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0.0632 N 9597664.08 9597664.08 Colorado Educational & Cultural Facilities Authority Colorado Educational & Cultural Facilities Authority Series A 0.129998% 19645RFK2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y Bank of America, National Associ N/A N/A N N 900000.00 900000.00 0.0059 N 900000.00 900000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.272880% 20272ABC9 Other Note N First Tier Security N/A N/A 2011-09-06 2012-05-25 N N N 2000000.00 1999830.20 0.0132 N 1999186.00 1999186.00 Connecticut State Health & Educational Facility Authority Connecticut State Health & Educational Facility Authority Series T-2 0.029999% 20774HB29 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y Yale University N/A N/A N N 1500000.00 1500000.00 0.0099 N 1500000.00 1500000.00 Credit Agricole SA Credit Agricole SA 0.330000% CAGRL 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 2000000.00 2000002.22 0.0132 N 2000060.00 2000060.00 Credit Agricole SA Credit Agricole SA 0.299999% CRAG 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 2000000.00 0.0132 N 2000080.00 2000080.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.289999% 22536GFS5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 1000000.00 1000000.00 0.0066 N 1000070.00 1000070.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.460000% 52467500779162DEU 0001074042 Other Repurchase Agreement N ANNALY CAPITAL MGMT 2015-02-15 4.000000 Other Note 168000.00 199831.00 BORGWARNER INC 2012-04-15 3.500000 Other Note 84000.00 198249.00 CALLAWAY GOLF CO 2011-07-29 0.000000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 191250.00 CROWN CASTLE INTL CORP 2011-07-29 0.000000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 198132.00 DENDREON CORP 2014-06-15 4.750000 Other Note 53000.00 196805.00 DENDREON CORP 2016-01-15 2.875000 Other Note 2000.00 2145.00 DIGITAL REALTY TRUST INC 2011-07-29 0.000000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 199714.00 DORAL FINANCIAL CORP 2011-07-29 0.000000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 187032.00 LDK SOLAR CO LTD 2013-04-15 4.750000 Other Note 214000.00 199282.00 LINCARE HOLDINGS INC 2037-11-01 2.750000 Other Note 36000.00 39617.00 RAMBUS INC 2014-06-15 5.000000 Other Note 178000.00 198890.00 SAVIENT PHARMACEUTICALS 2018-02-01 4.750000 Other Note 196000.00 191783.00 SKYWORKS SOLUTIONS INC 2012-03-01 1.500000 Other Note 73000.00 197550.00 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.149248% 31331JWU3 Government Agency Debt N First Tier Security N/A N/A 2011-08-27 2012-01-27 N N N 1000000.00 999813.47 0.0066 N 1000108.00 1000108.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.310500% 31331JY49 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2012-11-01 N N N 200000.00 200000.00 0.0013 N 199835.80 199835.80 Federal Home Loan Bank Federal Home Loan Bank 0.151999% 313370FU7 Government Agency Debt N First Tier Security N/A N/A 2011-08-26 2012-01-26 N N N 1000000.00 999851.44 0.0066 N 1000113.00 1000113.00 Federal Home Loan Bank Federal Home Loan Bank 0.143251% 313370FV5 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2012-02-03 N N N 1000000.00 999840.77 0.0066 N 999847.00 999847.00 Federal Home Loan Bank Federal Home Loan Bank 0.123951% 313370FX1 Government Agency Debt N First Tier Security N/A N/A 2011-10-30 2012-01-30 N N N 1000000.00 999819.96 0.0066 N 999851.00 999851.00 Federal Home Loan Bank Federal Home Loan Banks 0.310000% 313371A22 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 1000000.00 999992.90 0.0066 N 1000213.00 1000213.00 Federal Home Loan Bank Federal Home Loan Bank 0.125251% 313374PX2 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2013-07-08 N N N 1000000.00 999018.90 0.0066 N 998309.00 998309.00 Federal Home Loan Bank Federal Home Loan Bank 0.126500% 313374T26 Government Agency Debt N First Tier Security N/A N/A 2011-08-15 2013-07-15 N N N 1000000.00 999009.22 0.0066 N 998278.00 998278.00 Federal Home Loan Bank Federal Home Loan Bank 0.400000% 313374XS4 Government Agency Debt N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 1000000.00 1000000.00 0.0066 N 998949.00 998949.00 Federal Home Loan Bank Federal Home Loan Bank 0.400000% 313374XV7 Government Agency Debt N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 2000000.00 2000000.00 0.0132 N 1997268.00 1997268.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.202251% 3128X8E24 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 300000.00 299999.34 0.0020 N 300004.50 300004.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.105750% 3128X9UH1 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2012-01-11 N N N 1400000.00 1399688.02 0.0092 N 1399778.80 1399778.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290831% 313396LR2 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 4000000.00 3998614.44 0.0263 N 3999476.00 3999476.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.135050% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2013-05-03 N N N 1000000.00 999289.38 0.0066 N 998768.00 998768.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.217249% 31398A7K2 Government Agency Debt N First Tier Security N/A N/A 2011-08-28 2012-12-28 N N N 1000000.00 999720.14 0.0066 N 1000399.00 1000399.00 Georgia Municipal Electric Authority Georgia Municipal Electric Authority 0.500000% 2800000CP Other Municipal Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N Y Wells Fargo Bank, N.A. N/A N/A N 750000.00 750000.00 0.0049 N 750007.50 750007.50 Georgia Municipal Electric Authority Georgia Municipal Electric Authority 0.500000% 2900000CP Other Municipal Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N Y Wells Fargo Bank, N.A. N/A N/A N 400000.00 400000.00 0.0026 N 400004.00 400004.00 Georgia Private Colleges & Universities Authority Georgia Private Colleges & Universities Authority 0.040000% 74265LSH2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y EMORY UNIVERSITY N/A N/A N N 1350000.00 1350000.00 0.0089 N 1350000.00 1350000.00 Grampian Funding LLC Grampian Funding LLC 0.260166% 38501CV12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 4000000.00 4000000.00 0.0263 N 3999960.00 3999960.00 Grampian Funding LLC Grampian Funding LLC 0.190033% 38501CV95 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 1000000.00 999957.78 0.0066 N 999980.00 999980.00 Hannover Funding Co., LLC Hannover Funding Co. LLC 0.350022% 41068LV11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 1000000.00 1000000.00 0.0066 N 999980.00 999980.00 Hannover Funding Co., LLC Hannover Funding Co. LLC 0.470934% 41068LWL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 1000000.00 999347.22 0.0066 N 999680.00 999680.00 Indiana Finance Authority Indiana Finance Authority Series K 0.220000% 45471AEF5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-01 2011-08-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 960000.00 960000.00 0.0063 N 960000.00 960000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.226249% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-08-22 2012-08-20 N N N 3000000.00 3000000.00 0.0197 N 3000786.00 3000786.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.279748% 48125LEB4 Other Note N First Tier Security N/A N/A 2011-10-18 2012-08-17 N N N 1000000.00 1000000.00 0.0066 N 999887.00 999887.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.372250% 53943NG51 Other Note N First Tier Security N/A N/A 2011-08-05 2011-11-03 Y Lloyds TSB Bank PLC N/A N/A N N 2000000.00 2000000.00 0.0132 N 1999744.00 1999744.00 Massachusetts Development Finance Agency Massachusetts Development Finance Agency Series K-2 0.040000% 57583R6F7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y Barclays Bank PLC N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Massachusetts Water Resources Authority Massachusetts Water Resources Authority Series A-3 0.069999% 576051BY1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y Wells Fargo Bank, N.A. N/A N/A N N 1300000.00 1300000.00 0.0086 N 1300000.00 1300000.00 Matchpoint Master Trust Matchpoint Master Trust 0.350036% 5766P1V16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 1119000.00 1119000.00 0.0074 N 1118988.81 1118988.81 Matchpoint Master Trust Matchpoint Master Trust 0.150021% 5766P1V24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 1000000.00 999995.83 0.0066 N 999980.00 999980.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority Series A 0.099999% 60635R3F2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y Bank of America, National Associ N/A N/A Y BANK OF AMERICA, NATIONAL ASSOCI N/A N/A N 1100000.00 1100000.00 0.0072 N 1100000.00 1100000.00 Mitsubishi UFJ Trust and Banking Corp. Mitsubishi UFJ Trust and Banking Corp. 0.239999% 60681PJ62 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 2000000.00 2000000.00 0.0132 N 2000060.00 2000060.00 Morgan Stanley Morgan Stanley 1.272250% 51049236779162MS 0001359291 Other Repurchase Agreement N AEGIS ASSET BACKED SECURITIES TRUST 2035-08-25 0.667250 Other Note 194535.00 97922.00 ASSET BACKED FUNDING CERTIFICATES 2035-06-25 5.415530 Other Note 993500.00 41564.00 CITIGROUP MORTGAGE LOAN TRUST INC 2036-12-25 0.457250 Other Note 5700000.00 60284.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-02-25 1.437250 Other Note 2000000.00 91421.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-11-25 0.587250 Other Note 655423.00 9445.00 COUNTRYWIDE HOME LOANS 2036-05-20 2.880600 Other Note 76462.00 15897.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2037-02-25 0.377250 Other Note 361308.00 98954.00 EKSPORTFINANS ASA 2012-02-08 0.000000 Other Note 24900.00 26481.00 EQUITY ONE ABS INC 2034-10-25 2.937250 Other Note 1000000.00 57912.00 FREMONT HOME LOAN TRUST 2035-03-25 1.337250 Other Note 1697827.00 46056.00 GALAXY CLO LTD 2017-04-17 6.471000 Other Note 104406.00 100164.00 GREENPOINT MORTGAGE FUNDING TRUST 2036-03-25 0.507250 Other Note 370577.00 49636.00 GS MORTGAGE SECURITIES CORPORATION II 2046-03-21 5.333677 Other Note 39972.00 20050.00 GS MORTGAGE SECURITIES CORPORATION II 2049-12-20 5.580805 Other Note 254285.00 100830.00 GSAA HOME EQUITY TRUST 2047-03-25 0.257250 Other Note 667803.00 97416.00 GSAA HOME EQUITY TRUST 2047-05-25 0.487250 Other Note 159725.00 100190.00 GSAMP TRUST 2036-11-25 0.387250 Other Note 274683.00 100794.00 INDYMAC INDX MORTGAGE LOAN TRUST 2037-02-25 0.367250 Other Note 301438.00 93688.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2043-01-12 5.348035 Other Note 2617000.00 74585.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2049-02-12 5.741485 Other Note 2422000.00 72660.00 JP MORGAN MORTGAGE ACQUISITION CORP 2036-11-25 5.890000 Other Note 310000.00 51309.00 MACH ONE TRUST, COMMERCIAL MORTGAGE-BACKED SECS 2040-05-28 5.450000 Other Note 350000.00 53802.00 MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-06-25 0.437250 Other Note 6871550.00 65620.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2036-08-25 2.187250 Other Note 2000000.00 48588.00 MORGAN STANLEY CAPITAL I 2049-12-20 0.586250 Other Note 10055000.00 55906.00 MORGAN STANLEY CAPITAL INC 2036-01-25 0.577250 Other Note 2150000.00 68888.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2022-08-25 0.000000 Other Note 178366.00 36697.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2034-07-25 1.837250 Other Note 680000.00 68415.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-10-25 5.500000 Other Note 771000.00 52337.00 OPTION ONE MORTGAGE LOAN TRUST 2033-02-25 5.437250 Other Note 2700000.00 73269.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2036-03-25 0.487250 Other Note 290571.00 103703.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2037-05-25 0.467250 Other Note 95273.00 47087.00 RESIDENTIAL ASSET SECURITIES CORPORATION 2035-09-25 1.337250 Other Note 3000000.00 63194.00 TRIBUNE LTD SERIES 29 2013-06-20 1.446500 Other Note 526523.00 100000.00 UNITED MERCHANTS & MFG 2022-03-31 3.500000 Other Note 199000.00 2355.00 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2043-12-15 5.483000 Other Note 200428.00 100383.00 WACHOVIA CRE CDO 2006-1 2026-09-25 0.000000 Other Note 480000.00 59962.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-05-25 2.743341 Other Note 505998.00 98283.00 First Tier Security N/A N/A 2011-08-03 2011-11-03 Y MORGAN STANLEY & CO. LLC N/A N/A N N 2000000.00 2000000.00 0.0132 Y 1999554.00 1999554.00 Nationwide Building Society Nationwide Building Society 0.240144% 63859MW64 Other Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 1999520.00 0.0132 N 1999580.00 1999580.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority 0.129998% 649716HA8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y WestLB AG N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series B 0.249999% 649716R66 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y WestLB AG N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City , NY Transitional Finance Authority Series 2F 0.230001% 64971KFG6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-01 2011-08-01 Y Bayerische Landesbank N/A N/A N N 1085000.00 1085000.00 0.0071 N 1085000.00 1085000.00 Newport Funding Corp. Newport Funding Corp. 0.139992% 65184UV27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 1000000.00 999996.11 0.0066 N 999980.00 999980.00 Norinchukin Bank Norinchukin Bank 0.310000% 65602QBQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 2000000.00 2000000.00 0.0132 N 2000080.00 2000080.00 Rabobank Nederland NV Rabobank Nederland NV 0.400000% 74977MNR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 1000000.00 1000000.00 0.0066 N 1000430.00 1000430.00 Rabobank Nederland NV Rabobank Nederland NV 0.330749% 74977RBR4 Other Note N First Tier Security N/A N/A 2011-08-16 2012-06-15 N N N 1000000.00 1000000.00 0.0066 N 1000063.00 1000063.00 RBS Securities, Inc. RBS Securities, Inc. 0.510000% 52467505779162RBS 0000808379 Other Repurchase Agreement N J.P. MORGAN ALTERNATIVE LOAN TRUST 2037-06-27 0.687250 Other Note 7005000.00 3602046.00 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 3000000.00 3000000.00 0.0197 N 3000000.00 3000000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.180027% 7588R1VN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 1000000.00 999895.00 0.0066 N 999870.00 999870.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.180026% 7588R1VR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 1000000.00 999880.00 0.0066 N 999850.00 999850.00 Societe Generale Societe Generale 0.469551% 49863841 Other Note N First Tier Security N/A N/A 2011-08-09 2011-09-09 N N N 2000000.00 2000000.00 0.0132 N 2000580.00 2000580.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.179999% 86562EGY8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Tasman Funding, Inc. Tasman Funding, Inc. 0.200034% 87651CVN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 1044000.00 1043878.20 0.0069 N 1043864.28 1043864.28 Tasman Funding, Inc. Tasman Funding, Inc. 0.200038% 87651CVP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 1000000.00 999877.78 0.0066 N 999860.00 999860.00 U.S. Treasury Bill U.S. Treasury Bill 0.155010% 9127953B5 Treasury Debt N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 1000000.00 999987.08 0.0066 N 999978.00 999978.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828MM9 Treasury Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 100000.00 100146.83 0.0007 N 100187.50 100187.50 UBS AG UBS AG 0.305751% 90267AL53 Other Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 2000000.00 2000000.00 0.0132 N 1999890.00 1999890.00 UBS Securities LLC UBS Securities LLC 0.299999% 52122843779162UBS 0000865845 Other Repurchase Agreement N AMER CASINO & ENTERTAIN 2014-06-15 11.000000 Other Note 47239.00 50000.00 BIOMET INC 2017-10-15 11.625000 Other Note 43818.00 50000.00 CAESARS ENTERTAINMENT OP 2017-06-01 11.250000 Other Note 44717.00 49999.00 CCH II LLC/CCH II CAPITA 2016-11-30 13.500000 Other Note 40192.00 49999.00 DEVELOPERS DIVERSIFIED R 2017-04-01 7.500000 Other Note 42722.00 49999.00 DEVELOPERS DIVERSIFIED R 2020-09-01 7.875000 Other Note 42671.00 49999.00 ENDO PHARMACEUT HLDGS IN 2020-12-15 7.000000 Other Note 47378.00 50000.00 FAIRPOINT COMMUNICATIONS 2018-04-02 13.125000 Other Note 943026.00 50000.00 FIRST DATA CORPORATION 2016-03-31 11.250000 Other Note 48914.00 49999.00 HEALTH NET INC 2017-06-01 6.375000 Other Note 47493.00 49999.00 ICON HEALTH & FITNESS 2016-10-15 11.875000 Other Note 46868.00 49999.00 INMARSAT FINANCE PLC 2017-12-01 7.375000 Other Note 46538.00 50000.00 INTERPUBLIC GROUP COS 2017-07-15 10.000000 Other Note 42100.00 50000.00 INTL BK RECON & DEVELOP 2016-12-30 2.000000 Other Note 49862.00 50000.00 KB HOME 2014-02-01 5.750000 Other Note 50890.00 49999.00 LANTHEUS MEDICAL IMAGING 2017-05-15 9.750000 Other Note 48075.00 50000.00 NATIONAL MENTOR HOLDINGS 2018-02-15 12.500000 Other Note 47531.00 50000.00 NEBRASKA BOOK CO 2011-12-01 10.000000 Other Note 49450.00 49999.00 NORTEL NETWORKS LIMITED 2016-07-15 10.750000 Other Note 44084.00 49999.00 RITE AID CORP 2015-03-01 8.625000 Other Note 11.00 11.00 RYERSON HOLDING CORP 2015-02-01 0.000000 Other Note 93023.00 50000.00 STEELCASE INC 2021-02-15 6.375000 Other Note 46103.00 50000.00 SYNOVUS FINANCIAL CORP 2017-06-15 5.125000 Other Note 55787.00 50000.00 First Tier Security N/A N/A 2011-08-07 2011-08-07 N N N 1000000.00 1000000.00 0.0066 N 1000150.00 1000150.00 UBS Securities LLC UBS Securities LLC 0.380000% 52123058779162UBS 0000865845 Other Repurchase Agreement N AGFC CAPITAL TRUST I 2067-01-15 6.000000 Other Note 74367.00 49999.00 ATP OIL & GAS CORPORATIO 2015-05-01 11.875000 Other Note 47437.00 50000.00 BE AEROSPACE INC 2018-07-01 8.500000 Other Note 44878.00 49999.00 BRUNSWICK CORP 2013-08-15 11.750000 Other Note 40452.00 50000.00 CAESARS ENTERTAINMENT OP 2016-06-01 6.500000 Other Note 62268.00 49999.00 CAPMARK FINANCIAL GROUP 2012-05-10 5.875000 Other Note 80942.00 50000.00 CENTURYLINK INC 2021-06-15 6.450000 Other Note 48497.00 49999.00 CIT GROUP INC 2014-04-01 5.250000 Other Note 9.00 9.00 CLEAR CHANNEL COMMUNICAT 2018-06-15 6.875000 Other Note 77112.00 50000.00 D.R. HORTON INC 2015-02-15 5.250000 Other Note 48069.00 50000.00 DRUMMOND CO INC 2014-10-15 9.000000 Other Note 46414.00 49999.00 FAIRPOINT COMMUNICATIONS 2018-04-02 13.125000 Other Note 943026.00 50000.00 INTL BK RECON & DEVELOP 2016-12-30 2.000000 Other Note 49862.00 50000.00 LEVEL 3 FINANCING INC 2015-02-15 4.215200 Other Note 52537.00 50000.00 LIBERTY MUTUAL GROUP 2058-06-15 10.750000 Other Note 37435.00 50000.00 MANDALAY RESORT GROUP 2013-07-15 7.625000 Other Note 48922.00 50000.00 RADIO ONE INC 2016-05-24 15.000000 Other Note 47808.00 49999.00 REGIONS FINANCIAL CORP 2014-11-10 7.750000 Other Note 45995.00 50000.00 REGIONS FINANCIAL CORP 2015-06-15 5.750000 Other Note 50149.00 50000.00 SABRE HOLDINGS CORP 2011-08-01 7.350000 Other Note 48246.00 49999.00 SUPERVALU INC 2014-11-15 7.500000 Other Note 48348.00 50000.00 TELESAT CANADA/TELESAT L 2015-11-01 11.000000 Other Note 44567.00 49999.00 TERRESTAR NETWORKS INC 2014-02-15 15.000000 Other Note 41379.00 50000.00 First Tier Security N/A N/A 2011-08-07 2011-08-07 N N N 1000000.00 1000000.00 0.0066 N 1000290.00 1000290.00 UBS Securities LLC Joint Account III 0.179999% 52487504779162UBS 0000865845 Government Agency Repurchase Agreement N FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 174677.55 175750.85 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 245941.98 255620.52 U.S. TREASURY 2015-10-31 1.250000 Treasury Debt 560116.53 562965.89 U.S. TREASURY 2017-02-28 3.000000 Treasury Debt 243800.56 263258.23 U.S. TREASURY 2020-01-15 1.375000 Treasury Debt 422167.04 483401.26 U.S. TREASURY 2040-11-15 4.250000 Treasury Debt 307781.03 310111.45 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 2006784.31 2006784.31 0.0132 N 2006784.31 2006784.31 University of Alabama University of Alabama 0.230001% 914029X24 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y University of Alabama System N/A N/A N N 900000.00 900000.00 0.0059 N 900000.00 900000.00 University of California University of California 0.110000% 91412GEX9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y REGENTS OF THE UNIVERSITY OF CAL N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 University of California University of California, Series Y-2 0.267249% 91412GFA8 Other Note N First Tier Security N/A N/A 2011-09-01 2012-07-01 N N N 200000.00 200000.00 0.0013 N 199982.00 199982.00 University of California University of California, Series AA-1 0.479999% 91412GFB6 Other Note N First Tier Security N/A N/A 2012-07-01 2012-07-01 N N N 300000.00 300000.00 0.0020 N 299808.00 299808.00 University of Massachusetts Building Authority University of Massachusetts Building Authority, Series B 0.230001% 914437PZ5 Other Municipal Debt N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y BANK OF AMERICA, NATIONAL ASSOCI N/A N/A N 1000000.00 999980.02 0.0066 N 1000000.00 1000000.00 Washington State Housing Finance Commission Washington State Housing Finance Commission Series A 0.190000% 93978PFK8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-07 2011-08-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 795000.00 795000.00 0.0052 N 795000.00 795000.00 Wells Fargo Securities LLC Joint Account III 0.220000% 52487504779162WEL 0000072971 Government Agency Repurchase Agreement N FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 166731.73 173271.71 FANNIE MAE 2039-05-01 5.000000 Government Agency Debt 158916.93 167175.75 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 179378.70 187097.55 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 178763.16 186455.33 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 174771.42 182291.84 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 170895.36 179056.35 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 169302.95 176588.06 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 166788.22 173965.28 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 31299.58 32646.43 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 174886.69 172796.21 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-15 4.500000 Government Agency Debt 156138.84 166036.21 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 1745029.83 1745029.83 0.0115 N 1745029.83 1745029.83 Westpac Banking Corp. Westpac Banking Corp. 0.285748% 91621CBS9 Other Note N First Tier Security N/A N/A 2011-10-07 2012-08-06 N N N 1000000.00 1000000.00 0.0066 N 997802.00 997802.00 Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.347000% 96122JAU3 Other Note N First Tier Security N/A N/A 2011-08-04 2011-11-04 N N N 1000000.00 1000000.00 0.0066 N 999930.00 999930.00 Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.296499% 96122JAX7 Other Note N First Tier Security N/A N/A 2011-08-18 2011-10-18 N N N 1000000.00 1000000.00 0.0066 N 999940.00 999940.00