05-01 2015-05-01 N N N 34742190.00 34742190.08 0.0139 N 34742190.08 34742190.08 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-05-15 2044-11-15 0 - 8.125 Treasury Debt 1821063.98 1862362.86 FEDERAL FARM CREDIT 2015-07-30 2039-08-03 0.35 - 5 Government Agency Debt 66443.82 69153.77 FEDERAL HOME LOAN BANK 2015-06-12 2028-03-07 0.5 - 5.625 Government Agency Debt 345178.86 356209.53 FEDERAL HOME LOAN MORTGAGE CORP 2015-05-05 2045-04-01 0 - 7 Government Agency Debt 8091204.28 4902939.31 FEDERAL NATIONAL MORTGAGE ASSOC 2015-05-01 2045-05-01 0 - 10.35 Government Agency Debt 12580318.72 9157472.60 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-04-20 2 - 10 Government Agency Debt 12864134.23 11626549.49 Unrated Security 2015-05-01 2015-05-01 N N N 27414928.00 27414927.61 0.0109 N 27414927.61 27414927.61 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2045-05-01 2.475 - 4.978 Government Agency Debt 604149.99 343325.94 FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2045-05-01 2.052 - 5.5 Government Agency Debt 1128496.25 633592.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-08-20 2063-04-20 2 - 5.303 Government Agency Debt 1025074.56 904249.56 Unrated Security 2015-05-01 2015-05-01 N N N 1844277.00 1844276.95 0.0007 N 1844276.95 1844276.95 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GEJ6 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2015-10-31 2015-10-31 0.25 - 1.25 Treasury Debt 8654900.00 8702168.40 First Tier Security 2015-05-07 2015-05-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 8527000.00 8527000.00 0.0034 N 8527000.00 8527000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2048-12-25 2.048 - 7.5 Government Agency Debt 12495342.81 8963210.26 FINANCE CORPORATION 2015-06-27 2015-06-27 0 - 0 Government Agency Debt 124613.31 124474.99 FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-18 2048-01-25 0 - 8.5 Government Agency Debt 35933143.79 15841221.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2063-09-20 0.623 - 5 Government Agency Debt 9397846.78 6956299.72 Unrated Security 2015-05-01 2015-05-01 N N N 31153327.00 31153326.83 0.0124 N 31153326.83 31153326.83 Societe Generale In a joint trading account with Societe Generale at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-04-25 2022-01-18 0.39 - 2.09 Government Agency Debt 720264.92 719674.79 FEDERAL HOME LOAN BANK 2017-02-27 2018-07-13 0.875 - 1.2 Government Agency Debt 620086.89 621763.72 FEDERAL HOME LOAN MORTGAGE CORP 2018-03-01 2045-03-01 0 - 6 Government Agency Debt 7930083.25 655742.26 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2045-04-01 0 - 6 Government Agency Debt 4508091.50 1123984.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-10-20 2045-03-20 4 - 5 Government Agency Debt 1988531.21 1200446.53 Unrated Security 2015-05-01 2015-05-01 N N N 4236852.00 4236852.45 0.0017 N 4236852.45 4236852.45 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2043-05-01 3 - 3.5 Government Agency Debt 7170832.48 5748817.22 FEDERAL NATIONAL MORTGAGE ASSOC 2041-12-01 2043-12-01 3 - 4 Government Agency Debt 23833823.30 19030496.94 Unrated Security 2015-05-01 2015-05-01 N N N 24293364.00 24293364.26 0.0097 N 24293364.26 24293364.26 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.14%, dated 4/30/2015 due 05/01/2015 49J998RJ2_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2016-07-27 2018-04-09 0.95 - 2 Government Agency Debt 103395.05 104896.31 FEDERAL FARM CREDIT 2015-10-01 2017-04-28 0.15 - 0.625 Government Agency Debt 434684.78 434413.79 FEDERAL HOME LOAN BANK 2015-05-26 2018-03-09 0 - 5.375 Government Agency Debt 3660114.21 3680147.56 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-27 2045-03-15 0.58 - 4.5 Government Agency Debt 3774717.31 3797141.67 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-30 2045-04-25 0 - 5 Government Agency Debt 4365216.04 4150710.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-20 2045-03-16 2.75 - 4.5 Government Agency Debt 8534.90 5314.70 TENNESEE VALLEY AUTHORITY 2015-05-29 2056-04-01 0 - 5.88 Government Agency Debt 227714.47 232187.45 Unrated Security 2015-05-01 2015-05-01 N N N 12129062.00 12129061.81 0.0048 N 12129061.81 12129061.81 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 48S991WV6 0001197610 Other Repurchase Agreement N US TREASURY 2016-01-15 2016-01-15 2 - 2 Treasury Debt 843900.00 1028604.10 AMERICAN TOWER CORP FORMERLY AMERICAN TOWER SYS 2021-11-01 2021-11-01 5.9 - 5.9 Other Instrument CORPORATE 22.00 25.84 BANK AMER CORP 2022-01-24 2022-01-24 5.7 - 5.7 Other Instrument CORPORATE 88.00 103.60 CITIGROUP INC 2019-05-22 2019-05-22 8.5 - 8.5 Other Instrument CORPORATE 165.00 210.58 EXPORT IMPORT BK KOREA 2018-02-27 2018-02-27 1.75 - 1.75 Other Instrument CORPORATE 528.00 530.22 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2026-09-08 2026-09-08 4.35 - 4.35 Other Instrument CORPORATE 287.00 294.14 TORONTO DOMINION BK ONT FOR FUTURE DEBT SEE 8911 2015-07-29 2015-07-29 2.2 - 2.2 Other Instrument CORPORATE 270.00 272.61 WILLIAMS PARTNERS L P NEW 2022-03-15 2022-03-15 3.6 - 3.6 Other Instrument CORPORATE 228.00 229.69 First Tier Security 2015-05-07 2015-05-07 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., 1.00% 48Y99UFK8 0000315030 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.494 - 0.494 Other Instrument ASSET BACKED 5560453.00 2703139.82 TABERNA PREFERRED FUNDING 2037-02-05 2037-02-05 0.605 - 0.605 Other Instrument ASSET BACKED 14390349.00 7061140.43 First Tier Security 2015-06-16 2015-06-16 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 9000000.00 9000000.00 0.0036 Y 9002970.00 9002970.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.20% 48Z992YU6 0000318336 Other Repurchase Agreement N NOKIA CORPORATION 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 576773.00 4320029.77 First Tier Security 2015-05-01 2015-05-01 N N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.46% 48Z992YR3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-02-16 2051-02-16 0.855 - 0.855 Government Agency Debt 113085000.00 8240290.08 First Tier Security 2015-05-06 2015-05-06 N N N 8000000.00 8000000.00 0.0032 N 8000277.60 8000277.60 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.81% 48Z992WL8 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-16 2056-02-16 0.424 - 0.934 Government Agency Debt 375236328.00 1030574.14 First Tier Security 2015-08-06 2015-08-06 N N N 1000000.00 1000000.00 0.0004 Y 1000470.00 1000470.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992UY2 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2054-08-16 2054-08-16 0.895 - 0.895 Government Agency Debt 85615000.00 6186078.70 First Tier Security 2015-08-17 2015-08-17 N N N 6000000.00 6000000.00 0.0024 Y 6003540.00 6003540.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WF1 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2050-02-16 2050-02-16 0.839 - 0.839 Government Agency Debt 53300000.00 4122861.72 First Tier Security 2015-08-20 2015-08-20 N N N 4000000.00 4000000.00 0.0016 Y 4002400.00 4002400.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WT1 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-09-16 2053-09-16 0.447 - 0.447 Government Agency Debt 42890000.00 2061137.61 First Tier Security 2015-08-26 2015-08-26 N N N 2000000.00 2000000.00 0.0008 Y 2001280.00 2001280.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WK0 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2052-08-16 2052-08-16 0.787 - 0.787 Government Agency Debt 85985000.00 4122410.22 First Tier Security 2015-09-08 2015-09-08 N N N 4000000.00 4000000.00 0.0016 Y 4002800.00 4002800.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992XT0 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-09-16 2053-09-16 0.447 - 0.447 Government Agency Debt 21440000.00 1030328.53 First Tier Security 2015-09-18 2015-09-18 N N N 1000000.00 1000000.00 0.0004 Y 1000760.00 1000760.00 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 49J99BAY0 Other Repurchase Agreement N AS MRGCR GLB TACT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13062.00 338697.66 BRCLYS IPTH GSCI 36 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31.00 647.28 BC IPATH ETN 37-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 565.00 18871.00 BC IPATH ETN 37-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27015.00 129479.25 BC ETN S&P VEQ 20-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1090.00 162399.10 BARCLAYS BK PLC RTRN DIS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 284.00 10948.20 IPT US TLBB ETN20-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 265.00 5636.55 BARC IPATH ETN 42-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 55.00 1659.90 BARC 43 SR ETN A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 63.00 1932.84 BARCLAYS 44 SRETN A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 698.00 17484.90 CAMB FOR SHRHLD YLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 852.00 20354.28 CS VS VIX ST 30 ETN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 502.00 14407.40 CREDIT 33 SRETN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3027.00 43744.53 DB ELEMENTS 22 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2084.00 37769.53 ETCT FOR ACC ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7979.00 266019.86 FT MEGA CAP ALPDEX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44185.00 1207222.57 FS DISC DUR MBS IDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 100.00 2518.00 GLOBAL X COPPER ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1859.00 14797.64 GS ENCM TR ETN 37-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25.00 759.75 HSBC ELEMENTS 23 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3277.00 20088.01 IQ REAL RETURN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 48612.00 1299398.76 JD.COM SP ADR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 564174.00 19294750.80 MS MV CY/US ETN20-F 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 456.00 19790.40 MS CS MLP ETN 31-F 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33.00 466.92 POPULAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 166.85 PRSH FD PURLGCR PRT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 52965.00 2050068.91 POWERSHS S&P SC MAT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14076.00 576324.20 REVENUESHARES FINAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9203.00 454904.29 RBS GLD TDPT ETN 41 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 786.00 18730.38 RBS 42 SRETN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2221.00 58697.83 SPDR DJ GRE ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 42181.00 2066869.00 SPDR RS2000 LV ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1773.00 139187.59 SWDEXCR ELEMENT 22 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3794.00 28839.47 UBS E-T DLS VIX40-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5364.00 126773.39 UBS 42 SRETN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2982.00 84867.72 WSDMTR EM SC DIV FD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33382.00 1562264.17 FRONTLINE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 490590.00 1216663.20 BALTIC TRADING 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4185.00 6026.40 First Tier Security 2015-05-01 2015-05-01 N N N 29000000.00 29000000.00 0.0116 N 29000000.00 29000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.34% 49B99BAN2 Other Repurchase Agreement Y CHENIERE ENERGY PARTNERS LP 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 2089.00 52872.59 KINDER MORGAN INC DEL 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 15617.00 75352.03 YPF SOCIEDAD ANONIMA 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 172130.00 5306767.90 First Tier Security 2015-05-07 2015-05-07 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0020 N 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 49B99BAH5 Other Repurchase Agreement N COBALT INTL ENERGY INC 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 254000.00 195818.00 DENDREON CORPORATION 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 10000.00 7259.65 INCYTE PHARMACEUTICALS, INC. 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 715000.00 1421891.19 INTERDIGITAL INC 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 7106000.00 7874542.32 LIBERTY INTERACTIVE LLC 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 100000.00 145944.50 MOLINA HEALTHCARE, INC. 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 99000.00 151490.00 First Tier Security 2015-07-29 2015-07-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0036 Y 9000900.00 9000900.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.25% 48W99W7Q2 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-25 2042-12-25 5.819 - 6.389 Government Agency Debt 136177579.00 10300435.07 First Tier Security 2015-05-06 2015-05-06 N N N 10000000.00 10000000.00 0.0040 N 10000055.00 10000055.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99W4T9 0001287279 Other Repurchase Agreement N ASG RESECURITIZATION TRUST 201 2045-12-28 2045-12-28 0.468 - 0.468 Other Instrument GOVERNMENT AGENCY 4771000.00 3593869.51 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.416 - 5.416 Other Instrument GOVERNMENT AGENCY 2615000.00 2686864.89 MORGAN STANLEY CAP I TR 2044-06-15 2044-06-15 3.5 - 3.5 Other Instrument GOVERNMENT AGENCY 9234000.00 6701219.67 First Tier Security 2015-07-29 2015-07-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0048 Y 12000720.00 12000720.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99W4L6 0001287279 Other Repurchase Agreement N BURLINGTON STORES INC 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 335.00 17215.65 GRUPO TELEVISA DE C.V. 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 131695.00 4829255.65 RECKSON OPERATING PARTNERSHIP, 2015-04-30 2015-04-30 N/A Other Instrument OTHER NOTE 1559000.00 1632740.70 First Tier Security 2015-07-29 2015-07-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0024 Y 6000300.00 6000300.00 J.P. Morgan Securities, LLC J.P. 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Mizuho Securities U.S.A., Inc., 0.91% 48Y998UK0 Other Repurchase Agreement N MORGAN STANLEY HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.521 - 0.521 Other Instrument ASSET BACKED 3217594.00 2163276.59 First Tier Security 2015-06-01 2015-06-01 N N N 2000000.00 2000000.00 0.0008 Y 2000220.00 2000220.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998WU6 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2036-02-25 2036-02-25 0.584 - 0.584 Other Instrument ASSET BACKED 3090304.00 2160873.80 First Tier Security 2015-07-14 2015-07-14 N N N 2000000.00 2000000.00 0.0008 Y 2000400.00 2000400.00 Mizuho Securities U.S.A., Inc. 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RBC Capital Markets Co., 0.24% 42T99Q7X7 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-07-15 2044-09-15 0 - 6.505 Government Agency Debt 17070222.00 1203071.96 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2045-02-25 2.256 - 6.476 Government Agency Debt 11909838.00 1875593.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2045-02-20 3.5 - 3.5 Government Agency Debt 100000.00 15806.82 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0012 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99Q7K5 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-12-25 2043-11-15 0 - 8 Government Agency Debt 31966613.00 1674374.85 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-09-01 2.256 - 6.586 Government Agency Debt 16865542.00 2181498.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2045-02-20 3.5 - 7.519 Government Agency Debt 2788761.00 262034.65 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 4000000.00 4000000.00 0.0016 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q7R0 0000050916 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8337.00 1072471.68 ISH IBOXX HYCB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16.00 1514.33 PIMCO 1-5YR US TIPS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1134.00 59296.86 PRSHS ULTPRO DOW30 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10.00 1453.90 SCH FND EM LRG CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 38759.00 1025886.74 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q7Y5 0000050916 Other Repurchase Agreement N BERKS CNTY PA MUN AUTH REV 2039-11-01 2039-11-01 1.58 - 1.58 Other Municipal Debt 567.00 579.67 CALIFORNIA MUN FIN AUTH REV 2029-10-01 2029-10-01 5 - 5 Other Municipal Debt 4.00 4.79 CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063B 2026-03-01 2026-03-01 5 - 5 Other Municipal Debt 5.00 6.13 CLARK CNTY NEV ARPT REV 2022-07-01 2022-07-01 0.1 - 0.1 Other Municipal Debt 1.00 1.00 HAWAII ST DEPT BUDGET & FIN SPL PURP REV 2040-07-01 2040-07-01 4 - 4 Other Municipal Debt 5.00 5.07 LA PORTE TEX INDPT SCH DIST 2024-02-15 2024-02-15 5 - 5 Other Municipal Debt 1027.00 1258.33 LYNCHBURG VA 2040-06-01 2040-06-01 4 - 4 Other Municipal Debt 6.00 6.35 MONROE CNTY N Y INDL DEV AGY CIVIC FAC REV 2027-07-01 2027-07-01 0.28 - 0.28 Other Municipal Debt 1281.00 1281.00 NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV 2024-06-15 2024-06-15 0.08 - 0.08 Other Municipal Debt 2.00 2.00 OAKLAND-ALAMEDA CNTY CALIF COLISEUM AUTH LEASE REV 2026-02-01 2026-02-01 3.793 - 3.793 Other Municipal Debt 8516.00 8388.52 PENNSYLVANIA ST HIGHER EDL FACS AUTH REV FOR ISSUES DATED PRIOR TO 10/05/2012 SEE 70917R 2022-01-01 2022-01-01 3 - 3 Other Municipal Debt 6.00 6.22 PUERTO RICO COMWLTH HWY & TRANSN AUTH TRANSN REV 2038-07-01 2038-07-01 4.75 - 4.75 Other Municipal Debt 5999.00 5786.52 PUERTO RICO SALES TAX FING CORP SALES TAX REV 2054-08-01 2054-08-01 N/A Other Municipal Debt 100439.00 7036.76 SAN JOSE CALIF FING AUTH LEASE REV 2039-06-01 2039-06-01 5 - 5 Other Municipal Debt 1818154.00 2076012.68 SOUTH CAROLINA JOBS-ECONOMIC DEV AUTH HOSP REV 2036-10-01 2036-10-01 0.13 - 0.13 Other Municipal Debt 4.00 4.00 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q7V1 0000050916 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2035-07-25 2035-07-25 2.98 - 2.98 Other Instrument MORTGAGE 7500.00 1257.94 COMM 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument MORTGAGE 3229.00 3309.96 ADJUSTABLE RATE MORTGAGE TRUST 2036-03-25 2036-03-25 2.685 - 2.685 Other Instrument MORTGAGE 5091.00 1218.96 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.371 - 0.371 Other Instrument MORTGAGE 5220663.00 1009943.34 LEHMAN XS TRUST 2037-06-25 2037-06-25 0.304 - 0.304 Other Instrument MORTGAGE 27771.00 2293.58 MOTEL 6 TRUST 2030-02-05 2030-02-05 5.279 - 5.279 Other Instrument MORTGAGE 7596.00 7647.07 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2035-08-25 2035-08-25 0.471 - 0.471 Other Instrument MORTGAGE 436.00 32.98 RFMSI 2037-06-25 2037-06-25 6 - 6 Other Instrument MORTGAGE 15025.00 3165.85 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2035-07-25 2035-07-25 5.5 - 5.5 Other Instrument MORTGAGE 50753.00 51250.32 First Tier Security 2015-05-05 2015-05-05 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q7T6 0000050916 Other Repurchase Agreement N AMC ENTMT INC NEW 2022-02-15 2022-02-15 5.875 - 5.875 Other Instrument CORPORATE 2541.00 2642.64 CLAIRES STORES INC 2019-03-15 2019-03-15 9 - 9 Other Instrument CORPORATE 80417.00 72475.82 MARIPOSA BORROWER INC / MARIPOSA MERGER SUB LLC 2021-10-15 2021-10-15 9.5 - 9.5 Other Instrument CORPORATE 443795.00 482026.09 NRG YIELD OPER LLC 2024-08-15 2024-08-15 5.375 - 5.375 Other Instrument CORPORATE 81435.00 85604.30 NEW ENTERPRISE STONE & LIME CO INC 2018-03-15 2018-03-15 13 - 13 Other Instrument CORPORATE 167236.00 180614.88 OFFSHORE GROUP INVT LTD 2019-11-01 2019-11-01 7.5 - 7.5 Other Instrument CORPORATE 79981.00 55770.08 OWENS & MINOR INC NEW 2021-09-15 2021-09-15 3.875 - 3.875 Other Instrument CORPORATE 1881.00 1957.07 PENN VA CORP 2020-05-01 2020-05-01 8.5 - 8.5 Other Instrument CORPORATE 68492.00 69331.98 RITE AID CORP 2023-04-01 2023-04-01 6.125 - 6.125 Other Instrument CORPORATE 66841.00 69665.96 SPRINT CAP CORP 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 17264.00 18024.78 ALBERTSONS HLDGS LLC SATURN ACQUISITION MERGER S 2022-10-15 2022-10-15 N/A Other Instrument CORPORATE 38556.00 42150.54 First Tier Security 2015-05-07 2015-05-07 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.42% 42T99Q7S8 0000050916 Other Repurchase Agreement N COMM 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument MORTGAGE 3623.00 3713.84 MOTEL 6 TRUST 2030-02-05 2030-02-05 5.279 - 5.279 Other Instrument MORTGAGE 23899.00 24059.69 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2035-08-25 2035-08-25 0.471 - 0.471 Other Instrument MORTGAGE 13120.00 992.53 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.639 - 2.639 Other Instrument MORTGAGE 3602047.00 2131788.32 First Tier Security 2015-05-07 2015-05-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.30% 60S99B7U9 Other Repurchase Agreement N ALCOA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 68.00 AVON PRODUCTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23.00 199.41 CR BARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 369.00 61206.03 BITAUTO HLDG SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15130.00 901596.70 CITY NATIONAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7259.00 680531.25 KEMET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 318591.00 1433659.50 KEURIG GREEN MOUNT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 584.00 66704.48 MASTERCARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9269.00 836527.25 PEPCO HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 26.11 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8397.00 576621.99 RITE AID 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 7.91 SIRIUS XM HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 99234.00 394951.32 SPIRIT RLTY CAP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1367.00 15597.47 TWO HBRS INV REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23981.00 253239.36 US STEEL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7567.00 179110.89 Second Tier Security 2015-05-07 2015-05-07 N N N 5000000.00 5000000.00 0.0020 N 5000000.00 5000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.48% 60S99B7T2 Other Repurchase Agreement N AVANTI COMMUNICATIONS GROUP PLC 2019-10-01 2019-10-01 10 - 10 Other Instrument CORPORATE 11453.00 10972.61 BLACKSTONE HLDGS FIN L L C 2019-08-15 2019-08-15 6.625 - 6.625 Other Instrument CORPORATE 23903.00 28372.43 CLEAR CHANNEL COMMUNICATIONS INC 2021-03-01 2021-03-01 9 - 9 Other Instrument CORPORATE 1.00 0.96 INTELSAT LUXEMBOURG S A FORMERLY INTELSAT BERMUD 2023-06-01 2023-06-01 8.125 - 8.125 Other Instrument CORPORATE 12546.00 11744.67 LIBERTY MUT INS CO 2097-10-15 2097-10-15 7.697 - 7.697 Other Instrument CORPORATE 748643.00 964886.35 M AND T CORP 2049-01-01 2049-01-01 N/A Other Instrument CORPORATE 26156.00 27615.01 METLIFE INC 2069-08-01 2069-08-01 10.75 - 10.75 Other Instrument CORPORATE 1924267.00 3274287.29 PRUDENTIAL FINL INC 2043-06-15 2043-06-15 5.625 - 5.625 Other Instrument CORPORATE 32663.00 35515.91 REGIONS FINL CORP NEW 2037-12-10 2037-12-10 7.375 - 7.375 Other Instrument CORPORATE 79023.00 104779.80 ROYAL BK SCOTLAND GROUP PLC 2049-01-01 2049-01-01 6.99 - 6.99 Other Instrument CORPORATE 2494863.00 2968523.14 WIDEOPENWEST FIN LLC / WIDEOPENWEST CAP CORP 2019-07-15 2019-07-15 10.25 - 10.25 Other Instrument CORPORATE 9546.00 10559.27 Second Tier Security 2015-05-06 2015-05-06 N N N 7000000.00 7000000.00 0.0028 N 7000261.80 7000261.80