N-MFP LIVE N 2013-10-31 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 61 4355982331.86 202942049.83 910837.41 4558013544.28 0.0017 1.0001 2013-10-31 1.0001 2013-10-31 C000022546 1.00 4393052290.04 1.00 31937281.19 2863754580.30 2831817299.11 0.0001 1.0001 2013-10-31 1.0001 2013-10-31 C000022547 1.00 110199252.51 1.00 5592839.85 40031781.96 34438942.11 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000022548 1.00 27118952.29 1.00 -1263094.44 22590019.40 23853113.84 0.0001 1.0001 2013-10-31 1.0001 2013-10-31 C000022550 1.00 4920489.91 1.00 -286740.49 3863600.73 4150341.22 0.0001 1.0002 2013-10-31 1.0002 2013-10-31 C000022549 1.00 22722559.53 1.00 -952196.59 3003723.28 3955919.87 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 ANZ NEW ZEALAND INTL ANZ NEW ZEALAND INTL 0.190001% 00182HBU5 Certificate of Deposit First Tier Security Moody P-1 2013-11-24 2014-02-24 N N N 18995000.00 18994518.91 0.0042 No Additional Information N 18996899.50 18996899.50 ASB FINANCE LIMITED ASB FINANCE LTD LONDON 0.250323% 0020P2Y42 Financial Company Commercial Paper First Tier Security Moody P-1 2013-11-04 2013-11-04 N N N 12345000.00 12344742.81 0.0027 No Additional Information N 12344876.55 12344876.55 ASB FINANCE LTD LONDON ASB FINANCE LTD LONDON 0.25% 0020P3BU7 Financial Company Commercial Paper First Tier Security Moody P-1 2014-02-28 2014-02-28 N N N 1805000.00 1803508.37 0.0004 No Additional Information N 1803736.50 1803736.50 ASB FINANCE LTD LONDON ASB FINANCE LTD LONDON 0.23% 0020P3C44 Financial Company Commercial Paper First Tier Security Moody P-1 2014-03-04 2014-03-04 N N N 48550000.00 48511847.79 0.0106 No Additional Information N 48514073.00 48514073.00 ALBION CAPITAL LLC ALBION CAPITAL LLC 0.17% 01329WY47 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-04 2013-11-04 N N N 14220000.00 14219798.55 0.0031 No Additional Information N 14219857.80 14219857.80 ALBION CAPITAL LLC ALBION CAPITAL LLC 0.22% 01329WYF2 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-15 2013-11-15 N N N 22550000.00 22548070.72 0.0050 No Additional Information N 22548872.50 22548872.50 AUST & NZ BANKING GROUP AUST & NZ BANKING GROUP 0.983599% 05252ABH3 Certificate of Deposit First Tier Security Moody AA2 2014-01-10 2014-01-10 N N N 1385000.00 1387095.97 0.0003 No Additional Information N 1387216.00 1387216.00 BHP BILLITON FIN USA LTD BHP BILLITON FIN USA LTD 0.13% 0554M2ZJ9 Financial Company Commercial Paper First Tier Security Moody P-1 2013-12-18 2013-12-18 N N N 8000000.00 7998642.22 0.0018 No Additional Information N 7998240.00 7998240.00 BNZ INTERNATIONAL FUNDING BNZ INTERNATIONAL FNDNG 0.24% 0556X1D25 Financial Company Commercial Paper First Tier Security Moody P-1 2014-04-02 2014-04-02 N N N 2781000.00 2778181.92 0.0006 No Additional Information N 2778497.10 2778497.10 BNZ INTERNATIONAL FUNDING BNZ INTERNATIONAL FNDNG 0.24% 0556X1DB5 Financial Company Commercial Paper First Tier Security Moody P-1 2014-04-11 2014-04-11 N N N 28335000.00 28304587.10 0.0062 No Additional Information N 28307798.40 28307798.40 BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 0.192499% 06366AF64 Certificate of Deposit First Tier Security Moody P-1 2013-11-22 2014-04-22 N N N 35000000.00 35000000.00 0.0077 No Additional Information N 34996850.00 34996850.00 BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 0.2% 06366AKT8 Certificate of Deposit First Tier Security Moody P-1 2013-11-12 2013-11-12 N N N 45755000.00 45755139.45 0.0100 No Additional Information N 45756830.20 45756830.20 BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 0.18% 06366AYK2 Certificate of Deposit First Tier Security Moody P-1 2013-12-27 2013-12-27 N N N 30000000.00 29999999.96 0.0066 No Additional Information N 30002700.00 30002700.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 2.375% 064149B97 Other Note First Tier Security Moody AA2 2013-12-17 2013-12-17 N N N 10703000.00 10730868.33 0.0024 No Additional Information N 10729757.50 10729757.50 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.49585% 06417E4R1 Certificate of Deposit First Tier Security Standard & Poor A+ 2014-01-03 2014-01-03 N N N 628000.00 628295.88 0.0001 No Additional Information N 628213.52 628213.52 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.190001% 06417F2D1 Certificate of Deposit First Tier Security Moody AA2 2013-11-01 2014-02-28 N N N 42000000.00 42000000.00 0.0092 No Additional Information N 42011340.00 42011340.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.18% 06417F2T6 Certificate of Deposit First Tier Security Moody AA2 2013-11-01 2014-03-05 N N N 43000000.00 43000000.00 0.0094 No Additional Information N 43004730.00 43004730.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.181001% 06417F5C0 Certificate of Deposit First Tier Security Moody AA2 2013-11-28 2014-03-27 N N N 30000000.00 30000000.00 0.0066 No Additional Information N 29997900.00 29997900.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.190001% 06417FY87 Other Note First Tier Security Moody AA2 2013-11-01 2014-02-21 N N N 48000000.00 48000000.00 0.0105 No Additional Information N 48012000.00 48012000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.190001% 06417FZ86 Certificate of Deposit First Tier Security Moody AA2 2013-11-01 2014-02-24 N N N 25000000.00 25000000.00 0.0055 No Additional Information N 25006250.00 25006250.00 BANK TOKYO-MIT UFJ NY BANK TOKYO-MIT UFJ NY 0.21% 06538GAG7 Certificate of Deposit First Tier Security Moody P-1 2013-12-02 2013-12-02 N N N 25000000.00 25000000.00 0.0055 No Additional Information N 25000500.00 25000500.00 BANK TOKYO-MIT UFJ NY BANK TOKYO-MIT UFJ NY 0.21% 06538GCZ3 Certificate of Deposit First Tier Security Moody P-1 2013-12-23 2013-12-23 N N N 38800000.00 38800557.84 0.0085 No Additional Information N 38801164.00 38801164.00 BANK TOKYO-MIT UFJ NY BANK TOKYO-MIT UFJ NY 0.25% 06538GDA7 Certificate of Deposit First Tier Security Moody P-1 2014-02-21 2014-02-21 N N N 7000000.00 7000651.37 0.0015 No Additional Information N 7000630.00 7000630.00 BANK TOKYO-MIT UFJ NY BANK TOKYO-MIT UFJ NY 0.21% 06538GGJ5 Certificate of Deposit First Tier Security Moody P-1 2014-01-13 2014-01-13 N N N 69800000.00 69800000.00 0.0153 No Additional Information N 69800000.00 69800000.00 CALLEGUAS-LAS VIRGENES CA CALLEGUAS-LAS VIRGINES 0.0500014% 13124CEC7 Variable Rate Demand Note First Tier Security Moody AA3 2013-11-07 2013-11-07 Y CALLEGUAS-LAS VIRGINES N/A No Rating Y WELLS FARGO BANK N/A NR N 3385000.00 3385000.00 0.0007 No Additional Information N 3385000.00 3385000.00 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UA97 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-01-09 2014-01-09 N N N 23080000.00 23069383.20 0.0051 No Additional Information N 23075384.00 23075384.00 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UAM8 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-01-21 2014-01-21 N N N 8060000.00 8055647.60 0.0018 No Additional Information N 8057823.80 8057823.80 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UAN6 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-01-22 2014-01-22 N N N 22680000.00 22667601.60 0.0050 No Additional Information N 22673649.60 22673649.60 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UBK1 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-19 2014-02-19 N N N 13175000.00 13165338.33 0.0029 No Additional Information N 13168807.75 13168807.75 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UBS4 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-26 2014-02-26 N N N 27735000.00 27713366.70 0.0061 No Additional Information N 27720577.80 27720577.80 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UC46 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-03-04 2014-03-04 N N N 12865000.00 12854450.70 0.0028 No Additional Information N 12857666.95 12857666.95 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UCR5 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-03-25 2014-03-25 N N N 6376000.00 6369879.04 0.0014 No Additional Information N 6371026.72 6371026.72 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UD11 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-01 2014-04-01 N N N 7685000.00 7677263.76 0.0017 No Additional Information N 7678467.75 7678467.75 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.24% 15963UD29 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-02 2014-04-02 N N N 16515000.00 16498264.80 0.0036 No Additional Information N 16500797.10 16500797.10 CHASE BANK CHASE BANK USA NA 0.25% 16144RUC5 Certificate of Deposit First Tier Security Moody P-1 2014-04-25 2014-04-25 N N N 38000000.00 38000000.00 0.0083 No Additional Information N 38000000.00 38000000.00 CLEVELAND OHIO WATERWORKS REV CLEVELAND OH WATER (MB/M) 0.0900017% 186432L24 Variable Rate Demand Note First Tier Security Moody AA1 2013-11-07 2013-11-07 Y CLEVELAND OH WATER (MB/M) N/A No Rating Y BANK OF NEW YORK MELLON N/A NR N 5425000.00 5425000.00 0.0012 No Additional Information N 5425000.00 5425000.00 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 17999730.00 0.0040 No Additional Information N 17999820.00 17999820.00 COCA-COLA COMPANY COCA-COLA CO 0.13% 19121BAP4 Other Commercial Paper First Tier Security Moody P-1 2014-01-23 2014-01-23 N N N 15615000.00 15610319.84 0.0034 No Additional Information N 15611564.70 15611564.70 COCA-COLA COMPANY COCA-COLA CO 0.22% 19121BB32 Other Commercial Paper First Tier Security Moody P-1 2014-02-03 2014-02-03 N N N 19530000.00 19518781.10 0.0043 No Additional Information N 19524531.60 19524531.60 COCA-COLA COMPANY COCA-COLA CO 0.18% 19121BCH0 Other Commercial Paper First Tier Security Moody P-1 2014-03-17 2014-03-17 N N N 27645000.00 27628812.31 0.0061 No Additional Information N 27630624.60 27630624.60 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.200002% 196479DK2 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-01 2013-11-07 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 0.15% 196479HT9 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 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 0.120001% 196479JL4 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 Y COLORADO HOUSING N/A No Rating N N 2365000.00 2365000.00 0.0005 No Additional Information N 2365000.00 2365000.00 COLORADO HOUSING COLORADO HSG & FIN AUTH 0.129998% 196479PP8 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 Y COLORADO HOUSING N/A No Rating N N 900000.00 900000.00 0.0002 No Additional Information N 900000.00 900000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUSTRALIA 0.264352% 20272AEC6 Certificate of Deposit First Tier Security Moody P-1 2014-01-04 2014-03-28 N N N 61325000.00 61344719.82 0.0135 No Additional Information N 61348303.50 61348303.50 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUSTRALIA 0.177998% 20272AFC5 Certificate of Deposit First Tier Security Moody P-1 2013-11-04 2014-04-03 N N N 21600000.00 21599092.09 0.0047 No Additional Information N 21598272.00 21598272.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUSTRALIA 0.983902% 2027A0FP9 Other Note First Tier Security Moody AA2 2013-12-17 2014-03-17 N N N 4750000.00 4763982.23 0.0011 No Additional Information N 4764107.50 4764107.50 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUSTRALIA 2.125% 2027A0FQ7 Other Note First Tier Security Moody AA2 2014-03-17 2014-03-17 N N N 2980000.00 3000943.24 0.0007 No Additional Information N 2999370.00 2999370.00 DNB NOR BANK ASA DNB BANK ASA 0.33% 2332K1CA6 Financial Company Commercial Paper First Tier Security Moody P-1 2014-03-10 2014-03-10 N N N 4000000.00 3996273.34 0.0009 No Additional Information N 3997160.00 3997160.00 DNB NOR BANK ASA DNB BANK ASA 0.23% 2332K1D15 Financial Company Commercial Paper First Tier Security Moody P-1 2014-04-01 2014-04-01 N N N 7000000.00 6993246.95 0.0015 No Additional Information N 6993770.00 6993770.00 DNB NOR BANK ASA DNB BANK ASA 0.21% 23330LB21 Certificate of Deposit First Tier Security Moody P-1 2013-11-12 2013-11-12 N N N 99500000.00 99500000.00 0.0218 No Additional Information N 99503980.00 99503980.00 DNB NOR BANK ASA DNB BANK ASA 0.24% 23330LJ72 Certificate of Deposit First Tier Security Moody P-1 2014-03-04 2014-03-04 N N N 24000000.00 24000000.00 0.0053 No Additional Information N 24002400.00 24002400.00 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 3939908.07 0.0009 No Additional Information N 3939960.60 3939960.60 FCAR OWNER TRUST I FCAR OWNER TRUST I 0.190123% 3024A1B36 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-03 2014-02-03 N N N 2555000.00 2553265.44 0.0006 No Additional Information N 2553696.95 2553696.95 FCAR OWNER TRUST I FCAR OWNER TRUST I 0.26% 3024A1B77 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-07 2014-02-07 N N N 10920000.00 10912271.07 0.0024 No Additional Information N 10913994.00 10913994.00 FCAR OWNER TRUST I FCAR OWNER TRUST I 0.25% 3024A1D18 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-01 2014-04-01 N N N 400000.00 399597.34 0.0001 No Additional Information N 399592.00 399592.00 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 30386572.68 0.0067 No Additional Information N 30388480.50 30388480.50 FCAR OWNER TRUST II FCAR OWNER TRUST II 0.28% 3024A6ZB1 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-12-11 2013-12-11 N N N 4616000.00 4614563.91 0.0010 No Additional Information N 4615169.12 4615169.12 FCAR OWNER TRUST II FCAR OWNER TRUST II 0.26% 3024A6ZG0 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-12-16 2013-12-16 N N N 12020000.00 12016093.50 0.0026 No Additional Information N 12017596.00 12017596.00 FCAR OWNER TRUST II FCAR OWNER TRUST II 0.27% 3024A7B33 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-03 2014-02-03 N N N 13483000.00 13473494.49 0.0030 No Additional Information N 13476932.65 13476932.65 FAIRWAY FINANCE FAIRWAY FINANCE 0.2% 30601WBJ7 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-18 2014-02-18 N N N 12830000.00 12822230.72 0.0028 No Additional Information N 12821403.90 12821403.90 FAIRWAY FINANCE FAIRWAY FINANCE 0.178099% 30601YNB7 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-30 2014-03-31 N N N 6680000.00 6680000.00 0.0015 No Additional Information N 6679799.60 6679799.60 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.169999% 313379CK3 Government Agency Debt First Tier Security Moody AAA 2013-11-01 2013-11-08 N Y FEDERAL HOME LOAN BANK N/A NR N 14705000.00 14704885.63 0.0032 No Additional Information N 14705147.05 14705147.05 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 1840113.33 0.0004 No Additional Information N 1840220.80 1840220.80 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 4045416.00 0.0009 No Additional Information N 4045768.55 4045768.55 FEDERAL HOME LOAN BANK * FHLB FLOATING NOTE 0.18% 313379KT5 Government Agency Debt First Tier Security Moody AAA 2013-11-01 2013-12-06 N Y FEDERAL HOME LOAN BANK N/A NR N 17505000.00 17504660.12 0.0038 No Additional Information N 17507100.60 17507100.60 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 1275089.77 0.0003 No Additional Information N 1275165.75 1275165.75 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.154001% 3133EC2G8 Government Agency Debt First Tier Security Moody AAA 2013-11-14 2014-07-14 N Y FEDERAL FARM CREDIT BANK N/A NR N 37015000.00 37009747.37 0.0081 No Additional Information N 37026104.50 37026104.50 FEDERAL FARM CREDIT BANK * FFCB FLOATING NOTE 0.23% 3133ECKJ2 Government Agency Debt First Tier Security Moody AAA 2013-11-01 2015-04-01 N Y FEDERAL FARM CREDIT BANK N/A NR N 2850000.00 2850000.00 0.0006 No Additional Information N 2851539.00 2851539.00 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 3687231.77 0.0008 No Additional Information N 3687678.75 3687678.75 FEDERAL HOME LOAN MORTGAGE CORP * FHLMC FLOATING NOTE 0.380002% 3134G3AG5 Government Agency Debt First Tier Security Moody AAA 2013-11-01 2013-11-18 N Y FEDERAL HOME LOAN MORTGAGE COMPANY N/A NR N 28310000.00 28309733.63 0.0062 No Additional Information N 28313397.20 28313397.20 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.182498% 3135G0HB2 Government Agency Debt First Tier Security Moody AAA 2013-11-20 2015-01-20 N Y FANNIE MAE COLLATERAL N/A NR N 190000.00 190012.69 0.0000 No Additional Information N 190125.40 190125.40 FEDERAL NATIONAL MORTGAGE ASSOC * FNMA FLOATING NOTE 0.1525% 3135G0MH3 Government Agency Debt First Tier Security Moody AAA 2013-11-20 2014-06-20 N Y FANNIE MAE COLLATERAL N/A NR N 18235000.00 18232665.64 0.0040 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 2013-11-01 2014-01-27 N Y FANNIE MAE COLLATERAL N/A NR N 7000000.00 6999830.38 0.0015 No Additional Information N 7004200.00 7004200.00 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 2354305.14 0.0005 No Additional Information N 2354447.26 2354447.26 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.1% 34GMA1101 Government Agency Repurchase Agreement Y FNMA PASS-THRU ADJ LIBOR 3.584 20400501 2040-05-01 3.584 Government Agency Repurchase Agreement 200000000.00 51907383.95 FHLMC PC HYBRID ARM 2.203 20421201 2042-12-01 2.208 Government Agency Repurchase Agreement 26916187.00 24486636.53 FHLMC PC HYBRID ARM 2.308 20430801 2043-08-01 2.308 Government Agency Repurchase Agreement 6453136.00 6404649.29 FHLMC PC GUAR ADJ 30YR 2.798 20420501 2042-05-01 2.798 Government Agency Repurchase Agreement 58810011.00 55534115.16 First Tier Security Moody AAA 2013-11-01 2013-11-01 N N N 135620000.00 135620000.00 0.0298 No Additional Information N 135620000.00 135620000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.01% 34GMU1101 Treasury Repurchase Agreement Y UNITED STATES TREAS BDS TIPS 02.000%26 2026-01-15 2 Treasury Repurchase Agreement 133957200.00 184004040.30 First Tier Security Moody AAA 2013-11-01 2013-11-01 N N N 180396000.00 180396000.00 0.0396 No Additional Information N 180396000.00 180396000.00 GOLDMAN SACHS & CO * GOLDMAN SACHS REPO 0.1% 34GSX1101 Government Agency Repurchase Agreement Y FNMA PASS-THRU ADJ LIBOR 3.331 20401101 2040-11-01 3.331 Government Agency Repurchase Agreement 75543341.00 35294887.32 FNMA PASS-THRU ADJ LIBOR 2.527 20420701 2042-07-01 2.527 Government Agency Repurchase Agreement 1602970.00 1319445.05 FNMA PASS-THRU ADJ LIBOR 3.066 20420601 2042-06-01 3.066 Government Agency Repurchase Agreement 40930842.00 35193474.89 FHLMC PC HYBRID ARM 3.151 20431101 2043-11-01 3.1509 Government Agency Repurchase Agreement 25982191.00 27132468.07 First Tier Security Moody AAA 2013-11-01 2013-11-01 N N N 97000000.00 97000000.00 0.0213 No Additional Information N 97000000.00 97000000.00 RBC DAIN RAUSCHER RBC CAPITAL REPO 0.09% 34RBX1101 Government Agency Repurchase Agreement Y FHLMC PC GOLD CASH 20 5.500 20240101 2024-01-01 5.5 Government Agency Repurchase Agreement 1440000.00 175076.83 FHLMC PC GOLD PC 30YR 4.500 20430901 2043-09-01 4.5 Government Agency Repurchase Agreement 908183.00 972865.84 FHLMC PC GOLD PC 30YR 3.500 20430701 2043-07-01 3.5 Government Agency Repurchase Agreement 240279.00 240825.73 FHLMC PC GOLD PC 30YR 3.500 20430701 2043-07-01 3.5 Government Agency Repurchase Agreement 994700.00 1016436.66 GNMA PASS-THRU X SINGLE FAMILY 4.000 20411215 2041-12-15 4 Government Agency Repurchase Agreement 1080448.00 1008818.70 FNMA PASS-THRU ADJ LIBOR 3.365 20401001 2040-10-01 3.365 Government Agency Repurchase Agreement 175095.00 76392.60 FNMA PASS-THRU ADJ LIBOR 1.955 20360401 2036-04-01 1.955 Government Agency Repurchase Agreement 908374.00 576308.54 FNMA PASS-THRU ADJ LIBOR 3.620 20400601 2040-06-01 3.62 Government Agency Repurchase Agreement 3000000.00 1130253.65 FNMA PASS-THRU ADJ LIBOR 2.406 20400101 2040-01-01 2.406 Government Agency Repurchase Agreement 70513.00 28472.19 FHLMC PC II HYBRD ARM 5.279 20370601 2037-06-01 5.279 Government Agency Repurchase Agreement 104338.00 22803.23 FHLMC PC GOLD COMB 15 3.500 20261001 2026-10-01 3.5 Government Agency Repurchase Agreement 804948.00 777564.71 FHLMC PC GOLD COMB 15 4.000 20260601 2026-06-01 4 Government Agency Repurchase Agreement 492199.00 361591.40 FHLMC PC GOLD COMB 30 5.000 20380301 2038-03-01 5 Government Agency Repurchase Agreement 703296.00 118789.10 FHLMC PC HYBRID ARM 2.796 20411201 2041-12-01 2.793 Government Agency Repurchase Agreement 940821.00 672361.64 FHLMC PC HYBRID ARM 2.263 20421101 2042-11-01 2.262 Government Agency Repurchase Agreement 40898.00 38024.81 GNMA PASS-THRU X SINGLE FAMILY 5.500 20381015 2038-10-15 5.5 Government Agency Repurchase Agreement 949324.00 140153.63 FNMA PASS-THRU ADJ SINGLE 2.303 20320801 2032-08-01 2.303 Government Agency Repurchase Agreement 5774683.00 62618.52 FNMA PASS-THRU INT 15 YEAR 2.500 20280901 2028-09-01 2.5 Government Agency Repurchase Agreement 301517.00 304066.39 FNMA PASS-THRU INT 15 YEAR 3.000 20280901 2028-09-01 3 Government Agency Repurchase Agreement 235380.00 243598.59 FNMA PASS-THRU LNG 30 YEAR 3.500 20430901 2043-09-01 3.5 Government Agency Repurchase Agreement 1000000.00 1027367.04 FNMA PASS-THRU LNG 30 YEAR 4.000 20430701 2043-07-01 4 Government Agency Repurchase Agreement 1021986.00 1079008.73 FNMA PASS-THRU LNG 30 YEAR 3.500 20430701 2043-07-01 3.5 Government Agency Repurchase Agreement 70509.00 71773.51 FNMA PASS-THRU LNG 30 YEAR 3.500 20431001 2043-10-01 3.5 Government Agency Repurchase Agreement 190900.00 196712.27 FNMA PASS-THRU LNG 30 YEAR 3.500 20431001 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Repurchase Agreement 1948066.00 1829402.80 NATIONAL AUSTRALIA BK LTD REGS SR NT REGS 16 2016-07-27 3 Other Repurchase Agreement 1368207.00 1447526.52 NABORS INDS INC SR NT 5%20 2020-09-15 5 Other Repurchase Agreement 1819976.00 1936798.24 MANITOBA PROV CDA DEB 2.1%22 2022-09-06 2.1 Other Repurchase Agreement 1555088.00 1452325.19 ENTERPRISE PRODS OPER LLC GTD SR NT 3.2%16 2016-02-01 3.2 Other Repurchase Agreement 655565.00 692702.76 ENCANA HLDGS FIN CORP NT 5.8%14 2014-05-01 5.8 Other Repurchase Agreement 75310.00 79413.64 First Tier Security Moody AAA 2013-11-05 2013-11-05 N N N 39635000.00 39635000.00 0.0087 No Additional Information N 39635000.00 39635000.00 RBC DAIN RAUSCHER RBC CAPITAL REPO 0.13% 34RBX1107 Other Repurchase Agreement N AMER HONDA FIN CORP MTN BE144A NT 1.45%15 2015-02-27 1.45 Other Repurchase Agreement 210000.00 212815.63 VODAFONE GROUP PLC NEW NT 5.45%19 2019-06-01 5.45 Other Repurchase Agreement 856776.00 999879.73 SVENSKA HANDELSBANKEN AB FR 1.625%032118 2018-03-21 1.625 Other Repurchase Agreement 1645804.00 1629420.93 REYNOLDS AMERICAN INC SR NT 1.05%15 2015-10-30 1.05 Other Repurchase Agreement 2157279.00 2170123.80 PLAINS EXPL& PRODTN CO SR NT 8.625%19 2019-10-15 8.625 Other Repurchase Agreement 54095.00 60083.49 OVERSEA-CHINESE BKG CORP LTD FR 3.15%031123 2023-03-13 3.15 Other Repurchase Agreement 900000.00 912523.50 ONTARIO PROV CDA BD 2.7%15 2015-06-16 2.7 Other Repurchase Agreement 77000.00 80588.59 KOREA EXPRESSWAY CORP SR NT REG S 15 2015-03-23 4.5 Other Repurchase Agreement 100000.00 104854.00 JPMORGAN CHASE & CO SR NT 3.7%15 2015-01-20 3.7 Other Repurchase Agreement 260920.00 273013.78 HYDRO-QUEBEC DEB HS 9.4%21 2021-02-01 9.4 Other Repurchase Agreement 3000.00 4175.80 HOME DEPOT INC SR NT 5.4%16 2016-03-01 5.4 Other Repurchase Agreement 3109024.00 3468054.10 GLAXOSMITHKLINE CAP INC GTD NT 5.65%18 2018-05-15 5.65 Other Repurchase Agreement 8984.00 10710.21 FREEPORT-MCMORAN COPPER & GOLD SR NT 3.55%22 2022-03-01 3.55 Other Repurchase Agreement 18180697.00 17223604.50 EXPORT IMPORT BK KOREA SR NT 5.875%15 2015-01-14 5.875 Other Repurchase Agreement 149597.00 161138.67 TELEFONAKTIEBOLAGET LM ERICSS SR GLBL BD 22 2022-05-15 4.125 Other Repurchase Agreement 523151.00 532960.52 ENTERPRISE PRODS OPER LLC GTD SR NT 3.2%16 2016-02-01 3.2 Other Repurchase Agreement 2638805.00 2788293.30 ENCANA HLDGS FIN CORP NT 5.8%14 2014-05-01 5.8 Other Repurchase Agreement 138526.00 146074.28 COMMONWEALTH BK AUSTRALIA FR 1.25%091815 2015-09-18 1.25 Other Repurchase Agreement 1688311.00 1710568.10 COCA COLA CO NT 1.65%18 2018-03-14 1.65 Other Repurchase Agreement 478298.00 481426.07 COCA COLA CO FLT NT 14 2014-03-14 0.2044 Other Repurchase Agreement 1137584.00 1137720.51 ASTRAZENECA PLC SR NT 1.95%19 2019-09-18 1.95 Other Repurchase Agreement 8461133.00 8395044.50 AMERICAN HONDA FIN CORP MTN FR 1.5%091117 2017-09-11 1.5 Other Repurchase Agreement 600000.00 599582.00 First Tier Security Moody AAA 2013-11-07 2013-11-07 N N N 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INC SR NT 6.125%18 2018-05-15 6.125 Other Repurchase Agreement 35000.00 41758.96 CITIGROUP INC SR NT 4.5%22 2022-01-14 4.5 Other Repurchase Agreement 551000.00 601240.18 VERIZON COMMUNICATIONS INC GLBL BD 5.15%23 2023-09-15 5.15 Other Repurchase Agreement 541064.00 591594.72 VENTAS RLTY LTD PARTNERSHIP SR NT 3.125%15 2015-11-30 3.125 Other Repurchase Agreement 65000.00 68648.30 VENTAS RLTY LTD PARTNERSHIP SR NT 4.25%22 2022-03-01 4.25 Other Repurchase Agreement 82000.00 84341.37 BRASKEM FINANCE LIMITED SR NT REGS 22 2022-05-02 5.375 Other Repurchase Agreement 119000.00 119978.86 ZIONS BANCORPORATION SR NT 4.5%23 2023-06-13 4.5 Other Repurchase Agreement 30000.00 30639.60 WILLIS NORTH AMER INC CR SEN SR NT7%19 2019-09-29 7 Other Repurchase Agreement 110000.00 129787.29 WEINGARTEN RLTY INVS MTN BE FR 5.542%121516 2016-12-15 5.542 Other Repurchase Agreement 50000.00 56048.82 VERIZON WIRELESS CAP LLC SR NT 5.55%14 2014-02-01 5.55 Other Repurchase Agreement 320000.00 328139.20 LIBERTY PPTY 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2021-01-15 4.95 Other Repurchase Agreement 50000.00 54960.88 HEALTHCARE RLTY TR SR NT 3.75%23 2023-04-15 3.75 Other Repurchase Agreement 250000.00 236120.00 HARTFORD FINL SVCS GROUP INC SR NT 5.5%16 2016-10-15 5.5 Other Repurchase Agreement 10000.00 11164.24 HSBC FIN CORP HSBC FIN FR 4.7%091514 2014-09-15 4.7 Other Repurchase Agreement 6000.00 6210.57 HSBC FIN CORP HSBC FIN FR 4%011515 2015-01-15 4 Other Repurchase Agreement 15000.00 15404.52 US BK NATL ASSN MINNEAPOLISMTN FR SB4.95%103014 2014-10-30 4.95 Other Repurchase Agreement 75000.00 78356.06 US BANCORP DEL REMKD JR SB NT16 2016-02-01 3.442 Other Repurchase Agreement 13000.00 13710.38 TYCO INTL GROUP S A GTD NT 3.375%15 2015-10-15 3.375 Other Repurchase Agreement 10000.00 10434.10 TRANSOCEAN INC SR NT 5.05%16 2016-12-15 5.05 Other Repurchase Agreement 64000.00 71786.28 TRANSOCEAN INC SR NT 4.95%15 2015-11-15 4.95 Other Repurchase Agreement 25000.00 27165.62 TOYOTA MTR CRD CORP MTN BE FR 3.4% 21 2021-09-15 3.4 Other Repurchase Agreement 40000.00 41012.98 SUNTRUST BKS INC SR NT 6%17 2017-09-11 6 Other Repurchase Agreement 29000.00 33493.36 SUNOCO LOGISTICS PARTNERS SR NT 5.5%20 2020-02-15 5.5 Other Repurchase Agreement 200000.00 219786.22 SANTANDER HLDGS USA INC SR NT 3%15 2015-09-24 3 Other Repurchase Agreement 90000.00 92672.10 RYDER SYS MTN BE NT 3.15%15 2015-03-02 3.15 Other Repurchase Agreement 15000.00 15502.65 GOLDMAN SACHS GRP INC MTN BE FR 4.5%051521 2021-05-15 4.5 Other Repurchase Agreement 10000.00 10150.40 GOLDMAN SACHS GRP INC MTN BE FR 3.15%021516 2016-02-16 3.15 Other Repurchase Agreement 100000.00 102162.00 GLAXOSMITHKLINE CAP PLC SR GLBL NT 15 2015-05-08 0.75 Other Repurchase Agreement 308920.00 311374.11 GE CAPITAL INTERNOTES FR 4.1%101515 2015-10-15 4.1 Other Repurchase Agreement 13000.00 13666.93 GE CAPITAL INTERNOTES FR 6.75%051518 2018-05-15 6.75 Other Repurchase Agreement 75000.00 89945.62 GE CAPITAL INTERNOTES FR 5.55%031523 2023-03-15 5.55 Other Repurchase Agreement 86000.00 95608.92 GE CAPITAL INTERNOTES FR 4.75%011516 2016-01-15 4.75 Other Repurchase Agreement 2000.00 2152.71 GENERAL ELEC CAP CORP MTN BE FR 5%010816 2016-01-08 5 Other Repurchase Agreement 15000.00 16558.72 FORD MOTOR CREDIT CO LLC NT 8%16 2016-12-15 8 Other Repurchase Agreement 243000.00 293679.00 ALLSTATE CORP SR NT 5%14 2014-08-15 5 Other Repurchase Agreement 255000.00 266733.97 ALLSTATE CORP SR NT 6.2%14 2014-05-16 6.2 Other Repurchase Agreement 185000.00 195847.78 AGILENT TECHNOLOGIES INC NT 6.5%17 2017-11-01 6.5 Other Repurchase Agreement 129021.00 154871.65 AT&T BROADBAND CORP NT 9.455%22 2022-11-15 9.455 Other Repurchase Agreement 260000.00 380943.69 AT&T INC GLBL NT 1.6%15 2017-02-15 1.6 Other Repurchase Agreement 1481356.00 1496077.39 AMB PPTY L P GTD SR NT 4%18 2018-01-15 4 Other Repurchase Agreement 225000.00 242666.50 PACCAR FINL CORP SR MTNS BK EN FR 1.6%031517 2017-03-15 1.6 Other Repurchase Agreement 25000.00 25521.36 PNC BK N A PITTSBURGH PA FR 2.7%110122 2022-11-01 2.7 Other Repurchase Agreement 14000.00 13119.26 NORDSTROM INC SR NT 6.25%18 2018-01-15 6.25 Other Repurchase Agreement 16000.00 18959.08 NOMURA HLDGS INC FR 2%091316 2016-09-13 2 Other Repurchase Agreement 214000.00 216055.83 NEXTERA ENERGY CAP HLDGS INC DEB 1.2%15 2015-06-01 1.2 Other Repurchase Agreement 24000.00 24156.96 NABORS INDS INC GTD SRNT 6.15%18 2018-02-15 6.15 Other Repurchase Agreement 10000.00 11516.43 MORGAN STANLEY SR NT 2.875%14 2014-07-28 2.875 Other Repurchase Agreement 39000.00 39891.82 MORGAN STANLEY SR NT 2.875%14 2014-01-24 2.875 Other Repurchase Agreement 25000.00 25318.91 MORGAN STANLEY FR 5.95%122817 2017-12-28 5.95 Other Repurchase Agreement 178000.00 207305.77 MARKEL CORP SR NT 3.625%23 2023-03-30 3.625 Other Repurchase Agreement 59000.00 57245.39 DOW CHEM CO NT 4.125%21 2021-11-15 4.125 Other Repurchase Agreement 1997100.00 2104785.30 DISNEY WALT CO MTNS BE FR 5.625%091516 2016-09-15 5.625 Other Repurchase Agreement 7000.00 7981.24 DIGITAL RLTY TR LP GTD NT 3.625%22 2022-10-01 3.625 Other Repurchase Agreement 112000.00 104296.16 DEVON ENERGY CORP NEW SR NT 4%21 2021-07-15 4 Other Repurchase Agreement 30000.00 31226.13 DEVELOPERS DIVERSIFIED RLTY CO SR NT 7.875%20 2020-09-01 7.875 Other Repurchase Agreement 115000.00 142174.50 DEERE JOHN CAP CORP MTNS BE SR NT 2.8%17 2017-09-18 2.8 Other Repurchase Agreement 250000.00 265981.94 CREDIT SUISSE NEW YORK BRANCH SR NT 5.5%14 2014-05-01 5.5 Other Repurchase Agreement 172000.00 181079.88 COVENTRY HEALTH CARE INC SR NT 6.3%14 2014-08-15 6.3 Other Repurchase Agreement 200000.00 211278.00 CORPORATE OFFICE PPTYS L P SR NT 3.6%23 2023-05-15 3.6 Other Repurchase Agreement 80000.00 75148.80 COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822 2022-02-08 3.875 Other Repurchase Agreement 15000.00 15429.21 BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625%20 2020-11-15 5.625 Other Repurchase Agreement 60000.00 70135.65 BLOCK FINL CORP GTD NT 5.125%14 2014-10-30 5.125 Other Repurchase Agreement 45000.00 46837.01 BERKLEY W R CORP SR NT 6.15%19 2019-08-15 6.15 Other Repurchase Agreement 10000.00 11655.23 BANK NEW YORK MTN BK ENT FR 0.7%102315 2015-10-23 0.7 Other Repurchase Agreement 2000.00 2002.89 BB&T CORP SUB NT 4.9%17 2017-06-30 4.9 Other Repurchase Agreement 10000.00 11269.79 ASPEN INS HLDGS LTD SR NT 6%20 2020-12-15 6 Other Repurchase Agreement 598000.00 689802.97 AMERICAN TOWER CORP NEW SR NT 3.4%19 2019-02-15 3.4 Other Repurchase Agreement 271000.00 276337.19 AMERICAN EXPRESS CR CORP MTNBE FR 1.3%072916 2016-07-29 1.3 Other Repurchase Agreement 143000.00 144630.52 AMERICAN EXPRESS CR CORP MTNBE FR 1.75%061215 2015-06-12 1.75 Other Repurchase Agreement 769388.00 788312.59 AMERICAN EXPRESS CR CORP INTER FR 6.9%091515 2015-09-15 6.9 Other Repurchase Agreement 19000.00 20996.65 QWEST CORP NT 7.5%14 2014-10-01 7.5 Other Repurchase Agreement 10000.00 10631.20 PROTECTIVE LIFE CORP SR NT 7.375%19 2019-10-15 7.375 Other Repurchase Agreement 250000.00 304749.44 PROGRESS ENERGY INC SR NT 4.4% 21 2021-01-15 4.4 Other Repurchase Agreement 100000.00 108499.22 PHILLIPS 66 SR NT 1.95%15 2015-03-05 1.95 Other Repurchase Agreement 82000.00 83303.80 PETROLEOS MEXICANOS NT 3.5%23 2023-01-30 3.5 Other Repurchase Agreement 451883.00 424249.10 PETROLEOS MEXICANOS GTD NT 5.5%21 2021-01-21 5.5 Other Repurchase Agreement 10000.00 11077.78 PETROHAWK ENERGY CORP SR NT 7.875%15 2015-06-01 7.875 Other Repurchase Agreement 486203.00 513703.86 PAN PACIFIC RETAIL PPTYS INC NT 5.25%15 2015-09-01 5.25 Other Repurchase Agreement 282126.00 306754.19 PACIFIC GAS & ELEC CO SR NT 6.25%13 2013-12-01 6.25 Other Repurchase Agreement 37000.00 38103.40 PACIFIC GAS & ELEC CO SR NT 5.625%17 2017-11-30 5.625 Other Repurchase Agreement 25000.00 29344.59 HCP INC SR NT 3.75%19 2019-02-01 3.75 Other Repurchase Agreement 136946.00 144465.48 HCP INC SR NT 2.7%14 2014-02-01 2.7 Other Repurchase Agreement 290000.00 293462.60 GOLDMAN SACHS GRP INC MTN BE SR NT 6%20 2020-06-15 6 Other Repurchase Agreement 1000.00 1181.44 CC HLDGS GS V LLC/ CROWN CASTL SR NT 3.849%23 2023-04-15 3.849 Other Repurchase Agreement 103000.00 98082.85 CATERPILLAR FINL SVCS MTNS BE FR 1.625%060117 2017-06-01 1.625 Other Repurchase Agreement 30000.00 30476.28 CAPITAL ONE FINL CORP SR NT 7.375%14 2014-05-23 7.375 Other Repurchase Agreement 73000.00 78060.22 CAMDEN PPTY TR NT 4.625%061521 2021-06-15 4.625 Other Repurchase Agreement 154000.00 167316.98 BURLINGTON NORTHN SANTA FE CP NT 7%14 2014-02-01 7 Other Repurchase Agreement 389000.00 401879.79 BUNGE LTD FIN CORP SR NT 3.2%17 2017-06-15 3.2 Other Repurchase Agreement 85000.00 89763.31 BUNGE LTD FIN CORP GTD SR NT5.35%14 2014-04-15 5.35 Other Repurchase Agreement 5000.00 5112.29 FORD MOTOR CREDIT CO LLC SR NT 5%18 2018-05-15 5 Other Repurchase Agreement 10000.00 11341.42 FORD MOTOR CREDIT CO LLC SR NT 7%15 2015-04-15 7 Other Repurchase Agreement 165000.00 179563.08 EXPRESS SCRIPTS HLDG CO SR NT 2.65%17 2017-02-15 2.65 Other Repurchase Agreement 90000.00 93937.00 EXELON GENERATION CO LLC SR NT 5.2%19 2019-10-01 5.2 Other Repurchase Agreement 313545.00 342911.62 ESSEX PORTFOLIO L P SR NT 3.25%23 2023-05-01 3.25 Other Repurchase Agreement 685000.00 649500.07 ENTERPRISE PRODS OPER LLC SR NT 3.35%23 2023-03-15 3.35 Other Repurchase Agreement 40000.00 39533.40 EL PASO NAT GAS CO DEB 8.625%22 2022-01-15 8.625 Other Repurchase Agreement 308000.00 397228.63 ERP OPER LTD PARTNERSHIP NT 4.75%20 2020-07-15 4.75 Other Repurchase Agreement 400000.00 442345.78 DUKE RLTY LTD PARTNERSHIP NEW SR NT 8.25%19 2019-08-15 8.25 Other Repurchase Agreement 50000.00 63393.33 DUKE RLTY LTD PARTNERSHIP NEW NT 5.4%14 2014-08-15 5.4 Other Repurchase Agreement 25000.00 26115.50 First Tier Security Moody AAA 2013-11-05 2013-11-05 N N N 24185000.00 24185000.00 0.0053 No Additional Information N 24185000.00 24185000.00 GENERAL ELECTRIC CAPITAL CORPORATION GE CAPITAL CORP 1.09285% 36962G4W1 Other Note First Tier Security Moody A1 2014-01-07 2014-01-07 N N N 1780000.00 1782843.58 0.0004 No Additional 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67983UA78 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-01-07 2014-01-07 N N N 20150000.00 20140999.67 0.0044 No Additional Information N 20147380.50 20147380.50 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.24% 67983UAM5 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-01-21 2014-01-21 N Y OLD LINE FUNDING N/A NR N 9000000.00 8995140.00 0.0020 No Additional Information N 8998200.00 8998200.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.24% 67983UBS1 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-26 2014-02-26 N N N 11930000.00 11920694.60 0.0026 No Additional Information N 11924989.40 11924989.40 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.24% 67983UC43 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-03-04 2014-03-04 N N N 12660000.00 12649618.80 0.0028 No Additional Information N 12654176.40 12654176.40 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.24% 67983UC76 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-03-07 2014-03-07 N N N 6510000.00 6504531.60 0.0014 No Additional Information N 6506810.10 6506810.10 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.25% 67983UDA8 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-10 2014-04-10 N N N 10560000.00 10548266.67 0.0023 No Additional Information N 10551657.60 10551657.60 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.25% 67983UDE0 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-14 2014-04-14 N N N 7905000.00 7895997.08 0.0017 No Additional Information N 7898517.90 7898517.90 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.25% 67983UDN0 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-22 2014-04-22 N N N 14310000.00 14292907.50 0.0031 No Additional Information N 14297264.10 14297264.10 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.23% 67983UDR1 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-25 2014-04-25 N N N 5000000.00 4994409.72 0.0011 No Additional Information N 4995450.00 4995450.00 PIMA COUNTY ARIZONA PIMA CTY ARIZONA 0.0900017% 721774AJ6 Variable Rate Demand Note First Tier Security Moody VMG1 2013-11-06 2013-11-07 Y PIMA CTY ARIZONA N/A No Rating N N 4800000.00 4800000.00 0.0011 No Additional Information N 4800000.00 4800000.00 PRUDENTIAL FUNDING LLC PRUDENTIAL FUNDING LLC 0.05% 74433GY18 Financial Company Commercial Paper First Tier Security Moody P-1 2013-11-01 2013-11-01 N N N 23245000.00 23245000.00 0.0051 No Additional Information N 23244916.32 23244916.32 PRUDENTIAL PLC PRUDENTIAL PLC 0.22% 7443M2YL4 Financial Company Commercial Paper First Tier Security Moody P-1 2013-11-20 2013-11-20 N N N 5690000.00 5689339.33 0.0013 No Additional Information N 5689601.70 5689601.70 SACRAMENTO CALIFORNIA MUNICIPAL UTIL SACRAMENTO CA UTILITY 0.0599987% 786005SD1 Variable Rate Demand Note First Tier Security Standard & Poor AAA 2013-11-07 2013-11-07 Y SACRAMENTO CALIFORNIA MUNICIPAL UTIL N/A No Rating N N 4750000.00 4750000.00 0.0010 No Additional Information N 4750000.00 4750000.00 SIMMONS COLLEGE MASSACHUSETTS SIMMONS COLLEGE MASS DS 0.15% 828697AA0 Variable Rate Demand Note First Tier Security Moody AA1 2013-11-01 2013-11-01 Y SIMMONS COLLEGE MASS DS N/A No Rating Y TD BANKNORTH NA N/A NR N 2540000.00 2540000.00 0.0006 No Additional Information N 2540000.00 2540000.00 SOUTH CAROLINA JOBS - ECONOMIC SC JOBS VAR-(W) 0.0800007% 83703FCR1 Variable Rate Demand Note First Tier Security Moody AA- 2013-11-06 2013-11-07 Y SC JOBS VAR-(W) N/A No Rating Y BRANCH BANKING & TRUST N/A NR N 3750000.00 3750000.00 0.0008 No Additional Information N 3750000.00 3750000.00 ST LOUIS MO CULTURAL FACILITIES REVENUE ST LOUIS MO INDL DEV RB 0.0999991% 85231UAA3 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 Y ST LOUIS MO INDL DEV RB N/A No Rating Y US BANK N.A. N/A NR N 3940000.00 3940000.00 0.0009 No Additional Information N 3940000.00 3940000.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.22% 86562C3S9 Certificate of Deposit First Tier Security Moody P-1 2014-02-21 2014-02-21 N N N 3000000.00 2999999.90 0.0007 No Additional Information N 2999910.00 2999910.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.22% 86562C4A7 Certificate of Deposit First Tier Security Moody P-1 2014-02-14 2014-02-14 N N N 19000000.00 19000000.00 0.0042 No Additional Information N 18999430.00 18999430.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.22% 86562CK76 Certificate of Deposit First Tier Security Moody P-1 2014-01-06 2014-01-06 N N N 28000000.00 28000000.00 0.0061 No Additional Information N 28000000.00 28000000.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.26% 86562CPN6 Certificate of Deposit First Tier Security Moody P-1 2013-12-04 2013-12-04 N N N 32620000.00 32621191.23 0.0072 No Additional Information N 32622283.40 32622283.40 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.22% 86562CS37 Certificate of Deposit First Tier Security Moody P-1 2014-01-16 2014-01-16 N N N 17000000.00 17000000.00 0.0037 No Additional Information N 17000000.00 17000000.00 SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 0.21% 86562CX72 Certificate of Deposit First Tier Security Moody P-1 2014-02-03 2014-02-03 N N N 21055000.00 21054449.17 0.0046 No Additional Information N 21053947.25 21053947.25 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.215% 86958CE83 Certificate of Deposit First Tier Security Moody P-1 2013-11-22 2013-11-22 N N N 24600000.00 24600214.87 0.0054 No Additional Information N 24601230.00 24601230.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.22% 86958CF74 Certificate of Deposit First Tier Security Moody P-1 2013-12-02 2013-12-02 N N N 30700000.00 30700263.91 0.0067 No Additional Information N 30701842.00 30701842.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.24% 86958CJ62 Certificate of Deposit First Tier Security Moody P-1 2014-02-24 2014-02-24 N N N 30000000.00 30000000.00 0.0066 No Additional Information N 30003900.00 30003900.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.245% 86958CK29 Certificate of Deposit First Tier Security Moody P-1 2014-02-26 2014-02-26 N N N 30000000.00 30000486.91 0.0066 No Additional Information N 30004500.00 30004500.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.175% 86958CM84 Certificate of Deposit First Tier Security Moody P-1 2013-12-13 2013-12-13 N N N 38700000.00 38700676.35 0.0085 No Additional Information N 38701161.00 38701161.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.175% 86958CN42 Certificate of Deposit First Tier Security Moody P-1 2013-12-19 2013-12-19 N N N 38000000.00 38000253.22 0.0083 No Additional Information N 38001140.00 38001140.00 SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKEN NY 0.23% 86958GCA1 Financial Company Commercial Paper First Tier Security Moody P-1 2014-03-10 2014-03-10 N N N 16305000.00 16291561.96 0.0036 No Additional Information N 16292771.25 16292771.25 State of Texas TEXAS STATE 0.13% 882719A72 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 Y TEXAS STATE N/A No Rating N N 1000000.00 1000000.00 0.0002 No Additional Information N 1000000.00 1000000.00 TEXAS ST TEXAS STATE 0.119999% 8827202R5 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-05 2013-11-07 Y TEXAS ST N/A No Rating N N 3695000.00 3695000.00 0.0008 No Additional Information N 3695000.00 3695000.00 TEXAS ST TEXAS STATE 0.119999% 882720EF8 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-05 2013-11-07 Y TEXAS ST N/A No Rating N N 3775000.00 3775000.00 0.0008 No Additional Information N 3775000.00 3775000.00 TEXAS ST TEXAS STATE 0.119999% 882720FU4 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-05 2013-11-07 Y TEXAS ST N/A No Rating N N 3025000.00 3025000.00 0.0007 No Additional Information N 3025000.00 3025000.00 TEXAS TRAN TEXAS STATE 0.119999% 882721BF9 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-05 2013-11-07 Y TEXAS TRAN N/A No Rating N N 4035000.00 4035000.00 0.0009 No Additional Information N 4035000.00 4035000.00 TEXAS TRAN TEXAS STATE 0.0999991% 882721BN2 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-07 2013-11-07 Y TEXAS TRAN N/A No Rating N N 5710000.00 5710000.00 0.0013 No Additional Information N 5710000.00 5710000.00 TEXAS STATE TEXAS STATE 0.13% 882722YW5 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 Y TEXAS STATE N/A No Rating N N 2395000.00 2395000.00 0.0005 No Additional Information N 2395000.00 2395000.00 TEXAS STATE TEXAS STATE 0.129998% 882722YY1 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-06 2013-11-07 Y TEXAS STATE N/A No Rating N N 5045000.00 5045000.00 0.0011 No Additional Information N 5045000.00 5045000.00 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.24% 88602UB74 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-02-07 2014-02-07 N N N 15100000.00 15090134.67 0.0033 No Additional Information N 15090336.00 15090336.00 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.25% 88602UDE7 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-14 2014-04-14 N N N 3610000.00 3605888.61 0.0008 No Additional Information N 3606029.00 3606029.00 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.23% 88602UDP2 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-23 2014-04-23 N N N 15060000.00 15043354.52 0.0033 No Additional Information N 15042530.40 15042530.40 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.23% 88602UDR8 Asset Backed Commercial Paper First Tier Security Moody P-1 2014-04-25 2014-04-25 N N N 5010000.00 5004398.54 0.0011 No Additional Information N 5004138.30 5004138.30 THUNDER BAY FUNDING THUNDER BAY FUNDING 0.218599% 88603KAA9 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-29 2014-04-29 N N N 36000000.00 36000000.00 0.0079 No Additional Information N 35996760.00 35996760.00 TORONTO DOMINION BANK NY TORONTO DOMINION BANK NY 0.25% 89112TAK0 Certificate of Deposit First Tier Security Moody P-1 2014-01-13 2014-01-13 N N N 40000000.00 40000000.00 0.0088 No Additional Information N 40010000.00 40010000.00 TORONTO DOMINION BANK NY TORONTO DOMINION BANK NY 0.24% 89112TAR5 Certificate of Deposit First Tier Security Moody P-1 2014-01-21 2014-01-21 N N N 30000000.00 30000000.00 0.0066 No Additional Information N 30007500.00 30007500.00 TORONTO DOMINION BANK NY TORONTO DOMINION BANK NY 0.26% 89112W7H4 Certificate of Deposit First Tier Security Moody P-1 2014-01-06 2014-01-06 N N N 26188000.00 26188429.44 0.0058 No Additional Information N 26194285.12 26194285.12 TORONTO DOMINION BANK NY 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 0.0110 No Additional Information N 50002500.00 50002500.00 TOYOTA MOTOR CREDIT CORPORATION TOYOTA CREDIT CANADA 0.21% 89232CZA7 Financial Company Commercial Paper First Tier Security Moody P-1 2013-12-10 2013-12-10 N N N 43835000.00 43825027.54 0.0096 No Additional Information N 43832808.25 43832808.25 TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORP 0.2% 89233GZA7 Financial Company Commercial Paper First Tier Security Moody P-1 2013-12-10 2013-12-10 N N N 35115000.00 35107391.75 0.0077 No Additional Information N 35111137.35 35111137.35 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.22% 89233HAD6 Financial Company Commercial Paper First Tier Security Moody P-1 2014-01-13 2014-01-13 N N N 38000000.00 37983047.78 0.0083 No Additional Information N 37989740.00 37989740.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.24% 89233HBB9 Financial Company Commercial Paper First Tier Security Moody P-1 2014-02-11 2014-02-11 N N N 34500000.00 34476540.00 0.0076 No Additional Information N 34483785.00 34483785.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.25% 89233HC36 Financial Company Commercial Paper First Tier Security Moody P-1 2014-03-03 2014-03-03 N N N 30000000.00 29974583.34 0.0066 No Additional Information N 29981100.00 29981100.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.4936% 89233P4V5 Other Note First Tier Security Moody AA3 2014-01-15 2014-01-15 N N N 15000000.00 15009617.66 0.0033 No Additional Information N 15009450.00 15009450.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.403099% 89233P6M3 Other Note First Tier Security Moody AA3 2014-01-27 2014-01-27 N N N 3000000.00 3001348.50 0.0007 No Additional Information N 3002940.00 3002940.00 UNIVERSITY OF TEXAS UNIVERSITY TEX UNIV REVS 0.0599987% 915137T86 Variable Rate Demand Note First Tier Security Moody AAA 2013-11-07 2013-11-07 Y UNIVERSITY OF TEXAS N/A No Rating N N 8225000.00 8225000.00 0.0018 No Additional Information N 8225000.00 8225000.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.22% 9497P6K49 Certificate of Deposit First Tier Security Moody P-1 2014-02-07 2014-02-07 N N N 40200000.00 40200000.00 0.0088 No Additional Information N 40205628.00 40205628.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.18% 9497P6K56 Certificate of Deposit First Tier Security Moody P-1 2013-11-01 2014-02-07 N N N 35450000.00 35450000.00 0.0078 No Additional Information N 35451418.00 35451418.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.18% 9497P6M96 Certificate of Deposit First Tier Security Moody P-1 2013-11-01 2014-03-03 N N N 8000000.00 8000000.00 0.0018 No Additional Information N 8000080.00 8000080.00 WESTPAC BANKING CORP NY WESTPAC BANKING CORP NY 0.280001% 96121TSP4 Certificate of Deposit First Tier Security Moody P-1 2013-11-01 2014-04-15 N N N 1260000.00 1260463.00 0.0003 No Additional Information N 1260693.00 1260693.00 WESTPAC SECURITIES NZ LT WESTPAC SECURITIES NZ LT 0.24% 96122GZ32 Financial Company Commercial Paper First Tier Security Moody P-1 2013-12-03 2013-12-03 N N N 59140000.00 59127766.94 0.0130 No Additional Information N 59137043.00 59137043.00 WESTPAC SECURITIES NZ LT WESTPAC SECURITIES NZ LT 0.25% 96122HA29 Financial Company Commercial Paper First Tier Security Moody P-1 2014-01-02 2014-01-02 N N N 58527000.00 58501800.88 0.0128 No Additional Information N 58520562.03 58520562.03 WESTPAC SECURITIES NZ LT WESTPAC SECURITIES NZ LT 0.23% 96122HC35 Financial Company Commercial Paper First Tier Security Moody P-1 2014-03-03 2014-03-03 N N N 5178000.00 5173964.04 0.0011 No Additional Information N 5175411.00 5175411.00 WESTPAC SECURITIES NZ LT WESTPAC SECURITIES NZ LT 0.24% 96122HD26 Financial Company Commercial Paper First Tier Security Moody P-1 2014-04-02 2014-04-02 N N N 26275000.00 26248374.67 0.0058 No Additional Information N 26253336.26 26253336.26 Wisconsin Housing & Economic Dev Authority WISCONSIN HSG & ECONOMIC 0.100001% 97689P2K3 Variable Rate Demand Note First Tier Security Moody Aa2 2013-11-07 2013-11-07 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 0.0699997% 97710V3X4 Variable Rate Demand Note First Tier Security Moody AA3 2013-11-06 2013-11-07 Y WISCONSIN ST HEALTH & EDUCATION N/A No Rating Y PNC BANK NA N/A NR N 8300000.00 8300000.00 0.0018 No Additional Information N 8300000.00 8300000.00 WISCONSIN ST HEALTH & EDUCATION WISCONSIN ST HEALTH & EDL 0.0699997% 97710VND6 Variable Rate Demand Note First Tier Security Moody AA1 2013-11-06 2013-11-07 Y WISCONSIN ST HEALTH & EDUCATION N/A No Rating Y US BANK N.A. N/A NR N 2595000.00 2595000.00 0.0006 No Additional Information N 2595000.00 2595000.00 WORKING CAPITAL MGMT WORKING CAPITAL MGMT 0.14% 98137RY12 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-01 2013-11-01 N N N 6060000.00 6060000.00 0.0013 No Additional Information N 6060000.00 6060000.00 WORKING CAPITAL MGMT WORKING CAPITAL MGMT 0.14% 98137RY46 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-04 2013-11-04 N N N 14955000.00 14954837.99 0.0033 No Additional Information N 14954850.45 14954850.45 WORKING CAPITAL MGMT WORKING CAPITAL MGMT 0.13% 98137RY53 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-05 2013-11-05 N N N 6660000.00 6659903.80 0.0015 No Additional Information N 6659866.80 6659866.80 WORKING CAPITAL MGMT WORKING CAPITAL MGMT 0.14% 98137RY61 Asset Backed Commercial Paper First Tier Security Moody P-1 2013-11-06 2013-11-06 N N N 29615000.00 29614465.29 0.0065 No Additional Information N 29614407.70 29614407.70 SWEDBANK SWEDBANK AB/CAYMAN ISLND 0.06% PP981IEV9 Certificate of Deposit First Tier Security Moody P-1 2013-11-01 2013-11-01 N N N 33925000.00 33925000.00 0.0074 No Additional Information N 33925000.00 33925000.00 BANK OF TOKYO MITSUBISHI BANK OF TOKYO-MITSUBISHI 0.08% PP981IF14 Certificate of Deposit First Tier Security Moody P-1 2013-11-01 2013-11-01 N N N 44000000.00 44000000.00 0.0097 No Additional Information N 44000000.00 44000000.00 NAT'L. 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9012.20 FINANCING CORP PRIN FICO STRIP 15 BD19 03/07/19 2019-03-07 0 Other Repurchase Agreement 3000.00 2714.70 FINANCING CORP CPN FICO STRIPS 17 BD19 10/05/17 2017-10-05 0 Other Repurchase Agreement 11000.00 10414.80 COMMONWEALTH BK AUSTRALIA FR 2.5%092018 2018-09-20 2.5 Other Repurchase Agreement 3103000.00 3180007.84 COMCAST CORP NEW NT 5.9%16 2016-03-15 5.9 Other Repurchase Agreement 232238.00 261144.41 CITIGROUP INC SR -N NT 1.3%16 2016-04-01 1.3 Other Repurchase Agreement 349683.00 350561.87 CENOVUS ENERGY INC NT 3.8%23 2023-09-15 3.8 Other Repurchase Agreement 320395.00 324858.81 CAPITAL ONE FINL CORP SR NT 2.125%14 2014-07-15 2.125 Other Repurchase Agreement 425110.00 432294.72 CAPITAL ONE FINL CORP SR NT 2.15%15 2015-03-23 2.15 Other Repurchase Agreement 1015000.00 1034294.59 CAPITAL ONE BK MTN BE FR 5.125%021514 2014-02-15 5.125 Other Repurchase Agreement 1608488.00 1647058.65 CRH AMER INC CR SEN GLBL NT18 2018-07-15 8.125 Other Repurchase Agreement 692469.00 863926.83 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10258.35 AON CORP SR NT 3.5%15 2015-09-30 3.5 Other Repurchase Agreement 500000.00 525316.94 AMERISOURCEBERGEN CORP SR NT 5.875%15 2015-09-15 5.875 Other Repurchase Agreement 23883.00 26266.69 PETROLEOS MEXICANOS NT 3.5%23 2023-01-30 3.5 Other Repurchase Agreement 217000.00 203729.85 PETROHAWK ENERGY CORP GTD SRNT 10.5%14 2014-08-01 10.5 Other Repurchase Agreement 1005252.00 1059284.29 PETROHAWK ENERGY CORP SR NT 7.875%15 2015-06-01 7.875 Other Repurchase Agreement 389272.00 411290.20 PEMEX PROJ FDG MASTER TR NT 7.375%14 2014-12-15 7.375 Other Repurchase Agreement 100000.00 110036.11 PACIFIC GAS & ELEC CO 1MTG 4.8%14 2014-03-01 4.8 Other Repurchase Agreement 87000.00 88880.94 NEW JERSEY BELL TEL CO DEB 8%22 2022-06-01 8 Other Repurchase Agreement 10000.00 12422.03 NABORS INDS INC SR NT 5%20 2020-09-15 5 Other Repurchase Agreement 2037587.00 2168377.45 MORGAN STANLEY SR NT 6%14 2014-05-13 6 Other Repurchase Agreement 300000.00 316797.00 MORGAN STANLEY SR NT 4.1%15 2015-01-26 4.1 Other Repurchase Agreement 100000.00 104664.94 MORGAN STANLEY SR -F NT 5.5%20 2020-07-24 5.5 Other Repurchase Agreement 217000.00 248399.78 FINANCING CORP CPN FICO STRIPS 18 BD19 10/05/16 2016-10-05 0 Other Repurchase Agreement 6000.00 5848.26 FINANCING CORP CPN FICO STRIPS 18 BD19 10/05/15 2015-10-05 0 Other Repurchase Agreement 14000.00 13809.32 FINANCING CORP CPN FICO STRIPS 18 BD19 10/05/14 2014-10-05 0 Other Repurchase Agreement 10000.00 9941.70 FINANCING CORP CPN FICO STRIPS 19 BD19 06/06/18 2018-06-06 0 Other Repurchase Agreement 5000.00 4647.30 FINANCING CORP CPN FICO STRIPS 19 BD19 06/06/17 2017-06-06 0 Other Repurchase Agreement 5000.00 4784.55 FINANCING CORP CPN FICO STRIPS 19 BD19 06/06/15 2015-06-06 0 Other Repurchase Agreement 3000.00 2968.29 FINANCING CORP CPN FICO STRIPS INT PMT 12/06/14 2014-12-06 0 Other Repurchase Agreement 10000.00 9937.10 FINANCING CORP CPN FICO STRIPS 10 BD17 11/30/15 2015-11-30 0 Other Repurchase Agreement 17000.00 16743.81 FINANCING CORP CPN FICO 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FINANCING CORP CPN FICO STRIPS 12 BD18 06/06/18 2018-06-06 0 Other Repurchase Agreement 10000.00 9294.60 FINANCING CORP CPN FICO STRIPS 12 BD18 06/06/15 2015-06-06 0 Other Repurchase Agreement 5000.00 4947.15 ALLSTATE CORP SR NT 6.2%14 2014-05-16 6.2 Other Repurchase Agreement 33000.00 34935.01 AFLAC INC SR NT 3.625%23 2023-06-15 3.625 Other Repurchase Agreement 3204801.00 3216977.02 BANK OF CHINA SR NT REGS 16 2016-11-08 3.75 Other Repurchase Agreement 2000000.00 2117960.00 SWISS BANK CORP SUB DB 7%15 2015-10-15 7 Other Repurchase Agreement 100000.00 110635.11 ROPER INDS INC NEW SR NT 2.05%18 2018-10-01 2.05 Other Repurchase Agreement 1279565.00 1266127.43 QWEST CORP NT 6.75%21 2021-12-01 6.75 Other Repurchase Agreement 71000.00 77916.29 PRUDENTIAL FINL INC MTNS BOOK FR 7.375%061519 2019-06-15 7.375 Other Repurchase Agreement 575998.00 732969.61 PRUDENTIAL FINL INC MTNS BOOK FR 6.1%061517 2017-06-15 6.1 Other Repurchase Agreement 65000.00 76050.29 PROLOGIS SR NT 2.75%19 2019-02-15 2.75 Other Repurchase Agreement 201000.00 202899.45 PROGRESS ENERGY INC SR NT 5.625%16 2016-01-15 5.625 Other Repurchase Agreement 3000.00 3378.89 PRINCIPAL LIFE INCOME FUND MTN FR 5.55%042715 2015-04-27 5.55 Other Repurchase Agreement 27000.00 28945.80 PLAINS EXPL& PRODTN CO SR NT 6.625%21 2021-05-01 6.625 Other Repurchase Agreement 479325.00 538821.22 PLAINS EXPL& PRODTN CO SR NT 7.625%20 2020-04-01 7.625 Other Repurchase Agreement 335000.00 370936.85 UNITED DOMINION RLTY TR MTNSBE CALL 4.25%060118 2018-05-31 4.25 Other Repurchase Agreement 50000.00 54277.92 US BK NATL ASSN MINNEAPOLISMTN FR SB4.95%103014 2014-10-30 4.95 Other Repurchase Agreement 1219000.00 1273547.20 UBS AG STAMFORD BRH NT2011-2 2.25%14 2014-01-28 2.25 Other Repurchase Agreement 50000.00 50517.12 TRANSOCEAN INC SR NT 4.95%15 2015-11-15 4.95 Other Repurchase Agreement 7000.00 7606.37 TOYOTA MTR CRD CORP MTN BE FR 3.4% 21 2021-09-15 3.4 Other Repurchase Agreement 136000.00 139444.12 TOYOTA MTR CRD CORP MTN BE NT-B 2.8%16 2016-01-11 2.8 Other Repurchase Agreement 30000.00 31601.27 TORCHMARK CORP NT 7.875%23 2023-05-15 7.875 Other Repurchase Agreement 728740.00 947318.28 TIME WARNER INC NT 4.7%21 2021-01-15 4.7 Other Repurchase Agreement 301000.00 330248.00 VOTO-VOTORANTIM OVERSEAS TRADI GTD SR NT REGS19 2019-09-25 6.625 Other Repurchase Agreement 76000.00 86763.50 GRUPO AVAL ACCIONES Y VALORES SR REGS NT 17 2017-02-01 5.25 Other Repurchase Agreement 73283.00 78229.60 BRASKEM FINANCE LIMITED SR NT REGS 22 2022-05-02 5.375 Other Repurchase Agreement 200000.00 201645.14 WATSON PHARMACEUTICALS INC NT 1.875%17 2017-10-01 1.875 Other Repurchase Agreement 30000.00 29979.98 VENTAS RLTY LTD PARTNERSHIP SR NT 3.125%15 2015-11-30 3.125 Other Repurchase Agreement 390000.00 411889.78 UNITED TECHNOLOGIES CORP NT 4.875%15 2015-05-01 4.875 Other Repurchase Agreement 2578428.00 2807869.41 HEALTH CARE REIT INC NT 5.875%15 2015-05-15 5.875 Other Repurchase Agreement 175000.00 192302.30 HEALTH CARE PPTY INVS INC NT 6.3%16 2016-09-15 6.3 Other Repurchase Agreement 610132.00 694629.18 HEALTH CARE PPTY INVS INC SR NT 6%17 2017-01-30 6 Other Repurchase Agreement 202000.00 230855.03 HARTFORD FINL SVCS GROUP INC SR NT 5.5%20 2020-03-30 5.5 Other Repurchase Agreement 394000.00 451711.59 HSBC FIN CORP HSBC FIN FR 4%041515 2015-04-15 4 Other Repurchase Agreement 10000.00 10349.28 HCP INC SR NT 2.7%14 2014-02-01 2.7 Other Repurchase Agreement 480000.00 485731.20 DEVELOPERS DIVERSIFIED RLTY CO SR NT 7.875%20 2020-09-01 7.875 Other Repurchase Agreement 28000.00 34616.40 DEUTSCHE TELEKOM INTL FIN B V SR NT 4.875%14 2014-07-08 4.875 Other Repurchase Agreement 234000.00 244392.43 COVENTRY HEALTH CARE INC SR NT 5.95%17 2017-03-15 5.95 Other Repurchase Agreement 115000.00 132216.78 FINANCING CORP CPN FICO STRIPS 15 BD19 03/07/15 2015-03-07 0 Other Repurchase Agreement 14000.00 13882.40 FINANCING CORP CPN FICO STRIPS 7 BD18 02/03/18 2018-02-03 0 Other Repurchase Agreement 1000.00 937.67 FINANCING CORP CPN FICO STRIPS 8 BD18 02/03/18 2018-02-03 0 Other Repurchase Agreement 9000.00 8439.03 FINANCING CORP CPN FICO STRIPS 6 BD18 02/03/17 2017-02-03 0 Other Repurchase Agreement 12000.00 11598.96 FINANCING CORP CPN FICO STRIPS 6 BD18 02/03/16 2016-02-03 0 Other Repurchase Agreement 1000.00 983.30 FINANCING CORP CPN FICO STRIPS 8 BD18 02/03/16 2016-02-03 0 Other Repurchase Agreement 10000.00 9833.00 EXELON GENERATION CO LLC SR NT 5.2%19 2019-10-01 5.2 Other Repurchase Agreement 780000.00 853054.80 EXELON GENERATION CO LLC SR NT 5.35%14 2014-01-15 5.35 Other Repurchase Agreement 70000.00 71756.49 ENTERPRISE PRODS OPER LP SR NT 5.6%14 2014-10-15 5.6 Other Repurchase Agreement 249000.00 261310.28 ERP OPER LTD PARTNERSHIP NT 4.625%21 2021-12-15 4.625 Other Repurchase Agreement 1011560.00 1107104.09 DUKE RLTY LTD PARTNERSHIP NEW NT 5.4%14 2014-08-15 5.4 Other Repurchase Agreement 2000.00 2089.24 DOW CHEM CO NT 4.25%20 2020-11-15 4.25 Other Repurchase Agreement 3804779.00 4090532.70 DISNEY WALT CO MTNS BE GLBL NT-E0.45%15 2015-12-01 0.45 Other Repurchase Agreement 797000.00 796846.58 DISNEY WALT CO MTNS BE CALL 6%071717 2017-07-17 6 Other Repurchase Agreement 363000.00 427270.36 DIRECTV HLDGS LLC / DIRECTV SR NT 4.75%14 2014-10-01 4.75 Other Repurchase Agreement 89000.00 92625.71 First Tier Security Moody AAA 2013-11-01 2013-11-01 N N N 53290000.00 53290000.00 0.0117 No Additional Information N 53290000.00 53290000.00