N-MFP LIVE N 2013-05-31 0000701939 S000008265 5 N N N N 002-77048 SEI Investments Management Corporation 801-24593 BOFA Advisors801-50372 KPMG Philadelphia PA SEI Investments Global Funds Services SEI Institutional Transfer Agent, Inc 1451217 084-06349 N N N Prime 46 56 3755604745.32 22786717.64 973889.55 3777417573.41 0.0018 1.0001 2013-05-31 1.0001 2013-05-31 C000022546 1.00 3609768705.53 1.00 -278738255.62 2761224172.98 3039962428.60 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000022547 1.00 113926252.65 1.00 2022587.38 64994295.14 62971707.76 0.0001 1.0000 2013-05-31 1.0000 2013-05-31 C000022548 1.00 28472053.03 1.00 -1679437.34 19390095.70 21069533.04 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000022550 1.00 3384511.68 1.00 929919.57 3452385.60 2522466.03 0.0001 1.0002 2013-05-31 1.0002 2013-05-31 C000022549 1.00 21866050.52 1.00 585805.08 4523844.42 3938039.34 0.0001 1.0000 2013-05-31 1.0000 2013-05-31 ANZ NATL INTL LTD ANZ NATIONAL LTD 6.2% 00182EAJ8 Other Note First Tier Security Moody AA3 2013-07-19 2013-07-19 N N N 11110000.00 11196835.88 0.0030 No Additional Information N 11190769.70 11190769.70 ANZ NATL INTL LTD ANZ NEW ZEALAND 0.26034% 0018A2UB0 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-11 2013-07-11 N N N 58260000.00 58243169.33 0.0154 No Additional Information N 58253008.80 58253008.80 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.270318% 0020P2TM8 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-21 2013-06-21 N N N 15190000.00 15187628.25 0.0040 No Additional Information N 15188632.90 15188632.90 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.260333% 0020P2UR5 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-25 2013-07-25 N N N 25000000.00 24990250.00 0.0066 No Additional Information N 24992250.00 24992250.00 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.240256% 0020P2WC6 Financial Company Commercial Paper First Tier Security Moody P-1 2013-09-12 2013-09-12 N N N 7405000.00 7399915.23 0.0020 No Additional Information N 7400186.75 7400186.75 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.2% 0020P2WG7 Financial Company Commercial Paper First Tier Security Moody P-1 2013-09-16 2013-09-16 N N N 36305000.00 36283418.70 0.0096 No Additional Information N 36280312.60 36280312.60 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.260344% 0020P2X35 Financial Company Commercial Paper First Tier Security Moody P-1 2013-10-03 2013-10-03 N N N 12263000.00 12252017.80 0.0032 No Additional Information N 12253066.97 12253066.97 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.25% 0020P2XN1 Financial Company Commercial Paper First Tier Security Moody P-1 2013-10-22 2013-10-22 N N N 26505000.00 26478679.06 0.0070 No Additional Information N 26479820.25 26479820.25 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.250323% 0020P2Y42 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-04 2013-11-04 N N N 12345000.00 12331626.25 0.0033 No Additional Information N 12331790.85 12331790.85 BNZ INTERNATIONAL FUNDING BNZ INTERNATIONAL FUNDING 0.260342% 0556X0V84 Financial Company Commercial Paper First Tier Security Moody P-1 2013-08-08 2013-08-08 N N N 23400000.00 23388508.00 0.0062 No Additional Information N 23390874.00 23390874.00 BNZ INTERNATIONAL FUNDING BNZ INTERNATIONAL FUNDING 0.240293% 0556X0XH2 Financial Company Commercial Paper First Tier Security Moody P-1 2013-10-17 2013-10-17 N N N 78600000.00 78527688.00 0.0208 No Additional Information N 78528474.00 78528474.00 BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 0.5261% 06366WJ39 Certificate of Deposit First Tier Security Moody AA3 2013-07-19 2013-07-19 N N N 1970000.00 1970795.30 0.0005 No Additional Information N 1971654.80 1971654.80 BANK OF MONTREAL BANK OF MONTREAL CHICAGO 0.24% 06366X4V1 Certificate of Deposit First Tier Security Moody P-1 2013-10-24 2013-10-24 N N N 40000000.00 40001605.59 0.0106 No Additional Information N 40004800.00 40004800.00 BANK OF MONTREAL BANK OF MONTREAL CHICAGO 0.3% 06366XLT7 Certificate of Deposit First Tier Security Moody P-1 2013-06-05 2013-06-05 N N N 20926000.00 20926000.00 0.0055 No Additional Information N 20926627.78 20926627.78 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 2.375 2.375% 064149B97 Other Note First Tier Security Moody AA2 2013-12-17 2013-12-17 N N N 2720000.00 2751045.11 0.0007 No Additional Information N 2750137.60 2750137.60 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.4801% 06417ED34 Certificate of Deposit First Tier Security Moody AA2 2013-06-12 2013-09-12 N N N 5585000.00 5588774.14 0.0015 No Additional Information N 5589858.95 5589858.95 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.6971% 06417EKJ1 Certificate of Deposit First Tier Security Standard & Poor A+ 2013-07-18 2013-10-18 N N N 1895000.00 1898255.27 0.0005 No Additional Information N 1898884.75 1898884.75 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.22% 06417FQY9 Certificate of Deposit First Tier Security Moody AA2 2013-08-09 2013-08-09 N N N 4700000.00 4700179.74 0.0012 No Additional Information N 4700470.00 4700470.00 BANK TOKYO-MIT UFJ NY BANK TOKYO-MIT UFJ NY 0.2% 06538FB52 Certificate of Deposit First Tier Security Moody P-1 2013-08-06 2013-08-06 N N N 101000000.00 101000000.00 0.0267 No Additional Information N 100997980.00 100997980.00 BRANCH BANKING & TRUST BRANCH BANKING & TRUST 0.2% 10513DSW1 Certificate of Deposit First Tier Security Moody P-1 2013-08-02 2013-08-02 N N N 80200000.00 80200000.00 0.0212 No Additional Information N 80201604.00 80201604.00 CALIFORNIA STATEWIDE COMMUNITIES CA COMMUNITY DEV (MB/TH) 0.0999991% 130795W29 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-06 2013-06-07 Y CALIFORNIA STATEWIDE COMMUNITIES N/A No Rating Y US BANK N.A. N/A NR N 7295000.00 7295000.00 0.0019 No Additional Information N 7295000.00 7295000.00 CALLEGUAS-LAS VIRGENES CA CALLEGUAS-LAS VIRGINES 0.089998% 13124CEC7 Variable Rate Demand Note First Tier Security Moody AA3 2013-06-06 2013-06-07 Y CALLEGUAS-LAS VIRGINES N/A No Rating Y WELLS FARGO BANK N/A NR N 3385000.00 3385000.00 0.0009 No Additional Information N 3385000.00 3385000.00 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.320519% 15963TT41 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-04 2013-06-04 N N N 10492000.00 10491720.21 0.0028 No Additional Information N 10491895.08 10491895.08 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.320513% 15963TTR0 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-25 2013-06-25 N N N 7250000.00 7248453.33 0.0019 No Additional Information N 7249565.00 7249565.00 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.300453% 15963TUA5 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-10 2013-07-10 N N N 6265000.00 6262963.87 0.0017 No Additional Information N 6264436.15 6264436.15 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270367% 15963TUP2 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-23 2013-07-23 N N N 7005000.00 7002268.05 0.0019 No Additional Information N 7004159.40 7004159.40 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270367% 15963TUW7 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-30 2013-07-30 N N N 6620000.00 6617070.65 0.0018 No Additional Information N 6619139.40 6619139.40 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270361% 15963TV14 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-01 2013-08-01 N N N 10760000.00 10755077.30 0.0029 No Additional Information N 10758493.60 10758493.60 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270363% 15963TV22 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-02 2013-08-02 N N N 10890000.00 10884936.15 0.0029 No Additional Information N 10888475.40 10888475.40 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270367% 15963TV89 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-08 2013-08-08 N N N 12165000.00 12158795.85 0.0032 No Additional Information N 12163053.60 12163053.60 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270371% 15963TX46 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-10-04 2013-10-04 N N N 18877000.00 18859385.59 0.0050 No Additional Information N 18866051.34 18866051.34 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.270371% 15963TX95 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-10-09 2013-10-09 N N N 6100000.00 6094052.50 0.0016 No Additional Information N 6096218.00 6096218.00 CLEVELAND OHIO WATERWORKS REV CLEVELAND OH WATER (MB/M) 0.149997% 186432L24 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-06 2013-06-07 Y CLEVELAND OH WATER (MB/M) N/A No Rating Y BANK OF NEW YORK N/A NR N 5425000.00 5425000.00 0.0014 No Additional Information N 5425000.00 5425000.00 COCA-COLA COMPANY COCO-COLA CO 0.17% 19121AXM8 Other Commercial Paper First Tier Security Moody P-1 2013-10-21 2013-10-21 N N N 7080000.00 7074693.93 0.0019 No Additional Information N 7077805.20 7077805.20 COCA-COLA COMPANY COCO-COLA CO 0.180175% 19121AY47 Other Commercial Paper First Tier Security Moody P-1 2013-11-04 2013-11-04 N N N 18000000.00 17985960.00 0.0048 No Additional Information N 17992800.00 17992800.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.209999% 196479DK2 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y COLORADO HOUSING N/A No Rating N N 100000.00 100000.00 0.0000 No Additional Information N 100000.00 100000.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.189997% 196479HT9 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y COLORADO HOUSING N/A No Rating N N 900000.00 900000.00 0.0002 No Additional Information N 900000.00 900000.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.129998% 196479JL4 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y COLORADO HOUSING N/A No Rating N N 2670000.00 2670000.00 0.0007 No Additional Information N 2670000.00 2670000.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.129998% 196479MG1 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y COLORADO HOUSING N/A No Rating N N 1735000.00 1735000.00 0.0005 No Additional Information N 1735000.00 1735000.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.169999% 196479PP8 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y COLORADO HOUSING N/A No Rating N N 900000.00 900000.00 0.0002 No Additional Information N 900000.00 900000.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.209999% 196479QK8 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y COLORADO HOUSING N/A No Rating N N 100000.00 100000.00 0.0000 No Additional Information N 100000.00 100000.00 COMMONWEALTH BANK AUSTRALIA COMMONWEALTH BK AUSTRALIA 0.225% 20272DXN5 Financial Company Commercial Paper First Tier Security Moody P-1 2013-10-22 2013-10-22 N N N 38000000.00 37965282.78 0.0101 No Additional Information N 37973020.00 37973020.00 DNB BANK ASA DNB BANK ASA 0.210109% 2332K0U18 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-01 2013-07-01 N N N 34000000.00 33994050.00 0.0090 No Additional Information N 33996600.00 33996600.00 DNB BANK ASA DNB BANK ASA 0.21011% 2332K0U83 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-08 2013-07-08 N N N 20000000.00 19995683.33 0.0053 No Additional Information N 19997400.00 19997400.00 DNB BANK ASA DNB BANK ASA 0.2% 23330LWA0 Certificate of Deposit First Tier Security Moody P-1 2013-07-10 2013-07-10 N N N 35000000.00 34999999.41 0.0093 No Additional Information N 35001400.00 35001400.00 DNB NOR BANK ASA NY DNB NOR BANK ASA NY 0.18% 23330LYB6 Certificate of Deposit First Tier Security Moody P-1 2013-08-30 2013-08-30 N N N 23000000.00 23000000.00 0.0061 No Additional Information N 22998850.00 22998850.00 FCAR OWNER TRUST I FCAR OWNER TRUST I 0.300466% 3024A0V93 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-09 2013-08-09 N N N 16575000.00 16565469.37 0.0044 No Additional Information N 16569364.50 16569364.50 FCAR OWNER TRUST I FCAR OWNER TRUST I 0.280406% 3024A0X42 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-10-04 2013-10-04 N N N 15034000.00 15019383.61 0.0040 No Additional Information N 15022123.14 15022123.14 FCAR OWNER TRUST I FCAR OWNER TRUST I 0.280408% 3024A0Y41 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-04 2013-11-04 N N N 3940000.00 3935219.47 0.0010 No Additional Information N 3935626.60 3935626.60 FCAROWNER TRUST II FCAR OWNER TRUST II 0.270261% 3024A6U83 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-08 2013-07-08 N N N 7565000.00 7562900.71 0.0020 No Additional Information N 7563562.65 7563562.65 FCAR OWNER TRUST II FCAR OWNER TRUST II 0.250221% 3024A6V66 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-06 2013-08-06 N N N 3012000.00 3010619.50 0.0008 No Additional Information N 3010855.44 3010855.44 FCAR OWNER TRUST II FCAR OWNER TRUST II 0.280257% 3024A6W99 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-09-09 2013-09-09 N N N 3005000.00 3003163.61 0.0008 No Additional Information N 3003046.75 3003046.75 FCAR OWNER TRUST II FCAR OWNER TRUST II 0.290433% 3024A6YF3 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-15 2013-11-15 N N N 30390000.00 30349117.01 0.0080 No Additional Information N 30348669.60 30348669.60 FAIRWAY FINANCE CORP FAIRWAY FINANCE CORP 0.220155% 30601VUR0 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-25 2013-07-25 N N N 7404000.00 7401556.68 0.0020 No Additional Information N 7402000.92 7402000.92 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.169999% 313379CK3 Government Agency Debt First Tier Security Moody AAA 2013-06-03 2013-11-08 N Y FEDERAL HOME LOAN BANK N/A NR N 14705000.00 14702385.78 0.0039 No Additional Information N 14710734.95 14710734.95 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313379FY0 Government Agency Debt First Tier Security Moody AAA 2013-11-22 2013-11-22 N Y FEDERAL HOME LOAN BANK N/A NR N 1840000.00 1840939.01 0.0005 No Additional Information N 1841619.20 1841619.20 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313379KF5 Government Agency Debt First Tier Security Moody AAA 2013-12-06 2013-12-06 N Y FEDERAL HOME LOAN BANK N/A NR N 4045000.00 4047234.52 0.0011 No Additional Information N 4048640.50 4048640.50 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.190001% 313379KT5 Government Agency Debt First Tier Security Moody AAA 2013-06-03 2013-12-06 N Y FEDERAL HOME LOAN BANK N/A NR N 17505000.00 17503174.37 0.0046 No Additional Information N 17513577.45 17513577.45 FEDERAL HOME LOAN BANK * FHLB NOTE 0.3% 313379NS4 Government Agency Debt First Tier Security Moody AAA 2013-11-25 2013-11-25 N Y FEDERAL HOME LOAN BANK N/A NR N 1275000.00 1275662.03 0.0003 No Additional Information N 1276147.50 1276147.50 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.179201% 3133EC2G8 Government Agency Debt First Tier Security Moody AAA 2013-06-14 2014-07-14 N Y FEDERAL FARM CREDIT BANK N/A NR N 37015000.00 37006595.78 0.0098 No Additional Information N 37025364.20 37025364.20 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.23% 3133ECKJ2 Government Agency Debt First Tier Security Moody AAA 2013-06-03 2015-04-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 2850000.00 2850000.00 0.0008 No Additional Information N 2849487.00 2849487.00 FEDERAL HOME LOAN BANK * FHLB NOTE 4.875% 3133XHXW7 Government Agency Debt First Tier Security Moody AAA 2013-11-27 2013-11-27 N Y FEDERAL HOME LOAN BANK N/A NR N 3675000.00 3759211.05 0.0010 No Additional Information N 3759745.50 3759745.50 FEDERAL HOME LOAN BANK * FHLB NOTE 1.875% 3133XXYX9 Government Agency Debt First Tier Security Moody AAA 2013-06-21 2013-06-21 N Y FEDERAL HOME LOAN BANK N/A NR N 35655000.00 35686788.04 0.0095 No Additional Information N 35686376.40 35686376.40 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.380002% 3134G3AG5 Government Agency Debt First Tier Security Moody AAA 2013-06-03 2013-11-18 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 28310000.00 28307336.31 0.0075 No Additional Information N 28348501.60 28348501.60 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.32% 3135G0EV1 Government Agency Debt First Tier Security Moody AAA 2013-06-03 2013-10-17 N Y FANNIE MAE COLLATERAL N/A NR N 11000000.00 10999154.97 0.0029 No Additional Information N 11009790.00 11009790.00 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.208199% 3135G0HB2 Government Agency Debt First Tier Security Moody AAA 2013-06-20 2015-01-20 N Y FANNIE MAE COLLATERAL N/A NR N 190000.00 190017.05 0.0001 No Additional Information N 190112.10 190112.10 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.1782% 3135G0MH3 Government Agency Debt First Tier Security Moody AAA 2013-06-20 2014-06-20 N Y FANNIE MAE COLLATERAL N/A NR N 18235000.00 18231119.51 0.0048 No Additional Information N 18240652.85 18240652.85 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.31% 3136FP5Q6 Government Agency Debt First Tier Security Moody AAA 2013-06-03 2014-01-27 N Y FANNIE MAE COLLATERAL N/A NR N 7000000.00 6999532.10 0.0019 No Additional Information N 7010010.00 7010010.00 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC NOTE 0.375% 3137EACZ0 Government Agency Debt First Tier Security Moody AAA 2013-11-27 2013-11-27 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 2354000.00 2356100.78 0.0006 No Additional Information N 2357013.12 2357013.12 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.09% 34GSC0603 Government Agency Repurchase Agreement Y FNMA PASS-THRU LNG LP SF30YR 4.000 20420701 2042-07-01 4 Government Agency Repurchase Agreement 25037180.00 26725996.69 FNMA PASS-THRU ADJ LIBOR 3.138 20411001 2041-10-01 3.138 Government Agency Repurchase Agreement 36513633.00 26887670.40 FNMA PASS-THRU LNG 30 YEAR 4.500 20410701 2041-07-01 4.5 Government Agency Repurchase Agreement 33201453.00 26772690.22 FNMA PASS-THRU ADJ LIBOR 3.175 20411101 2041-11-01 3.175 Government Agency Repurchase Agreement 35009749.00 26670018.25 FHLMC PC GOLD CI 30YR 3.500 20430501 2043-05-01 3.5 Government Agency Repurchase Agreement 25947020.00 27000278.74 FHLMC PC GOLD PC 30YR 4.000 20430401 2043-04-01 4 Government Agency Repurchase Agreement 24763620.00 26943056.44 FNMA PASS-THRU INT 20 YEAR 4.000 20320201 2032-02-01 4 Government Agency Repurchase Agreement 30370408.00 26911518.85 FNMA PASS-THRU LNG 30 YEAR 3.500 20430201 2043-02-01 3.5 Government Agency Repurchase Agreement 25734522.00 26840212.82 FNMA PASS-THRU LNG 30 YEAR 4.000 20430201 2043-02-01 4 Government Agency Repurchase Agreement 22544786.00 24309627.41 FNMA PASS-THRU LNG LP SF30YR 4.000 20430201 2043-02-01 4 Government Agency Repurchase Agreement 23148152.00 24643167.23 FNMA PASS-THRU INT 20 YEAR 3.000 20330101 2033-01-01 3 Government Agency Repurchase Agreement 26632124.00 26812384.57 FNMA PASS-THRU LNG 30 YEAR 3.500 20421201 2042-12-01 3.5 Government Agency Repurchase Agreement 25892827.00 26705757.67 First Tier Security Moody AAA 2013-06-03 2013-06-03 N N N 311000000.00 311000000.00 0.0823 No Additional Information N 311000000.00 311000000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.09% 34GSX0603 Government Agency Repurchase Agreement Y FNMA PASS-THRU LNG 30 YEAR 4.000 20411101 2041-10-01 4 Government Agency Repurchase Agreement 85324.00 61135.15 FHLMC PC GOLD H LTV 30 3.500 20430501 2043-05-01 3.5 Government Agency Repurchase Agreement 24199609.00 25439056.50 First Tier Security Moody AAA 2013-06-03 2013-06-03 N N N 25000000.00 25000000.00 0.0066 No Additional Information N 25000000.00 25000000.00 J.P. 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MORGAN JP MORGAN REPO 0.23% 34JPX0603 Other Repurchase Agreement N MORGAN STANLEY FR 1.75%022516 2016-02-25 1.75 Other Repurchase Agreement 15575000.00 15697700.86 CITIGROUP INC SR NT FLT 18 2018-05-15 1.96075 Other Repurchase Agreement 13836000.00 14407508.43 CITIGROUP INC SR NT 4.5%22 2022-01-14 4.5 Other Repurchase Agreement 12150000.00 13303582.64 CITIGROUP INC NT 2.65%15 2015-03-02 2.65 Other Repurchase Agreement 8468000.00 8756015.30 SOUTHWEST GAS CORP SR NT 3.875%22 2022-04-01 3.875 Other Repurchase Agreement 15625924.00 16919778.93 ROYAL BK SCOTLAND GROUP PLC SR NT 6.4%19 2019-10-21 6.4 Other Repurchase Agreement 12978000.00 15551062.49 CITIGROUP INC SR NT FLT 14 2014-01-13 1.7271 Other Repurchase Agreement 19145000.00 19316438.95 First Tier Security Moody AAA 2013-06-03 2013-06-03 N N N 99000000.00 99000000.00 0.0262 No Additional Information N 99000000.00 99000000.00 RBC DAIN RAUSCHER RBC CAPITAL REPO 0.19% 34RBX0605 Other Repurchase Agreement N WELLS FARGO BK N A CD FLT 17 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4.5%15 2015-01-30 4.5 Other Repurchase Agreement 325000.00 348989.87 RAYTHEON CO SR NT 2.5%22 2022-12-15 2.5 Other Repurchase Agreement 830000.00 793554.70 PRECISION CASTPARTS CORP SR NT 0.7%15 2015-12-20 0.7 Other Repurchase Agreement 370000.00 371446.91 GOLDMAN SACHS GRP INC MTN BE FR 3.25%021517 2017-02-15 3.25 Other Repurchase Agreement 25000.00 25685.11 GENWORTH GLOBAL FDG TR FR 5.5%061513 2013-06-17 5.5 Other Repurchase Agreement 25000.00 25633.78 GDF SUEZ SR GLBL 144A 22 2022-10-10 2.875 Other Repurchase Agreement 770000.00 760515.85 FREEPORT-MCMORAN COPPER & GOLD SR NT 144A 20 2020-03-15 3.1 Other Repurchase Agreement 100000.00 98509.00 FRANCE TELECOM SA NT 4.375%14 2014-07-08 4.375 Other Repurchase Agreement 180000.00 189905.12 ENERGY TRANSFER PRTNRS L P SR NT 4.65%21 2021-06-01 4.65 Other Repurchase Agreement 463000.00 499171.49 DOW CHEM CO SR INTERNOTES CALL 4.45%061521 2021-06-15 4.5 Other Repurchase Agreement 13000.00 13271.44 DIAGEO CAP PLC GTD NT 4.828%20 2020-07-15 4.828 Other Repurchase Agreement 385000.00 451885.71 JOHN DEERE CAP CORP CORENOTE P FR 3.25%041516 2016-04-15 3.25 Other Repurchase Agreement 30000.00 31446.68 DEERE JOHN CAP CORP MTNS BE FR 1.85%091516 2016-09-15 1.85 Other Repurchase Agreement 25000.00 25857.89 DEERE JOHN CAP CORP MTNS BE SR NT 1.6%14 2014-03-03 1.6 Other Repurchase Agreement 145000.00 146843.11 DAIMLER FINANCE NORTH AMER LLC GTD SR NT 144A14 2014-09-15 1.875 Other Repurchase Agreement 941547.00 956630.98 COPANO ENERGY L L C SR NT 7.125%21 2021-04-01 7.125 Other Repurchase Agreement 31000.00 36095.62 COMCAST CORP NEW SR NT 2.85%23 2023-01-15 2.85 Other Repurchase Agreement 552000.00 553659.22 CHESAPEAKE & POTOMAC TEL CO MD DEB 7.15%23 2023-05-01 7.15 Other Repurchase Agreement 92000.00 95508.88 CATERPILLAR INC DEL SR NT 2.6%22 2022-06-26 2.6 Other Repurchase Agreement 2658676.00 2655763.27 BURLINGTON NORTHN SANTA FE CP SR DEB 3.6%20 2020-09-01 3.6 Other Repurchase Agreement 134000.00 143776.64 BROWN FORMAN CORP SR NT 1%18 2018-01-15 1 Other Repurchase Agreement 430000.00 424105.66 NETAPP INC SR NT 3.25%22 2022-12-15 3.25 Other Repurchase Agreement 185000.00 177156.00 NETAPP INC SR BD 2%17 2017-12-15 2 Other Repurchase Agreement 708950.00 702136.99 NBCUNIVERSAL MEDIA LLC SR NT 2.1%14 2014-04-01 2.1 Other Repurchase Agreement 1078000.00 1095894.80 MURPHY OIL CORP FR 4%060122 2022-06-01 4 Other Repurchase Agreement 238000.00 237915.38 MORGAN STANLEY VR 051513-051523 2023-05-15 0 Other Repurchase Agreement 2000.00 1996.34 MORGAN STANLEY SR NT FLT 19 2019-04-01 0 Other Repurchase Agreement 40000.00 40864.80 MORGAN STANLEY SR NT 5.5%21 2021-07-28 5.5 Other Repurchase Agreement 384000.00 440458.88 MORGAN STANLEY D W DISC SRMTNS FIX/FLT NT 20 2020-07-07 0 Other Repurchase Agreement 135000.00 133046.55 MORGAN STANLEY D W DISC SRMTNS SR NT FXD/FLT 20 2020-01-24 6 Other Repurchase Agreement 10000.00 10244.67 MERCK & CO INC NEW NT 2.8%23 2023-05-18 2.8 Other Repurchase Agreement 527000.00 518699.75 BOTTLING 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13 2013-08-23 1.0381 Other Repurchase Agreement 1100000.00 1102222.76 UNITED TECHNOLOGIES CORP NT 4.875%15 2015-05-01 4.875 Other Repurchase Agreement 496408.00 539725.81 UNION PAC CORP SR NT 2.75%23 2023-04-15 2.75 Other Repurchase Agreement 100000.00 98093.00 POSCO SR NT REG S 21 2021-04-14 5.25 Other Repurchase Agreement 190000.00 212950.89 MERCK & CO INC NEW NT 1.3%18 2018-05-18 1.3 Other Repurchase Agreement 135000.00 133753.95 MERCK & CO INC NEW NT FLT 18 2018-05-18 0.6341 Other Repurchase Agreement 675000.00 676971.00 MARATHON OIL CORP FR 0.9%110115 2015-11-01 0.9 Other Repurchase Agreement 100000.00 100054.00 MACQUARIE BK LTD SUB NT 6.625%21 2021-04-07 6.625 Other Repurchase Agreement 775000.00 880956.06 MACQUARIE GRP LTD SR MTN REG S SR NT REG S 14 2014-08-01 7.3 Other Repurchase Agreement 498000.00 541990.00 MACQUARIE GRP LTD SR MTN REG S SR NT 6.25%21 2021-01-14 6.25 Other Repurchase Agreement 196894.00 223459.87 LLOYDS TSB BANK PLC SR NT 10.05%15 2015-07-28 0 Other 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200000.00 206654.00 HEINEKEN N V 144A NT 1.4%17 2017-10-01 1.4 Other Repurchase Agreement 155000.00 153659.77 AMERICAN INTL GROUP INC SR NT 6.4%20 2020-12-15 6.4 Other Repurchase Agreement 700000.00 876543.11 AMERICAN INTL GROUP INC NT 8.25%18 2018-08-15 8.25 Other Repurchase Agreement 5000.00 6507.51 AMERICAN EXPRESS CR CORP INTER FR 6.65%091515 2015-09-15 6.65 Other Repurchase Agreement 25000.00 28151.72 AMERICAN EXPRESS CO NT 6.15%17 2017-08-28 6.15 Other Repurchase Agreement 30000.00 36008.92 HSBC FIN CORP HSBC FIN FR 5.25%121514 2014-12-15 5.25 Other Repurchase Agreement 15000.00 16248.88 HSBC FIN CORP HSBC FIN FR 4.45%101514 2014-10-15 4.45 Other Repurchase Agreement 10000.00 10452.56 HSBC FIN CORP HSBC FIN FR 4%101514 2014-10-15 4 Other Repurchase Agreement 15000.00 15585.17 HSBC FIN CORP HSBC FIN FR 5%071514 2014-07-15 5 Other Repurchase Agreement 30000.00 31331.17 HSBC FIN CORP HSBC FIN FR 2.6%021514 2014-02-18 2.6 Other Repurchase Agreement 10000.00 10181.16 HSBC FIN CORP HSBC FIN FR 2.5%021514 2014-02-18 2.5 Other Repurchase Agreement 17000.00 17288.17 GOLDMAN SACHS GROUP INC FLT RT NT 20 2020-12-10 0 Other Repurchase Agreement 10000.00 9680.50 GOLDMAN SACHS GROUP INC FXD/FLT NT 14 2014-11-04 4 Other Repurchase Agreement 25000.00 25152.50 GOLDMAN SACHS GROUP INC FLOAT NT 032216 2016-03-22 0.823 Other Repurchase Agreement 51688.00 51370.50 GOLDMAN SACHS GRP INC MTN BE FR 4.5%111521 2021-11-15 4.5 Other Repurchase Agreement 10000.00 10280.60 BP CAP MKTS P L C GTD SR 3.875%15 2015-03-10 3.875 Other Repurchase Agreement 48000.00 51072.90 BAE SYS PLC SR NT 144A 21 2021-10-11 4.75 Other Repurchase Agreement 424000.00 467000.90 AUTODESK INC SR NT 3.6%22 2022-12-15 3.6 Other Repurchase Agreement 281000.00 283641.40 ANHEUSER BUSCH INBEV FIN INC SR NT 2.625%23 2023-01-17 2.625 Other Repurchase Agreement 470000.00 459518.80 ANHEUSER BUSCH INBEV WORLDWIDE GTD NT 6.875%19 2019-11-15 6.875 Other Repurchase Agreement 886000.00 1132481.26 ANHEUSER BUSCH INBEV 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MTN BE FR 2.75%081517 2017-08-15 2.75 Other Repurchase Agreement 10000.00 10070.22 GOLDMAN SACHS GRP INC MTN BE FR 5.2%081517 2017-08-15 5.2 Other Repurchase Agreement 15000.00 16786.67 GOLDMAN SACHS GRP INC MTN BE FR 5%031523 2023-03-15 5 Other Repurchase Agreement 30000.00 32685.07 UBS AG STAMFORD BRH SUB NT 7.625%22 2022-08-17 7.625 Other Repurchase Agreement 803330.00 930641.74 TUPPERWARE BRANDS CORP SR NT 4.75%21 2021-06-01 4.75 Other Repurchase Agreement 1000.00 1075.07 TOYOTA MTR CRD CORP MTN BE NT-B 1.375%13 2013-08-12 1.375 Other Repurchase Agreement 55000.00 55337.88 TELEFONICA EMISIONES S A U SR NT 4.57%23 2023-04-27 4.57 Other Repurchase Agreement 150000.00 150540.00 TELEFONICA EMISIONES S A U GTD SR 4.949%15 2015-01-15 4.949 Other Repurchase Agreement 784000.00 840452.88 TELE COMMUNICATIONS INC SR DEB 10.125%22 2022-04-15 10.125 Other Repurchase Agreement 25000.00 35746.19 First Tier Security Moody AAA 2013-06-05 2013-06-05 N N N 52260000.00 52260000.00 0.0138 No Additional Information N 52260000.00 52260000.00 RBC DAIN RAUSCHER RBC CAPITAL REPO 0.19% 34RBX0606 Other Repurchase Agreement N HSBC FIN CORP HSBC FIN FR 3.5%121515 2015-12-15 3.5 Other Repurchase Agreement 90000.00 95472.80 HSBC FIN CORP HSBC FIN FR 5.75%111517 2017-11-15 5.75 Other Repurchase Agreement 15000.00 16993.73 HSBC FIN CORP HSBC FIN FR 5.85%091514 2014-09-15 5.85 Other Repurchase Agreement 31000.00 33181.78 HSBC FIN CORP HSBC FIN FR 5.25%071514 2014-07-15 5.25 Other Repurchase Agreement 10000.00 10624.63 HSBC FIN CORP HSBC FIN FR 4.05%031515 2015-03-16 4.05 Other Repurchase Agreement 25000.00 26314.25 HSBC FIN CORP HSBC FIN FR 2.6%021514 2014-02-18 2.6 Other Repurchase Agreement 5000.00 5090.58 HCC INS HLDGS INC SR NT 6.3%19 2019-11-15 6.3 Other Repurchase Agreement 601107.00 731072.34 GOLDMAN SACHS GROUP INC FLT RT NT 20 2020-12-10 0 Other Repurchase Agreement 28000.00 27105.40 GOLDMAN SACHS GROUP INC NT 3.625%16 2016-02-07 3.625 Other Repurchase Agreement 25000.00 26757.73 GOLDMAN SACHS GROUP INC FR 3.3%050315 2015-05-03 3.3 Other Repurchase Agreement 300000.00 313007.00 GOLDMAN SACHS GROUP INC FLOAT NT 032216 2016-03-22 0.823 Other Repurchase Agreement 175312.00 174235.13 GOLDMAN SACHS GRP INC MTN BE FR 4.6%081515 2015-08-17 4.6 Other Repurchase Agreement 10000.00 10673.74 GOLDMAN SACHS GRP INC MTN BE FR 5.8%061522 2022-06-15 5.8 Other Repurchase Agreement 24000.00 27738.19 GILEAD SCIENCES INC SR NT 4.40%21 2021-12-01 4.4 Other Repurchase Agreement 978000.00 1109893.08 GEORGIA PWR CO SR NT-2013B FL16 2016-03-15 0 Other Repurchase Agreement 780000.00 780429.00 GENWORTH FINL INC SR NT 7.7%20 2020-06-15 7.7 Other Repurchase Agreement 75000.00 92726.29 YANCOAL INTL RES DEV CO LTD NT REGS 5.73%22 2022-05-16 5.73 Other Repurchase Agreement 1510000.00 1503759.93 PETRONAS CAPITAL LTD GTD NT REG S 19 2019-08-12 5.25 Other Repurchase Agreement 50000.00 58816.79 KOREA EXCHANGE BANK GLBL REGS DEB 17 2017-06-26 3.125 Other Repurchase Agreement 50000.00 51797.00 ICICI BK LTD HONG KONG BRH NT REG S 20 2020-11-16 5.75 Other Repurchase Agreement 13000.00 14157.73 BANK OF CHINA SUB NT REGS 20 2020-02-11 5.55 Other Repurchase Agreement 200000.00 225069.67 QVC INC SR GLBL REGS 23 2023-03-15 4.375 Other Repurchase Agreement 250000.00 254296.53 DAIMLER FINANCE NORTH AMER LLC SR GLBL REGS 17 2017-01-11 2.95 Other Repurchase Agreement 300000.00 313326.00 DAIMLER FINANCE NORTH AMER LLC SR REGS NT2.3%15 2015-01-09 2.3 Other Repurchase Agreement 125000.00 127430.00 SCHNEIDER ELECTRIC SA SR GLBL 144A 22 2022-09-27 2.95 Other Repurchase Agreement 2030111.00 2007890.30 SARA LEE CORP NT 4.1%20 2020-09-15 4.1 Other Repurchase Agreement 20000.00 20971.51 RYDER SYS MTN BE FR 2.35%022619 2019-02-26 2.35 Other Repurchase Agreement 137000.00 136800.17 RIO TINTO FIN USA PLC NT 1.125%15 2015-03-20 1.125 Other Repurchase Agreement 249000.00 250620.99 ENEL FINANCE INTERNATIONAL NV 6.25% GTD NTS 15/09/2017 USD 2017-09-15 6.25 Other Repurchase Agreement 150000.00 171464.92 TESCO PLC SR NT REG S 14 2014-12-05 2 Other Repurchase Agreement 300000.00 308078.33 DEERE JOHN CAP CORP MTNS BE FR 1.85%091516 2016-09-15 1.85 Other Repurchase Agreement 893000.00 923643.79 DEERE JOHN CAP CORP MTNS BE FR 1.3%031218 2018-03-12 1.3 Other Repurchase Agreement 20000.00 19840.00 DEERE JOHN CAP CORP MTNS BE SR NT FLT 14 2014-03-03 0.5071 Other Repurchase Agreement 500000.00 501404.79 DEERE JOHN CAP CORP MTNS BE SR NT 1.6%14 2014-03-03 1.6 Other Repurchase Agreement 175000.00 177224.44 DANSKE BK AS 144A SR NT 3.875%16 2016-04-14 3.875 Other Repurchase Agreement 22000.00 23513.36 DAIMLER FINANCE NORTH AMER LLC GTD SR NT 144A14 2014-09-15 1.875 Other Repurchase Agreement 1208453.00 1227812.92 DAIMLER FINANCE NORTH AMER LLC SR GLBL 144A 19 2019-07-31 2.25 Other Repurchase Agreement 247000.00 248509.17 NISSAN MTR ACCEP CORP FR 1.95%091217 2017-09-12 1.95 Other Repurchase Agreement 100000.00 100761.00 NEWMONT MINING CORP GTD NT 5.125%19 2019-10-01 5.125 Other Repurchase Agreement 71000.00 79872.99 NBCUNIVERSAL ENTERPRISE INC SR FL 144A NT 18 2018-04-15 0 Other Repurchase Agreement 400000.00 403532.00 NATIONAL OILWELL VARCO INC SR NT 1.35%17 2017-12-01 1.35 Other Repurchase Agreement 640000.00 636827.20 MURRAY STR INVT TR I GTD SR TR SEC 17 2017-03-09 4.647 Other Repurchase Agreement 30000.00 33444.75 MORGAN STANLEY SR NT 5.5%21 2021-07-28 5.5 Other Repurchase Agreement 186000.00 213347.27 MORGAN STANLEY SR NT FLT 14 2014-01-24 1.8751 Other Repurchase Agreement 500000.00 504303.59 MORGAN STANLEY D W DISC SRMTNS CALL NT STEP 20 2020-09-22 4 Other Repurchase Agreement 10000.00 10097.77 MORGAN STANLEY D W DISC SRMTNS SR FXD/FLT NT 15 2015-09-16 0 Other Repurchase Agreement 45000.00 45925.65 DAIMLER FINANCE NORTH AMER LLC 144A NT 1.875%18 2018-01-11 1.875 Other Repurchase Agreement 285000.00 286587.93 DAIMLER CHRYSLER NORTH AMER HL SR NT 6.5%13 2013-11-15 6.5 Other Repurchase Agreement 445000.00 458055.81 COVIDIEN INTL FIN S A SR GLBL BD 15 2015-05-29 1.35 Other Repurchase Agreement 85000.00 85991.74 COMCAST CORP NEW SR NT 2.85%23 2023-01-15 2.85 Other Repurchase Agreement 1682000.00 1687055.81 CLIFFS NAT RES INC SR NT 4.8%20 2020-10-01 4.8 Other Repurchase Agreement 5000.00 4882.40 CITIGROUP INC NT FLT 13 2013-08-13 2.2751 Other Repurchase Agreement 1100000.00 1105728.30 CHESAPEAKE & POTOMAC TEL CO MD DEB 7.15%23 2023-05-01 7.15 Other Repurchase Agreement 80000.00 83051.20 BURLINGTON NORTHN SANTA FE CP SR DEB 3.6%20 2020-09-01 3.6 Other Repurchase Agreement 25000.00 26824.00 BOTTLING GROUP LLC SR NT 5%13 2013-11-15 5 Other Repurchase Agreement 10000.00 10232.12 BOSTON SCIENTIFIC CORP SR NT 6%20 2020-01-15 6 Other Repurchase Agreement 76000.00 90442.03 BARRICK GOLD CORP SR GLBL 144A 23 2023-05-01 4.1 Other Repurchase Agreement 80000.00 76266.40 BARCLAYS BK PLC SR NT 5.2%14 2014-07-10 5.2 Other Repurchase Agreement 450000.00 481215.00 BP CAP MKTS P L C GTD NT 4.5%20 2020-10-01 4.5 Other Repurchase Agreement 474000.00 538132.20 BP CAP MKTS P L C GTD NT 3.125%15 2015-10-01 3.125 Other Repurchase Agreement 130000.00 137658.08 BP CAP MKTS P L C GLBL BD 2.75%23 2023-05-10 2.75 Other Repurchase Agreement 450000.00 431986.50 BP CAP MKTS P L C NT 1.375%18 2018-05-10 1.375 Other Repurchase Agreement 495000.00 487094.85 AUTODESK INC SR NT 3.6%22 2022-12-15 3.6 Other Repurchase Agreement 450000.00 454230.00 ANHEUSER BUSCH INBEV FIN INC SR NT 2.625%23 2023-01-17 2.625 Other Repurchase Agreement 280000.00 273755.88 RIO TINTO FIN USA LTD CR SEN GLBL NT14 2014-05-01 8.95 Other Repurchase Agreement 436441.00 472403.01 PHILIP MORRIS INTL INC FLT NT 15 2015-02-26 0 Other Repurchase Agreement 20000.00 20000.00 PEPSICO INC SR NT 3%21 2014-08-25 3 Other Repurchase Agreement 500000.00 516695.00 PEPSICO INC SR NT 2.75%22 2022-03-05 2.75 Other Repurchase Agreement 873000.00 875077.26 PENSKE TRUCK LEASING CO L P GLBL BD 144A 15 2015-05-11 3.125 Other Repurchase Agreement 2078028.00 2153979.92 PENSKE TRUCK LEASING CO L P SR NT 144A 16 2016-03-15 2.5 Other Repurchase Agreement 1296000.00 1339162.56 PARKER-HANNIFIN CORP MTNS BE NT-A 3.5%22 2022-09-15 3.5 Other Repurchase Agreement 50000.00 53277.94 PNC FUNDING CORP SR NT 4.375%20 2020-08-11 4.375 Other Repurchase Agreement 1165824.00 1314277.76 ONEOK PARTNERS LP GTD SR NT6.15%16 2016-10-01 6.15 Other Repurchase Agreement 272332.00 318368.36 AMERICAN INTL GROUP INC SR NT 6.4%20 2020-12-15 6.4 Other Repurchase Agreement 450000.00 563492.00 AMERICAN INTL GROUP INC NT 8.25%18 2018-08-15 8.25 Other Repurchase Agreement 1361000.00 1771343.77 AMERICAN EXPRESS CR CORP INTER FR 3.5%121514 2014-12-15 3.5 Other Repurchase Agreement 20000.00 20913.18 ABBVIE INC SR 144A NT 17 2017-11-06 1.75 Other Repurchase Agreement 15000.00 14991.00 AT&T INC GLBL NT 3%22 2015-02-15 3 Other Repurchase Agreement 1035000.00 1043973.45 THE ADT CORPORATION NT 3.5%22 2022-07-15 3.5 Other Repurchase Agreement 250000.00 240857.78 FRANCE TELECOM SA NT 4.375%14 2014-07-08 4.375 Other Repurchase Agreement 425000.00 448387.10 ENCANA HLDGS FIN CORP NT 5.8%14 2014-05-01 5.8 Other Repurchase Agreement 5000.00 5253.87 ECOLAB INC SR NT 1%15 2015-08-09 1 Other Repurchase Agreement 300000.00 301845.33 EOG RES INC SR NT 2.625%23 2023-03-15 2.625 Other Repurchase Agreement 34246.00 33180.61 DOW CHEM CO SR INTERNOTES CALL 4.5%061521 2021-06-15 0 Other Repurchase Agreement 15000.00 15001.95 DOW CHEM CO SR INTERNOTES FR 3.1%051523 2023-05-15 3.1 Other Repurchase Agreement 215000.00 211306.30 DOW CHEM CO SR INTERNOTES FR 2.45%051520 2020-05-15 2.45 Other Repurchase Agreement 20000.00 19726.40 DOW CHEM CO SR INTERNOTES FR 3.4%021523 2023-02-15 3.4 Other Repurchase Agreement 54000.00 53364.96 DISNEY WALT CO MTNS BE GLBL NT 3.75%21 2021-06-01 3.75 Other Repurchase Agreement 1807478.00 1996739.02 DISNEY WALT CO SR NT 4.5%13 2013-12-15 4.5 Other Repurchase Agreement 50000.00 52134.00 DIAGEO CAP PLC GTD NT 4.828%20 2020-07-15 4.828 Other Repurchase Agreement 130000.00 152584.78 TELECOM ITALIA CAP GTD SR 6.999%18 2018-06-04 6.999 Other Repurchase Agreement 329000.00 393787.25 TARGET CORP NT 1.125%14 2014-07-18 1.125 Other Repurchase Agreement 750000.00 759042.19 TARGET CORP FR 6%18 2018-01-15 6 Other Repurchase Agreement 329202.00 402066.47 SUNTRUST BKS INC SR NT 3.6%16 2016-04-15 3.6 Other Repurchase Agreement 100000.00 107117.00 SUNOCO LOGISTICS PARTNERS SR NT 4.65%22 2022-02-15 4.65 Other Repurchase Agreement 154000.00 166848.48 STARBUCKS CORP SR NT 6.25%17 2017-08-15 6.25 Other Repurchase Agreement 10000.00 12066.73 STAPLES INC SR NT 4.375%23 2023-01-12 4.375 Other Repurchase Agreement 136000.00 136529.04 STAPLES INC SR NT 2.75%18 2018-01-12 2.75 Other Repurchase Agreement 307000.00 312983.43 SHINHAN BK SR NT REGS 17 2017-07-27 4.375 Other Repurchase Agreement 30000.00 33143.68 SHERWIN WILLIAMS CO SR NT 3.125%14 2014-12-15 3.125 Other Repurchase Agreement 15000.00 15759.75 TESCO PLC SR NT 144A 17 2017-01-05 2.7 Other Repurchase Agreement 10000.00 10479.20 TELEFONICA EMISIONES S A U SR NT 4.57%23 2023-04-27 4.57 Other Repurchase Agreement 775000.00 777790.00 TELEFONICA EMISIONES S A U SR NT 3.992%16 2016-02-16 3.992 Other Repurchase Agreement 305000.00 322736.77 TELEFONICA EMISIONES S A U GTD SR 4.949%15 2015-01-15 4.949 Other Repurchase Agreement 248000.00 265857.54 KOREA DEV BK NT 3%22 2022-09-14 3 Other Repurchase Agreement 11000.00 10702.19 KOHLS CORP NT 3.25%23 2023-02-01 3.25 Other Repurchase Agreement 197000.00 191739.77 KIMCO RLTY CORP CR SEN SR NT 17 2017-05-01 5.7 Other Repurchase Agreement 65000.00 74716.85 KIMBERLY CLARK CORP SR NT 7.5%18 2018-11-01 7.5 Other Repurchase Agreement 1000000.00 1309290.00 KELLOGG CO NT 1.875%16 2016-11-17 1.875 Other Repurchase Agreement 205000.00 210327.78 JPMORGAN CHASE & CO SR NT 6%011518 2018-01-15 6 Other Repurchase Agreement 5000.00 5972.68 ING BANK NV SR NT 144A 15 2015-09-01 3 Other Repurchase Agreement 500000.00 522375.00 ING BANK NV SR NT 144A 15 2015-09-25 2 Other Repurchase Agreement 2034854.00 2072593.76 HUTCHISON WHAMPOA INTL 09 LTD GTD SR NT 144A19 2019-04-09 7.625 Other Repurchase Agreement 400000.00 509937.56 HOME DEPOT INC SR NT 5.25%13 2013-12-16 5.25 Other Repurchase Agreement 66000.00 69302.80 UNITED TECHNOLOGIES CORP NT FLT 13 2013-12-02 0.5571 Other Repurchase Agreement 1020000.00 1021356.60 UBS AG STAMFORD BRH NT2011-2 2.25%14 2014-01-28 2.25 Other Repurchase Agreement 10000.00 10188.58 UBS AG STAMFORD BRH SUB NT 7.625%22 2022-08-17 7.625 Other Repurchase Agreement 1226000.00 1420296.48 TRANSALTA CORP SR NT 4.75%15 2015-01-15 4.75 Other Repurchase Agreement 1000000.00 1067274.44 TOYOTA MTR CRD CORP MTN BE FR 1.25%100517 2017-10-05 1.25 Other Repurchase Agreement 10000.00 9938.14 TOYOTA MTR CRD CORP MTN BE NT-B 1.375%13 2013-08-12 1.375 Other Repurchase Agreement 852000.00 857234.00 TOYOTA MTR CRD CORP MTN BE NT-B 3.2%15 2015-06-17 3.2 Other Repurchase Agreement 58000.00 61772.77 TESCO PLC SR NT 144A 17 2017-11-15 5.5 Other Repurchase Agreement 500000.00 575297.22 HEWLETT PACKARD CO GLBL NT 2.2%15 2015-12-01 2.2 Other Repurchase Agreement 485000.00 501135.95 HEWLETT PACKARD CO SR NT 2.6%17 2017-09-15 2.6 Other Repurchase Agreement 520000.00 532607.69 HUTCHISON WHAMPOA INTERNATIONA GTD NT REGS 15 2015-09-11 4.625 Other Repurchase Agreement 100000.00 108346.78 HUTCHISON WHAMPOA INTL 09 LTD GTD NT REGS 19 2019-09-11 5.75 Other Repurchase Agreement 92000.00 108827.52 COSL FIN BVI LTD SR GLBL REGS 22 2022-09-06 3.25 Other Repurchase Agreement 388348.00 372561.65 VIVENDI REGS NT 2.4%15 2015-04-10 2.4 Other Repurchase Agreement 880000.00 900002.40 VIVENDI SR NT REGS 18 2018-01-12 3.45 Other Repurchase Agreement 268000.00 278484.16 WILLIAMS PARTNERS L P SR NT 5.25%20 2020-03-15 5.25 Other Repurchase Agreement 100000.00 114069.33 WATSON PHARMACEUTICALS INC NT 1.875%17 2017-10-01 1.875 Other Repurchase Agreement 150000.00 149730.75 VOLVO TREAS AB GTD SR NT 144A15 2015-04-01 5.95 Other Repurchase Agreement 110000.00 119987.63 VIACOM INC NEW SR NT 3.125%22 2022-06-15 3.125 Other Repurchase Agreement 73000.00 71874.34 VEOLIA ENVIRONNEMENT NT 6%18 2018-06-01 6 Other Repurchase Agreement 20000.00 24232.20 MORGAN STANLEY D W DISC SRMTNS SR FIX/FLT NT 17 2017-07-17 5 Other Repurchase Agreement 1000.00 1018.84 MERCK & CO INC NEW NT 2.8%23 2023-05-18 2.8 Other Repurchase Agreement 1380000.00 1358265.00 MEDCO HEALTH SOLUTIONS INC NT 4.125%20 2020-09-15 4.125 Other Repurchase Agreement 302000.00 327222.54 MEDCO HEALTH SOLUTIONS INC SR NT 2.75%15 2015-09-15 2.75 Other Repurchase Agreement 129000.00 134698.90 MARATHON PETE CORP SR NT 5.125%21 2021-03-01 5.125 Other Repurchase Agreement 482000.00 555360.40 MACQUARIE BK LTD SR NT 144A 17 2017-02-22 5 Other Repurchase Agreement 500000.00 557470.00 MACQUARIE GRP LTD SR MTN REG S SR NT 6.25%21 2021-01-14 6.25 Other Repurchase Agreement 3106.00 3525.08 LILLY ELI & CO NT 5.2%17 2017-03-15 5.2 Other Repurchase Agreement 1124000.00 1295104.02 First Tier Security Moody AAA 2013-06-06 2013-06-06 N N N 53365000.00 53365000.00 0.0141 No Additional Information N 53365000.00 53365000.00 WELLS FARGO & COMPANY WELLS FARGO REPO 0.29% 34WLL0606 Other Repurchase Agreement N TOYOTA MTR CRD CORP MTN BE FR 2%091516 2016-09-15 2 Other Repurchase Agreement 2118000.00 2193935.01 TOYOTA MTR CRD CORP MTN BE NT-B 3.2%15 2015-06-17 3.2 Other Repurchase Agreement 2209333.00 2353045.21 REALTY INCOME CORP NT 5.95%16 2016-09-15 5.95 Other Repurchase Agreement 721.00 831.95 PRUDENTIAL FINL INC MTNS BOOK NT 4.5%20 2020-11-16 4.5 Other Repurchase Agreement 1998000.00 2229708.06 PRINCIPAL LIFE INCOME FUND MTN FR 5.1%041514 2014-04-15 5.1 Other Repurchase Agreement 2350000.00 2451441.67 MORGAN STANLEY SR NT 6%14 2014-05-13 6 Other Repurchase Agreement 1518796.00 1595631.89 LINCOLN NATL CORP IND SR NT 6.25%20 2020-02-15 6.25 Other Repurchase Agreement 1764479.00 2159797.77 KRAFT FOODS INC NT 5.375%20 2020-02-10 5.375 Other Repurchase Agreement 2083760.00 2456425.72 HEALTH CARE REIT INC NT 6%13 2013-11-15 6 Other Repurchase Agreement 2128000.00 2183703.95 DISCOVERY COMMUNICATIONS LLC SR NT 3.7%15 2015-06-01 3.7 Other Repurchase Agreement 2510960.00 2696444.62 COMMONWEALTH BK AUSTRALIA FR 1.9%091817 2017-09-18 1.9 Other Repurchase Agreement 2485000.00 2541789.15 CELGENE CORP SR NT 1.9%17 2017-08-15 1.9 Other Repurchase Agreement 2637480.00 2669633.81 AT&T INC GLBL NT 3.875%21 2021-08-15 3.875 Other Repurchase Agreement 255760.00 277443.26 First Tier Security Moody AAA 2013-06-06 2013-06-06 N N N 24580000.00 24580000.00 0.0065 No Additional Information N 24580000.00 24580000.00 WELLS FARGO & COMPANY WELLS FARGO REPO 0.29% 34WLX0604 Other Repurchase Agreement N PRIVATE EXPT FDG CORP NT 1.45%19 2019-08-15 1.45 Other Repurchase Agreement 4714411.00 4680184.38 PRIDE INTL INC DEL SR NT 6.875%20 2020-08-15 6.875 Other Repurchase Agreement 45498.00 57340.36 NORTHEAST UTILS SR -F NT 2.8%23 2023-05-01 2.8 Other Repurchase Agreement 930118.00 901507.57 NBCUNIVERSAL MEDIA LLC SR NT 5.15%20 2020-04-30 5.15 Other Repurchase Agreement 333000.00 396055.12 REGENCY CTRS L P NT 5.875%17 2017-06-15 5.875 Other Repurchase Agreement 400000.00 464852.11 REALTY INCOME CORP NT 5.95%16 2016-09-15 5.95 Other Repurchase Agreement 1209414.00 1395519.97 NASDAQ OMX GROUP INC CR SEN 5.25%18 2018-01-16 5.25 Other Repurchase Agreement 529000.00 589746.83 MORGAN STANLEY SR NT-F 4.2%14 2014-11-20 4.2 Other Repurchase Agreement 440000.00 459238.27 MARKEL CORP SR NT 4.9%22 2022-07-01 4.9 Other Repurchase Agreement 422000.00 466411.28 KRAFT FOODS GROUP INC SR NT 3.5%22 2022-06-06 3.5 Other Repurchase Agreement 400000.00 412360.00 KILROY RLTY L P GTD SR NT 4.8%18 2018-07-15 4.8 Other Repurchase Agreement 350000.00 391980.17 INTERNATIONAL BUSINESS MACHS NT 1.25%14 2014-05-12 1.25 Other Repurchase Agreement 1065104.00 1074892.01 HOSPITALITY PPTYS TR SR NT5.125%15 2015-02-15 5.125 Other Repurchase Agreement 335000.00 353428.44 ERP OPER LTD PARTNERSHIP NT 5.25%14 2014-09-15 5.25 Other Repurchase Agreement 360000.00 384646.80 DOW CHEM CO NT 4.25%20 2020-11-15 4.25 Other Repurchase Agreement 124000.00 137095.09 DISCOVERY COMMUNICATIONS LLC SR NT 3.7%15 2015-06-01 3.7 Other Repurchase Agreement 4589040.00 4928032.38 COX COMMUNICATIONS INC NEW NT 5.5%15 2015-10-01 5.5 Other Repurchase Agreement 300000.00 334580.00 COVENTRY HEALTH CARE INC SR NT 5.95%17 2017-03-15 5.95 Other Repurchase Agreement 600000.00 699113.67 COMMERCIAL NET LEASE RLTY INC NT 6.25%14 2014-06-15 6.25 Other Repurchase Agreement 725000.00 782995.17 CITIGROUP INC SR NT 4.5%22 2022-01-14 4.5 Other Repurchase Agreement 711000.00 778594.77 WILLIAMS PARTNERS L P/WILLIAMS SR NT 7.25%17 2017-02-01 7.25 Other Repurchase Agreement 147841.00 179614.49 WILLIAMS PARTNERS L P SR NT 4.125%20 2020-11-15 4.125 Other Repurchase Agreement 4629483.00 5001014.45 WILLIAMS PARTNERS L P SR NT 5.25%20 2020-03-15 5.25 Other Repurchase Agreement 7869.00 8976.11 WILLIAMS COS INC DEL SR NT 3.7%23 2023-01-15 3.7 Other Repurchase Agreement 289986.00 287176.84 TOYOTA MOTOR CRED SR NT-B FLT 15 2015-03-10 0 Other Repurchase Agreement 116472.00 116574.50 SOVEREIGN BK FSB WILMINGTON DE SUB NT 8.75%18 2018-05-30 8.75 Other Repurchase Agreement 187000.00 240338.01 ROGERS WIRELESS INC SR SEC 6.375%14 2014-03-01 6.375 Other Repurchase Agreement 34000.00 35967.15 First Tier Security Moody AAA 2013-06-04 2013-06-04 N N N 24340000.00 24340000.00 0.0064 No Additional Information N 24340000.00 24340000.00 GENERAL ELECTRIC CAPITAL CORPORATION GE CAPITAL CORP 0.5036% 36962GR55 Other Note First Tier Security Moody A1 2013-06-28 2013-12-30 N N N 6165000.00 6174045.82 0.0016 No Additional Information N 6173507.70 6173507.70 GOOGLE INC. GOOGLE INC 0.170145% 38259KX16 Other Commercial Paper First Tier Security Moody P-1 2013-10-01 2013-10-01 N N N 21125000.00 21112829.65 0.0056 No Additional Information N 21116338.75 21116338.75 GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.210112% 38346LU87 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-08 2013-07-08 N N N 30785000.00 30778355.57 0.0081 No Additional Information N 30779150.85 30779150.85 GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.210112% 38346LU95 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-09 2013-07-09 N N N 8555000.00 8553103.64 0.0023 No Additional Information N 8553289.00 8553289.00 HSBC BANK PLC HSBC 1.625 8/12/13 144A 1.625% 44328MAD6 Other Note First Tier Security Moody AA3 2013-08-12 2013-08-12 N N N 3200000.00 3208520.52 0.0009 No Additional Information N 3207552.00 3207552.00 INDIANA FINANCE AUTHORITY HEALTH SYSTEM INDIANA FINANCE (MB/TH) 0.119997% 45470YBB6 Variable Rate Demand Note First Tier Security Moody AAA 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Note First Tier Security Moody AAA 2013-06-06 2013-06-07 Y IOWA FIN AUTH N/A No Rating N N 900000.00 900000.00 0.0002 No Additional Information N 900000.00 900000.00 JUPITER SECURITIZATION CORP JUPITER SEC CO LLC 0.300453% 4820P2U37 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-03 2013-07-03 N N N 37395000.00 37385028.00 0.0099 No Additional Information N 37390512.60 37390512.60 JUPITER SECURITIZATION CORP JUPITER SEC CO LLC 0.300453% 4820P2UA1 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-10 2013-07-10 N N N 6265000.00 6262963.87 0.0017 No Additional Information N 6263997.60 6263997.60 JUPITER SECURITIZATION CORP JUPITER SEC CO LLC 0.280397% 4820P2UF0 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-15 2013-07-15 N N N 10260000.00 10256488.80 0.0027 No Additional Information N 10258050.60 10258050.60 JUPITER SECURITIZATION CORP JUPITER SEC CO LLC 0.270367% 4820P2UP8 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-23 2013-07-23 N N N 7005000.00 7002268.05 0.0019 No Additional Information N 7003388.85 7003388.85 JUPITER SECURITIZATION CORP JUPITER SEC CO LLC 0.270367% 4820P2V85 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-08 2013-08-08 N N N 11485000.00 11479142.65 0.0030 No Additional Information N 11481439.65 11481439.65 JUPITER SECURITIZATION CORP JUPITER SEC CO LLC 0.250282% 4820P2WC5 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-09-12 2013-09-12 N N N 2000000.00 1998569.44 0.0005 No Additional Information N 1998960.00 1998960.00 KENT MI HOSP FIN AUTH KENT HOSP FIN AUTH MICH 0.159998% 490580CY1 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-05 2013-06-07 Y KENT HOSP FIN AUTH MICH N/A No Rating Y BANK OF NEW YORK N/A NR N 17365000.00 17365000.00 0.0046 No Additional Information N 17365000.00 17365000.00 LIBERTY STREET FUNDING LLC LIBERTY STREET FDG LLC 0.160021% 53127TTE3 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-14 2013-06-14 N N N 36100000.00 36097914.22 0.0096 No Additional Information N 36098195.00 36098195.00 LIBERTY STREET FUNDING LLC LIBERTY STREET FDG LLC 0.14% 53127TTM5 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-21 2013-06-21 N N N 68885000.00 68879642.28 0.0182 No Additional Information N 68878800.35 68878800.35 LIBERTY STREET FUNDING LLC LIBERTY STREET FDG LLC 0.15% 53127TTU7 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-28 2013-06-28 N N N 20055000.00 20052593.40 0.0053 No Additional Information N 20052392.85 20052392.85 MANHATTAN ASSET FDG CO MANHATTAN ASSET FDG CO 0.22% 56274LT79 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-07 2013-06-07 N N N 1040000.00 1039961.87 0.0003 No Additional Information N 1039968.80 1039968.80 MANHATTAN ASSET FDG CO MANHATTAN ASSET FDG CO 0.200069% 56274LTA2 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-10 2013-06-10 N N N 25570000.00 25568665.07 0.0068 No Additional Information N 25568977.20 25568977.20 MANHATTAN ASSET FDG CO MANHATTAN ASSET FDG CO 0.210072% 56274LTM6 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-21 2013-06-21 N N N 21700000.00 21697468.33 0.0057 No Additional Information N 21698047.00 21698047.00 MANHATTAN ASSET FDG CO MANHATTAN ASSET FDG CO 0.200067% 56274LUN2 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-22 2013-07-22 N N N 15210000.00 15205690.50 0.0040 No Additional Information N 15205741.20 15205741.20 MANHATTAN ASSET FDG CO MANHATTAN ASSET FDG CO 0.2% 56274LUV4 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-29 2013-07-29 N N N 3043000.00 3042019.48 0.0008 No Additional Information N 3041995.81 3041995.81 MANHATTAN ASSET FDG CO MANHATTAN ASSET FDG CO 0.220124% 56274LVL5 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-20 2013-08-20 N N N 3300000.00 3298386.67 0.0009 No Additional Information N 3298416.00 3298416.00 MARKET STREET FDG LLC MARKET STREET FDG LLC 0.13% 5705X4TT1 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-06-27 2013-06-27 N N N 10000000.00 9999061.11 0.0027 No Additional Information N 9999300.00 9999300.00 MARKET STREET FDG LLC MARKET STREET FDG LLC 0.2001% 5705X4UH5 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-17 2013-07-17 N N N 25170000.00 25163567.67 0.0067 No Additional Information N 25165721.10 25165721.10 METLIFE METLIFE SHORT TERM FUND 0.13% 59157TU27 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-02 2013-07-02 N N N 10433000.00 10431832.08 0.0028 No Additional Information N 10431643.71 10431643.71 METLIFE METLIFE SHORT TERM FUND 0.260342% 59157TUF8 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-15 2013-07-15 N N N 35850000.00 35838607.67 0.0095 No Additional Information N 35842830.00 35842830.00 METLIFE METLIFE SHORT TERM FUND 0.17% 59157TW33 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-09-03 2013-09-03 N N N 16875000.00 16867509.38 0.0045 No Additional Information N 16866309.38 16866309.38 METLIFE METLIFE SHORT TERM FUND 0.19% 59157TWP4 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-09-23 2013-09-23 N N N 23995000.00 23980563.00 0.0064 No Additional Information N 23978443.45 23978443.45 MISSISSIPPI ST BUSINESS FIN COMMISSION GULF OPP MS BUS FIN COMM 0.0599987% 60528ACD4 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-03 2013-06-03 Y MS BUS FIN COMM N/A No Rating N N 4540000.00 4540000.00 0.0012 No Additional Information N 4540000.00 4540000.00 NATIONAL AUSTRALIA BANK NATL AUSTRALIA BK 6/12/13 5.35% 6325C0AR2 Other Note First Tier Security Moody AA2 2013-06-12 2013-06-12 N N N 1000000.00 1001526.00 0.0003 No Additional Information N 1001000.00 1001000.00 NESTLE CAPITAL NESTLE FINANCE INTL LTD 0.140099% 64105GV50 Other Commercial Paper First Tier Security Moody P-1 2013-08-05 2013-08-05 N N N 19340000.00 19335111.28 0.0051 No Additional Information N 19337485.80 19337485.80 NEW HAMPSHIRE HEALTH AND EDUCATION NEW HAMPSHIRE HEALTH & ED 0.129998% 644614SA8 Variable Rate Demand Note First Tier Security Moody VMG1 2013-06-05 2013-06-07 Y NEW HAMPSHIRE HEALTH AND EDUCATION N/A No Rating N N 2945000.00 2945000.00 0.0008 No Additional Information N 2945000.00 2945000.00 NEW MEXICO FINANCE AUTHORITY NEW MEXICO FIN AUTH ST 0.157806% 64711RFT8 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-06 2013-06-07 Y NEW MEXICO FINANCE AUTHORITY N/A No Rating Y ROYAL BANK OF CANADA N/A NR N 3600000.00 3600000.00 0.0010 No Additional Information N 3600000.00 3600000.00 NEW YORK LIFE CAP CORP NEW YORK LIFE CAP CORP 0.140046% 64951WUJ1 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-18 2013-07-18 N N N 4600000.00 4599159.22 0.0012 No Additional Information N 4599034.00 4599034.00 NEW YORK LIFE CAP CORP NEW YORK LIFE CAP CORP 0.14% 64951WV19 Financial Company Commercial Paper First Tier Security Moody P-1 2013-08-01 2013-08-01 N N N 18640000.00 18635578.18 0.0049 No Additional Information N 18634035.20 18634035.20 NEW YORK CITY NEW YORK CITY 0.0799971% 64966JQR0 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-03 2013-06-03 Y NEW YORK CITY N/A No Rating Y BANK OF NEW YORK N/A NR N 5765000.00 5765000.00 0.0015 No Additional Information N 5765000.00 5765000.00 NEW YORK ST ENERGY RESH NEW YORK ST 0.0999991% 64984EDH5 Variable Rate Demand Note First Tier Security Moody AA2 2013-06-05 2013-06-07 Y NEW YORK ST ENERGY RESH N/A No Rating N N 6300000.00 6300000.00 0.0017 No Additional Information N 6300000.00 6300000.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.210146% 67983TV11 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-01 2013-08-01 N N N 20350000.00 20342758.79 0.0054 No Additional Information N 20348168.50 20348168.50 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.21% 67983TVE3 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-14 2013-08-14 N N N 13775000.00 13769053.79 0.0037 No Additional Information N 13773347.00 13773347.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.200138% 67983TVT0 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-27 2013-08-27 N N N 39540000.00 39520889.00 0.0105 No Additional Information N 39533278.20 39533278.20 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.2% 67983TWH5 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-09-17 2013-09-17 N N N 41000000.00 40975400.00 0.0109 No Additional Information N 40986470.00 40986470.00 OLD LINE FUNDING LLC OLD LINE FD LC CP 10/15/3 0.230232% 67983TXF8 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-10-15 2013-10-15 N N N 35625000.00 35594045.83 0.0094 No Additional Information N 35605050.00 35605050.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.24% 67983TYT7 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-27 2013-11-27 N N N 17690000.00 17668889.93 0.0047 No Additional Information N 17673194.50 17673194.50 PIMA COUNTY ARIZONA PIMA CTY ARIZONA 0.169999% 721774AJ6 Variable Rate Demand Note First Tier Security Moody P-1 2013-06-05 2013-06-07 Y PIMA CTY ARIZONA N/A No Rating N N 4800000.00 4800000.00 0.0013 No Additional Information N 4800000.00 4800000.00 PRUDENTIAL PLC PRUDENTIAL PLC 0.2% 7443M2UN4 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-22 2013-07-22 N N N 35710000.00 35699882.17 0.0095 No Additional Information N 35700001.20 35700001.20 RHODE ISLAND HEALTH AND EDUCATIONAL BUILDING CORP RHODE ISLAND HLTH AND EDU 0.129998% 762197CG4 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-05 2013-06-07 Y RHODE ISLAND HLTH AND EDU N/A No Rating N N 5460000.00 5460000.00 0.0014 No Additional Information N 5460000.00 5460000.00 ROYAL BANK OF CANADA ROYAL BK CANADA 2.1% MTN 2.1% 78008HX96 Other Note First Tier Security Moody AA3 2013-07-29 2013-07-29 N Y ROYAL BANK OF CANADA N/A NR N 435000.00 436281.07 0.0001 No Additional Information N 436096.20 436096.20 SACRAMENTO CALIFORNIA MUNICIPAL UTIL SACRAMENTO CA UTILITY 0.0999991% 786005SD1 Variable Rate Demand Note First Tier Security Standard & Poor AAA 2013-06-06 2013-06-07 Y SACRAMENTO CALIFORNIA MUNICIPAL UTIL N/A No Rating N N 4750000.00 4750000.00 0.0013 No Additional Information N 4750000.00 4750000.00 SIMMONS COLLEGE MASSACHUSETTS SIMMONS COLLEGE MASS DS 0.159998% 828697AA0 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-03 2013-06-03 Y SIMMONS COLLEGE MASS DS N/A No Rating Y TD BANKNORTH NA N/A NR N 2760000.00 2760000.00 0.0007 No Additional Information N 2760000.00 2760000.00 SKANDINAV ENSKILDA BANK SKANDINAV ENSKILDA BANK 0.205075% 83050TTR2 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-25 2013-06-25 N N N 26560000.00 26556370.14 0.0070 No Additional Information N 26558406.40 26558406.40 SKANDINAV ENSKILDA BK NY SKANDINAV ENSKILDA BK NY 0.97% 83051A4N8 Certificate of Deposit First Tier Security Moody P-1 2013-07-23 2013-07-23 N N N 10865000.00 10876580.12 0.0029 No Additional Information N 10877929.35 10877929.35 SKANDINAV ENSKILDA BK NY SKANDINAV ENSKILDA BK NY 0.35% 83051HFH4 Certificate of Deposit First Tier Security Moody P-1 2013-07-23 2013-07-23 N N N 15575000.00 15577692.83 0.0041 No Additional Information N 15579361.00 15579361.00 SKANDINAV ENSKILDA BK NY SKANDINAV ENSKILDA BK NY 0.2% 83051HKR6 Certificate of Deposit First Tier Security Moody P-1 2013-08-15 2013-08-15 N N N 55000000.00 55000000.00 0.0146 No Additional Information N 54997800.00 54997800.00 SOUTH CAROLINA JOBS - ECONOMIC SC JOBS VAR-(W) 0.119997% 83703FCR1 Variable Rate Demand Note First Tier Security Moody AA- 2013-06-05 2013-06-07 Y SC JOBS VAR-(W) N/A No Rating Y BRANCH BANKING & TRUST N/A NR N 3750000.00 3750000.00 0.0010 No Additional Information N 3750000.00 3750000.00 ST LOUIS MO CULTURAL FACILITIES REVENUE ST LOUIS MO INDL DEV RB 0.129998% 85231UAA3 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y ST LOUIS MO INDL DEV RB N/A No Rating Y US BANK N.A. N/A NR N 3940000.00 3940000.00 0.0010 No Additional Information N 3940000.00 3940000.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.23% 86562CFE7 Certificate of Deposit First Tier Security Moody P-1 2013-07-16 2013-07-16 N N N 18990000.00 18990000.00 0.0050 No Additional Information N 18990569.70 18990569.70 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.23% 86562CHE5 Certificate of Deposit First Tier Security Moody P-1 2013-08-01 2013-08-01 N N N 10000000.00 10000000.00 0.0027 No Additional Information N 9999700.00 9999700.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.23% 86562CLH3 Certificate of Deposit First Tier Security Moody P-1 2013-08-14 2013-08-14 N N N 73700000.00 73700000.00 0.0195 No Additional Information N 73697052.00 73697052.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.24% 86562CMW9 Certificate of Deposit First Tier Security Moody P-1 2013-09-18 2013-09-18 N N N 5200000.00 5199999.82 0.0014 No Additional Information N 5199688.00 5199688.00 SUMITOMO MITSUI TRUST & BANKING COMPANY SUMITOMO MITSUI BANK NY 0.31% 86562DX96 Certificate of Deposit First Tier Security Moody P-1 2013-07-09 2013-07-09 N N N 4400000.00 4400324.00 0.0012 No Additional Information N 4400484.00 4400484.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.285% 86958CQZ0 Certificate of Deposit First Tier Security Moody P-1 2013-07-24 2013-07-24 N N N 7215000.00 7216219.36 0.0019 No Additional Information N 7216010.10 7216010.10 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.235% 86958CSE5 Certificate of Deposit First Tier Security Moody P-1 2013-06-05 2013-06-05 N N N 61000000.00 61000711.05 0.0162 No Additional Information N 61000610.00 61000610.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.205% 86958CVX9 Certificate of Deposit First Tier Security Moody P-1 2013-07-12 2013-07-12 N N N 5000000.00 5000028.40 0.0013 No Additional Information N 5000100.00 5000100.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.205% 86958CWE0 Certificate of Deposit First Tier Security Moody P-1 2013-07-16 2013-07-16 N N N 37000000.00 37000231.13 0.0098 No Additional Information N 37000740.00 37000740.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.21% 86958CYB4 Certificate of Deposit First Tier Security Moody P-1 2013-09-20 2013-09-20 N N N 11840000.00 11840364.45 0.0031 No Additional Information N 11840000.00 11840000.00 SWEDBANK SWEDBANK 0.13% 87019RTU0 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-28 2013-06-28 N N N 3925000.00 3924617.31 0.0010 No Additional Information N 3924568.25 3924568.25 State of Texas TEXAS STATE 0.138082% 8827196Y8 Variable Rate Demand Note First Tier Security Moody P-1 2013-06-05 2013-06-07 Y TEXAS STATE N/A No Rating N N 400000.00 400000.00 0.0001 No Additional Information N 400000.00 400000.00 State of Texas TEXAS STATE 0.147942% 882719A72 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-05 2013-06-07 Y TEXAS STATE N/A No Rating N N 1000000.00 1000000.00 0.0003 No Additional Information N 1000000.00 1000000.00 TEXAS ST TEXAS STATE 0.150001% 8827202R5 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-04 2013-06-07 Y TEXAS ST N/A No Rating N N 3780000.00 3780000.00 0.0010 No Additional Information N 3780000.00 3780000.00 TEXAS ST TEXAS STATE 0.190001% 882720EF8 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-04 2013-06-07 Y TEXAS ST N/A No Rating N N 3775000.00 3775000.00 0.0010 No Additional Information N 3775000.00 3775000.00 TEXAS ST TEXAS STATE 0.159998% 882720FU4 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-04 2013-06-07 Y TEXAS ST N/A No Rating N N 3025000.00 3025000.00 0.0008 No Additional Information N 3025000.00 3025000.00 TEXAS TRAN TEXAS STATE 0.190001% 882721BF9 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-04 2013-06-07 Y TEXAS TRAN N/A No Rating N N 4035000.00 4035000.00 0.0011 No Additional Information N 4035000.00 4035000.00 TEXAS TRAN TEXAS STATE 0.139999% 882721BN2 Variable Rate Demand Note First Tier Security Moody VMG1 2013-06-06 2013-06-07 Y TEXAS TRAN N/A No Rating N N 5710000.00 5710000.00 0.0015 No Additional Information N 5710000.00 5710000.00 TEXAS STATE TEXAS STATE 0.149997% 882722LC3 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-05 2013-06-07 Y TEXAS STATE N/A No Rating Y STATE OF TEXAS N/A NR N 9090000.00 9090000.00 0.0024 No Additional Information N 9090000.00 9090000.00 TEXAS STATE TEXAS STATE 0.147942% 882722YW5 Variable Rate Demand Note First Tier Security Moody VMG1 2013-06-05 2013-06-07 Y TEXAS STATE N/A No Rating Y JP MORGAN CHASE BANK N/A NR N 2395000.00 2395000.00 0.0006 No Additional Information N 2395000.00 2395000.00 TEXAS STATE TEXAS STATE 0.149997% 882722YY1 Variable Rate Demand Note First Tier Security Moody VMG1 2013-06-05 2013-06-07 Y TEXAS STATE N/A No Rating Y JP MORGAN CHASE BANK N/A NR N 5045000.00 5045000.00 0.0013 No Additional Information N 5045000.00 5045000.00 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.210151% 88602TV91 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-09 2013-08-09 N N N 1571000.00 1570367.67 0.0004 No Additional Information N 1570434.44 1570434.44 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.210143% 88602TVE0 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-14 2013-08-14 N N N 24110000.00 24099592.52 0.0064 No Additional Information N 24100597.10 24100597.10 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.22% 88602TVF7 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-08-15 2013-08-15 N N N 33345000.00 33329716.87 0.0088 No Additional Information N 33331995.45 33331995.45 TORONTO DOMINION BANK TORONTO DOMINION BANK NY 0.23% 89112WW45 Certificate of Deposit First Tier Security Moody P-1 2013-11-12 2013-11-12 N N N 50000000.00 50000000.00 0.0132 No Additional Information N 50013500.00 50013500.00 TOYOTA MOTOR CREDIT CORPORATION TOYOTA CREDIT CANADA 0.21015% 89232CVF0 Financial Company Commercial Paper First Tier Security Moody P-1 2013-08-15 2013-08-15 N N N 41750000.00 41731734.38 0.0111 No Additional Information N 41744572.50 41744572.50 TOYOTA MOTOR CREDIT CORPORATION TOYOTA CREDIT CANADA 0.210153% 89232CVK9 Financial Company Commercial Paper First Tier Security Moody P-1 2013-08-19 2013-08-19 N N N 35000000.00 34983870.84 0.0093 No Additional Information N 34995100.00 34995100.00 TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORP 0.240213% 89233GT71 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-07 2013-06-07 N N N 25000000.00 24999000.00 0.0066 No Additional Information N 24999750.00 24999750.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.375% 89233P4H6 Other Note First Tier Security Moody AA3 2013-08-12 2013-08-12 N N N 898000.00 899933.81 0.0002 No Additional Information N 899733.14 899733.14 TOYOTA CREDIT TOYOTA CRED PUERTO RICO 0.220161% 8923A0UH4 Financial Company Commercial Paper First Tier Security Moody P-1 2013-07-17 2013-07-17 N N N 31000000.00 30991285.56 0.0082 No Additional Information N 30997830.00 30997830.00 US BANCORP US BANCORP 2% 91159HGW4 Other Note First Tier Security Moody A1 2013-06-14 2013-06-14 N Y GENERAL ELECTRIC CAPITAL CORP. N/A NR N 1685000.00 1686020.09 0.0005 No Additional Information N 1685741.40 1685741.40 UNIVERSITY OF TEXAS UNIVERSITY TEX UNIV REVS 0.0799971% 915137T86 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-06 2013-06-07 Y UNIVERSITY OF TEXAS N/A No Rating N N 8225000.00 8225000.00 0.0022 No Additional Information N 8225000.00 8225000.00 VERMONT STATE STUDENT ASSISTANCE VT STD ASST (S15/TH) 0.149997% 92428CFJ8 Variable Rate Demand Note First Tier Security Moody AAA 2013-06-06 2013-06-07 Y VERMONT STATE STUDENT ASSISTANCE N/A No Rating Y BANK OF NEW YORK N/A NR N 6980000.00 6980000.00 0.0019 No Additional Information N 6980000.00 6980000.00 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.17% 92646KU18 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-07-01 2013-07-01 N N N 35000000.00 34995041.66 0.0093 No Additional Information N 34994750.00 34994750.00 WESTPAC BANKING-ADR WESTPAC SECURITIES 2.1% 961214BM4 Other Note First Tier Security Moody AA2 2013-08-02 2013-08-02 N N N 2310000.00 2317159.67 0.0006 No Additional Information N 2316699.00 2316699.00 WESTPAC SECURITIES LIMITED WESTPAC SECURITIES 0.300418% 96122GT54 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-05 2013-06-05 N N N 39695000.00 39693701.25 0.0105 No Additional Information N 39695000.00 39695000.00 Wisconsin Housing & Economic Dev Authority WISCONSIN HSG & ECONOMIC 0.138082% 97689P2K3 Variable Rate Demand Note First Tier Security Moody AA2 2013-06-06 2013-06-07 Y WISCONSIN HSG & ECONOMIC N/A No Rating N N 915000.00 915000.00 0.0002 No Additional Information N 915000.00 915000.00 WISCONSIN ST HEALTH & EDUCATION WISCONSIN ST HEALTH & EDL 0.129998% 97710V3X4 Variable Rate Demand Note First Tier Security Moody AA3 2013-06-05 2013-06-07 Y WISCONSIN ST HEALTH & EDUCATION N/A No Rating Y PNC BANK NA N/A NR N 8300000.00 8300000.00 0.0022 No Additional Information N 8300000.00 8300000.00 WISCONSIN ST HEALTH & EDUCATION WISCONSIN ST HEALTH & EDL 0.109996% 97710VND6 Variable Rate Demand Note First Tier Security Moody AA1 2013-06-05 2013-06-07 Y WISCONSIN ST HEALTH & EDUCATION N/A No Rating Y US BANK N.A. N/A NR N 2595000.00 2595000.00 0.0007 No Additional Information N 2595000.00 2595000.00 WORKING CAPITAL MANAGEMENT WORKING CAPITAL MGMT 0.200036% 98137RTA8 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-10 2013-06-10 N N N 16075000.00 16074196.25 0.0043 No Additional Information N 16074517.75 16074517.75 WORKING CAPITAL MANAGEMENT WORKING CAPITAL MGMT 0.200036% 98137RTB6 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-11 2013-06-11 N N N 37990000.00 37987889.45 0.0101 No Additional Information N 37988480.40 37988480.40 WORKING CAPITAL MANAGEMENT WORKING CAPITAL MGMT 0.2% 98137RTR1 Financial Company Commercial Paper First Tier Security Moody P-1 2013-06-25 2013-06-25 N N N 5130000.00 5129316.00 0.0014 No Additional Information N 5129487.00 5129487.00 BANK OF TOKYO MITSUBISHI BANK OF TOKYO-MITSUBISHI 0.1% PP981G618 Certificate of Deposit First Tier Security Moody P-1 2013-06-03 2013-06-03 N N N 14000000.00 14000000.00 0.0037 No Additional Information N 14000000.00 14000000.00 LLOYD'S BANK LLOYDS TSB BANK PLC NY 0.08% PP981G626 Certificate of Deposit First Tier Security Moody P-1 2013-06-03 2013-06-03 N N N 109000000.00 109000000.00 0.0289 No Additional Information N 109000000.00 109000000.00 CITIBANK CITIBANK CANADA 0.1% PP981G6I1 Certificate of Deposit First Tier Security Standard & Poor A-1 2013-06-03 2013-06-03 N N N 106000000.00 106000000.00 0.0281 No Additional Information N 106000000.00 106000000.00 NORTHERN TRUST NORTHERN TRUST CO CAYMAN 0.01% PP981G6K6 Certificate of Deposit First Tier Security Moody P-1 2013-06-03 2013-06-03 N N N 60000000.00 60000000.00 0.0159 No Additional Information N 60000000.00 60000000.00 WELLS FARGO & COMPANY WELLS FARGO REPO 0.18% WELLOPN34 Other Repurchase Agreement N J P MORGAN CHASE & CO MTN BE SR NT 1.65%13 2013-09-30 1.65 Other Repurchase Agreement 247562.00 249348.36 GENERAL ELEC CAP CORP MTN BE FR 1.625%070215 2015-07-02 1.625 Other Repurchase Agreement 388320.00 397284.64 FINANCING CORP CPN FICO STRIPS 12 BD18 12/06/15 2015-12-06 0 Other Repurchase Agreement 230915.00 226633.84 DISCOVERY COMMUNICATIONS LLC SR NT 4.375%21 2021-06-15 4.375 Other Repurchase Agreement 2535.00 2809.83 DISNEY WALT CO MTNS BE GLBL NT-E0.45%15 2015-12-01 0.45 Other Repurchase Agreement 1500000.00 1497093.75 WESTPAC BKG CORP NT 3%15 2015-08-04 3 Other Repurchase Agreement 2624000.00 2775116.16 WESTERN UN CO CR SEN SR NT 15 2015-12-10 2.375 Other Repurchase Agreement 1481000.00 1519700.38 WALGREEN CO SR NT 4.875%13 2013-08-01 4.875 Other Repurchase Agreement 685504.00 701236.32 U S BANCORP MTNS BK ENT FR 3%031522 2022-03-15 3 Other Repurchase Agreement 5167000.00 5277332.67 REALTY INCOME CORP NT 5.95%16 2016-09-15 5.95 Other Repurchase Agreement 834377.00 962771.86 PROLOGIS SR NT 5.625%16 2016-11-15 5.625 Other Repurchase Agreement 2566585.00 2916538.86 JPMORGAN CHASE & CO SR NT 4.65%14 2014-06-01 4.65 Other Repurchase Agreement 732834.00 779566.82 CITIGROUP INC SR NT 6%13 2013-12-13 6 Other Repurchase Agreement 1051000.00 1110073.21 BANK NEW YORK MTN BK ENT VR 102512-102315 2015-10-23 0.5061 Other Repurchase Agreement 1513526.00 1515484.83 ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 17 2017-04-03 2.625 Other Repurchase Agreement 1929000.00 1960421.80 First Tier Security Moody AAA 2013-06-03 2013-06-03 N N N 20855000.00 20855000.00 0.0055 No Additional Information N 20855000.00 20855000.00