N-MFP LIVE N 2015-05-31 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 34 54 2660891601.30 1003498.71 32734346.83 2629160753.18 0.0029 1.0002 2015-05-29 1.0002 2015-05-29 C000048773 1.00 857114702.98 1.00 11515603.83 59652650.51 48137046.68 0.0004 1.0000 2015-05-29 1.0000 2015-05-29 C000048775 1.00 592505409.17 1.00 3634724.50 47663571.78 44028847.28 0.0001 1.0002 2015-05-29 1.0002 2015-05-29 C000048776 1.00 214593707.05 1.00 94460641.29 100239640.93 5778999.64 0.0001 1.0002 2015-05-29 1.0002 2015-05-29 C000048774 1.00 964946933.98 1.00 11658167.10 63260200.36 51602033.26 0.0001 1.0003 2015-05-29 1.0003 2015-05-29 Bank of Montreal Bank of Montreal, 0.26% 06366CKC1 Certificate of Deposit First Tier Security 2015-06-18 2015-08-18 N N N 11000000.00 11000000.00 0.0042 N 10999384.00 10999384.00 Bank of Montreal Bank of Montreal, 0.26% 06366CFU7 Certificate of Deposit First Tier Security 2015-06-22 2015-07-20 N N N 6000000.00 6000000.00 0.0023 N 5999778.00 5999778.00 Bank of Montreal Bank of Montreal, 0.27% 06366CES3 Certificate of Deposit First Tier Security 2015-06-15 2015-07-14 N N N 9000000.00 9000000.00 0.0034 N 8999910.00 8999910.00 Bank of Montreal Bank of Montreal, 0.27% 06366CFW3 Certificate of Deposit First Tier Security 2015-06-22 2015-07-21 N N N 6000000.00 6000000.00 0.0023 N 5999736.00 5999736.00 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 5000887.50 5000887.50 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.31% 06366LEQ7 Certificate of Deposit First Tier Security 2015-06-17 2015-09-11 N N N 18000000.00 18000000.00 0.0068 N 17999334.00 17999334.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HD60 Certificate of Deposit First Tier Security 2015-06-10 2015-09-08 N N N 8000000.00 8000000.00 0.0030 N 7999704.00 7999704.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417HC46 Certificate of Deposit First Tier Security 2015-06-03 2015-10-01 N N N 9000000.00 9000000.00 0.0034 N 8999640.00 8999640.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417HA97 Certificate of Deposit First Tier Security 2015-06-23 2015-09-18 N N N 17000000.00 17000000.00 0.0065 N 16999473.00 16999473.00 Bank of Nova Scotia Bank of Nova Scotia, 0.36% 06417E5W9 Certificate of Deposit First Tier Security 2015-06-11 2015-07-13 N N N 8000000.00 8000000.00 0.0030 N 8000208.00 8000208.00 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 0.0103 N 27000558.90 27000558.90 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 0.0076 N 20001968.00 20001968.00 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 0.0034 N 9000922.50 9000922.50 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 0.0015 N 4000466.00 4000466.00 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 0.0095 N 25002875.00 25002875.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JWU6 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 7000000.00 7000000.00 0.0027 N 7000091.00 7000091.00 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 0.0099 N 26004656.60 26004656.60 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 0.0148 N 39007105.80 39007105.80 Barclays Bank PLC Barclays Bank PLC, 0.30% 06741XU89 Certificate of Deposit First Tier Security 2015-08-10 2015-08-10 N N N 25000000.00 25000000.00 0.0095 N 25005572.50 25005572.50 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 0.0095 N 25002862.50 25002862.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.31% 13606YZR0 Certificate of Deposit First Tier Security 2015-06-16 2015-09-11 N N N 22000000.00 22000000.00 0.0084 N 21999208.00 21999208.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.34% 13606JXV6 Certificate of Deposit First Tier Security 2015-06-05 2015-10-02 N N N 7000000.00 7000000.00 0.0027 N 6999769.00 6999769.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.36% 13606YPQ3 Certificate of Deposit First Tier Security 2015-06-03 2015-10-05 N N N 7000000.00 7000000.00 0.0027 N 7000000.00 7000000.00 Credit Agricole CIB Credit Agricole CIB, 0.30% 22533MM40 Certificate of Deposit First Tier Security 2015-09-02 2015-09-02 N N N 50000000.00 50000000.00 0.0190 N 50006925.00 50006925.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TML4 Certificate of Deposit First Tier Security 2015-06-03 2015-06-03 N N N 61000000.00 61000000.00 0.0232 N 60999890.20 60999890.20 Credit Suisse Credit Suisse, 0.33% 22549VX65 Certificate of Deposit First Tier Security 2015-06-16 2015-08-03 N N N 14000000.00 14000000.00 0.0053 N 13999692.00 13999692.00 Credit Suisse Credit Suisse, 0.35% 22549VKB8 Certificate of Deposit First Tier Security 2015-06-09 2015-10-09 N N N 20000000.00 20000000.00 0.0076 N 19999280.00 19999280.00 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 0.0068 N 18002178.00 18002178.00 Credit Suisse Credit Suisse, 0.38% 22549VZA4 Certificate of Deposit First Tier Security 2015-06-04 2015-09-04 N N N 17000000.00 17000000.00 0.0065 N 16999558.00 16999558.00 Credit Suisse Credit Suisse, 0.39% 22549VB69 Certificate of Deposit First Tier Security 2015-06-15 2015-09-14 N N N 20000000.00 20000000.00 0.0076 N 19999360.00 19999360.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KMD7 Certificate of Deposit First Tier Security 2015-06-03 2015-06-03 N N N 10000000.00 10000000.00 0.0038 N 9999990.00 9999990.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KMG0 Certificate of Deposit First Tier Security 2015-06-04 2015-06-04 N N N 34000000.00 34000000.00 0.0129 N 33999952.40 33999952.40 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KLJ5 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 27000000.00 27000000.00 0.0103 N 27000529.20 27000529.20 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KMF2 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 20000000.00 20000000.00 0.0076 N 20001240.00 20001240.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KMH8 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 40000000.00 40000000.00 0.0152 N 40000000.00 40000000.00 Lloyds TSB Bank PLC New York Branch Lloyds TSB Bank PLC New York Branch, 0.14% 53945GDR9 Certificate of Deposit First Tier Security 2015-06-03 2015-06-03 N N N 21000000.00 21000000.00 0.0080 N 21000035.70 21000035.70 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 0.0038 N 10000427.00 10000427.00 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 0.0061 N 16000980.80 16000980.80 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 0.0034 N 9000622.80 9000622.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DBA0 Certificate of Deposit First Tier Security 2015-07-27 2015-07-27 N N N 13000000.00 13000000.00 0.0049 N 13000871.00 13000871.00 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 0.0038 N 10000664.00 10000664.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDF7 Certificate of Deposit First Tier Security 2015-09-04 2015-09-04 N N N 12000000.00 12000000.00 0.0046 N 12000390.00 12000390.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDP5 Certificate of Deposit First Tier Security 2015-09-08 2015-09-08 N N N 23000000.00 23000000.00 0.0087 N 23000517.50 23000517.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DDY6 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 11000000.00 11000000.00 0.0042 N 10999964.80 10999964.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60689DEJ8 Certificate of Deposit First Tier Security 2015-09-18 2015-09-18 N N N 2000000.00 2000000.00 0.0008 N 1999987.40 1999987.40 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.28% 63873FFM5 Certificate of Deposit First Tier Security 2015-06-23 2015-08-03 Y NATIXIS NY BRH N/A N/A N N 16000000.00 16000000.00 0.0061 N 15998448.00 15998448.00 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 0.0038 N 10000179.00 10000179.00 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 30000000.00 30000000.00 0.0114 N 30000537.00 30000537.00 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 0.0049 N 13001965.60 13001965.60 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 0.0167 N 44008848.40 44008848.40 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FRF7 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 10000000.00 10000000.00 0.0038 N 10001635.00 10001635.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FRC4 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 9000000.00 9000000.00 0.0034 N 9001471.50 9001471.50 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSG2 Certificate of Deposit First Tier Security 2015-06-10 2015-11-10 N N N 6000000.00 6000000.00 0.0023 N 5999436.00 5999436.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSJ6 Certificate of Deposit First Tier Security 2015-06-12 2015-11-12 N N N 26000000.00 26000000.00 0.0099 N 25997478.00 25997478.00 Royal Bank of Canada Royal Bank of Canada, 0.28% 78009NSK3 Certificate of Deposit First Tier Security 2015-06-19 2015-11-19 N N N 8000000.00 8000000.00 0.0030 N 7999144.00 7999144.00 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 0.0095 N 25004432.50 25004432.50 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 0.0038 N 10000130.00 10000130.00 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 0.0122 N 32001644.80 32001644.80 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 0.0038 N 10000564.00 10000564.00 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 0.0061 N 16001464.00 16001464.00 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 0.0011 N 3000379.80 3000379.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RRF7 Certificate of Deposit First Tier Security 2015-08-28 2015-08-28 N N N 10000000.00 10000000.00 0.0038 N 10000731.00 10000731.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RQF8 Certificate of Deposit First Tier Security 2015-09-03 2015-09-03 N N N 7000000.00 7000000.00 0.0027 N 7000432.60 7000432.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.29% 86563RQM3 Certificate of Deposit First Tier Security 2015-09-15 2015-09-15 N N N 10000000.00 10000000.00 0.0038 N 10000331.00 10000331.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86563RTX6 Certificate of Deposit First Tier Security 2015-09-25 2015-09-25 N N N 18000000.00 18000000.00 0.0068 N 18000653.40 18000653.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562JCD7 Certificate of Deposit First Tier Security 2015-06-15 2015-10-15 N N N 16000000.00 16000000.00 0.0061 N 15999392.00 15999392.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.12% 86563KZY2 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 5000000.00 5000000.00 0.0019 N 5000000.00 5000000.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.13% 86563KZW6 Certificate of Deposit First Tier Security 2015-06-04 2015-06-04 N N N 9000000.00 9000000.00 0.0034 N 8999948.70 8999948.70 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 10000243.00 10000243.00 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 0.0099 N 26001604.20 26001604.20 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 0.0106 N 28001218.00 28001218.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.27% 89112UYQ8 Certificate of Deposit First Tier Security 2015-06-08 2015-10-06 N N N 21000000.00 21000161.85 0.0080 N 20998509.00 20998509.00 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 0.0164 N 43003607.70 43003607.70 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 0.0023 N 6000638.40 6000638.40 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 0.0023 N 6001171.80 6001171.80 UBS AG UBS AG, 0.34% 90267RH28 Certificate of Deposit First Tier Security 2015-06-05 2015-09-08 N N N 16000000.00 16000000.00 0.0061 N 15999568.00 15999568.00 UBS AG UBS AG, 0.34% 90267RG78 Certificate of Deposit First Tier Security 2015-06-05 2015-09-08 N N N 16000000.00 16000000.00 0.0061 N 15999568.00 15999568.00 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 25000952.50 25000952.50 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 20001988.00 20001988.00 UBS AG UBS AG, 0.37% 90267RH93 Certificate of Deposit First Tier Security 2015-06-25 2015-09-25 N N N 10000000.00 10000000.00 0.0038 N 9999040.00 9999040.00 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 3998041.42 0.0015 N 3998401.20 3998401.20 ABN AMRO Bank NV ABN AMRO Bank NV, 0.29% 37V995TM0 Certificate of Deposit First Tier Security 2015-08-12 2015-08-12 N N N 9000000.00 8994783.88 0.0034 N 8995687.20 8995687.20 ABN AMRO Bank NV ABN AMRO Bank NV, 0.29% 37V995TN8 Certificate of Deposit First Tier Security 2015-08-12 2015-08-12 N N N 4000000.00 3997681.73 0.0015 N 3998083.20 3998083.20 ABN AMRO Bank NV ABN AMRO Bank NV, 0.29% to 0.30% 37V995TP3 Certificate of Deposit First Tier Security 2015-08-14 2015-08-14 N N N 4000000.00 3997596.81 0.0015 N 3998006.40 3998006.40 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 9997668.49 0.0038 N 9998442.00 9998442.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% 37V995TQ1 Certificate of Deposit First Tier Security 2015-08-17 2015-08-17 N N N 5000000.00 4996794.18 0.0019 N 4997366.50 4997366.50 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 9998451.21 0.0038 N 9998950.00 9998950.00 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 0.0046 N 12002511.60 12002511.60 HSBC Bank PLC HSBC Bank PLC, 0.29% 35X99QBM5 0001140465 Certificate of Deposit First Tier Security 2015-09-17 2015-09-17 N N N 9000000.00 9000000.00 0.0034 N 9000244.80 9000244.80 Mizuho Bank Ltd. Mizuho Bank Ltd., 0.30% 49J99LFM9 Certificate of Deposit First Tier Security 2015-08-07 2015-08-07 N N N 5000000.00 4997210.47 0.0019 N 4997570.50 4997570.50 Mizuho Bank Ltd. Mizuho Bank Ltd., 0.30% 49J99LFW7 Certificate of Deposit First Tier Security 2015-08-19 2015-08-19 N N N 3000000.00 2998026.51 0.0011 N 2998209.60 2998209.60 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 0.0099 N 26004615.00 26004615.00 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 0.0019 N 5001465.50 5001465.50 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 0.0027 N 7002543.80 7002543.80 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.31% 865997KB5 0001046017 Certificate of Deposit First Tier Security 2015-09-21 2015-09-21 N N N 2000000.00 2000000.00 0.0008 N 2000158.60 2000158.60 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 0.0027 N 7003047.10 7003047.10 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 0.0042 N 10999890.00 10999890.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.26% 94988EAR9 Certificate of Deposit First Tier Security 2015-06-04 2015-08-03 N N N 7000000.00 7000000.00 0.0027 N 6999762.00 6999762.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.26% 94988EAX6 Certificate of Deposit First Tier Security 2015-06-18 2015-08-18 N N N 3000000.00 3000000.00 0.0011 N 2999832.00 2999832.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.27% 94988EED6 Certificate of Deposit First Tier Security 2015-06-10 2015-09-01 N N N 25000000.00 25000000.00 0.0095 N 24999325.00 24999325.00 ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.28% 00084CV66 Financial Company Commercial Paper First Tier Security 2015-08-06 2015-08-06 N N N 18000000.00 17990760.01 0.0068 N 17993237.40 17993237.40 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 9993369.44 0.0038 N 9997400.00 9997400.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531NT22 Financial Company Commercial Paper Second Tier Security 2015-06-02 2015-06-02 N N N 5000000.00 4999937.50 0.0019 N 4999872.00 4999872.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531NT30 Financial Company Commercial Paper Second Tier Security 2015-06-03 2015-06-03 N N N 2000000.00 1999950.00 0.0008 N 1999936.20 1999936.20 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 13000000.00 0.0049 N 12999910.30 12999910.30 DNB Bank ASA DNB Bank ASA, 0.29% 2332K1X62 Financial Company Commercial Paper First Tier Security 2015-10-06 2015-10-06 N N N 25000000.00 24974864.58 0.0095 N 24976527.50 24976527.50 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 9993000.00 0.0038 N 9995529.00 9995529.00 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 5998425.00 0.0023 N 5999031.00 5999031.00 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 24987750.00 0.0095 N 24990832.50 24990832.50 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 0.0072 N 18998385.00 18998385.00 Lloyds Bank PLC Lloyds Bank PLC, 0.14% 53943ST31 Financial Company Commercial Paper First Tier Security 2015-06-03 2015-06-03 N N N 15000000.00 14999883.33 0.0057 N 14999731.50 14999731.50 Lloyds Bank PLC Lloyds Bank PLC, 0.14% 53943ST49 Financial Company Commercial Paper First Tier Security 2015-06-04 2015-06-04 N N N 15000000.00 14999825.00 0.0057 N 14999674.50 14999674.50 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 4996577.78 0.0019 N 4998451.50 4998451.50 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1VD0 Financial Company Commercial Paper First Tier Security 2015-08-13 2015-08-13 N N N 8000000.00 7992862.22 0.0030 N 7996605.60 7996605.60 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1VM0 Financial Company Commercial Paper First Tier Security 2015-08-21 2015-08-21 N N N 3000000.00 2997030.00 0.0011 N 2998557.90 2998557.90 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1VQ1 Financial Company Commercial Paper First Tier Security 2015-08-24 2015-08-24 N N N 3000000.00 2996920.00 0.0011 N 2998491.90 2998491.90 Nationwide Building Society Nationwide Building Society, 0.44% 6385E1VR9 Financial Company Commercial Paper First Tier Security 2015-08-25 2015-08-25 N N N 6000000.00 5993766.67 0.0023 N 5996934.60 5996934.60 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 24981673.61 0.0095 N 24982767.50 24982767.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.13% 04821UT10 Asset Backed Commercial Paper First Tier Security 2015-06-01 2015-06-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 24364000.00 24364000.00 0.0093 N 24363736.87 24363736.87 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.24% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-06-03 2015-08-03 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 59000000.00 58995878.95 0.0224 N 58997876.00 58997876.00 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 3999760.00 0.0015 N 3999816.80 3999816.80 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 12995450.00 0.0049 N 12997075.00 12997075.00 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 10994775.00 0.0042 N 10996516.30 10996516.30 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124MWA4 Asset Backed Commercial Paper First Tier Security 2015-09-10 2015-09-10 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 5000000.00 4995090.28 0.0019 N 4994993.05 4994993.05 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.35% 82124MWB2 Asset Backed Commercial Paper First Tier Security 2015-09-11 2015-09-11 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 5000000.00 4995041.67 0.0019 N 4994944.45 4994944.45 Xerox Corp. Xerox Corp., 0.46% 98412FT28 Other Commercial Paper Second Tier Security 2015-06-02 2015-06-02 N N N 4000000.00 3999948.89 0.0015 N 3999897.60 3999897.60 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A5HW2 Government Agency Debt First Tier Security 2015-06-02 2016-03-02 N N N 12000000.00 12000000.00 0.0046 N 12000000.00 12000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130A5HD4 Government Agency Debt First Tier Security 2015-06-01 2016-06-01 N N N 20000000.00 20000000.00 0.0076 N 19998920.00 19998920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-06-04 2015-06-04 N N N 25000000.00 25000000.00 0.0095 N 25000350.00 25000350.00 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 11001507.00 11001507.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.38% 25746UBZ1 Other Note Second Tier Security 2015-06-22 2015-06-22 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 8000000.00 8000000.00 0.0030 N 7998760.00 7998760.00 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 10005570.00 10005570.00 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 0.0053 N 13999090.00 13999090.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.36% 86959JJQ2 Other Note First Tier Security 2015-06-15 2015-10-15 N N N 4000000.00 4000000.00 0.0015 N 3999848.00 3999848.00 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 12000644.82 0.0046 N 12004692.00 12004692.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 06/02/2015, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2015-06-02 2015-06-02 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 9900000.00 9900000.00 0.0038 N 9900000.00 9900000.00 Barclays Bank PLC Barclays Bank PLC, 0.14% 44T99LVP4 Other Instrument Time Deposits First Tier Security 2015-06-01 2015-06-01 N N N 40000000.00 40000000.00 0.0152 N 40000000.00 40000000.00 Credit Agricole CIB Credit Agricole CIB, 0.10% 44T99H5G2 Other Instrument Time Deposits First Tier Security 2015-06-01 2015-06-01 N N N 69000000.00 69000000.00 0.0262 N 69000000.00 69000000.00 ING Bank NV ING Bank NV, 0.14% 49K99HLV9 0001017255 Other Instrument Time Deposits First Tier Security 2015-06-05 2015-06-05 N N N 20000000.00 20000000.00 0.0076 N 20000000.00 20000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_06453 Government Agency Repurchase Agreement Y US TREASURY 2015-08-15 2026-08-15 0 - 6.75 Treasury Debt 9484911.07 9863527.97 Unrated Security 2015-06-01 2015-06-01 N N N 9670071.00 9670071.01 0.0037 N 9670071.01 9670071.01 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-07-23 2020-11-30 0 - 2.625 Treasury Debt 1331823.77 1356753.38 FEDERAL HOME LOAN MORTGAGE CORP 2017-04-01 2048-07-01 1.28 - 8.5 Government Agency Debt 35123502.32 7776871.05 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2047-11-01 0 - 8 Government Agency Debt 48265653.00 19226677.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2019-08-20 2065-05-20 1.5 - 7.5 Government Agency Debt 45905897.35 8690511.43 GINNIE MAE 2041-08-20 2041-10-20 3 - 3.5 Government Agency Debt 169101.28 112167.72 Unrated Security 2015-06-01 2015-06-01 N N N 36312827.00 36312827.00 0.0138 N 36312827.00 36312827.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2015-06-12 2037-08-28 0 - 5.625 Government Agency Debt 4457968.52 4502580.02 FEDERAL HOME LOAN MORTGAGE CORP 2015-06-08 2045-05-01 0 - 7 Government Agency Debt 21512122.00 16513953.17 FEDERAL NATIONAL MORTGAGE ASSOC 2015-06-17 2045-06-01 0 - 7.5 Government Agency Debt 34880014.16 25653591.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-05-20 2 - 10 Government Agency Debt 16036794.98 12152031.37 US TREASURY 2015-06-25 2042-11-15 0 - 8.75 Treasury Debt 1014153.63 1022658.98 FEDERAL FARM CREDIT 2015-06-02 2039-08-03 0 - 5 Government Agency Debt 541655.54 551697.71 Unrated Security 2015-06-01 2015-06-01 N N N 59204516.00 59204516.39 0.0225 N 59204516.39 59204516.39 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-06-25 2045-05-15 0 - 10.625 Treasury Debt 10045027.56 10688824.05 FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-11-01 2.349 - 2.405 Government Agency Debt 275146.91 172021.21 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2045-05-01 2.345 - 7 Government Agency Debt 5497785.35 2436981.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-20 2065-05-20 2 - 7.5 Government Agency Debt 3000697.63 2353709.16 Unrated Security 2015-06-01 2015-06-01 N N N 15327391.00 15327391.47 0.0058 N 15327391.47 15327391.47 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-05-31 2045-05-15 0.25 - 10.625 Treasury Debt 2187937.96 2282523.68 FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2044-05-01 2.5 - 8 Government Agency Debt 3337662.23 2025073.38 U.S. TREASURY 2016-01-31 2017-04-30 0 - 0.109 Treasury Debt 55405.07 55420.39 Unrated Security 2015-06-01 2015-06-01 N N N 4275882.00 4275881.74 0.0016 N 4275881.74 4275881.74 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GUV1 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2038-02-15 2041-05-15 4.375 - 4.375 Treasury Debt 7214800.00 9270856.52 First Tier Security 2015-06-05 2015-06-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0034 N 9000000.00 9000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-07-25 2044-12-01 2.238 - 7.5 Government Agency Debt 37960254.50 20525860.96 FEDERAL NATIONAL MORTGAGE ASSOC 2024-12-01 2048-01-25 0 - 8.5 Government Agency Debt 120342271.48 62159682.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-17 2063-09-20 1.094 - 5.5 Government Agency Debt 1353674.49 1310973.11 Unrated Security 2015-06-01 2015-06-01 N N N 82228495.00 82228494.99 0.0313 N 82228494.99 82228494.99 Societe Generale In a joint trading account with Societe Generale at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_74037 Government Agency Repurchase Agreement Y US TREASURY 2015-06-15 2044-05-15 0 - 8.875 Treasury Debt 3643547.20 4499865.58 FEDERAL FARM CREDIT 2016-04-25 2020-04-09 0.39 - 1.69 Government Agency Debt 839462.73 838049.70 FEDERAL HOME LOAN BANK 2018-07-13 2018-07-13 1.2 - 1.2 Government Agency Debt 312323.36 311793.45 FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2045-04-01 1 - 5.999 Government Agency Debt 16839079.94 1507313.23 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2045-01-01 0 - 4.732 Government Agency Debt 9802049.78 3077157.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-04-20 2045-05-20 4 - 4 Government Agency Debt 3465245.88 3185727.51 Unrated Security 2015-06-01 2015-06-01 N N N 13156559.00 13156559.20 0.0050 N 13156559.20 13156559.20 Wachovia Bank NA In a joint trading account with Wachovia Bank NA at 0.12%, dated 5/29/2015 due 06/01/2015 49J9986X4_81240 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 Government Agency Debt 23925641.33 21362675.90 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 3 - 3 Government Agency Debt 10472334.30 8831929.41 Unrated Security 2015-06-01 2015-06-01 N N N 29602258.00 29602258.20 0.0113 N 29602258.20 29602258.20 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 48S991WW4 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-01-25 2022-01-25 N/A Government Agency Debt 26474806.00 994658.46 ALTRIA GROUP INC 2044-01-31 2044-01-31 5.375 - 5.375 Other Instrument CORPORATE 4.00 4.30 AMERICA MOVIL S A B DE C V FORMERLY AMERICA MOVI 2016-09-08 2016-09-08 2.375 - 2.375 Other Instrument CORPORATE 885.00 903.58 BANK AMER CORP 2023-01-11 2023-01-11 3.3 - 3.3 Other Instrument CORPORATE 3229.00 3269.72 BARCLAYS PLC 2025-03-16 2025-03-16 3.65 - 3.65 Other Instrument CORPORATE 984.00 970.89 CDK GLOBAL INC 2024-10-15 2024-10-15 4.5 - 4.5 Other Instrument CORPORATE 28421.00 29293.52 CITIGROUP INC 2019-05-22 2019-05-22 8.5 - 8.5 Other Instrument CORPORATE 165.00 203.38 COUNTRYWIDE FINL CORP FORMERLY COUNTRYWIDE CR IN 2016-05-15 2016-05-15 6.25 - 6.25 Other Instrument CORPORATE 158.00 165.69 EMPRESA ELECTRICA GUACOLDA SA 2025-04-30 2025-04-30 4.56 - 4.56 Other Instrument CORPORATE 3.00 2.98 EXPORT IMPORT BK KOREA 2015-11-20 2018-02-27 1.25 - 1.75 Other Instrument CORPORATE 734.00 736.78 FORD MTR CR CO LLC FORMERLY FORD MOTOR CR CO TO 2016-06-15 2016-06-15 3.984 - 3.984 Other Instrument CORPORATE 255.00 266.93 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2017-04-27 2039-01-10 2.3 - 6.875 Other Instrument CORPORATE 34.00 48.04 MERRILL LYNCH & CO INC ACQUIRED BY BANK AMER COR 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 18.00 18.85 OMEGA HEALTHCARE INVS INC 2022-10-15 2022-10-15 6.75 - 6.75 Other Instrument CORPORATE 297.00 314.65 First Tier Security 2015-06-05 2015-06-05 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 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2044-02-11 2044-02-11 5.403 - 5.403 Other Instrument MORTGAGE 724602.00 419583.06 C-BASS CBO 2034-12-15 2034-12-15 0.611 - 0.611 Other Instrument ASSET BACKED 69760437.00 9353067.00 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 0.0034 Y 9000990.00 9000990.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.46% 48Z9923L0 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-09-25 2045-01-25 5.965 - 6.315 Government Agency Debt 38976405.00 4120690.66 First Tier Security 2015-06-03 2015-06-03 N N N 4000000.00 4000000.00 0.0015 N 4000056.80 4000056.80 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.81% 48Z992WL8 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-25 2043-02-25 5.765 - 5.765 Government Agency Debt 7475000.00 1031242.10 First Tier Security 2015-08-06 2015-08-06 N N N 1000000.00 1000000.00 0.0004 Y 1000330.00 1000330.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992UY2 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2045-02-25 2045-03-25 5.415 - 5.915 Government Agency Debt 28357742.00 6190342.71 First Tier Security 2015-08-17 2015-08-17 N N N 6000000.00 6000000.00 0.0023 Y 6002520.00 6002520.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WF1 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2045-01-25 2045-01-25 5.965 - 5.965 Government Agency Debt 21365000.00 4125668.85 First Tier Security 2015-08-20 2015-08-20 N N N 4000000.00 4000000.00 0.0015 Y 4001600.00 4001600.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WT1 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2045-03-25 2045-03-25 5.915 - 5.915 Government Agency Debt 9430000.00 2062434.93 First Tier Security 2015-08-26 2015-08-26 N N N 2000000.00 2000000.00 0.0008 Y 2000860.00 2000860.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992WK0 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2045-01-25 2045-01-25 5.965 - 5.965 Government Agency Debt 21365000.00 4125668.85 First Tier Security 2015-09-08 2015-09-08 N N N 4000000.00 4000000.00 0.0015 Y 4001960.00 4001960.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.83% 48Z992XT0 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-25 2043-02-25 5.765 - 5.765 Government Agency Debt 7475000.00 1031242.10 First Tier Security 2015-09-18 2015-09-18 N N N 1000000.00 1000000.00 0.0004 Y 1000540.00 1000540.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.87% 48Z9923Q9 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-25 2043-02-25 5.765 - 5.765 Government Agency Debt 7470000.00 1030552.31 First Tier Security 2015-09-01 2015-09-01 Y CREDIT SU SEC USA LLC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.21% 48R9934W2 0000853784 Other Repurchase Agreement N AMAZON. COM 2044-12-05 2044-12-05 4.95 - 4.95 Other Instrument CORPORATE 1190000.00 1241354.40 CISCO SYSTEMS, INC. 2040-01-15 2040-01-15 5.5 - 5.5 Other Instrument CORPORATE 20000000.00 23876044.75 WELLS FARGO & CO. 2045-05-01 2045-05-01 3.9 - 3.9 Other Instrument CORPORATE 9045000.00 8487481.08 First Tier Security 2015-06-01 2015-06-01 N N N 32000000.00 32000000.00 0.0122 N 32000000.00 32000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.34% 49B99BAR3 Other Repurchase Agreement N CHENIERE ENERGY PARTNERS LP 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 1638.00 40409.46 JAMES HARDIE INDS NV 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 1571.00 104927.09 KINDER MORGAN INC DEL 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 15559.00 61769.23 SPDR GOLD TRUST 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 1810.00 206376.20 SHIRE LIMITED 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 1108.00 287880.56 YPF SOCIEDAD ANONIMA 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 172130.00 4733575.00 First Tier Security 2015-06-05 2015-06-05 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., 0.78% 49B99BAP7 Other Repurchase Agreement N ALTRA HOLDINGS, INC. 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 8000.00 9633.98 INTERDIGITAL INC 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 37000.00 41894.29 MEDICINES COMPANY (THE) CONV P 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 2000.00 2174.21 SPIRIT RLTY CAP INC NEW 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 28000.00 27483.74 TESLA MOTORS, INC. 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 110000.00 225836.38 TRULIA INC 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 6332000.00 8618136.94 VERISIGN, INC. 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 445000.00 860309.16 First Tier Security 2015-08-27 2015-08-27 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 9000000.00 9000000.00 0.0034 Y 9000000.00 9000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.78% 49B99BAS1 Other Repurchase Agreement N CIENA CORPORATION 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 757000.00 1087282.89 First Tier Security 2015-08-27 2015-08-27 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 Y 1000450.00 1000450.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.25% 48W99W9A5 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-25 2041-07-25 6.315 - 6.365 Government Agency Debt 115520000.00 10300317.76 First Tier Security 2015-06-03 2015-06-03 N N N 10000000.00 10000000.00 0.0038 N 10000025.00 10000025.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.78% 48W99W8P3 0001287279 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2040-12-11 2040-12-11 5.435 - 5.451 Other Instrument GOVERNMENT AGENCY 23243000.00 16035172.71 BEAR STEARNS COMMERCIAL MORTGA 2050-06-11 2050-06-11 6.154 - 6.154 Other Instrument GOVERNMENT AGENCY 1220000.00 1255305.59 First Tier Security 2015-08-27 2015-08-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0061 Y 16006400.00 16006400.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.78% 48W99W9C1 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MTG 2043-12-12 2043-12-12 0.47 - 0.47 Other Instrument GOVERNMENT AGENCY 360016988.00 1850134.10 J.R. SIMPLOT COMPANY SENIOR NO 2047-09-15 2047-09-15 4.709 - 4.709 Other Instrument GOVERNMENT AGENCY 2030000.00 1391540.49 First Tier Security 2015-08-27 2015-08-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0011 Y 3001350.00 3001350.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.78% 48W99W8C2 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERICAL MOR 2049-02-12 2049-02-12 5.697 - 5.697 Other Instrument GOVERNMENT AGENCY 10055000.00 9427668.85 WASHINGTON MUTUAL MSC MORTGAGE 2045-01-25 2045-01-25 0.585 - 0.585 Other Instrument GOVERNMENT AGENCY 40105000.00 3539031.84 First Tier Security 2015-08-27 2015-08-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0046 Y 12004320.00 12004320.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.78% 48W99W8M0 0001287279 Other Repurchase Agreement N GRUPO TELEVISA DE C.V. 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 126772.00 4835084.08 RECKSON OPERATING PARTNERSHIP, 2015-05-31 2015-05-31 N/A Other Instrument OTHER NOTE 1559000.00 1635754.25 First Tier Security 2015-08-27 2015-08-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0023 Y 6002400.00 6002400.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.28% 49A9915T8 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-03-25 2043-03-25 5.183 - 5.183 Government Agency Debt 14034714.00 13273487.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-08-20 2043-08-20 5.179 - 5.179 Government Agency Debt 193241.00 116928.80 First Tier Security 2015-06-04 2015-06-04 N N N 13000000.00 13000000.00 0.0049 N 13000089.70 13000089.70 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 49A9915W1 0000728612 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2033-08-25 2033-08-25 0.355 - 0.355 Other Instrument ASSET BACKED 13429216.00 8968374.21 FORD MOTOR CREDIT CO LLC 2015-06-04 2015-06-04 N/A Financial Company Commercial Paper 611929.00 611904.52 GRAMERCY REAL ESTATE CDO 2041-07-25 2041-07-25 0.647 - 0.647 Other Instrument ASSET BACKED 10126119.00 9843145.73 First Tier Security 2015-06-01 2015-06-01 N N N 18000000.00 18000000.00 0.0068 N 18000000.00 18000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.81% 49A9913E3 0000728612 Other Repurchase Agreement N 7.875 FIAT CH 16CV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 101797.00 14047986.00 First Tier Security 2015-08-05 2015-08-05 N N N 13000000.00 13000000.00 0.0049 Y 13012480.00 13012480.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.87% 49A9912W4 0000728612 Other Repurchase Agreement N FORD MOTOR CREDIT CO LLC 2015-07-02 2015-07-02 N/A Financial Company Commercial Paper 9458492.00 9455938.21 First Tier Security 2015-07-06 2015-07-06 N N N 9000000.00 9000000.00 0.0034 Y 9001710.00 9001710.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.87% 49A9915S0 0000728612 Other Repurchase Agreement N FORD MOTOR CREDIT CO LLC 2015-07-02 2015-07-02 N/A Financial Company Commercial Paper 7352696.00 7350710.77 First Tier Security 2015-07-08 2015-07-08 N N N 7000000.00 7000000.00 0.0027 Y 7001400.00 7001400.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.96% 49A991VU6 0000728612 Other Repurchase Agreement N FORD MOTOR CREDIT CO LLC 2015-06-04 2015-07-02 N/A Financial Company Commercial Paper 13676883.00 13671840.50 First Tier Security 2015-08-04 2015-08-04 N N N 13000000.00 13000000.00 0.0049 Y 13005200.00 13005200.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.96% 49A9915B7 0000728612 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-07-25 2034-07-25 5.669 - 5.669 Other Instrument ASSET BACKED 6330518.00 5401584.04 First Tier Security 2015-09-25 2015-09-25 N N N 5000000.00 5000000.00 0.0019 Y 5003350.00 5003350.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.24% 45G99SNA2 Other Repurchase Agreement N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 Treasury Debt 96800.00 95568.67 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2017-04-01 2.28 - 2.28 Government Agency Debt 1000.00 975.12 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2019-02-01 2019-02-01 5.7 - 5.7 Other Instrument CORPORATE 277.00 317.86 BARCARDI LTD 2021-01-15 2021-01-15 4.5 - 4.5 Other Instrument CORPORATE 158325.00 172981.15 CHEVRON PHILLIPS CHEM CO LLC /CHEVRON PHILLIPS C 2020-05-01 2020-05-01 N/A Other Instrument CORPORATE 580883.00 586056.89 CITIGROUP INC 2018-09-26 2018-09-26 2.5 - 2.5 Other Instrument CORPORATE 184587.00 188611.92 COLUMBIA PIPELINE GROUP INC 2025-06-01 2025-06-01 4.5 - 4.5 Other Instrument CORPORATE 2720.00 2763.15 GOLDMAN SACHS GROUP INC 2045-05-22 2045-05-22 5.15 - 5.15 Other Instrument CORPORATE 1.00 1.02 HRPT PPTYS TR 2017-06-15 2017-06-15 6.25 - 6.25 Other Instrument CORPORATE 1.00 1.09 First Tier Security 2015-06-05 2015-06-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SMU9 Other Repurchase Agreement N US TREASURY 2016-02-04 2016-02-04 N/A Treasury Debt 5800.00 5795.19 ANTERO MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 28.40 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1712.00 225607.36 AVID TECHNOLOGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 150.00 2619.00 BROADCOM-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 437.00 24581.25 CBS-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32.00 1984.96 DOLLAR GENERAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 222.00 16230.42 DRESSER-RAND GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31.00 2621.67 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 113.10 TELEVISA SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22.00 839.08 INTEGRYS ENG GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 34799.00 2503440.06 KCG HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 13.47 LION GATE ENTMT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13780.00 451570.60 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 627.00 41777.01 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 761.00 36109.45 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 473.00 19142.31 PPG INDUSTRIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 87.00 19994.34 PFIZER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 179.00 6164.76 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11877.00 942202.41 SPDR S&P500 UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 637.38 YADKIN FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 154.00 3078.46 YANDEX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 860.00 15763.80 First Tier Security 2015-06-05 2015-06-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0015 N 4000000.00 4000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SMX3 Other Repurchase Agreement N ALLY FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4375.00 99531.25 ANTERO MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2274.00 64581.60 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5550.00 731379.00 AVID TECHNOLOGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32.00 558.72 CTRIP INTL SP ADS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 240.66 GANNETT CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 144.12 TELEVISA SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 644.00 24562.16 LION GATE ENTMT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3244.00 106305.88 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 125.00 8328.75 MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9211.00 180535.60 MASTERCARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 280.00 25989.60 OMEGA HLTH INV REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2900.00 105154.00 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3102.00 246081.66 RICE MIDSTREAM PART 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26394.00 450017.70 SPDR S&P500 UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 545.00 115790.70 SHIRE SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 1039.28 First Tier Security 2015-06-05 2015-06-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SNC8 Other Repurchase Agreement N US TREASURY 2016-02-04 2016-02-04 N/A Treasury Debt 5900.00 5895.10 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 155.00 20425.90 TELEVISA SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 333.00 12700.62 LION GATE ENTMT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31352.00 1027405.04 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 199.00 13259.37 PRSHS SR LOAN PORT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 24.09 First Tier Security 2015-06-05 2015-06-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SNB0 Other Repurchase Agreement N ANTERO MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 851.00 24168.40 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 134.00 17658.52 CTRIP INTL SP ADS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 80.22 LION GATE ENTMT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2437.00 79860.49 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 66.00 4397.58 MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24940.00 488824.00 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 250.00 10117.50 RICE MIDSTREAM PART 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26660.00 454553.00 SPDR S&P500 UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 424.92 First Tier Security 2015-06-05 2015-06-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.31% 45G99SMW5 Other Repurchase Agreement N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 Treasury Debt 4300.00 4245.30 CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063B 2033-08-01 2033-08-01 5 - 5 Other Municipal Debt 11.00 12.84 COMMONWEALTH FING AUTH PA REV 2021-06-01 2021-06-01 5.114 - 5.114 Other Municipal Debt 1.00 1.11 CONOCOPHILLIPS CO 2025-05-15 2025-05-15 3.35 - 3.35 Other Instrument CORPORATE 40983.00 41329.45 COSTCO WHOLESALE CORP NEW 2017-03-15 2017-03-15 5.5 - 5.5 Other Instrument CORPORATE 70687.00 77416.80 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2017-07-17 2017-07-17 6 - 6 Other Instrument CORPORATE 1.00 1.13 GREAT RIV ENERGY 2038-07-01 2038-07-01 6.254 - 6.254 Other Instrument CORPORATE 174416.00 222298.58 HRPT PPTYS TR 2017-06-15 2017-06-15 6.25 - 6.25 Other Instrument CORPORATE 265.00 289.69 NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV 2029-02-15 2029-02-15 7.425 - 7.425 Other Municipal Debt 876807.00 1093632.60 NEW YORK N Y FOR PRIOR ISSUES SEE 64966F FOR FUTURE ISSUES SEE 64966H FO ADDL ISSUES SEE 64966J 2020-02-01 2020-02-01 4.95 - 4.95 Other Municipal Debt 10029.00 11428.30 NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2043-07-15 2043-07-15 5 - 5 Other Municipal Debt 661.00 745.61 OREGON ST 2023-06-01 2023-06-01 5.762 - 5.762 Other Municipal Debt 463032.00 554818.78 PETROLEOS MEXICANOS MEDIUM TERM NTS BOOK ENTRY S 2026-01-23 2026-01-23 4.5 - 4.5 Other Instrument CORPORATE 1.00 1.02 SCHNEIDER ELEC SA 2022-09-27 2022-09-27 2.95 - 2.95 Other Instrument CORPORATE 3681.00 3728.60 SKYWAY CONCESSION COMPANY 2026-06-30 2026-06-30 N/A Other Instrument CORPORATE 4792.00 3994.47 TECK COMINCO LTD FORMERLY TECK COMINCO LTD TO 04 2023-02-01 2023-02-01 3.75 - 3.75 Other Instrument CORPORATE 9674.00 8897.68 UNION BK N A SAN FRANCISCO CALIF 2018-09-26 2018-09-26 2.625 - 2.625 Other Instrument CORPORATE 57875.00 59625.94 VENTURA CNTY CALIF CMNTY COLLEGE DIST 2031-08-01 2031-08-01 3.125 - 3.125 Other Municipal Debt 2154.00 2057.79 WISCONSIN ST GEN FD ANNUAL APPROPRIATION REV 2032-05-01 2032-05-01 1.38 - 1.38 Other Municipal Debt 1.00 0.89 BANCO DO BRASIL GRA 2022-01-26 2022-01-26 5.875 - 5.875 Other Instrument CORPORATE 11069.00 11457.22 ROCHE HOLDINGS INC 2017-09-29 2017-09-29 N/A Other Instrument CORPORATE 4270.00 4266.22 First Tier Security 2015-06-05 2015-06-05 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.80% 45G99SMY1 Other Repurchase Agreement N AT&T INC 2021-05-15 2021-05-15 4.45 - 4.45 Other Instrument CORPORATE 1780.00 1921.07 CCO HLDGS LLC / CCO HLDGS CAP CORP 2021-04-30 2021-04-30 6.5 - 6.5 Other Instrument CORPORATE 5789.00 6111.66 CMA CGA S A 2017-04-15 2017-04-15 8.5 - 8.5 Other Instrument CORPORATE 815000.00 842823.19 FIRST DATA CORP 2019-06-15 2019-06-15 7.375 - 7.375 Other Instrument CORPORATE 1214.00 1303.35 HERTZ CORP 2019-04-15 2019-04-15 6.75 - 6.75 Other Instrument CORPORATE 181.00 188.92 INTERNATIONAL LEASE FIN CORP 2015-09-15 2015-09-15 8.625 - 8.625 Other Instrument CORPORATE 812.00 840.61 IRON MTN INC DEL 2019-10-01 2019-10-01 7.75 - 7.75 Other Instrument CORPORATE 22613.00 24167.33 MERRILL LYNCH & CO INC ACQUIRED BY BANK AMER COR 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 357.00 373.78 RANGE RES CORP 2020-08-01 2020-08-01 6.75 - 6.75 Other Instrument CORPORATE 317.00 336.30 TOLL BROS FIN CORP 2017-10-15 2017-10-15 8.91 - 8.91 Other Instrument CORPORATE 1109487.00 1282444.93 First Tier Security 2015-07-20 2015-07-20 N N N 2000000.00 2000000.00 0.0008 Y 2001300.00 2001300.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y998YS9 Other Repurchase Agreement N PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 124296.00 2160264.48 First Tier Security 2015-06-02 2015-06-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y998YX8 Other Repurchase Agreement N PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 124292.00 2160194.96 First Tier Security 2015-06-05 2015-06-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y9982B1 Other Repurchase Agreement N AMERICAN EXPRESS CR CORP MEDIUM TERM NTS BOOK EN 2018-07-27 2018-07-27 2.125 - 2.125 Other Instrument CORPORATE 1025065.00 1050047.26 First Tier Security 2015-06-05 2015-06-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y9982E5 Other Repurchase Agreement N PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 124286.00 2160090.68 First Tier Security 2015-06-05 2015-06-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.52% 48Y998YU4 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-25 2041-10-25 6.315 - 6.315 Government Agency Debt 9698741.00 1030178.54 First Tier Security 2015-06-03 2015-06-03 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998UK0 Other Repurchase Agreement N MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.455 - 0.455 Other Instrument ASSET BACKED 3362241.00 2164968.93 First Tier Security 2015-06-01 2015-06-01 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998WU6 Other Repurchase Agreement N MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.455 - 0.455 Other Instrument ASSET BACKED 3358510.00 2162566.51 First Tier Security 2015-07-14 2015-07-14 N N N 2000000.00 2000000.00 0.0008 Y 2000320.00 2000320.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998XA9 Other Repurchase Agreement N ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2045-12-25 2045-12-25 0.735 - 0.735 Other Instrument ASSET BACKED 1635531.00 1081146.91 First Tier Security 2015-07-20 2015-07-20 N N N 1000000.00 1000000.00 0.0004 Y 1000110.00 1000110.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998XX9 Other Repurchase Agreement N MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.455 - 0.455 Other Instrument ASSET BACKED 1054323.00 678885.46 NOVASTAR MORTGAGE FUNDING TRUST 2035-06-25 2035-06-25 1.355 - 1.355 Other Instrument ASSET BACKED 2268019.00 1482643.77 First Tier Security 2015-08-03 2015-08-03 N N N 2000000.00 2000000.00 0.0008 Y 2000280.00 2000280.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48Y998YA8 Other Repurchase Agreement N MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.455 - 0.455 Other Instrument ASSET BACKED 3357116.00 2161668.91 First Tier Security 2015-09-02 2015-09-02 N N N 2000000.00 2000000.00 0.0008 Y 2000900.00 2000900.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99Q8F5 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-02-15 2042-11-15 5.869 - 5.969 Government Agency Debt 25125593.00 3085796.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-01-16 2044-01-16 5.867 - 5.867 Government Agency Debt 100000.00 12858.40 First Tier Security 2015-06-05 2015-06-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99Q7K5 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2035-05-15 2042-02-15 5.869 - 5.918 Government Agency Debt 34497943.00 4094523.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-16 2039-06-16 N/A Government Agency Debt 100000.00 44836.67 First Tier Security 2015-06-05 2015-06-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 4000000.00 4000000.00 0.0015 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q8G3 0000050916 Other Repurchase Agreement N AMGEN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 631.00 99287.85 AUTOMATIC DATA PROC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 115.00 9886.55 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 662.00 39077.86 ISH CORE US CT BOND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 221.54 JPMXF DIV RTRN INTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22000.00 1184700.00 MRKT VCTR SEMICONDR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1011.00 60205.05 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11791.00 935380.03 VGD EXT DUR TRS IDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7243.00 851269.79 VNGD TTL STK MKT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 546.00 60087.30 First Tier Security 2015-06-05 2015-06-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0011 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q7Y5 0000050916 Other Repurchase Agreement N CASSIA & TWIN FALLS CNTYS IDAHO JT SCH DIST NO 151 2026-09-15 2026-09-15 5 - 5 Other Municipal Debt 26.00 31.18 HILLSBOROUGH CNTY FLA HSG FIN AUTH MULTIFAMILY REV 2039-07-15 2039-07-15 0.11 - 0.11 Other Municipal Debt 3714.00 3714.16 KENTUCKY ST PPTY & BLDGS COMMN REVS 2028-11-01 2028-11-01 5.5 - 5.5 Other Municipal Debt 649026.00 734176.77 LOUISIANA PUB FACS AUTH REV 2035-09-01 2035-09-01 4 - 4 Other Municipal Debt 955.00 980.56 NEW JERSEY ECONOMIC DEV AUTH REV FOR ISSUES DTD PRIOR TO 05/06/2014 SEE 645918 ETC 2038-07-01 2038-07-01 5 - 5 Other Municipal Debt 30216.00 31217.93 NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV FOR ISSUES DATED PRIOR TO 06/29/2012 SEE 64972F 2031-06-15 2031-06-15 5 - 5 Other Municipal Debt 275.00 318.26 NEW YORK ST HSG FIN AGY REV ISSUES DTD PRIOR TO 12/10/2009 SEE 64986M 2048-05-01 2048-05-01 0.08 - 0.08 Other Municipal Debt 11502.00 11502.72 NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT 2050-07-01 2050-07-01 5 - 5 Other Municipal Debt 708.00 775.13 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV FOR ISSUES DATED PRIOR TO 10/14/11 SEE 649902 2032-02-15 2032-02-15 5 - 5 Other Municipal Debt 4876.00 5590.43 PALM BEACH CNTY FLA PUB IMPT REV 2033-11-01 2033-11-01 4 - 4 Other Municipal Debt 1063.00 1111.57 PASCO CNTY FLA WTR & SWR REV 2034-10-01 2034-10-01 6.66 - 6.66 Other Municipal Debt 1083926.00 1251511.80 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 6.16 PUERTO RICO COMWLTH ISSUES DTD PRIOR TO 09/01/1990 SEE 745143 2015-07-01 2015-07-01 5.65 - 5.65 Other Municipal Debt 258.00 264.82 PUERTO RICO PUB BLDGS AUTH REV GTD 2015-07-01 2015-07-01 5.25 - 5.25 Other Municipal Debt 48301.00 49332.87 PUERTO RICO ELEC PWR AUTH PWR REV 2015-07-01 2015-07-01 5.25 - 5.25 Other Municipal Debt 501.00 513.30 RBC MUN PRODS INC TR VARIOUS STS 2017-10-01 2022-12-01 N/A Other Municipal Debt 11920.00 11921.15 First Tier Security 2015-06-05 2015-06-05 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% 42T99Q8E8 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2047-11-25 2047-11-25 1.396 - 1.396 Other Instrument MORTGAGE 4800.00 2307.09 CSMC 2037-09-17 2037-09-17 4.373 - 4.373 Other Instrument MORTGAGE 2408.00 2123.28 ADJUSTABLE RATE MORTGAGE TRUST 2036-03-25 2036-03-25 2.674 - 2.674 Other Instrument MORTGAGE 5091.00 1182.64 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.375 - 0.375 Other Instrument MORTGAGE 5220663.00 1003801.14 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2047-11-15 2047-11-15 3.672 - 3.672 Other Instrument MORTGAGE 3365.00 3558.64 LEHMAN XS TRUST 2037-02-25 2037-02-25 7 - 7 Other Instrument MORTGAGE 33435.00 6484.87 MOTEL 6 TRUST 2030-02-05 2030-02-05 5.279 - 5.279 Other Instrument MORTGAGE 5690.00 5712.17 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-08-25 2045-08-25 N/A Other Instrument MORTGAGE 420879.00 4338.72 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2035-07-25 2035-07-25 5.5 - 5.5 Other Instrument MORTGAGE 50753.00 50545.77 First Tier Security 2015-06-02 2015-06-02 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% 42T99Q8C2 0000050916 Other Repurchase Agreement N CLEAR CHANNEL COMMUNICATIONS INC 2021-02-01 2021-02-01 14 - 14 Other Instrument CORPORATE 153882.00 125311.24 EAGLE MIDCO INC 2018-06-15 2018-06-15 9.75 - 9.75 Other Instrument CORPORATE 5560.00 5899.16 GENERAL CABLE CORP DEL NEW 2022-10-01 2022-10-01 5.75 - 5.75 Other Instrument CORPORATE 93270.00 86206.09 HALCON RES CORP 2021-05-15 2021-05-15 8.875 - 8.875 Other Instrument CORPORATE 1766.00 1269.46 MARIPOSA BORROWER INC / MARIPOSA MERGER SUB LLC 2021-10-15 2021-10-15 9.5 - 9.5 Other Instrument CORPORATE 443795.00 482935.25 NEW ENTERPRISE STONE & LIME CO INC 2018-03-15 2018-03-15 13 - 13 Other Instrument CORPORATE 167236.00 181557.91 OWENS & MINOR INC NEW 2021-09-15 2021-09-15 3.875 - 3.875 Other Instrument CORPORATE 1881.00 1947.02 PARKER DRILLING CO 2022-07-15 2022-07-15 6.75 - 6.75 Other Instrument CORPORATE 638.00 567.90 RITE AID CORP 2023-04-01 2023-04-01 6.125 - 6.125 Other Instrument CORPORATE 54733.00 57453.12 TERVITA CORP 2018-11-15 2018-11-15 8 - 8 Other Instrument CORPORATE 101142.00 95135.29 ALBERTSONS HLDGS LLC SATURN ACQUISITION MERGER S 2022-10-15 2022-10-15 N/A Other Instrument CORPORATE 38556.00 42005.69 First Tier Security 2015-06-05 2015-06-05 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., 0.42% 42T99Q8B4 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2047-11-25 2047-11-25 1.396 - 1.396 Other Instrument MORTGAGE 45763.00 21995.66 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-06-25 2045-06-25 0.465 - 0.465 Other Instrument MORTGAGE 1178367.00 120643.41 COMM 2045-10-17 2045-10-17 4.727 - 4.727 Other Instrument MORTGAGE 2518.00 2300.77 COMM 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument MORTGAGE 2409.00 2452.76 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument MORTGAGE 38286.00 18363.51 IMPAC CMB TRUST 2035-03-25 2035-03-25 1.04 - 1.04 Other Instrument MORTGAGE 150238.00 8419.88 INDYMAC IMSC MORTGAGE LOAN TRUST 2047-03-25 2047-03-25 N/A Other Instrument MORTGAGE 18853748.00 414684.90 LEHMAN XS TRUST 2037-02-25 2037-02-25 7 - 7 Other Instrument MORTGAGE 114945.00 22294.09 SCG TRUST 2026-11-15 2026-11-15 3.436 - 3.436 Other Instrument MORTGAGE 479605.00 481236.14 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-08-25 2045-08-25 N/A Other Instrument MORTGAGE 1966536.00 20272.45 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2036-11-25 2036-11-25 1.925 - 1.925 Other Instrument MORTGAGE 67307.00 13944.20 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.654 - 2.654 Other Instrument MORTGAGE 3602047.00 2100549.83 First Tier Security 2015-06-05 2015-06-05 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, 0.38% 60S99B8H7 Other Repurchase Agreement N AGCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 154.71 ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 337.35 AGILENT TECH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 83.50 AMER WTR WORKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 105.42 ASSOC EST RLT REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 793.00 22656.01 BABCOCK & WILCOX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16223.00 539739.21 CR BARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 251.00 42845.70 BERKSHIRE HATHAWY-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2517.00 364310.58 BITAUTO HLDG SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16816.00 1045282.56 CSX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7.00 243.04 CITY NATIONAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7211.00 668748.14 FIRST BANCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 12.28 FOREST CTY ENTER-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6436.00 150602.40 FRONTIER COMM-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18.00 93.06 GILEAD SCIENCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 721.00 81364.85 HANESBRANDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 31.93 HAWAIIAN ELECTR IND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 30.91 HUDSON CITY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 9.60 JDS UNIPHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 12.77 KEMET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 318502.00 1054241.62 KRAFT FOODS GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10902.00 928196.28 LORILLARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 174.00 12618.48 MCCLATCHY-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69.00 80.04 MICREL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 13.91 NORTHSTAR ASSET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 43.06 PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2698.00 46891.24 RITE AID 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 8.70 SIRIUS XM HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17.00 64.60 TWO HBRS INV REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23981.00 256596.70 US STEEL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7567.00 184786.14 ZYNGA-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8.00 23.52 Second Tier Security 2015-06-04 2015-06-04 N N N 5000000.00 5000000.00 0.0019 N 5000076.00 5000076.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.45% 60S99B8J3 Other Repurchase Agreement N LIBERTY MUT GROUP INC 2088-06-15 2088-06-15 10.75 - 10.75 Other Instrument CORPORATE 1342523.00 2160082.21 Second Tier Security 2015-06-05 2015-06-05 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.48% 60S99B8F1 Other Repurchase Agreement N AVAYA INC 2019-04-01 2019-04-01 7 - 7 Other Instrument CORPORATE 2136380.00 2145305.32 CITIGROUP INC 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 14977.00 14838.98 Second Tier Security 2015-06-01 2015-06-01 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.48% 60S99B8E4 Other Repurchase Agreement N ROYAL BK SCOTLAND GROUP PLC 2049-01-01 2049-01-01 6.99 - 6.99 Other Instrument CORPORATE 1814508.00 2160144.56 Second Tier Security 2015-06-02 2015-06-02 N N N 2000000.00 2000000.00 0.0008 N 2000015.00 2000015.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.48% 60S99B8D6 Other Repurchase Agreement N ALLY FINL INC 2017-02-15 2017-02-15 5.5 - 5.5 Other Instrument CORPORATE 1477135.00 1565155.84 AMERICAN CAP LTD 2018-09-15 2018-09-15 6.5 - 6.5 Other Instrument CORPORATE 117860.00 123854.49 ARCELORMITTAL SA LUXEMBOURG 2016-03-01 2016-03-01 4.25 - 4.25 Other Instrument CORPORATE 1.00 1.03 AVAYA INC 2019-04-01 2019-04-01 7 - 7 Other Instrument CORPORATE 459480.00 461399.61 CITIGROUP INC 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 9824.00 9733.47 Second Tier Security 2015-06-03 2015-06-03 N N N 2000000.00 2000000.00 0.0008 N 2000030.60 2000030.60 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.35% 45C9945T8 0000276523 Other Repurchase Agreement N AMERICAN EXPRESS CR CORP MEDIUM TERM NTS BOOK EN 2018-07-27 2018-07-27 2.125 - 2.125 Other Instrument CORPORATE 109000.00 111656.48 AUSTRALIA & NEW ZEALAND BKG GROUP LTD NY BRH MED 2019-06-13 2019-06-13 2.25 - 2.25 Other Instrument CORPORATE 88000.00 89753.40 BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY 2019-05-15 2019-05-15 5.45 - 5.45 Other Instrument CORPORATE 85000.00 96298.15 BERKSHIRE HATHAWAY FIN CORP 2017-01-13 2017-01-13 0.445 - 0.445 Other Instrument CORPORATE 100000.00 100213.98 CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK 2018-10-01 2018-10-01 7.05 - 7.05 Other Instrument CORPORATE 88000.00 104229.33 COLGATE-PALMOLIVE CO MEDIUM TERM NTS BOOK ENTRY 2017-05-01 2017-05-01 2.625 - 2.625 Other Instrument CORPORATE 100000.00 103632.17 COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR 2018-03-12 2018-03-12 1.625 - 1.625 Other Instrument CORPORATE 115000.00 115849.35 CORPORACION ANDINA DE FOMENTO 2016-01-15 2016-01-15 3.75 - 3.75 Other Instrument CORPORATE 95000.00 97772.89 EXPORT IMPORT BK KOREA 2015-09-09 2022-04-11 4.125 - 5 Other Instrument CORPORATE 190000.00 206416.47 EXPORT-IMPORT BK CHINA 2015-07-21 2015-07-21 4.875 - 4.875 Other Instrument CORPORATE 100000.00 102261.33 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2017-01-15 2018-05-15 4.3 - 6.75 Other Instrument CORPORATE 299000.00 325306.47 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2021-02-15 2027-09-15 3.2 - 4.35 Other Instrument CORPORATE 373000.00 395368.23 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS FXD RATE 2024-08-15 2032-03-15 4.25 - 5.5 Other Instrument CORPORATE 337132.00 355337.07 ICICI BK LTD GLOBAL MEDIUM TERM SR BK NTS BOOK E 2020-03-18 2020-03-18 3.5 - 3.5 Other Instrument CORPORATE 97000.00 100069.35 JOHNSON & JOHNSON 2043-12-05 2043-12-05 4.5 - 4.5 Other Instrument CORPORATE 96000.00 108093.12 KEYBANK NATL ASSN CLEVELAND OHIO MEDIUM TERM SUB 2015-09-15 2015-09-15 4.95 - 4.95 Other Instrument CORPORATE 109000.00 111398.54 MASSACHUSETTS MUT LIFE INS CO 2033-05-15 2033-05-15 5.625 - 5.625 Other Instrument CORPORATE 75000.00 89477.81 NEW YORK LIFE INS CO 2033-05-15 2033-05-15 5.875 - 5.875 Other Instrument CORPORATE 91000.00 109568.07 NORDEA BK AG MEDIUM TERM JR SUB NTS BOOK ENTRY 1 2018-05-15 2018-05-15 1.625 - 1.625 Other Instrument CORPORATE 90000.00 90032.58 PACCAR FINL CORP MEDIUM TERM SR NTS BOOK ENTRY 2017-03-15 2017-03-15 1.6 - 1.6 Other Instrument CORPORATE 35287.00 35810.62 PETROLEOS MEXICANOS MEDIUM TERM NTS BOOK ENTRY S 2025-01-15 2025-01-15 4.25 - 4.25 Other Instrument CORPORATE 92000.00 92949.39 PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2015-06-13 2015-06-13 4.75 - 4.75 Other Instrument CORPORATE 95000.00 97198.56 PUBLIC SVC ELEC GAS CO SECD MEDIUM TERM NTS BOOK 2019-06-01 2019-06-01 1.8 - 1.8 Other Instrument CORPORATE 100000.00 101031.00 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2015-10-30 2015-10-30 0.8 - 0.8 Other Instrument CORPORATE 110000.00 110272.19 SCHLUMBERGER INVT SA 2021-09-14 2021-09-14 3.3 - 3.3 Other Instrument CORPORATE 104000.00 108955.08 STATOIL ASA FORMERLY STATOIL ASA 01/01/2007 & FO 2021-11-10 2021-11-10 2.75 - 2.75 Other Instrument CORPORATE 116000.00 117882.84 TORONTO DOMINION BK SR MEDIUM TERM BK NT BOOK EN 2016-10-19 2016-10-19 2.375 - 2.375 Other Instrument CORPORATE 93000.00 95451.38 TOTAL CAP 2015-06-24 2015-06-24 3 - 3 Other Instrument CORPORATE 112000.00 113634.83 TOTAL CAP INTL 2023-01-25 2023-01-25 2.7 - 2.7 Other Instrument CORPORATE 93000.00 92343.42 UNILEVER CAP CORP 2019-02-15 2019-02-15 4.8 - 4.8 Other Instrument CORPORATE 80000.00 90055.73 UNITED PARCEL SVC INC 2040-11-15 2040-11-15 4.875 - 4.875 Other Instrument CORPORATE 86000.00 96688.58 WAL MART STORES INC 2015-10-25 2021-04-15 1.5 - 4.25 Other Instrument CORPORATE 222000.00 235154.99 First Tier Security 2015-06-03 2015-06-03 N N N 4000000.00 4000000.00 0.0015 N 4000032.40 4000032.40 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C9945U5 0000276523 Other Repurchase Agreement N FRESENIUS MED CARE US FIN II INC 2018-09-15 2018-09-15 6.5 - 6.5 Other Instrument CORPORATE 922604.00 1036417.45 LSB INDS INC 2019-08-01 2019-08-01 7.75 - 7.75 Other Instrument CORPORATE 3097901.00 3283775.06 First Tier Security 2015-06-04 2015-06-04 N N N 4000000.00 4000000.00 0.0015 N 4000067.60 4000067.60