N-MFP LIVE N 2012-11-30 0000276516 S000007117 1 N N 002-62417 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 87 14676909844.91 59098901.54 122536676.53 14613472069.92 0.0034 1.0002 2012-11-30 1.0002 2012-11-30 C000019446 100000.00 14613472069.92 1.00 -20113652.57 856078537.36 876192189.93 0.0001 1.0002 2012-11-30 1.0002 2012-11-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366V4L7 Certificate of Deposit First Tier Security 2012-12-24 2012-12-24 N N N 58000000.00 58000000.00 0.0040 N 57999611.40 57999611.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XKM3 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 49000000.00 49000000.00 0.0034 N 49000000.00 49000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366VD94 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 48000000.00 48006703.88 0.0033 N 48009710.40 48009710.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366VT55 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 13000000.00 13000000.00 0.0009 N 13002293.20 13002293.20 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366VXR2 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 66000000.00 66000000.00 0.0045 N 66038887.20 66038887.20 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WRL0 Certificate of Deposit First Tier Security 2013-01-07 2013-09-06 N N N 99000000.00 99000000.00 0.0068 N 99052272.00 99052272.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2012-12-11 2013-04-09 N N N 52000000.00 52000000.00 0.0036 N 52006136.00 52006136.00 Bank of Nova Scotia Bank of Nova Scotia, 0.39% 06417FBP4 Certificate of Deposit First Tier Security 2013-02-13 2013-09-12 N N N 50000000.00 50000000.00 0.0034 N 49992300.00 49992300.00 Bank of Nova Scotia Bank of Nova Scotia, 0.54% 06417FGH7 Certificate of Deposit First Tier Security 2013-02-19 2013-09-17 N N N 27000000.00 27000000.00 0.0018 N 27004401.00 27004401.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FDN1 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 89000000.00 89000000.00 0.0061 N 88997588.10 88997588.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FEJ9 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 78000000.00 78000000.00 0.0053 N 77997738.00 77997738.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.41% 06538FAA2 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 13000000.00 12999530.05 0.0009 N 13005189.60 13005189.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E5X1 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 70000000.00 70000000.00 0.0048 N 70030142.00 70030142.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E6B8 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 52000000.00 52000000.00 0.0036 N 52023400.00 52023400.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538E3Y1 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 100000000.00 100000000.00 0.0068 N 100052650.00 100052650.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 150000000.00 150000000.00 0.0103 N 150078930.00 150078930.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2012-12-03 2013-04-03 N N N 54000000.00 54000000.00 0.0037 N 53969490.00 53969490.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.42% 13606XQ84 Certificate of Deposit First Tier Security 2013-01-17 2013-09-17 N N N 149000000.00 149000000.00 0.0102 N 149069881.00 149069881.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 11000000.00 11000000.00 0.0008 N 10999997.80 10999997.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 16000000.00 16000000.00 0.0011 N 15999996.80 15999996.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 23330LLS3 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 25000000.00 25000000.00 0.0017 N 25003745.00 25003745.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682ABS4 Certificate of Deposit First Tier Security 2013-05-02 2013-05-02 N N N 92000000.00 92000000.00 0.0063 N 92027287.20 92027287.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAJ5 Certificate of Deposit First Tier Security 2013-02-21 2013-02-21 N N N 66000000.00 66000000.00 0.0045 N 66045566.40 66045566.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2E7 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 54000000.00 54000000.00 0.0037 N 54004935.60 54004935.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2L1 Certificate of Deposit First Tier Security 2013-02-08 2013-02-08 N N N 55000000.00 55000000.00 0.0038 N 55005329.50 55005329.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687GR75 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 28000000.00 28009496.55 0.0019 N 28012460.00 28012460.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2X5 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 53000000.00 53000000.00 0.0036 N 53005506.70 53005506.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW20 Certificate of Deposit First Tier Security 2013-01-07 2013-01-07 N N N 54000000.00 54000000.00 0.0037 N 54009676.80 54009676.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW95 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 52000000.00 52000000.00 0.0036 N 52011034.40 52011034.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GX78 Certificate of Deposit First Tier Security 2013-01-17 2013-01-17 N N N 52000000.00 52000000.00 0.0036 N 52011767.60 52011767.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQ76 Certificate of Deposit First Tier Security 2012-12-06 2012-12-06 N N N 74000000.00 74000000.00 0.0051 N 74002708.40 74002708.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.41% 60687GX60 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 52000000.00 52000000.00 0.0036 N 52014523.60 52014523.60 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2012-12-20 2013-05-17 N N N 78000000.00 78000000.00 0.0053 N 77958816.00 77958816.00 National Bank of Canada National Bank of Canada, 0.41% 63306V6J4 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 53000000.00 53000000.00 0.0036 N 53038743.00 53038743.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.25% 65558EDP0 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 51000000.00 51000000.00 0.0035 N 50998327.20 50998327.20 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65558ECV8 Certificate of Deposit First Tier Security 2013-02-20 2013-02-20 N N N 80000000.00 80000000.00 0.0055 N 80007272.00 80007272.00 Royal Bank of Canada Royal Bank of Canada, 0.74% 78009JS22 Certificate of Deposit First Tier Security 2013-01-02 2013-09-01 N N N 110000000.00 110000000.00 0.0075 N 110077770.00 110077770.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HBT2 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 26000000.00 26000000.00 0.0018 N 26003442.40 26003442.40 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HCQ7 Certificate of Deposit First Tier Security 2013-02-06 2013-02-06 N N N 75000000.00 75000000.00 0.0051 N 74998575.00 74998575.00 Societe Generale Societe Generale, 0.30% 83369TGL5 Certificate of Deposit First Tier Security 2012-12-03 2012-12-03 N N N 197000000.00 197000000.00 0.0135 N 197001635.10 197001635.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562DZE3 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 50000000.00 50000000.00 0.0034 N 50002285.00 50002285.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB58 Certificate of Deposit First Tier Security 2012-12-06 2013-05-08 N N N 97000000.00 97000000.00 0.0066 N 96989621.00 96989621.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 14000000.00 14001950.03 0.0010 N 14005938.80 14005938.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 10000000.00 10001117.03 0.0007 N 10004240.00 10004240.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWZ9 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 83000000.00 83000000.00 0.0057 N 83021065.40 83021065.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DWF3 Certificate of Deposit First Tier Security 2013-04-04 2013-04-04 N N N 140000000.00 140000000.00 0.0096 N 140038752.00 140038752.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DTM2 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 51000000.00 51000000.00 0.0035 N 51015906.90 51015906.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DVQ0 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 51000000.00 51000000.00 0.0035 N 51021312.90 51021312.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUV0 Certificate of Deposit First Tier Security 2013-03-20 2013-03-20 N N N 52000000.00 52000000.00 0.0036 N 52022193.60 52022193.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUU2 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 53000000.00 53000000.00 0.0036 N 53022821.80 53022821.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562DUF5 Certificate of Deposit First Tier Security 2013-03-19 2013-03-19 N N N 103000000.00 103000000.00 0.0070 N 103046669.30 103046669.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 27000000.00 27000000.00 0.0018 N 27012798.00 27012798.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WQ43 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 53000000.00 53000000.00 0.0036 N 53004706.40 53004706.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WR91 Certificate of Deposit First Tier Security 2013-01-31 2013-01-31 N N N 50000000.00 50000000.00 0.0034 N 50006880.00 50006880.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WS33 Certificate of Deposit First Tier Security 2013-02-05 2013-02-05 N N N 75000000.00 75000000.00 0.0051 N 75006967.50 75006967.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT32 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 50000000.00 50000000.00 0.0034 N 50005060.00 50005060.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT40 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 50000000.00 50000000.00 0.0034 N 50005340.00 50005340.00 Sumitomo Trust & Banking Co. Ltd. New York Sumitomo Trust & Banking Co. Ltd. New York, 0.30% 86562WU48 Certificate of Deposit First Tier Security 2013-02-26 2013-02-26 N N N 50000000.00 50000000.00 0.0034 N 50006105.00 50006105.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CHU1 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 25000000.00 25000166.52 0.0017 N 25001527.50 25001527.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CJF2 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 62000000.00 62000464.60 0.0042 N 62004253.20 62004253.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958CGU2 Certificate of Deposit First Tier Security 2012-12-27 2012-12-27 N N N 20000000.00 20000000.00 0.0014 N 20001048.00 20001048.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.27% 89112WJG3 Certificate of Deposit First Tier Security 2013-05-16 2013-05-16 N N N 68000000.00 68000000.00 0.0047 N 68003141.60 68003141.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 53000000.00 53000000.00 0.0036 N 53007806.90 53007806.90 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 10000000.00 10000000.00 0.0007 N 10001942.00 10001942.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 26000000.00 26000000.00 0.0018 N 26005093.40 26005093.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 10000000.00 10000000.00 0.0007 N 10001959.00 10001959.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112XNA9 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 10000000.00 10000000.00 0.0007 N 10005110.00 10005110.00 UBS AG UBS AG, 0.31% 90267RMH9 Certificate of Deposit First Tier Security 2012-12-06 2013-05-07 N N N 67000000.00 67000000.00 0.0046 N 66992898.00 66992898.00 Westpac Banking Corp. Westpac Banking Corp., 0.23% 96121TQJ0 Certificate of Deposit First Tier Security 2013-01-29 2013-01-29 N N N 25000000.00 25000000.00 0.0017 N 25004165.00 25004165.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.40% 05299WRH3 0000859994 Certificate of Deposit First Tier Security 2012-12-05 2012-12-05 N N N 47000000.00 47000052.12 0.0032 N 47001696.70 47001696.70 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.41% 05299WRM2 0000859994 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 16000000.00 16000000.00 0.0011 N 16001616.00 16001616.00 DNB Bank ASA DNB Bank ASA, 0.30% 46R99YNM9 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 50000000.00 50000000.00 0.0034 N 50008820.00 50008820.00 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QBF0 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 32000000.00 32000000.00 0.0022 N 32001168.00 32001168.00 HSBC Bank PLC HSBC Bank PLC, 0.42% 35X99QBC7 0001140465 Certificate of Deposit First Tier Security 2012-12-28 2012-12-28 N N N 51000000.00 51000000.00 0.0035 N 51012683.70 51012683.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 01L99GRY9 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 11000000.00 11000000.00 0.0008 N 11001587.30 11001587.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 01L99GSB8 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 13000000.00 13000000.00 0.0009 N 13001297.40 13001297.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2012-12-10 2013-05-09 N N N 77000000.00 77000000.00 0.0053 N 76993378.00 76993378.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2012-12-17 2013-04-15 N N N 66000000.00 66000000.00 0.0045 N 66002310.00 66002310.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2012-12-19 2013-04-19 N N N 66000000.00 66000000.00 0.0045 N 66002376.00 66002376.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0850948158 0000833029 Certificate of Deposit First Tier Security 2012-12-31 2013-04-29 N N N 68000000.00 68000000.00 0.0047 N 68002584.00 68002584.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-01-03 2013-06-03 N N N 100000000.00 100000000.00 0.0068 N 100000000.00 100000000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% 39K99HDS6 0000833029 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 132000000.00 132000000.00 0.0090 N 132014572.80 132014572.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDF4 0000833029 Certificate of Deposit First Tier Security 2012-12-20 2012-12-20 N N N 78000000.00 78000000.00 0.0053 N 78012121.20 78012121.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 39K99HDH0 0000833029 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 134000000.00 134000000.00 0.0092 N 134034330.80 134034330.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQB9 Certificate of Deposit First Tier Security 2013-04-30 2013-04-30 N N N 60000000.00 60000000.00 0.0041 N 60032676.00 60032676.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNV8 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 25000000.00 25000000.00 0.0017 N 25017192.50 25017192.50 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.20% 8574P07D4 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 51000000.00 51000000.00 0.0035 N 51002182.80 51002182.80 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.22% 8574P1AL0 Certificate of Deposit First Tier Security 2013-01-17 2013-01-17 N N N 80000000.00 80000000.00 0.0055 N 80006392.00 80006392.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.31% 0020P5CV9 Financial Company Commercial Paper First Tier Security 2012-12-10 2012-12-10 N N N 65000000.00 64999208.53 0.0044 N 65000455.00 65000455.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.35% 06741GNG6 Financial Company Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N N 16000000.00 15994711.12 0.0011 N 15996992.00 15996992.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HP11 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 139000000.00 138940152.77 0.0095 N 138940647.00 138940647.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MM39 Financial Company Commercial Paper Second Tier Security 2012-12-03 2012-12-03 N N N 12000000.00 11999700.00 0.0008 N 11999730.00 11999730.00 BAT International Finance PLC BAT International Finance PLC, 0.45% 05531MM39 Financial Company Commercial Paper Second Tier Security 2012-12-03 2012-12-03 N N N 5000000.00 4999875.00 0.0003 N 4999887.50 4999887.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPR5 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 33000000.00 32981868.33 0.0023 N 32981259.30 32981259.30 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPU8 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 18000000.00 17989765.00 0.0012 N 17989200.00 17989200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADS2 Financial Company Commercial Paper First Tier Security 2012-12-28 2013-05-28 N N N 67000000.00 67000000.00 0.0046 N 66993032.00 66993032.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADT0 Financial Company Commercial Paper First Tier Security 2012-12-31 2013-05-29 N N N 17000000.00 17000000.00 0.0012 N 16998215.00 16998215.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 25000000.00 25000000.00 0.0017 N 24997525.00 24997525.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMH0 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 13000000.00 12997688.89 0.0009 N 12999387.70 12999387.70 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMM9 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 13000000.00 12997111.11 0.0009 N 12999090.00 12999090.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.27% 2254EAPK3 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-02-19 N N N 105000000.00 104937000.00 0.0072 N 104947080.00 104947080.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0NX6 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 50000000.00 49978819.45 0.0034 N 49983210.00 49983210.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P14 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 52000000.00 51977611.12 0.0036 N 51982075.60 51982075.60 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 8000000.00 7996071.11 0.0005 N 7996764.80 7996764.80 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 17000000.00 16988560.42 0.0012 N 16988122.10 16988122.10 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0QR6 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 60000000.00 59950600.01 0.0041 N 59948568.00 59948568.00 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 25000000.00 24992291.67 0.0017 N 24996042.50 24996042.50 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRK5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-04-19 N N N 66000000.00 65936291.67 0.0045 N 65934039.60 65934039.60 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 50000000.00 49947916.67 0.0034 N 49945470.00 49945470.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBG7 Financial Company Commercial Paper First Tier Security 2012-12-27 2013-04-26 N N N 85000000.00 85000000.00 0.0058 N 84993200.00 84993200.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.33% 46636JBC6 Financial Company Commercial Paper First Tier Security 2012-12-13 2013-03-13 N N N 107000000.00 107000000.00 0.0073 N 107014445.00 107014445.00 National Australia Funding, Inc. National Australia Funding, Inc., 0.23% 63253JP61 Financial Company Commercial Paper First Tier Security 2013-02-06 2013-02-06 N N N 6000000.00 5997487.50 0.0004 N 5998583.40 5998583.40 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 10000000.00 9992250.00 0.0007 N 9992027.00 9992027.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 15000000.00 14988000.00 0.0010 N 14987497.50 14987497.50 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 33000000.00 32972830.00 0.0023 N 32988987.90 32988987.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 14000000.00 13993731.11 0.0010 N 13995394.00 13995394.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP62 Financial Company Commercial Paper First Tier Security 2013-02-06 2013-02-06 N N N 49000000.00 48976289.43 0.0034 N 48981335.90 48981335.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050TQ53 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N N 34000000.00 33975142.23 0.0023 N 33976074.20 33976074.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050TMM0 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 29750000.00 29745041.67 0.0020 N 29748438.13 29748438.13 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FP19 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 42000000.00 41982640.01 0.0029 N 41983611.60 41983611.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 35000000.00 34989062.49 0.0024 N 34990564.00 34990564.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 25000000.00 24990972.22 0.0017 N 24992087.50 24992087.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FPC5 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 96000000.00 95951333.32 0.0066 N 95953756.80 95953756.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FMU8 Financial Company Commercial Paper First Tier Security 2012-12-28 2012-12-28 N N N 37000000.00 36992507.50 0.0025 N 36994494.40 36994494.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FR82 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 12000000.00 11988266.67 0.0008 N 11988561.60 11988561.60 Swedbank AB Swedbank AB, 0.25% 87019RMD5 Financial Company Commercial Paper First Tier Security 2012-12-13 2012-12-13 N N N 11000000.00 10999083.33 0.0008 N 10999292.70 10999292.70 Swedbank AB Swedbank AB, 0.26% 87019RMC7 Financial Company Commercial Paper First Tier Security 2012-12-12 2012-12-12 N N N 41000000.00 40996805.42 0.0028 N 40997593.30 40997593.30 Swedbank AB Swedbank AB, 0.31% 87019RM60 Financial Company Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N N 10000000.00 9999569.44 0.0007 N 9999717.00 9999717.00 Swedbank AB Swedbank AB, 0.31% 87019RM78 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 34000000.00 33998243.33 0.0023 N 33998874.60 33998874.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 20000000.00 19984500.00 0.0014 N 19990242.00 19990242.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 20000000.00 19982755.55 0.0014 N 19988512.00 19988512.00 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262CNX1 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 10000000.00 9994916.67 0.0007 N 9998042.00 9998042.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 5000000.00 4998105.56 0.0003 N 4999500.00 4999500.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 12000000.00 11995453.33 0.0008 N 11998800.00 11998800.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 10000000.00 9995436.11 0.0007 N 9998530.00 9998530.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNU7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-01-28 N N N 15000000.00 14992508.33 0.0010 N 14997352.50 14997352.50 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 76000000.00 75880616.69 0.0052 N 75925102.00 75925102.00 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 78000000.00 77871300.00 0.0053 N 77936024.40 77936024.40 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2012-12-31 2013-05-29 N N N 34000000.00 34000000.00 0.0023 N 33996430.00 33996430.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 34000000.00 34000000.00 0.0023 N 33996566.00 33996566.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MH9 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 51000000.00 50990933.33 0.0035 N 50998235.40 50998235.40 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MM8 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 64000000.00 63985777.78 0.0044 N 63997011.20 63997011.20 Ciesco LP Ciesco LP, 0.27% 17178BME2 Asset Backed Commercial Paper First Tier Security 2012-12-14 2012-12-14 N N Y GUARANTOR CITIBANK NA N/A N/A 15000000.00 14998537.50 0.0010 N 14999125.50 14999125.50 Ciesco LP Ciesco LP, 0.28% 17178BMK8 Asset Backed Commercial Paper First Tier Security 2012-12-19 2012-12-19 N N Y GUARANTOR CITIBANK NA N/A N/A 16000000.00 15997760.00 0.0011 N 15998732.80 15998732.80 Ciesco LP Ciesco LP, 0.28% 17178BML6 Asset Backed Commercial Paper First Tier Security 2012-12-20 2012-12-20 N N Y GUARANTOR CITIBANK NA N/A N/A 13000000.00 12998078.89 0.0009 N 12998917.10 12998917.10 Ciesco LP Ciesco LP, 0.35% 17178BN84 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y GUARANTOR CITIBANK NA N/A N/A 7000000.00 6997413.89 0.0005 N 6998680.50 6998680.50 Govco, Inc. Govco, Inc., 0.26% 38362VM67 Asset Backed Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 44000000.00 43998411.12 0.0030 N 43998460.00 43998460.00 Govco, Inc. Govco, Inc., 0.27% 38362VMA8 Asset Backed Commercial Paper First Tier Security 2012-12-10 2012-12-10 N N Y LIQUIDITY CITIBANK NA N/A N/A 7000000.00 6999527.50 0.0005 N 6999591.90 6999591.90 Govco, Inc. Govco, Inc., 0.28% 38362VMM2 Asset Backed Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N Y LIQUIDITY CITIBANK NA N/A N/A 14000000.00 13997822.22 0.0010 N 13998285.00 13998285.00 Govco, Inc. Govco, Inc., 0.33% 38362VMM2 Asset Backed Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N Y LIQUIDITY CITIBANK NA N/A N/A 15000000.00 14997250.00 0.0010 N 14998162.50 14998162.50 Govco, Inc. Govco, Inc., 0.35% 38362VMH3 Asset Backed Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 26500000.00 26495877.78 0.0018 N 26497371.20 26497371.20 Govco, Inc. Govco, Inc., 0.35% 38362VN82 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y LIQUIDITY CITIBANK NA N/A N/A 7000000.00 6997413.89 0.0005 N 6998407.50 6998407.50 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 7000000.00 6995780.56 0.0005 N 6997268.60 6997268.60 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 16000000.00 15990355.56 0.0011 N 15993756.80 15993756.80 AT&T, Inc. AT&T, Inc., 0.25% 0020A2M33 Other Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N N 82363000.00 82361856.09 0.0056 N 82361270.38 82361270.38 Devon Energy Corp. Devon Energy Corp., 0.41% 25179JAA8 Other Commercial Paper Second Tier Security 2012-12-27 2012-12-31 Y DEVON ENERGY CORP NEW N/A N/A N N 78000000.00 78000000.00 0.0053 N 77996490.00 77996490.00 Ecolab, Inc. Ecolab, Inc., 0.51% 27887RAB7 Other Commercial Paper Second Tier Security 2012-12-11 2013-01-11 Y ECOLAB INC N/A N/A N N 31000000.00 31000000.00 0.0021 N 30999256.00 30999256.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.38% 5956A2MJ8 Other Commercial Paper Second Tier Security 2012-12-18 2012-12-18 N N N 4000000.00 3999282.22 0.0003 N 3999430.00 3999430.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 5000000.00 4998158.34 0.0003 N 4998493.00 4998493.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 26000000.00 25990423.33 0.0018 N 25992163.60 25992163.60 Northeast Utilities Northeast Utilities, 0.41% 66439TM70 Other Commercial Paper Second Tier Security 2012-12-07 2012-12-07 N N N 5900000.00 5899596.83 0.0004 N 5899701.46 5899701.46 Verizon Communications, Inc. Verizon Communications, Inc., 0.41% 92344PUW4 Other Commercial Paper Second Tier Security 2012-12-03 2013-01-14 Y VERIZON COMMUNICATIONS INC N/A N/A N N 52000000.00 52000000.00 0.0036 N 52001300.00 52001300.00 Viacom, Inc. Viacom, Inc., 0.40% 9255M2M74 Other Commercial Paper Second Tier Security 2012-12-07 2012-12-07 N N N 4000000.00 3999733.33 0.0003 N 3999790.00 3999790.00 Viacom, Inc. Viacom, Inc., 0.40% 9255M2ML3 Other Commercial Paper Second Tier Security 2012-12-20 2012-12-20 N N N 14000000.00 13997044.45 0.0010 N 13997760.00 13997760.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.41% 92780JNA5 Other Commercial Paper Second Tier Security 2013-01-10 2013-01-10 N N N 22000000.00 21989977.78 0.0015 N 21991932.60 21991932.60 Xerox Corp. Xerox Corp., 0.77% 98412EMD4 Other Commercial Paper Second Tier Security 2012-12-13 2012-12-13 N N N 7000000.00 6998203.33 0.0005 N 6998917.80 6998917.80 Xerox Corp. Xerox Corp., 0.77% 98412EMH5 Other Commercial Paper Second Tier Security 2012-12-17 2012-12-17 N N N 12000000.00 11995893.33 0.0008 N 11997546.00 11997546.00 Xerox Corp. Xerox Corp., 0.77% 98412EML6 Other Commercial Paper Second Tier Security 2012-12-20 2012-12-20 N N N 26000000.00 25989433.89 0.0018 N 25993674.20 25993674.20 Xerox Corp. Xerox Corp., 0.77% 98412EML6 Other Commercial Paper Second Tier Security 2012-12-20 2012-12-20 N N N 20000000.00 19991872.23 0.0014 N 19995134.00 19995134.00 Xerox Corp. Xerox Corp., 0.77% 98412EMU6 Other Commercial Paper Second Tier Security 2012-12-28 2012-12-28 N N N 8000000.00 7995380.00 0.0005 N 7997212.80 7997212.80 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796AA7 Treasury Debt First Tier Security 2013-04-18 2013-04-18 N N N 33500000.00 33480737.48 0.0023 N 33486700.50 33486700.50 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956L0 Treasury Debt First Tier Security 2013-05-02 2013-05-02 N N N 259500000.00 259327479.84 0.0177 N 259370250.00 259370250.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796AG4 Treasury Debt First Tier Security 2013-05-16 2013-05-16 N N N 29000000.00 28979941.64 0.0020 N 28983499.00 28983499.00 U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796DM8 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 7000000.00 6999008.33 0.0005 N 6999349.00 6999349.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 66000000.00 65905619.86 0.0045 N 65930436.00 65930436.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.19% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 68920000.00 68995142.68 0.0047 N 69006150.00 69006150.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 9000000.00 9006725.46 0.0006 N 9007731.00 9007731.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 0.21% 912828MB3 Treasury Debt First Tier Security 2012-12-15 2012-12-15 N N N 90000000.00 90031777.83 0.0062 N 90024570.00 90024570.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 3000000.00 3018789.06 0.0002 N 3019101.00 3019101.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.23% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 60000000.00 60336749.77 0.0041 N 60356280.00 60356280.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 104000000.00 104149274.96 0.0071 N 104154336.00 104154336.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 31000000.00 31103460.47 0.0021 N 31108996.00 31108996.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.22% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 128000000.00 127914352.28 0.0088 N 127949952.00 127949952.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 21000000.00 21594547.76 0.0015 N 21598836.00 21598836.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 56000000.00 56155715.30 0.0038 N 56155288.00 56155288.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 25000000.00 25963230.06 0.0018 N 25958000.00 25958000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 31000000.00 31551276.82 0.0022 N 31549754.00 31549754.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% to 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 106000000.00 106549393.02 0.0073 N 106587982.00 106587982.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828QZ6 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 38000000.00 38052318.85 0.0026 N 38066804.00 38066804.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 116000000.00 116547140.59 0.0080 N 116598096.00 116598096.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.41% 25746UBS7 Other Note Second Tier Security 2012-12-21 2013-01-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 25000000.00 25000000.00 0.0017 N 24995050.00 24995050.00 Royal Bank of Canada Royal Bank of Canada, 0.36% 78008KZV8 Other Note First Tier Security 2013-02-06 2013-09-06 N N N 151000000.00 150976778.95 0.0103 N 150987618.00 150987618.00 Royal Bank of Canada Royal Bank of Canada, 0.46% 78008FBC7 Other Note First Tier Security 2013-01-02 2013-09-01 N N N 258000000.00 258000000.00 0.0177 N 258073530.00 258073530.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAZ7 Other Note First Tier Security 2012-12-17 2013-09-13 N N N 85000000.00 85000000.00 0.0058 N 84986655.00 84986655.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAY0 Other Note First Tier Security 2013-02-15 2013-09-13 N N N 85000000.00 85000000.00 0.0058 N 84991840.00 84991840.00 Fannie Mae Fannie Mae, 0.17% to 0.20% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 24461000.00 24547385.11 0.0017 N 24545194.76 24545194.76 Fannie Mae Fannie Mae, 0.17% to 0.20% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 20249000.00 20276283.08 0.0014 N 20275586.94 20275586.94 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2012-12-11 2014-09-11 N N N 92000000.00 91967810.60 0.0063 N 91981968.00 91981968.00 Fannie Mae Fannie Mae, 0.20% 31359MQV8 Government Agency Debt First Tier Security 2013-02-21 2013-02-21 N N N 3000000.00 3030417.08 0.0002 N 3029412.00 3029412.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385CZ7 Government Agency Debt First Tier Security 2013-03-13 2013-03-13 N N N 18000000.00 17992044.00 0.0012 N 17994996.00 17994996.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378EW7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 5000000.00 5000193.71 0.0003 N 5000115.00 5000115.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.20% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 17000000.00 16999379.27 0.0012 N 17000000.00 17000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313379WT2 Government Agency Debt First Tier Security 2013-03-25 2013-03-25 N N N 32000000.00 32000826.24 0.0022 N 32000992.00 32000992.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SH1 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 12000000.00 11998205.09 0.0008 N 11998236.00 11998236.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376YC3 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 10000000.00 9999018.83 0.0007 N 9999470.00 9999470.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376TQ8 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 7000000.00 6999566.18 0.0005 N 6999874.00 6999874.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BT7 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 24025000.00 24024288.71 0.0016 N 24025456.48 24025456.48 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379A58 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 5000000.00 4999600.00 0.0003 N 4999885.00 4999885.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378FS5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 30000000.00 29999706.67 0.0021 N 30001380.00 30001380.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BC4 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 6000000.00 5999796.92 0.0004 N 6000138.00 6000138.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380LN5 Government Agency Debt First Tier Security 2013-08-23 2013-08-23 N N N 5000000.00 4996441.24 0.0003 N 4996935.00 4996935.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313374Y61 Government Agency Debt First Tier Security 2013-08-28 2013-08-28 N N N 5000000.00 5010286.41 0.0003 N 5010695.00 5010695.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 18000000.00 17995956.92 0.0012 N 17997138.00 17997138.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 56000000.00 55979466.67 0.0038 N 55989304.00 55989304.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 56000000.00 55979233.32 0.0038 N 55989192.00 55989192.00 Freddie Mac Freddie Mac, 0.16% 313397CX7 Government Agency Debt First Tier Security 2013-03-11 2013-03-11 N N N 16000000.00 15993111.11 0.0011 N 15995648.00 15995648.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.17% Series 2004 H8, (Liquidity Facility Bank of America NA) VRDN 64966CH46 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y BANK OF AMERICA NA N/A N/A N N 13100000.00 13100000.00 0.0009 N 13100000.00 13100000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (125 West 31st Street Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986MC60 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 12500000.00 12500000.00 0.0009 N 12500000.00 12500000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green South Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2V6 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 10000000.00 10000000.00 0.0007 N 10000000.00 10000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 19000000.00 19000000.00 0.0013 N 19000000.00 19000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Knox County Health Edl. & Hsg. Facilities Board Hosp. Facilities Rev. Knox County Health Edl. & Hsg. Facilities Board Hosp. Facilities Rev., 0.16% Series 2011 B, LOC Bank of America NA VRDN 499523VR6 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 38600000.00 38600000.00 0.0026 N 38600000.00 38600000.00 El Dorado Irrigation District Rev. Ctfs. of Prtn. El Dorado Irrigation District Rev. Ctfs. of Prtn., 0.16% Series 2008 A, LOC Citibank NA VRDN 283059ED1 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 9195000.00 9195000.00 0.0006 N 9195000.00 9195000.00 Milpitas Multi-family Rev. Milpitas Multi-family Rev., 0.17% (Crossing at Montague Proj.) Series A, LOC Fannie Mae VRDN 601641AA1 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 29000000.00 29000000.00 0.0020 N 29000000.00 29000000.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.21% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Pennsylvania Higher Edl. Facilities Auth. College & Univ. Revs. Pennsylvania Higher Edl. Facilities Auth. College & Univ. Revs., 0.17% (St. Josephs Univ. Proj.) Series 2008 A, LOC TD Banknorth, NA VRDN 70917PHH5 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 7000000.00 7000000.00 0.0005 N 7000000.00 7000000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.17% (Holy Family Univ. Proj.) Series 2008, LOC TD Banknorth, NA VRDN 70917RTA3 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 6985000.00 6985000.00 0.0005 N 6985000.00 6985000.00 Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev. Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev., 0.17% Participating VRDN Series Putters 3546, (Liquidity Facility JPMorgan Chase Bank) 46633VDJ5 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 11300000.00 11300000.00 0.0008 N 11300000.00 11300000.00 New Mexico Edl. Assistance Foundation New Mexico Edl. Assistance Foundation, 0.19% Series 2003 A2, LOC Royal Bank of Canada VRDN 647110CQ6 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 11100000.00 11100000.00 0.0008 N 11100000.00 11100000.00 Ascension Parish Indl. Dev. Board Rev. Ascension Parish Indl. Dev. Board Rev., 0.17% (IMTT-Geismar Proj.) Series 2007, LOC Fed. Home Ln. Bank Atlanta VRDN 04350RAC2 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FEDERAL HOME LN BK ATLANTA N/A N/A Y FEDERAL HOME LN BK ATLANTA N/A N/A N 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.17% (Catholic Healthcare West Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 040507JT3 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 5600000.00 5600000.00 0.0004 N 5600000.00 5600000.00 Hawaii State Hsg. Fin. & Dev. Corp. Rev. Hawaii State Hsg. Fin. & Dev. Corp. Rev., 0.16% (Lokahi Kau Apts. Proj.) Series 2008, LOC Freddie Mac VRDN 41981PAJ0 Variable Rate Demand Note First Tier Security 2012-12-07 2012-12-07 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 3080000.00 3080000.00 0.0002 N 3080000.00 3080000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.53% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-01-01 2013-02-28 Y METROPOLITAN LIFE INS CO N/A N/A N N 21000000.00 21000000.00 0.0014 Y 20999412.00 20999412.00 Bank of America NA In a joint trading account with Bank of America NA at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.394 - 6.5 Government Agency Debt 137612579.01 114689357.38 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.521 - 6 Government Agency Debt 55685824.73 30129905.20 FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.589 - 5.5 Government Agency Debt 21020861.90 9124781.23 Unrated Security 2012-12-03 2012-12-03 N N N 150149014.00 150149013.60 0.0103 N 150149013.60 150149013.60 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WHP4 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-01 2042-02-01 3.5 - 3.5 Government Agency Debt 1437802.00 1483408.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-15 2040-07-15 4.5 - 4.5 Government Agency Debt 65909165.00 44520364.52 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 45000000.00 45000000.00 0.0031 N 45000000.00 45000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WJE7 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2040-09-01 2.875 - 4.5 Government Agency Debt 58245563.00 45984584.98 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 45000000.00 45000000.00 0.0031 N 45000000.00 45000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WKA3 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-03-01 2040-09-01 4.5 - 6 Government Agency Debt 35400450.00 27793708.47 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-20 2042-09-20 3.5 - 3.5 Government Agency Debt 11964257.00 13009419.57 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 40000000.00 40000000.00 0.0027 N 40000000.00 40000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WLB0 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-08-01 2042-10-01 2.042 - 6.5 Government Agency Debt 194282602.00 61558924.84 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2042-09-01 2.925 - 6.5 Government Agency Debt 204982246.00 97387980.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-15 2039-02-15 5 - 6 Government Agency Debt 31512823.00 7320529.97 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 163000000.00 163000000.00 0.0112 N 163000000.00 163000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.25% 47X99WCM6 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-02-01 2041-06-01 2.23 - 7 Government Agency Debt 58075182.00 6749203.69 FEDERAL NATIONAL MORTGAGE ASSOC 2013-01-01 2042-11-01 2.764 - 7.5 Government Agency Debt 145383622.00 16715943.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2041-04-20 3.5 - 3.5 Government Agency Debt 1000.00 1043.67 First Tier Security 2012-12-07 2012-12-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 Citibank NA Citibank NA, 0.20% 47P99RMT0 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2041-06-01 2.5 - 5 Government Agency Debt 21097071.00 20442747.22 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2042-06-01 2.5 - 6 Government Agency Debt 170742674.00 47899151.95 First Tier Security 2012-12-05 2012-12-05 N N N 67000000.00 67000000.00 0.0046 N 67000000.00 67000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.28% 45F992SS6 0000058056 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 3.001 - 3.001 Government Agency Debt 38725177.00 16385037.81 FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2042-06-01 2.5 - 4.071 Government Agency Debt 125769900.00 125511381.74 First Tier Security 2012-12-03 2012-12-03 Y DEUTSCHE BK SECS INC(GOV REPO) N/A N/A N N 139000000.00 139000000.00 0.0095 N 139000000.00 139000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-01-15 2042-09-01 0.564 - 7 Government Agency Debt 4075937.51 880789.49 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-01 2048-05-01 0.861 - 7 Government Agency Debt 14477741.56 3076515.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2054-07-15 1.625 - 5.5 Government Agency Debt 5497633.16 1926214.94 Unrated Security 2012-12-03 2012-12-03 N N N 5752836.00 5752835.77 0.0004 N 5752835.77 5752835.77 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CBX6 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2041-08-15 4 - 5 Government Agency Debt 65000.00 49350.29 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-01 2042-01-01 1.14 - 5.996 Government Agency Debt 294662446.00 23425134.26 First Tier Security 2012-12-03 2012-12-03 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CEJ4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2042-06-01 2.25 - 5 Government Agency Debt 23196300.00 22655572.99 FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2037-08-01 5.5 - 5.5 Government Agency Debt 5000.00 2182.90 First Tier Security 2012-12-07 2012-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 22000000.00 22000000.00 0.0015 N 22000000.00 22000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CFJ3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2038-08-25 4 - 4 Government Agency Debt 59921900.00 35021679.86 First Tier Security 2012-12-07 2012-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 34000000.00 34000000.00 0.0023 N 34000000.00 34000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CDB2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2042-06-01 2.5 - 3.75 Government Agency Debt 16779787.00 5149898.69 FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2040-12-01 4.5 - 4.5 Government Agency Debt 5000.00 4262.60 First Tier Security 2012-12-07 2012-12-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2042-11-01 2.5 - 5 Government Agency Debt 5446685.39 3911951.44 Unrated Security 2012-12-03 2012-12-03 N N N 3835224.00 3835223.85 0.0003 N 3835223.85 3835223.85 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.22% 47X998FD6 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2020-10-01 4.288 - 4.288 Government Agency Debt 20667690.00 23464015.03 First Tier Security 2012-12-05 2012-12-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 47X998LP2 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2020-10-01 4.288 - 4.288 Government Agency Debt 19767228.00 22441721.10 First Tier Security 2012-12-07 2012-12-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 22000000.00 22000000.00 0.0015 N 22000000.00 22000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.27% 45G99RGF1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 4 - 4 Government Agency Debt 8749.00 7468.32 FEDERAL NATIONAL MORTGAGE ASSOC 2027-12-01 2050-03-01 1.353 - 6.5 Government Agency Debt 307083038.00 97926485.43 Unrated Security 2012-12-07 2012-12-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 96000000.00 96000000.00 0.0066 N 96000000.00 96000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.27% 45G99RGN4 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 2.67 - 3.848 Government Agency Debt 72670523.00 57199608.61 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-01 2041-09-01 3.197 - 5 Government Agency Debt 224312809.00 136813546.81 Unrated Security 2012-12-07 2012-12-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 190000000.00 190000000.00 0.0130 N 190000000.00 190000000.00 Mitsubishi UFJ Securities (USA), Inc. 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Mizuho Securities USA, Inc., 0.29% 47V99FCJ2 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2042-11-01 3.5 - 3.5 Government Agency Debt 12053659.00 12752689.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-08-20 2047-09-15 2.21 - 4.5 Government Agency Debt 48028373.00 50864737.55 FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-01 2042-10-01 3 - 4.5 Government Agency Debt 29956074.00 32523565.35 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 94000000.00 94000000.00 0.0064 N 94000000.00 94000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2040-07-25 3 - 6.5 Government Agency Debt 6534382.55 3581903.10 FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2040-05-15 3.5 - 11 Government Agency Debt 2512981.78 782072.34 US TREASURY 2012-12-15 2015-07-31 0.25 - 4.75 Treasury Debt 107226591.42 108479396.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2041-05-20 4.5 - 8 Government Agency Debt 318072287.65 144837518.72 Unrated Security 2012-12-03 2012-12-03 N N N 252581980.00 252581980.13 0.0173 N 252581980.13 252581980.13 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.23% 46Z99KQB1 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2042-01-01 4.5 - 4.5 Government Agency Debt 7549831.00 8002548.89 FEDERAL NATIONAL MORTGAGE ASSOC 2026-07-01 2042-10-01 2.322 - 4 Government Agency Debt 40039668.00 40107003.88 First Tier Security 2012-12-07 2012-12-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 47000000.00 47000000.00 0.0032 N 47000000.00 47000000.00 RBC Capital Markets Corp. 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RBS Securities, Inc., 0.25% 45J993QF0 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-01 2041-11-01 2.975 - 3.662 Government Agency Debt 30557935.00 23466106.05 First Tier Security 2012-12-03 2012-12-03 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.25%, dated 11/30/2012 due 12/03/2012 47V99GVD2_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2013-01-03 2021-11-29 0 - 2 Government Agency Debt 108204.45 108691.43 FEDERAL FARM CREDIT 2014-08-21 2016-11-29 0.25 - 0.64 Government Agency Debt 145829.82 145808.09 FEDERAL HOME LOAN BANK 2013-01-18 2018-12-14 0 - 1.75 Government Agency Debt 747189.27 751747.77 FEDERAL HOME LOAN MORTGAGE CORP 2016-11-01 2042-08-15 0.508 - 4 Government Agency Debt 977082.42 919333.23 FINANCE CORPORATION 2013-02-03 2019-09-26 0 - 0 Government Agency Debt 15295.24 14341.81 FEDERAL NATIONAL MORTGAGE ASSOC 2014-02-27 2042-09-01 0 - 4 Government Agency Debt 2558145.51 2384306.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-20 2042-07-20 0.507 - 2.5 Government Agency Debt 757093.55 743846.59 RESOLUTION FUNDING CORP 2014-04-15 2029-10-15 0 - 0 Government Agency Debt 2242.69 2026.65 TENNESEE VALLEY AUTHORITY 2012-12-20 2012-12-27 0 - 0 Government Agency Debt 258329.72 258317.62 Unrated Security 2012-12-03 2012-12-03 N N N 5204947.00 5204946.65 0.0004 N 5204946.65 5204946.65 Commerz Markets LLC Commerz Markets LLC, 0.23% 40B99SWB6 Treasury Repurchase Agreement Y US TREASURY 2012-12-31 2042-11-15 0.125 - 5.375 Treasury Debt 512284800.00 554284022.63 Unrated Security 2012-12-03 2012-12-03 N N N 542000000.00 542000000.00 0.0371 N 542000000.00 542000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.18% 37R997HG7 0001457970 Treasury Repurchase Agreement N US TREASURY 2016-08-31 2016-08-31 1 - 1 Treasury Debt 9775500.00 10004743.41 First Tier Security 2012-12-03 2012-12-03 N N N 10000000.00 10000000.00 0.0007 N 10000000.00 10000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.30% 46Z99L5Q9 0000851376 Other Repurchase Agreement N PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2041-11-18 2041-11-18 5.8 - 5.8 Other Instrument CORPORATE 5249638.00 6179115.57 MACQUARIE GROUP LTD SR MEDIUM TERM NTS BOOK ENTR 2021-01-14 2021-01-14 6.25 - 6.25 Other Instrument CORPORATE 5294446.00 5950433.74 DIRECTV HLDGS LLC / DIRECTV FING INC 2016-03-01 2016-03-01 3.5 - 3.5 Other Instrument CORPORATE 1418672.00 1520791.95 First Tier Security 2012-12-07 2012-12-07 N N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 Barclays Capital, Inc. 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BERKLEY CORPORATION 2037-02-15 2037-02-15 6.25 - 6.25 Other Instrument CORPORATE 60000.00 71480.78 ENEL FINANCE INTERNATIONAL S.A 2019-10-07 2019-10-07 5.125 - 5.125 Other Instrument CORPORATE 55000.00 57510.48 XSTRATA FINANCE (CANADA) LIMIT 2015-10-23 2015-10-23 1.8 - 1.8 Other Instrument CORPORATE 6000000.00 6021420.48 WALGREEN CO 2017-09-15 2017-09-15 1.8 - 1.8 Other Instrument CORPORATE 4500000.00 4564575.25 WPP FIN 2010 2021-11-21 2021-11-21 4.75 - 4.75 Other Instrument CORPORATE 245000.00 272836.03 WPP FINANCE (UK) 2014-09-15 2014-09-15 8 - 8 Other Instrument CORPORATE 2200000.00 2473056.65 TIME WARNER CABLE INC. 2041-09-01 2041-09-01 5.5 - 5.5 Other Instrument CORPORATE 9000000.00 10113450.41 TIME WARNER ENTERTAINMENT COMP 2023-03-15 2023-03-15 8.375 - 8.375 Other Instrument CORPORATE 15750000.00 22734643.13 TELEFONICA EMISIONES S.A.U. 2013-02-04 2036-06-20 2.582 - 7.045 Other Instrument CORPORATE 801000.00 827747.16 TELEFONICA EUROPE B.V. 2030-09-15 2030-09-15 8.25 - 8.25 Other Instrument CORPORATE 40000.00 45587.50 TECK RES LTD 2042-03-01 2042-03-01 5.2 - 5.2 Other Instrument CORPORATE 9000000.00 8972629.67 STANDARD CHARTERED PLC 2036-12-07 2036-12-07 6.409 - 6.409 Other Instrument CORPORATE 18860000.00 19481309.67 SARA LEE CORP 2020-09-15 2020-09-15 4.1 - 4.1 Other Instrument CORPORATE 370000.00 397096.12 QUEST DIAGNOSTICS 2021-04-01 2021-04-01 4.7 - 4.7 Other Instrument CORPORATE 1885000.00 2118337.68 QBE CAP FDG III LTD 2041-05-24 2041-05-24 7.25 - 7.25 Other Instrument CORPORATE 10000000.00 10262084.01 BIOGEN IDEC INC - 2018-03-01 2018-03-01 6.875 - 6.875 Other Instrument CORPORATE 9725000.00 12292240.58 CBS CORP NEW 2042-07-01 2042-07-01 4.85 - 4.85 Other Instrument CORPORATE 15000000.00 16069284.08 CANADIAN NATURAL RESO 2013-02-01 2013-02-01 5.15 - 5.15 Other Instrument CORPORATE 100000.00 102620.65 CITIGROUP, INC. 2036-08-25 2036-08-25 6.125 - 6.125 Other Instrument CORPORATE 630000.00 707113.98 COX COMMUNICATIONS, INC. 2014-12-15 2019-01-15 5.45 - 9.375 Other Instrument CORPORATE 3915000.00 4451774.00 ECOLAB INC 2014-12-08 2041-12-08 2.375 - 5.5 Other Instrument CORPORATE 2364000.00 2479208.04 ENEL FINANCE INTERNATIONAL S.A 2013-01-15 2019-10-07 5.125 - 5.7 Other Instrument CORPORATE 1624000.00 1663882.04 FBG FINANCE LIMITED 2015-06-15 2015-06-15 5.125 - 5.125 Other Instrument CORPORATE 875000.00 985170.87 FIFTH THIRD BANCORP 2038-03-01 2038-03-01 8.25 - 8.25 Other Instrument CORPORATE 150000.00 220714.26 HEINEKEN N V 2017-10-01 2017-10-01 1.4 - 1.4 Other Instrument CORPORATE 150000.00 150494.17 H.J. 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J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N NEXEN INC 2012-11-30 2012-11-30 N/A Other Instrument OTHER NOTE 1716482.00 40251502.90 First Tier Security 2013-04-17 2013-04-17 N N N 37000000.00 37000000.00 0.0025 Y 37000000.00 37000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N7J8 Other Repurchase Agreement N NETAPP, INC 2012-11-30 2012-11-30 N/A Other Instrument OTHER NOTE 2025000.00 2245482.00 CADENCE DESIGN SYSTEMS, INC. 2012-11-30 2012-11-30 N/A Other Instrument OTHER NOTE 21302000.00 38005856.79 First Tier Security 2013-03-21 2013-03-21 N N N 37000000.00 37000000.00 0.0025 Y 37000000.00 37000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.79% 45A99N6E0 Other Repurchase Agreement N TOWER GROUP, INC. 2012-11-30 2012-11-30 N/A Other Instrument OTHER NOTE 397000.00 406141.32 REGIS CORPORATION 2012-11-30 2012-11-30 N/A Other Instrument OTHER NOTE 10657000.00 13278078.49 MICROCHIP TECHNOLOGY INC 2012-11-30 2012-11-30 N/A Other Instrument OTHER NOTE 20480000.00 24425246.72 First Tier Security 2013-01-11 2013-01-11 N N N 35000000.00 35000000.00 0.0024 Y 35000000.00 35000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.29% 46S99VPG5 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-15 2042-04-15 0.02 - 7.042 Government Agency Debt 3598339508.00 182313102.06 First Tier Security 2012-12-05 2012-12-05 N N N 177000000.00 177000000.00 0.0121 N 177000000.00 177000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.37% 46S99VPK6 0001287279 Other Repurchase Agreement N CATERPLR FIN.SRV.CO. 2017-11-06 2017-11-06 1.25 - 1.25 Other Instrument CORPORATE 1820000.00 1828378.16 NAT'L CITY BK CLEVELAN 2013-05-01 2013-05-01 4.625 - 4.625 Other Instrument CORPORATE 2000000.00 2040931.46 VERIZON WIRELESS CAPITAL LLC 2014-02-01 2014-02-01 5.55 - 5.55 Other Instrument CORPORATE 1781000.00 1875214.82 THE ROYAL BANK OF SCOTLAND PLC 2020-08-24 2020-08-24 5.625 - 5.625 Other Instrument CORPORATE 2075000.00 2457837.46 VERIZON COMMUNICATIONS 2017-04-01 2038-02-15 4.6 - 6.4 Other Instrument CORPORATE 6407000.00 8028287.01 SBC COMMUNICATIONS INC. 2014-09-15 2014-09-15 5.1 - 5.1 Other Instrument CORPORATE 1947000.00 2120584.70 ACE INA HOLDINGS INC. 2015-05-15 2017-02-15 5.6 - 5.7 Other Instrument CORPORATE 3229000.00 3731354.26 PACIFICORP 2013-09-15 2013-09-15 5.45 - 5.45 Other Instrument CORPORATE 1975000.00 2071131.36 First Tier Security 2012-12-07 2012-12-07 N N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VNP7 0001287279 Other Repurchase Agreement N RALI SERIES 2003-QS4 TRUST 2034-11-25 2034-11-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 11000000.00 9485106.35 LEHMAN XS TRUST, SERIES 2005-3 2035-12-25 2035-12-25 0.477 - 0.477 Other Instrument GOVERNMENT AGENCY 6375000.00 1413277.64 CITIGROUP COMMERCIAL MORTGAGE 2049-12-10 2049-12-10 5.888 - 5.888 Other Instrument GOVERNMENT AGENCY 23000000.00 17940321.51 STRUCTURED ASSET SECURITIES 2027-07-15 2027-07-15 7.615 - 7.615 Other Instrument GOVERNMENT AGENCY 4000000.00 187118.23 STRUCTURED ASSET MORTGAGE INVE 2034-10-19 2034-10-19 3.493 - 3.493 Other Instrument GOVERNMENT AGENCY 30689000.00 3016796.23 STRUCTURED ASSET SECURITIES CO 2035-06-25 2035-08-25 0.647 - 5.222 Other Instrument GOVERNMENT AGENCY 13593000.00 4684091.67 First Tier Security 2012-12-07 2012-12-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 34000000.00 34000000.00 0.0023 N 34000000.00 34000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.67% 46S99VPL4 0001287279 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2033-11-25 2033-11-25 0.507 - 0.507 Other Instrument GOVERNMENT AGENCY 38150000.00 7560878.15 First Tier Security 2012-12-07 2012-12-07 N N N 7000000.00 7000000.00 0.0005 N 7000000.00 7000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.80% 46S99VLV6 0001287279 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2035-08-25 2035-08-25 5.222 - 5.222 Other Instrument GOVERNMENT AGENCY 97835000.00 37863258.26 First Tier Security 2012-12-17 2012-12-17 N N N 35000000.00 35000000.00 0.0024 Y 35000000.00 35000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.92% 46S99VMA1 0001287279 Other Repurchase Agreement N COBALT CMBS COMMERCIAL MORTGAG 2046-05-15 2046-05-15 5.996 - 5.996 Other Instrument GOVERNMENT AGENCY 7064000.00 4801685.55 COMMERCIAL MORTGAGE TRUST 2007 2039-03-10 2039-03-10 5.505 - 5.505 Other Instrument GOVERNMENT AGENCY 9060000.00 6713420.01 LEHMAN XS TRUST, SERIES 2005-3 2035-12-25 2035-12-25 0.477 - 0.477 Other Instrument GOVERNMENT AGENCY 65200000.00 14454227.78 First Tier Security 2013-03-20 2013-03-20 N N N 24000000.00 24000000.00 0.0016 Y 24000000.00 24000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.58% 47X99MPV4 0000728612 Other Repurchase Agreement N APACHE DEP-D 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 104250.00 4656847.50 ARES CAP CORP 2016-02-01 2016-02-01 5.75 - 5.75 Other Instrument EQUITY 2493000.00 2710232.40 BGC PARTNERS INC 2016-07-15 2016-07-15 4.5 - 4.5 Other Instrument EQUITY 2860000.00 2625837.50 WALTER INVT MGMT CORP 2019-11-01 2019-11-01 4.5 - 4.5 Other Instrument EQUITY 5873000.00 6110885.87 ELECTRONIC ARTS INC NOTE 0. 2016-07-15 2016-07-15 N/A Other Instrument EQUITY 1314000.00 1215045.95 GILEAD SCIENCES INC 2016-05-01 2016-05-01 1.625 - 1.625 Other Instrument EQUITY 9000000.00 15536781.25 PIONEER NAT RES CO 2038-01-15 2038-01-15 2.875 - 2.875 Other Instrument EQUITY 29320000.00 51937777.85 VECTOR GROUP LTD 2014-11-15 2014-11-15 6.75 - 6.75 Other Instrument EQUITY 16867000.00 20293193.71 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2013-02-01 2013-02-01 0.375 - 0.375 Other Instrument EQUITY 72611000.00 83229602.39 CASH AMER INTL INC FORMERLY CASH AMER INVTS INC 2029-05-15 2029-05-15 5.25 - 5.25 Other Instrument EQUITY 2000000.00 3119375.00 First Tier Security 2012-12-03 2012-12-03 N N N 180000000.00 180000000.00 0.0123 N 180000000.00 180000000.00 Mitsubishi UFJ Securities (USA), Inc. Mitsubishi UFJ Securities (USA), Inc., 0.35% 45G99SAQ1 Other Repurchase Agreement N DANSKE BK A/S MEDIUM TERM NTS BOOK ENTRY 144A 2016-04-14 2016-04-14 3.875 - 3.875 Other Instrument CORPORATE 9931985.00 10500306.98 Unrated Security 2012-12-07 2012-12-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0007 N 10000000.00 10000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YAJ0 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-05-25 2040-06-25 5.559 - 6.189 Government Agency Debt 251020859.00 14450168.48 FEDERAL HOME LOAN MORTGAGE CORP 2037-03-15 2039-11-15 5.926 - 6.226 Government Agency Debt 284712279.00 15434248.08 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0020 N 29000000.00 29000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YAT8 Other Repurchase Agreement N PIMCO TOTAL RTN ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3326.00 366658.24 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 95031.00 3917177.82 PWRSHS DB US DOLLAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 100100.00 2196194.00 VANQRD INDUST ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 423.24 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0004 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.38% 48E99YAR2 Other Repurchase Agreement N RED HAT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61298.00 3047123.58 OGE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37900.00 2158026.00 NEWS-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 123412.00 3119855.36 EMC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 129285.00 3236003.55 CROCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 246991.00 3371427.15 COGNIZANT TECH SO-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 50500.00 3389560.00 CEMEX SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 133034.00 1198636.34 CELGENE CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37149.00 2949259.11 BP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 73956.00 3054382.80 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2013-02-01 2013-02-01 0.375 - 0.375 Other Instrument EQUITY 796000.00 912406.71 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 101381.00 3381056.35 ALTRIA GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 91922.00 3085821.54 AFFILIATED MANAGERS GROUP INC 2038-08-15 2038-08-15 3.95 - 3.95 Other Instrument EQUITY 1000.00 1130.90 AFLAC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 64899.00 3418230.33 STATE STREET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69612.00 3104695.20 TYCO INTL N 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 116924.00 3328826.28 TRAVLR COMP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32300.00 2299114.00 3M 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15017.00 1361291.05 First Tier Security 2012-12-06 2012-12-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 43000000.00 43000000.00 0.0029 N 43000000.00 43000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.38% 48E99YAS0 Other Repurchase Agreement N AFFILIATED MANAGERS GROUP INC 2038-08-15 2038-08-15 3.95 - 3.95 Other Instrument EQUITY 769000.00 869662.74 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2013-02-01 2013-02-01 0.375 - 0.375 Other Instrument EQUITY 587000.00 672842.64 3M 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12900.00 1169385.00 SPDR MSCI ACWI EXUS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53200.00 2013046.00 GUGG ETF TOP50 MEGA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6000.00 623940.00 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5575.00 482181.75 MKVC RVE HRD ASST 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21500.00 767980.00 7.75 LLOYDS 50 SRN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 54200.00 1498630.00 JPMRG 6.625% CS36-S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 47222.00 1209827.64 ISHS S&P GBL CON DS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5276.00 317456.92 ISHS DJ US CON GDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 46300.00 3079158.00 BC IP SP500 VIX21-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17100.00 819432.00 CL GUG EH SHT DR BD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12300.00 616107.00 FRTR EM MKT ALPHDEX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22100.00 937261.00 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 14000000.00 14000000.00 0.0010 N 14000000.00 14000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.38% 48E99YAH4 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 21160000.00 21160000.00 OLD REP INTL CORP 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 3814000.00 3953449.38 PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 5106000.00 5344305.53 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2013-02-01 2013-02-01 0.375 - 0.375 Other Instrument EQUITY 4000.00 4584.96 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0020 N 29000000.00 29000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.41% 48E99YAG6 Other Repurchase Agreement N KAPSTONE PAPER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19514.00 429503.14 LAM RESH CORP 2016-05-15 2016-05-15 0.5 - 0.5 Other Instrument EQUITY 144000.00 137910.00 MARKWEST ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 70489.00 3647100.86 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2207931.00 21703961.73 ISH SP GWTH ALLC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18.00 607.50 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 24000000.00 24000000.00 0.0016 N 24000000.00 24000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.42% 48E99YAD3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-08-15 2042-09-15 4.586 - 6.452 Government Agency Debt 160175804.00 35919024.10 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2027-09-01 2.5 - 2.5 Government Agency Debt 184744.00 191601.29 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 35000000.00 35000000.00 0.0024 N 35000000.00 35000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.54% 48E99YAE1 Other Repurchase Agreement N ALLY MASTER OWNER TRUST SERIES 2019-07-15 2019-07-15 1.72 - 1.72 Other Instrument ASSET BACKED 4717884.00 4769736.69 AVIS BUDGET RENTAL CAR FUNDING (AESOP) 2017-11-20 2017-11-20 4.74 - 4.74 Other Instrument ASSET BACKED 5310456.00 5746787.85 First Tier Security 2012-12-07 2012-12-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0007 N 10000000.00 10000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.82% 47H993WC8 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2039-08-20 5.892 - 5.892 Government Agency Debt 387687.00 17430.06 AMERICAN HOME MORTGAGE ASSETS TRUST 2047-06-25 2047-06-25 0.398 - 0.398 Other Instrument MORTGAGE 19575353.00 7476982.68 UBS CITIGROUP COML MTG TR 2011-C1 2045-01-10 2045-01-10 N/A Other Instrument MORTGAGE 5435735.00 112041.37 First Tier Security 2013-01-03 2013-01-03 N N N 7000000.00 7000000.00 0.0005 Y 7000000.00 7000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 47H993YC6 Other Repurchase Agreement N FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2032-08-25 2032-08-25 1.708 - 1.708 Other Instrument ASSET BACKED 32307000.00 1911760.08 PIONEER NAT RES CO 2018-05-01 2018-05-01 6.875 - 6.875 Other Instrument CORPORATE 1183.00 1455.79 UBS CITIGROUP COML MTG TR 2011-C1 2045-01-10 2045-01-10 N/A Other Instrument MORTGAGE 1418290.00 29233.79 DEUTSCHE MORTGAGE SECURITIES, MORTGAGE LOAN TRUST 2034-03-25 2034-03-25 4.87 - 4.87 Other Instrument MORTGAGE 2348955.00 693653.44 FEDERAL HOME LOAN MORTGAGE CORP 2039-08-15 2039-08-15 6.486 - 6.486 Government Agency Debt 406717.00 26223.76 FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2027-09-01 2.5 - 2.5 Government Agency Debt 41374.00 42909.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-06-20 2037-06-20 6.259 - 6.259 Government Agency Debt 248116879.00 7725083.39 First Tier Security 2013-02-08 2013-02-08 N N N 10000000.00 10000000.00 0.0007 Y 10000000.00 10000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAF8 Other Repurchase Agreement N HARRAHS OPER INC 2018-12-15 2018-12-15 10 - 10 Other Instrument CORPORATE 392000.00 267866.67 JP MORGAN MORTGAGE TRUST 2035-08-25 2035-08-25 2.984 - 2.984 Other Instrument MORTGAGE 970000.00 938869.79 MBIA INS CORP 2033-01-15 2033-01-15 14 - 14 Other Instrument CORPORATE 500000.00 140416.67 MASCO CORP 2020-03-15 2020-03-15 7.125 - 7.125 Other Instrument CORPORATE 49000.00 58137.21 PIONEER NAT RES CO 2018-05-01 2018-05-01 6.875 - 6.875 Other Instrument CORPORATE 769610.00 947072.98 RITE AID CORP 2017-03-01 2020-08-15 7.5 - 8 Other Instrument CORPORATE 852559.00 926703.23 SIRIUS XM RADIO INC 2022-08-15 2022-08-15 N/A Other Instrument CORPORATE 200000.00 202266.67 WF-RBS COMMERCIAL MORTGAGE TRUST 2044-11-15 2044-11-15 N/A Other Instrument MORTGAGE 121415950.00 1131839.49 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-02-25 2036-02-25 0.531 - 0.531 Other Instrument MORTGAGE 38486388.00 688402.92 FEDERAL NATIONAL MORTGAGE ASSOC 2036-07-25 2036-07-25 6.989 - 6.989 Government Agency Debt 5835114.00 231298.90 ALBERTSONS INC 2031-05-01 2031-05-01 8 - 8 Other Instrument CORPORATE 500000.00 298222.22 AMERICAN AIRLS INC ACQUIRED BY AMR CORP DEL 10/ 2016-08-01 2016-08-01 13 - 13 Other Instrument CORPORATE 1000000.00 738651.92 BOYD GAMING CORP 2020-07-01 2020-07-01 9 - 9 Other Instrument CORPORATE 1300000.00 1330875.00 CITIGROUP INC 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 355245.00 363784.70 DEL MONTE CORP MERGED INTO SUBSIDIARY REYNOLDS R 2019-02-15 2019-02-15 7.625 - 7.625 Other Instrument CORPORATE 500000.00 511875.00 FMG RES AUGUST 2006 PTY LTD 2016-02-01 2018-02-01 6.375 - 6.875 Other Instrument CORPORATE 525000.00 538167.10 FIRST DATA CORP 2020-11-01 2020-11-01 6.75 - 6.75 Other Instrument CORPORATE 1000000.00 1029875.00 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2022-09-20 2022-09-20 4.25 - 4.25 Other Instrument CORPORATE 400000.00 417108.67 HCA INC FORMERLY HCA-HEALTHCARE CO TO 07/01/2001 2018-10-01 2018-10-01 8 - 8 Other Instrument CORPORATE 25000.00 29333.33 First Tier Security 2013-02-22 2013-02-22 N N N 10000000.00 10000000.00 0.0007 Y 10000000.00 10000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAX9 Other Repurchase Agreement N AMERICAN TOWER CORP FORMERLY AMERICAN TOWER SYS 2018-01-15 2020-09-01 4.5 - 5.05 Other Instrument CORPORATE 1715000.00 1933117.01 AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC 2018-03-15 2018-03-15 9.625 - 9.625 Other Instrument CORPORATE 237000.00 268414.84 B/E AEROSPACE INC FOR EQUITY ISSUES SEE 073302 & 2020-10-01 2020-10-01 6.875 - 6.875 Other Instrument CORPORATE 371446.00 416490.28 BALL CORP 2019-09-01 2019-09-01 7.375 - 7.375 Other Instrument CORPORATE 240000.00 270775.83 FIRST DATA CORP 2020-08-15 2020-08-15 8.875 - 8.875 Other Instrument CORPORATE 50000.00 56044.27 SCHAEFFLER FIN B V 2019-02-15 2019-02-15 8.5 - 8.5 Other Instrument CORPORATE 500000.00 560312.50 HARRAHS OPER INC 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument CORPORATE 500000.00 566093.75 HERTZ CORP 2021-01-15 2021-01-15 7.375 - 7.375 Other Instrument CORPORATE 1390000.00 1550067.19 LEAR CORP 2020-03-15 2020-03-15 8.125 - 8.125 Other Instrument CORPORATE 1376000.00 1560971.67 MASCO CORP 2016-10-03 2016-10-03 6.125 - 6.125 Other Instrument CORPORATE 35000.00 39146.03 PIONEER NAT RES CO 2016-07-15 2016-07-15 5.875 - 5.875 Other Instrument CORPORATE 85964.00 98259.43 GANNETT CO INC 2017-11-15 2017-11-15 9.375 - 9.375 Other Instrument CORPORATE 1185909.00 1320991.45 First Tier Security 2013-03-01 2013-03-01 N N N 8000000.00 8000000.00 0.0005 Y 8000000.00 8000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.97% 47H993UY2 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-08-15 2039-08-15 6.486 - 6.486 Government Agency Debt 302896.00 19529.73 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.711 - 1.711 Other Instrument ASSET BACKED 21591620.00 7554670.33 First Tier Security 2013-01-22 2013-01-22 N N N 7000000.00 7000000.00 0.0005 Y 7000000.00 7000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.33% 42T99QQK4 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-06-25 2042-04-25 5.559 - 7.082 Government Agency Debt 20564116.00 2066477.50 First Tier Security 2012-12-04 2012-12-04 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.43% 42T99QQG3 0000050916 Other Repurchase Agreement N RALI 2046-01-25 2046-01-25 1.16 - 1.16 Other Instrument MORTGAGE 33060096.00 7278848.70 LEHMAN XS TRUST 2047-03-25 2047-03-25 2.552 - 2.552 Other Instrument MORTGAGE 2976977.00 63218.50 DSLA MORTGAGE LOAN TRUST 2045-08-19 2045-08-19 2.503 - 2.503 Other Instrument MORTGAGE 2660504.00 47742.12 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2035-07-25 2035-07-25 0.708 - 0.708 Other Instrument MORTGAGE 67071.00 16587.14 CWALT ALTERNATIVE LOAN TRUST 2047-08-25 2047-08-25 0.388 - 0.388 Other Instrument MORTGAGE 19737357.00 6693970.31 First Tier Security 2012-12-07 2012-12-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.46% 42T99QQL2 0000050916 Other Repurchase Agreement N TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 15000.00 15028.13 KINROSS GOLD CORP 2028-03-15 2028-03-15 1.75 - 1.75 Other Instrument EQUITY 8434000.00 8422578.96 First Tier Security 2012-12-04 2012-12-04 N N N 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 RBC Capital Markets Co. 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