N-MFP LIVE N 2013-04-30 0001046292 S000009354 1 N N N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N Y Prime 50 87 346532900.32 162822.07 5136245.04 341559477.35 0.0029 1.0001 2013-04-30 1.0001 2013-04-30 C000025638 1.00 341559477.35 1.00 -4883199.24 9241502.62 14124701.86 0.0001 1.0001 2013-04-30 1.0001 2013-04-30 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.260000% 00037NJS6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 100000.00 100000.00 0.0003 N 100000.00 100000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.260000% 00037NLJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 140000.00 140000.00 0.0004 N 140000.00 140000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.260000% 00037NLL8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 865000.00 865000.00 0.0025 N 865000.00 865000.00 ABAG Finance Authority for Nonprofit Corps. ABAG Finance Authority for Nonprofit Corps., Series A-T 0.260000% 00037NLS3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 700000.00 700000.00 0.0020 N 700000.00 700000.00 ABN Amro Funding (USA) LLC ABN Amro Funding (USA) LLC 0.300300% 00084BT46 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 5000000.00 4998583.33 0.0146 N 4999050.00 4999050.00 ABN Amro Securities (USA) LLC Joint Account III 0.179999% 600665779162ABN 0001473109 Government Agency Repurchase Agreement N FANNIE MAE 2014-12-19 0.750000 Government Agency Debt 0.47 0.47 FANNIE MAE 2024-06-01 4.000000 Government Agency Debt 911.98 241.85 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 2631451.15 2353308.34 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 1994410.81 1987038.37 FANNIE MAE 2037-07-01 5.000000 Government Agency Debt 8986216.01 2941107.29 FANNIE MAE 2040-04-01 4.500000 Government Agency Debt 754.87 317.92 FANNIE MAE 2040-11-01 4.000000 Government Agency Debt 680303.64 375133.86 FANNIE MAE 2041-11-01 3.500000 Government Agency Debt 913.73 511.00 FANNIE MAE 2041-11-01 4.500000 Government Agency Debt 1558311.73 1182869.47 FREDDIE MAC 2016-02-24 0.849999 Government Agency Debt 9170.95 9226.69 FREDDIE MAC 2031-10-01 4.000000 Government Agency Debt 1033347.89 884271.41 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-15 4.000000 Government Agency Debt 1419524.94 1263812.45 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 10663900.41 10663900.41 0.0312 N 10663900.41 10663900.41 ABN Amro Securities (USA) LLC ABN Amro Securities (USA) LLC 0.380001% 64489241779162ABN 0001473109 Other Repurchase Agreement N ALTRIA GROUP INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 102801.00 ANADARKO PETE CORP COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 102257.00 APPLE INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 81723.00 AT&T INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 103097.00 CELGENE CORP COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 93828.00 CROWN CASTLE INTL CORP COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 108909.00 EXXON MOBIL CORP COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 1235.00 GOOGLE INC CL A 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 85182.00 JOHNSON & JOHNSON COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 92341.00 LIBERTY INTERACTIVE CORP INT COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 29959.00 LOWES COS INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 90385.00 PFIZER INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 100936.00 SUNTRUST BKS INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 6306.00 TRAVELERS COMPANIES INC COM 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 81206.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 Aspen Funding Corp. Aspen Funding Corp. 0.260169% 04529TSF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 5039000.00 5038490.50 0.0148 N 5038596.88 5038596.88 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.347601% 05252TBB5 Other Note N First Tier Security N/A N/A 2013-07-17 2014-05-16 N N N 5000000.00 5000000.00 0.0146 N 4999900.00 4999900.00 Bank of China Ltd./Hong Kong Bank of China Ltd./Hong Kong 0.440959% 06119QVS3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 10000000.00 9985700.00 0.0292 N 9990000.00 9990000.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.338101% 06417FAR1 Other Note N First Tier Security N/A N/A 2013-05-23 2014-05-23 N N N 5000000.00 5000000.00 0.0146 N 5002300.00 5002300.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.550000% 645852537791621BN 0001197610 Other Repurchase Agreement N ALLY FINANCIAL INC 2016-01-15 3.125000 Other Note 97353.00 100363.00 BBVA US SENIOR SA UNIPER 2014-05-16 3.250000 Other Note 97498.00 99999.00 CAESARS ENTERTAINMENT OP 2017-06-01 11.250000 Other Note 90497.00 99688.00 COMPASS RE LTD 2015-01-08 10.300701 Other Note 49205.00 51616.00 EDP FINANCE BV 2019-10-01 4.900000 Other Note 98061.00 99968.00 EMBARQ CORP 2036-06-01 7.995000 Other Note 62739.00 70834.00 FELCOR LODGING LP 2019-06-01 6.750000 Other Note 87456.00 98208.00 GS CALTEX CORP 2013-07-02 7.250000 Other Note 1006.00 1040.00 HJ HEINZ CO 2017-03-01 1.500000 Other Note 96627.00 97706.00 INTELSAT JACKSON HLDG 2020-10-15 7.250000 Other Note 30000.00 33353.00 J CREW GROUP 2019-03-01 8.125000 Other Note 24220.00 26359.00 KERRY GROUP FIN SERVICES 2023-04-09 3.200000 Other Note 99714.00 100000.00 KT CORP 2015-07-15 4.875000 Other Note 86727.00 94225.00 LODESTONE RE LTD 2013-05-17 8.300701 Other Note 490007.00 499817.00 LODESTONE RE LTD 2014-01-08 7.300701 Other Note 492610.00 499956.00 PETROLEOS MEXICANOS 2023-01-30 3.500000 Other Note 96795.00 99142.00 PULTE GROUP INC 2032-06-15 7.875000 Other Note 87410.00 99716.00 RCI BANQUE SA 2018-04-03 3.500000 Other Note 49251.00 49917.00 SPAREBANK 1 BOLIGKREDITT 2013-10-25 1.250000 Other Note 255.00 256.00 SUNCOR ENERGY INC 2032-02-01 7.150000 Other Note 11614.00 15885.00 TELEFONICA EMISIONES SAU 2021-02-16 5.461999 Other Note 20000.00 22279.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 2000000.00 2000000.00 0.0059 N 2000000.00 2000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.500000% 645852817791622BN 0001197610 Other Repurchase Agreement N AV HOMES INC 2016-02-15 7.500000 Other Note 100000.00 103688.00 CALLAWAY GOLF CO 2019-08-15 3.750000 Other Note 39000.00 42717.00 CASH AMERICA INTERNATION 2029-05-15 5.250000 Other Note 190000.00 332204.00 CHESAPEAKE ENERGY CORP 2037-05-15 2.500000 Other Note 522000.00 499924.00 CIENA CORP 2015-03-15 4.000000 Other Note 456000.00 497897.00 ELECTRONIC ARTS INC 2016-07-15 0.750000 Other Note 20000.00 19456.00 HERCULES TECHNOLOGY GROW 2016-04-15 6.000000 Other Note 442967.00 499999.00 LIVE NATION ENTERTAINMEN 2027-07-15 2.875000 Other Note 4000.00 4059.00 MOLYCORP INC 2017-09-01 6.000000 Other Note 708000.00 494597.00 ONYX PHARMACEUTICALS INC 2016-08-15 4.000000 Other Note 192000.00 482080.00 PROSPECT CAPITAL CORP 2016-08-15 5.500000 Other Note 145000.00 156540.00 SL GREEN OPERATING PARTN 2017-10-15 3.000000 Other Note 2000.00 2434.00 STANDARD PACIFIC CORP 2032-08-01 1.250000 Other Note 252000.00 340034.00 US AIRWAYS GROUP INC 2014-05-15 7.250000 Other Note 135245.00 499998.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 397000.00 499974.00 VERISIGN INC 2037-08-15 3.250000 Other Note 17000.00 24521.00 VISHAY INTERTECHNOLOGY 2042-06-01 2.250000 Other Note 413885.00 499999.00 WALTER INVESTMENT MGMT 2019-11-01 4.500000 Other Note 462211.00 499999.00 First Tier Security N/A N/A 2013-05-01 2013-05-07 N N N 5000000.00 5000000.00 0.0146 N 5000000.00 5000000.00 California Puttable Floating Option Taxable Notes California Puttable Floating Option Taxable Notes, Series TN-027 0.450001% 74703SAK9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Bank of America, N.A. N/A N/A N N 10250000.00 10250000.00 0.0300 N 10250000.00 10250000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series C-1 0.200001% 130795C70 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Kaiser Foundation Hospitals N/A N/A N N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series J 0.209999% 130911WH9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Kaiser Foundation Hospitals N/A N/A N N 1000000.00 999990.02 0.0029 N 1000000.00 1000000.00 Chariot Funding LLC Chariot Funding LLC 0.320518% 15963TTB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 5000000.00 4998177.78 0.0146 N 4999450.00 4999450.00 Charlotte-Mecklenburg, NC Hospital Authority Charlotte-Mecklenburg, NC Hospital Authority, Series C 0.209999% 160853MS3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 City of Austin, TX City of Austin, TX, Series A 0.270001% 052422DU3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 620000.00 620000.00 0.0018 N 620000.00 620000.00 City of Charlotte, NC City of Charlotte, NC, Series B 0.200001% 161045FL8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Wells Fargo Bank, N.A. N/A N/A N N 450000.00 449995.51 0.0013 N 450000.00 450000.00 City of New York, NY City of New York, NY, SubSeries D-4 0.260000% 64966GZR6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Credit Agricole Corporate and Investment Bank N/A N/A N N 250000.00 250000.00 0.0007 N 250000.00 250000.00 City of New York, NY City of New York, NY, Series G-5 0.179999% 64966JB39 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y Wells Fargo Bank, N.A. N/A N/A Y Wells Fargo Bank, N.A. N/A N/A N 560000.00 559988.82 0.0016 N 560000.00 560000.00 Collier County, FL Housing Finance Authority Collier County, FL Housing Finance Authority, Series B 0.260000% 19464HCH2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 975000.00 975000.00 0.0029 N 975000.00 975000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.338101% 20272ADR4 Other Note N First Tier Security N/A N/A 2013-05-23 2013-11-18 N N N 3000000.00 3000000.00 0.0088 N 3000870.00 3000870.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.299400% 20272AED4 Other Note N First Tier Security N/A N/A 2013-07-09 2014-04-04 N N N 3000000.00 3000000.00 0.0088 N 2999490.00 2999490.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY 0.442000% 74977M4C6 Other Note N First Tier Security N/A N/A 2013-05-10 2013-08-12 N N N 9000000.00 9000000.00 0.0263 N 9004968.00 9004968.00 County of Cook, IL County of Cook, IL, Series B 0.249999% 213183U87 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Bank of New York Mellon (The) N/A N/A N N 1100000.00 1100000.00 0.0032 N 1100000.00 1100000.00 County of Utah, UT County of Utah, UT, Series B 0.209999% 917393AC4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 850000.00 850000.00 0.0025 N 850000.00 850000.00 Credit Agricole Corporate and Investment Bank Joint Account III 0.160000% 600665779162CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2027-02-01 3.500000 Government Agency Debt 1628805.61 1176166.61 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt 575171.45 592833.73 FANNIE MAE 2039-04-01 5.500000 Government Agency Debt 2921908.71 1375188.70 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 1562981.78 1569787.75 FANNIE MAE 2042-03-01 5.000000 Government Agency Debt 1301706.02 1388156.28 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 1288794.11 1369071.32 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 740987.09 766658.68 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 7997925.31 7997925.31 0.0234 N 7997925.31 7997925.31 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.190000% 63091304779162CRE 0001330437 Government Agency Repurchase Agreement N TREASURY BILL 2014-04-03 0.00 Treasury Debt 5105300.00 5100011.00 First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Credit Agricole Corporate and Investment Bank N/A N/A N N 5000000.00 5000000.00 0.0146 N 5000000.00 5000000.00 Credit Industriel et Commercial/New York Credit Industriel et Commercial/New York 0.320000% 22536GNJ6 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 5000000.00 5000064.51 0.0146 N 5000250.00 5000250.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.290199% 22550DC23 Other Note N First Tier Security N/A N/A 2013-05-28 2013-07-29 Y CREDIT SUISSE AG N/A N/A N N 5000000.00 5000000.00 0.0146 N 4999250.00 4999250.00 DeKalb County Development Authority DeKalb County Development Authority, Series B 0.179999% 240463FD6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Emory University N/A N/A N N 3400000.00 3400000.00 0.0100 N 3400000.00 3400000.00 Deutsche Bank Deutsche Bank 0.200000% 634198067791621DE 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2038-12-01 5.500000 Government Agency Debt 5235.00 1671.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 1758.00 1472.00 FANNIE MAE 2042-10-25 7.000000 Government Agency Debt 1405977.00 1605746.00 FANNIE MAE 2042-11-01 2.267999 Government Agency Debt 1000.00 1006.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-20 5.500000 Government Agency Debt 100000.00 4138.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-15 5.000000 Government Agency Debt 3549116.00 1831151.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-05-20 4.000000 Government Agency Debt 1915063.00 1703262.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-20 4.000000 Government Agency Debt 373914.00 47695.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-07-20 2.000000 Government Agency Debt 2710.00 2724.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-10-20 2.000000 Government Agency Debt 455.00 457.00 First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 5000000.00 5000000.00 0.0146 Y 4999437.00 4999437.00 Deutsche Bank Deutsche Bank 0.500000% 645852567791622DE 0001074042 Other Repurchase Agreement N BLUCORA INC 2019-04-01 4.250000 Other Note 291117.00 299755.00 CBIZ INC 2015-10-01 4.875000 Other Note 272000.00 299588.00 COLONY FINANCIAL INC 2023-04-15 5.000000 Other Note 275491.00 300000.00 FINISAR CORP 2029-10-15 5.000000 Other Note 186000.00 299035.00 FUELCELL ENERGY INC 2013-04-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 250000.00 LIONS GATE ENTERTAINMENT 2025-03-15 3.625000 Other Note 99000.00 299491.00 MASTEC INC 2014-06-15 4.000000 Other Note 164000.00 298480.00 MICRON TECHNOLOGY INC 2031-08-01 1.500000 Other Note 265000.00 299606.00 SANDRIDGE ENERGY INC 2013-04-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 177188.00 SOLAZYME INC 2018-02-01 6.000000 Other Note 260199.00 300000.00 TITAN INTERNATIONAL INC 2017-01-15 5.625000 Other Note 127000.00 299979.00 TIVO INC 2016-03-15 4.000000 Other Note 134000.00 176880.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 3000000.00 3000000.00 0.0088 N 3000000.00 3000000.00 Deutsche Bank AG/New York NY Deutsche Bank AG/New York NY 0.260100% 25153DBP7 Other Note N First Tier Security N/A N/A 2013-06-18 2013-07-29 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 5000000.00 5000000.00 0.0146 N 4999165.00 4999165.00 Deutsche Bank Securities, Inc. Joint Account III 0.170000% 600665779162DEU 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 436408.66 442932.84 FANNIE MAE 2037-04-01 5.500000 Government Agency Debt 1009761.57 151827.93 FANNIE MAE 2041-07-01 5.500000 Government Agency Debt 1071237.94 428114.29 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 413937.51 445544.03 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 1439626.56 1439626.56 0.0042 N 1439626.56 1439626.56 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313374PX2 Government Agency Debt N First Tier Security N/A N/A 2013-05-08 2013-07-08 N N N 1000000.00 999905.64 0.0029 N 1000068.00 1000068.00 Federal Home Loan Bank Federal Home Loan Bank 0.138999% 313374T26 Government Agency Debt N First Tier Security N/A N/A 2013-05-15 2013-07-15 N N N 1000000.00 999895.93 0.0029 N 1000072.00 1000072.00 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 3133762C8 Government Agency Debt N First Tier Security N/A N/A 2013-11-27 2013-11-27 N N N 7000000.00 7005895.31 0.0205 N 7009800.00 7009800.00 Federal Home Loan Bank Federal Home Loan Bank 0.349999% 313376HU2 Government Agency Debt N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 200000.00 200021.01 0.0006 N 200052.00 200052.00 Federal Home Loan Bank Federal Home Loan Bank 0.419999% 313376LB9 Government Agency Debt N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 400000.00 400092.63 0.0012 N 400211.20 400211.20 Federal Home Loan Bank Federal Home Loan Bank 0.349999% 313376NB7 Government Agency Debt N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 260000.00 260042.44 0.0008 N 260166.92 260166.92 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313378LH2 Government Agency Debt N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 4000000.00 4001017.24 0.0117 N 4002548.00 4002548.00 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313378U25 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 50000.00 50036.57 0.0001 N 50058.55 50058.55 Federal Home Loan Bank Federal Home Loan Bank 0.299999% 3133793Y3 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 140000.00 140053.57 0.0004 N 140076.30 140076.30 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379AC3 Government Agency Debt N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 1000000.00 999991.67 0.0029 N 1000083.00 1000083.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313379FQ7 Government Agency Debt N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 300000.00 299994.36 0.0009 N 300012.00 300012.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379FX2 Government Agency Debt N First Tier Security N/A N/A 2013-05-23 2013-05-23 N N N 200000.00 199997.19 0.0006 N 200014.00 200014.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313379GW3 Government Agency Debt N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 350000.00 349989.35 0.0010 N 350017.50 350017.50 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379JR1 Government Agency Debt N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 20000.00 19999.64 0.0001 N 20001.60 20001.60 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379JV2 Government Agency Debt N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N N 350000.00 349989.15 0.0010 N 350054.95 350054.95 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379K99 Government Agency Debt N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 100000.00 99997.64 0.0003 N 100012.00 100012.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379L98 Government Agency Debt N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 300000.00 299991.97 0.0009 N 300042.00 300042.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379NP0 Government Agency Debt N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 500000.00 499991.08 0.0015 N 500046.50 500046.50 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379P45 Government Agency Debt N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 500000.00 499993.44 0.0015 N 500065.00 500065.00 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379QT9 Government Agency Debt N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 600000.00 599984.76 0.0018 N 600126.00 600126.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313379W39 Government Agency Debt N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 300000.00 299934.13 0.0009 N 300007.20 300007.20 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379ZH5 Government Agency Debt N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 370000.00 369991.13 0.0011 N 370092.13 370092.13 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313380TY3 Government Agency Debt N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 100000.00 99960.53 0.0003 N 100006.00 100006.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313380V95 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 1000000.00 999945.89 0.0029 N 1000410.00 1000410.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313380VB0 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 400000.00 399990.55 0.0012 N 400164.00 400164.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313380YM3 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 1700000.00 1699898.37 0.0050 N 1700612.00 1700612.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313380YQ4 Government Agency Debt N First Tier Security N/A N/A 2013-10-24 2013-10-24 N N N 2000000.00 1999973.01 0.0059 N 2000800.00 2000800.00 Federal Home Loan Bank Federal Home Loan Bank 3.625000% 3133XSAE8 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 1000000.00 1015808.25 0.0030 N 1016144.00 1016144.00 Federal Home Loan Bank Federal Home Loan Bank 1.875000% 3133XXYX9 Government Agency Debt N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 100000.00 100225.77 0.0003 N 100246.40 100246.40 Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3133XYHD0 Government Agency Debt N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 90000.00 90147.25 0.0003 N 90162.81 90162.81 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.000000% 3128X1KG1 Government Agency Debt N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 30000.00 30128.57 0.0001 N 30132.84 30132.84 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150136% 313397MS7 Government Agency Debt N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 3000000.00 2998000.00 0.0088 N 2998935.00 2998935.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150137% 313397MU2 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 3000000.00 2997975.00 0.0088 N 2998920.00 2998920.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.500000% 3134A4TZ7 Government Agency Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 1000000.00 1008710.83 0.0030 N 1009103.00 1009103.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.153698% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 1000000.00 999997.78 0.0029 N 1000000.00 1000000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.375000% 3134G2U42 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 150000.00 150107.77 0.0004 N 150173.85 150173.85 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.130000% 3134G43R7 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 5000000.00 4999318.65 0.0146 N 4999515.00 4999515.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EACL1 Government Agency Debt N First Tier Security N/A N/A 2013-10-28 2013-10-28 N N N 130000.00 130421.04 0.0004 N 130476.58 130476.58 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.375000% 3137EACX5 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 500000.00 500404.58 0.0015 N 500584.00 500584.00 Federal National Mortgage Association Federal National Mortgage Association 0.160174% 313589NK5 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 5200000.00 5195909.33 0.0152 N 5197956.40 5197956.40 Federal National Mortgage Association Federal National Mortgage Association 4.625000% 31359MTG8 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 3075000.00 3136583.70 0.0092 N 3138222.00 3138222.00 Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G0BR3 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 240000.00 240147.88 0.0007 N 240254.64 240254.64 Federal National Mortgage Association Federal National Mortgage Association 0.200098% 3135G0CL5 Government Agency Debt N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 1500000.00 1499979.72 0.0044 N 1500066.00 1500066.00 Federal National Mortgage Association Federal National Mortgage Association 1.125000% 31398A4H2 Government Agency Debt N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 100000.00 100394.92 0.0003 N 100439.90 100439.90 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.250157% 3686M0S66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 5171000.00 5170820.45 0.0151 N 5170844.87 5170844.87 Georgia JPMorgan Chase Putters/Drivers Trust Georgia JPMorgan Chase Putters/Drivers Trust, Series SGT05 0.209999% 46636YP95 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y Societe Generale N/A N/A N N 10200000.00 10200000.00 0.0299 N 10200000.00 10200000.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.280202% 41068UTK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 5000000.00 4998094.44 0.0146 N 4998600.00 4998600.00 Illinois Finance Authority Illinois Finance Authority 0.209999% 45200PN86 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 Indiana Finance Authority Indiana Finance Authority, Series D 0.209999% 45471AAS1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Wells Fargo Bank, N.A. N/A N/A Y Wells Fargo Bank, N.A. N/A N/A N 940000.00 939990.61 0.0028 N 940000.00 940000.00 ING Financial Markets LLC ING Financial Markets LLC 0.280000% 64585235779162ING 0000877559 Other Repurchase Agreement N TENN VALLEY AUTHORITY 2043-02-15 3.625000 Other Note 1794000.00 1802615.00 TRANS-CANADA PIPELINES 2021-01-01 9.875000 Other Note 2425000.00 3697427.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0146 N 5000000.00 5000000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.399200% 48125LBG6 Other Note N First Tier Security N/A N/A 2013-05-21 2013-06-21 N N N 3000000.00 3000000.00 0.0088 N 3000363.00 3000363.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.361101% 48125LJB9 Other Note N First Tier Security N/A N/A 2013-06-07 2014-05-07 N N N 8000000.00 8000000.00 0.0234 N 7998576.00 7998576.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0005 0.190000% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 950000.00 950000.00 0.0028 N 950000.00 950000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0008 0.190000% 46636YKK5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 Kentucky Housing Corp Kentucky Housing Corp, Series B 0.260000% 49130RBG4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 690000.00 690000.00 0.0020 N 690000.00 690000.00 LMA Americas LLC LMA Americas LLC 0.210036% 50202TSN8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 5000000.00 4999387.50 0.0146 N 4999400.00 4999400.00 Massachusetts Health & Educational Facilities Authority Massachusetts Health & Educational Facilities Authority, Series I-2 0.209999% 57586EHR5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 1600000.00 1600000.00 0.0047 N 1600000.00 1600000.00 Massachusetts Housing Finance Agency Massachusetts Housing Finance Agency, Series B 0.260000% 57586NDV0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Bank of New York Mellon (The) N/A N/A Y BANK OF NEW YORK MELLON (THE) N/A N/A N 6204000.00 6204000.00 0.0182 N 6204000.00 6204000.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.340000% 64489413779162MER 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYSTEMS CO 2013-08-01 1.750000 Other Note 233000.00 499484.00 ARCELORMITTAL 2013-04-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 534959.00 CARNIVAL CORP PAIRED C 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 499980.00 CEMEX SAB DE CV 2015-03-15 4.875000 Other Note 421000.00 506978.00 CLEARWIRE COMM/FINANCE 2040-12-01 8.250000 Other Note 414000.00 459965.00 COBALT INTL ENERGY INC 2019-12-01 2.625000 Other Note 80507.00 92351.00 EQUINIX INC 2014-10-15 3.000000 Other Note 254000.00 497205.00 HORNBECK OFFSHORE SERV 2026-11-15 1.625000 Other Note 345000.00 365682.00 INTELSAT SA 2013-04-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 5400.00 JEFFERIES GROUP LLC 2029-11-01 3.875000 Other Note 7000.00 7476.00 MASTEC INC 2014-06-15 4.000000 Other Note 239000.00 434980.00 RADIAN GROUP INC 2017-11-15 3.000000 Other Note 388000.00 510220.00 SBA COMMUNICATIONS CORP 2014-10-01 4.000000 Other Note 26000.00 67180.00 WALTER INVESTMENT MGMT 2019-11-01 4.500000 Other Note 462211.00 499999.00 WHITING USA TR II TR UNIT 2013-04-30 0.00 Other Instrument COMMON SHARES 0.00 499997.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0146 N 5000000.00 5000000.00 Michigan Puttable Floating Option Taxable Notes Michigan Puttable Floating Option Taxable Notes, Series TNP-1005 0.450001% 74703SCC5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y Bank of America, N.A. N/A N/A N N 6500000.00 6500000.00 0.0190 N 6500000.00 6500000.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority, Series C 0.200001% 60635R2G1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y BJC HEALTH SYSTEM N/A N/A N N 675000.00 675000.00 0.0020 N 675000.00 675000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.260000% 60682AEH5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 5000000.00 5000000.00 0.0146 N 5000400.00 5000400.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd. 0.269999% 088559401 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0146 N 4999950.00 4999950.00 Montgomery County, VA Industrial Development Authority Montgomery County, VA Industrial Development Authority, Series B 0.200001% 613755BP1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Bank of New York Mellon (The) N/A N/A N N 1120000.00 1120000.00 0.0033 N 1120000.00 1120000.00 Nationwide Building Society Nationwide Building Society 0.290282% 6385E0V18 Other Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 5000000.00 4996294.45 0.0146 N 4996350.00 4996350.00 Nederlandse Waterschapsbank N.V. Nederlandse Waterschapsbank N.V. 0.280395% 63975UWG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 2000000.00 1997853.33 0.0058 N 1997960.00 1997960.00 Nederlandse Waterschapsbank N.V. Nederlandse Waterschapsbank N.V. 0.270373% 63975UWK4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 2000000.00 1997885.00 0.0058 N 1997900.00 1997900.00 New York City, NY Municipal Water Finance Authority New York City, NY Municipal Water Finance Authority, Series F-2 0.200001% 64970KYY7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y Bayerische Landesbank N/A N/A N N 1680000.00 1680000.00 0.0049 N 1680000.00 1680000.00 New York State Housing Finance Agency New York State Housing Finance Agency, Series B 0.230001% 64986MQR9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 300000.00 300000.00 0.0009 N 300000.00 300000.00 New York State Housing Finance Agency New York State Housing Finance Agency 0.200001% 64986MSC0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 600000.00 600000.00 0.0018 N 600000.00 600000.00 New York Triborough Bridge & Tunnel Authority New York Triborough Bridge & Tunnel Authority, Series F 0.190000% 89602NCG7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 1900000.00 1900000.00 0.0056 N 1900000.00 1900000.00 Norinchukin Bank Norinchukin Bank 0.260000% 65602NSF2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 5000000.00 5000000.00 0.0146 N 5000250.00 5000250.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1 0.359999% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 500000.00 500000.00 0.0015 N 500000.00 500000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.150000% 690353VV6 Government Agency Debt N First Tier Security N/A N/A 2013-05-07 2013-05-07 N Y UNITED STATES OF AMERICA N/A N/A N 2000000.00 2000000.00 0.0059 N 2000000.00 2000000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County, Series A 0.220000% 733908AL1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y KOCH INDUSTRIES, INC. N/A N/A Y KOCH INDUSTRIES, INC. N/A N/A N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.200001% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 880000.00 880000.00 0.0026 N 880000.00 880000.00 RBS Securities, Inc. RBS Securities, Inc. 0.450000% 64585228779162RBS 0000808379 Other Repurchase Agreement N FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 7935000.00 5102299.00 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0146 N 5000000.00 5000000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.180025% 7588R0SL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-20 2013-05-20 N N N 5000000.00 4999525.00 0.0146 N 4999450.00 4999450.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.250157% 78064RWS4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 5000000.00 4997361.11 0.0146 N 4997950.00 4997950.00 Societe Generale/New York, NY Societe Generale / NY 0.200000% 83368NCX7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 7000000.00 7000000.00 0.0205 N 7000000.00 7000000.00 Standard Chartered Bank Standard Chartered Bank 0.299999% 85325BTY0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 3000000.00 3000000.00 0.0088 N 3000030.00 3000030.00 Standard Chartered Bank Standard Chartered Bank 0.299999% 85325BTZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 3000000.00 3000000.00 0.0088 N 3000120.00 3000120.00 State of California State of California 5.250000% 13063A5B6 Other Municipal Debt N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 1070000.00 1115634.70 0.0033 N 1117144.20 1117144.20 State of California State of California 3.750000% 13063A7E8 Other Municipal Debt N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 2000000.00 2025495.23 0.0059 N 2025160.00 2025160.00 State of California State of California, Series B-1 0.200001% 13063BDA7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y JP MORGAN CHASE BANK NA N/A N/A Y JP MORGAN CHASE BANK NA N/A N/A N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 State of Texas State of Texas 0.159998% 882720H32 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 600000.00 600000.00 0.0018 N 600000.00 600000.00 State of Texas State of Texas, Series D 0.179999% 8827224K4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A N N 1000000.00 1000000.00 0.0029 N 1000000.00 1000000.00 State of Texas State of Texas, Series B 0.190000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A N N 455000.00 455000.00 0.0013 N 455000.00 455000.00 Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 0.190000% 86562CGM8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 5000000.00 5000000.00 0.0146 N 4999900.00 4999900.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.270000% 091759926 Certificate of Deposit N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 5000000.00 5000049.27 0.0146 N 5000200.00 5000200.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.362098% 86959JCN6 Other Note N First Tier Security N/A N/A 2013-07-05 2014-05-04 N N N 5000000.00 5000000.00 0.0146 N 4998050.00 4998050.00 U.S. Treasury Note U.S. Treasury Note 3.125000% 912828JM3 Treasury Debt N First Tier Security N/A N/A 2013-09-30 2013-09-30 N N N 700000.00 708495.62 0.0021 N 708834.00 708834.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828NN6 Treasury Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 300000.00 300459.45 0.0009 N 300585.90 300585.90 U.S. Treasury Note U.S. Treasury Note 0.125000% 912828RK8 Treasury Debt N First Tier Security N/A N/A 2013-09-30 2013-09-30 N N N 800000.00 799728.45 0.0023 N 800128.00 800128.00 University of Alabama University of Alabama, Series B 0.349998% 914029X24 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-07 Y THE UNIVERSITY OF ALABAMA SYSTEM N/A N/A N N 800000.00 800000.00 0.0023 N 800000.00 800000.00 University of California University of California 0.190000% 91412GGY5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y Citibank, N.A. N/A N/A N N 2000000.00 2000000.00 0.0059 N 2000000.00 2000000.00 University of Massachusetts Building Authority University of Massachusetts Building Authority, Series 1 0.230001% 914440HE5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y Lloyds TSB Bank PLC N/A N/A Y Lloyds TSB Bank PLC N/A N/A N 1515000.00 1515000.00 0.0044 N 1515000.00 1515000.00 University of Utah University of Utah, Series A 0.260000% 915183QC4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y JPMorgan Chase Bank, N.A. N/A N/A N N 345000.00 345000.00 0.0010 N 345000.00 345000.00 Washington State Housing Finance Commission Washington State Housing Finance Commission, Series B 0.310001% 93978PFQ5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 150000.00 150000.00 0.0004 N 150000.00 150000.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.330098% 94985HL77 Other Note N First Tier Security N/A N/A 2013-06-20 2014-05-20 N N N 2500000.00 2500000.00 0.0073 N 2500125.00 2500125.00 Wells Fargo Securities LLC Joint Account III 0.170000% 600665779162WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2022-02-01 3.000000 Government Agency Debt 48397.69 39088.31 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 53319.50 36345.08 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 83839.59 44766.13 FANNIE MAE 2026-04-01 4.500000 Government Agency Debt 69994.63 49492.16 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 63983.40 39820.19 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 58651.45 37245.75 FANNIE MAE 2026-10-01 3.500000 Government Agency Debt 78912.86 49707.62 FANNIE MAE 2027-01-01 4.500000 Government Agency Debt 67673.11 49033.29 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 60685.30 49111.21 FANNIE MAE 2028-02-01 2.500000 Government Agency Debt 38865.44 39594.37 FANNIE MAE 2028-02-01 3.000000 Government Agency Debt 39135.86 39851.58 FANNIE MAE 2028-02-01 3.500000 Government Agency Debt 42745.44 40543.74 FANNIE MAE 2028-03-01 2.500000 Government Agency Debt 51058.64 53332.34 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 46043.79 48105.07 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 39455.42 40643.50 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 37183.63 39552.82 FANNIE MAE 2028-04-01 2.000000 Government Agency Debt 54625.16 55847.70 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 43369.04 45494.73 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 41919.28 44717.71 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 34784.06 36997.46 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 52599.14 55127.90 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 40007.22 41930.61 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 34746.19 36416.64 FANNIE MAE 2033-01-01 5.500000 Government Agency Debt 437906.29 38803.57 FANNIE MAE 2033-02-01 3.500000 Government Agency Debt 38442.08 41084.52 FANNIE MAE 2033-03-01 3.500000 Government Agency Debt 41249.56 44181.19 FANNIE MAE 2033-04-01 3.500000 Government Agency Debt 48392.62 52104.45 FANNIE MAE 2035-01-01 5.500000 Government Agency Debt 176147.05 48215.41 FANNIE MAE 2035-03-01 5.000000 Government Agency Debt 230683.87 46415.85 FANNIE MAE 2035-11-01 5.500000 Government Agency Debt 94674.11 41875.51 FANNIE MAE 2036-03-01 5.000000 Government Agency Debt 179153.53 36491.72 FANNIE MAE 2038-03-01 3.000000 Government Agency Debt 52808.22 54793.82 FANNIE MAE 2039-01-01 5.000000 Government Agency Debt 151427.39 43821.21 FANNIE MAE 2039-04-01 5.000000 Government Agency Debt 213278.01 47528.57 FANNIE MAE 2039-06-01 5.000000 Government Agency Debt 224073.59 41191.89 FANNIE MAE 2039-12-01 5.500000 Government Agency Debt 74299.01 37303.08 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 71288.41 56956.92 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 46837.76 36282.92 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 34877.47 36559.46 FANNIE MAE 2042-06-01 3.000000 Government Agency Debt 48520.75 50143.10 FANNIE MAE 2042-07-01 4.500000 Government Agency Debt 58910.67 56412.26 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 40331.55 42629.11 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 39053.84 41208.57 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 38419.12 40417.62 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 34525.42 36469.17 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 32949.33 34846.04 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 37323.77 40386.28 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 42069.09 44346.56 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 40320.74 42783.76 FANNIE MAE 2042-10-01 4.000000 Government Agency Debt 47960.79 52783.69 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 37152.06 38847.14 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 36097.29 37790.23 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 42295.32 45402.59 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 41711.72 43367.10 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 35821.66 37234.25 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 34685.15 36139.56 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 33940.25 35620.56 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 38120.58 40001.09 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 34082.49 35763.80 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 47609.05 51092.57 FANNIE MAE 2043-04-01 4.000000 Government Agency Debt 42273.81 46498.41 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 43194.28 45325.09 FREDDIE MAC 2018-10-01 3.500000 Government Agency Debt 238637.92 45808.94 FREDDIE MAC 2019-12-01 4.000000 Government Agency Debt 130120.03 43581.09 FREDDIE MAC 2025-09-01 3.500000 Government Agency Debt 197282.16 43973.14 FREDDIE MAC 2025-10-01 3.500000 Government Agency Debt 104406.30 37335.97 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 92206.82 50181.69 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 112594.49 48914.03 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 82279.84 36914.81 FREDDIE MAC 2025-12-01 3.000000 Government Agency Debt 61930.43 39368.29 FREDDIE MAC 2026-03-01 3.500000 Government Agency Debt 95910.90 53529.66 FREDDIE MAC 2026-03-01 3.500000 Government Agency Debt 85880.12 47639.30 FREDDIE MAC 2026-04-01 3.500000 Government Agency Debt 72930.30 43619.34 FREDDIE MAC 2026-05-01 3.500000 Government Agency Debt 83541.73 47507.94 FREDDIE MAC 2026-06-01 3.500000 Government Agency Debt 114624.78 55898.59 FREDDIE MAC 2026-06-01 5.000000 Government Agency Debt 44884.90 44337.42 FREDDIE MAC 2026-07-01 3.500000 Government Agency Debt 71724.87 53429.94 FREDDIE MAC 2026-07-01 3.500000 Government Agency Debt 90064.10 48950.88 FREDDIE MAC 2026-07-01 3.500000 Government Agency Debt 63716.64 46276.98 FREDDIE MAC 2026-08-01 3.500000 Government Agency Debt 94133.47 52676.19 FREDDIE MAC 2026-08-01 3.500000 Government Agency Debt 45531.05 38301.87 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 78840.51 55295.57 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 92474.82 49869.53 FREDDIE MAC 2026-10-01 3.500000 Government Agency Debt 101646.57 44128.00 FREDDIE MAC 2027-04-01 3.500000 Government Agency Debt 59724.21 57338.53 FREDDIE MAC 2027-12-01 2.500000 Government Agency Debt 40444.44 41315.17 FREDDIE MAC 2028-03-01 3.000000 Government Agency Debt 43185.69 46061.57 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt 41007.38 42959.49 FREDDIE MAC 2028-04-01 3.000000 Government Agency Debt 55397.60 59035.37 FREDDIE MAC 2033-02-01 3.500000 Government Agency Debt 42198.33 45280.01 FREDDIE MAC 2036-06-01 5.500000 Government Agency Debt 253522.97 49109.83 FREDDIE MAC 2036-09-01 6.500000 Government Agency Debt 384424.88 52397.09 FREDDIE MAC 2038-03-01 3.000000 Government Agency Debt 52241.56 54465.27 FREDDIE MAC 2041-04-01 5.500000 Government Agency Debt 53754.80 55298.39 FREDDIE MAC 2041-09-01 4.500000 Government Agency Debt 42355.15 37720.78 FREDDIE MAC 2042-01-01 3.500000 Government Agency Debt 47987.55 48300.38 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt 37323.65 37760.19 FREDDIE MAC 2042-07-01 4.000000 Government Agency Debt 50196.07 47179.27 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 48520.75 48367.68 FREDDIE MAC 2042-11-01 3.000000 Government Agency Debt 56333.96 58454.77 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 49935.43 53221.99 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 39498.79 42229.69 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 46245.67 49517.21 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 39343.58 42275.22 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 38328.63 40927.29 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 32940.69 35271.62 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 42419.90 46675.93 FREDDIE MAC 2043-05-01 3.500000 Government Agency Debt 36698.35 39410.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-10-15 3.500000 Government Agency Debt 66077.82 54000.25 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-01-15 2.500000 Government Agency Debt 38738.50 40151.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-02-15 2.500000 Government Agency Debt 47187.76 49109.14 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-04-20 5.000000 Government Agency Debt 220333.45 51260.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-03-15 4.500000 Government Agency Debt 109138.37 46715.78 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-05-15 4.500000 Government Agency Debt 99728.80 56949.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-05-15 5.000000 Government Agency Debt 179446.46 49206.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 4.500000 Government Agency Debt 39951.93 35452.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-15 4.000000 Government Agency Debt 34657.68 34658.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-04-15 5.000000 Government Agency Debt 111363.78 45615.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-09-15 3.500000 Government Agency Debt 43721.99 47530.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-09-15 3.500000 Government Agency Debt 22252.50 24091.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 4.000000 Government Agency Debt 45408.87 49160.61 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-15 3.000000 Government Agency Debt 50027.29 53399.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-15 3.500000 Government Agency Debt 45315.05 49556.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-15 3.500000 Government Agency Debt 44981.72 49388.82 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-15 3.500000 Government Agency Debt 44378.96 48532.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-15 3.500000 Government Agency Debt 32889.57 35998.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-20 4.000000 Government Agency Debt 45775.53 51284.95 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-20 4.000000 Government Agency Debt 40675.10 44443.62 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5598547.72 5598547.72 0.0164 N 5598547.72 5598547.72 Westpac Banking Corp. Westpac Banking Corp. 0.397101% 91621CCH2 Other Note N First Tier Security N/A N/A 2013-06-03 2014-05-01 N N N 4000000.00 4000000.00 0.0117 N 4000200.00 4000200.00