N-MFP LIVE N 2012-12-31 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 46 91 889716966.50 596605.40 279525.98 890034045.92 0.0035 1.0002 2012-12-31 1.0002 2012-12-31 C000019137 1.00 890034045.92 1.00 -121726586.75 273413.25 122000000.00 0.0035 1.0002 2012-12-31 1.0002 2012-12-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XKL5 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 3000000.00 3000000.00 0.0034 N 2999999.70 2999999.70 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XNV0 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 4000000.00 4000000.00 0.0045 N 3999999.60 3999999.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366VT55 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0011 N 1000116.20 1000116.20 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WRL0 Certificate of Deposit First Tier Security 2013-01-07 2013-09-06 N N N 6000000.00 6000000.00 0.0067 N 6003174.00 6003174.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-01-11 2013-06-07 N N N 4000000.00 4000000.00 0.0045 N 4001220.00 4001220.00 Bank of Nova Scotia Bank of Nova Scotia, 0.39% 06417FBP4 Certificate of Deposit First Tier Security 2013-02-13 2013-09-12 N N N 3000000.00 3000000.00 0.0034 N 2999598.00 2999598.00 Bank of Nova Scotia Bank of Nova Scotia, 0.54% 06417FGH7 Certificate of Deposit First Tier Security 2013-02-19 2013-09-17 N N N 1000000.00 1000000.00 0.0011 N 1000002.00 1000002.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FDN1 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 5000000.00 5000000.00 0.0056 N 5000182.50 5000182.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E5X1 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 5000000.00 5000000.00 0.0056 N 5001884.50 5001884.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E6B8 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 4000000.00 4000000.00 0.0045 N 4001602.00 4001602.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.46% 06538EE37 Certificate of Deposit First Tier Security 2013-01-02 2013-01-08 N N N 10000000.00 10000000.00 0.0112 N 10000310.00 10000310.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538E3Y1 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 8000000.00 8000000.00 0.0090 N 8003264.00 8003264.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 10000000.00 10000000.00 0.0112 N 10003611.00 10003611.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-01-03 2013-06-03 N N N 4000000.00 4000000.00 0.0045 N 3997800.00 3997800.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2013-01-05 2013-06-05 N N N 3000000.00 3000000.00 0.0034 N 2999619.00 2999619.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.42% 13606XQ84 Certificate of Deposit First Tier Security 2013-01-17 2013-09-17 N N N 9000000.00 9000000.00 0.0101 N 9003843.00 9003843.00 Credit Suisse Credit Suisse, 0.27% 22550DZM4 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 7000000.00 7000000.00 0.0079 N 7000873.60 7000873.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 1000000.00 1000000.00 0.0011 N 1000095.40 1000095.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 1000000.00 1000000.00 0.0011 N 1000095.40 1000095.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 23330LLS3 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 2000000.00 2000000.00 0.0022 N 2000124.40 2000124.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682ABS4 Certificate of Deposit First Tier Security 2013-05-02 2013-05-02 N N N 3000000.00 3000000.00 0.0034 N 3001013.70 3001013.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAC0 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 5000000.00 5000000.00 0.0056 N 5002496.50 5002496.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2E7 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 4000000.00 4000000.00 0.0045 N 4000349.20 4000349.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2L1 Certificate of Deposit First Tier Security 2013-02-08 2013-02-08 N N N 4000000.00 4000000.00 0.0045 N 4000389.20 4000389.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687GR75 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 2000000.00 2000386.29 0.0022 N 2000605.40 2000605.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2X5 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 3000000.00 3000000.00 0.0034 N 3000329.40 3000329.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G4U9 Certificate of Deposit First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 4000000.00 0.0045 N 4000216.80 4000216.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW20 Certificate of Deposit First Tier Security 2013-01-07 2013-01-07 N N N 4000000.00 4000000.00 0.0045 N 4000163.20 4000163.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW95 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 4000000.00 4000000.00 0.0045 N 4000326.40 4000326.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GX78 Certificate of Deposit First Tier Security 2013-01-17 2013-01-17 N N N 4000000.00 4000000.00 0.0045 N 4000396.40 4000396.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.41% 60687GX60 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 4000000.00 4000000.00 0.0045 N 4000561.60 4000561.60 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-01-22 2013-06-18 N N N 5000000.00 5000000.00 0.0056 N 4997455.00 4997455.00 National Bank of Canada National Bank of Canada, 0.41% 63306V6J4 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 3000000.00 3000000.00 0.0034 N 3000555.00 3000555.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.25% 65558EDP0 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 4000000.00 4000000.00 0.0045 N 4000289.20 4000289.20 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65558ECV8 Certificate of Deposit First Tier Security 2013-02-20 2013-02-20 N N N 5000000.00 5000000.00 0.0056 N 5000778.50 5000778.50 Royal Bank of Canada Royal Bank of Canada, 0.38% 78009NDK9 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 2000000.00 2000000.00 0.0022 N 2000436.00 2000436.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78009NDW3 Certificate of Deposit First Tier Security 2013-03-08 2013-03-08 N N N 10000000.00 10000000.00 0.0112 N 10003590.00 10003590.00 Royal Bank of Canada Royal Bank of Canada, 0.74% 78009JS22 Certificate of Deposit First Tier Security 2013-01-02 2013-08-30 N N N 3000000.00 3000000.00 0.0034 N 3002082.00 3002082.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HBT2 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 2000000.00 2000000.00 0.0022 N 2000183.20 2000183.20 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HCQ7 Certificate of Deposit First Tier Security 2013-02-06 2013-02-06 N N N 5000000.00 5000000.00 0.0056 N 5000513.50 5000513.50 Societe Generale Societe Generale, 0.35% 83369TJU2 Certificate of Deposit First Tier Security 2013-02-01 2013-02-01 N N N 15000000.00 15000000.00 0.0169 N 15001333.50 15001333.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562DB58 Certificate of Deposit First Tier Security 2013-01-04 2013-05-08 N N N 7000000.00 7000000.00 0.0079 N 6999391.00 6999391.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562DRB8 Certificate of Deposit First Tier Security 2013-02-22 2013-02-22 N N N 5000000.00 5000719.76 0.0056 N 5001763.50 5001763.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 1000000.00 1000096.54 0.0011 N 1000295.20 1000295.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 5000000.00 5000387.09 0.0056 N 5001475.00 5001475.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWZ9 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 5000000.00 5000000.00 0.0056 N 5001384.50 5001384.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DTM2 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 5000000.00 5000000.00 0.0056 N 5001159.00 5001159.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DVQ0 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 4000000.00 4000000.00 0.0045 N 4001224.40 4001224.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUV0 Certificate of Deposit First Tier Security 2013-03-20 2013-03-20 N N N 4000000.00 4000000.00 0.0045 N 4001225.60 4001225.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUU2 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 4000000.00 4000000.00 0.0045 N 4001240.80 4001240.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562DUK4 Certificate of Deposit First Tier Security 2013-03-18 2013-03-18 N N N 7000000.00 7000000.00 0.0079 N 7002239.30 7002239.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 2000000.00 2000000.00 0.0022 N 2000752.60 2000752.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WQ43 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 3000000.00 3000000.00 0.0034 N 3000082.50 3000082.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WR91 Certificate of Deposit First Tier Security 2013-01-31 2013-01-31 N N N 3000000.00 3000000.00 0.0034 N 3000283.80 3000283.80 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WS33 Certificate of Deposit First Tier Security 2013-02-05 2013-02-05 N N N 5000000.00 5000000.00 0.0056 N 5000449.50 5000449.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT32 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 3000000.00 3000000.00 0.0034 N 3000314.70 3000314.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT40 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 3000000.00 3000000.00 0.0034 N 3000344.70 3000344.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WU48 Certificate of Deposit First Tier Security 2013-02-26 2013-02-26 N N N 3000000.00 3000000.00 0.0034 N 3000427.20 3000427.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CHU1 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 2000000.00 2000004.72 0.0022 N 2000054.80 2000054.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CJF2 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 4000000.00 4000012.77 0.0045 N 4000146.40 4000146.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CKF0 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 6000000.00 6000034.97 0.0067 N 6000393.00 6000393.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958CPK4 Certificate of Deposit First Tier Security 2013-05-20 2013-05-20 N N N 3000000.00 3000057.86 0.0034 N 3000174.60 3000174.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 4000000.00 4000000.00 0.0045 N 4000598.80 4000598.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 1000000.00 1000000.00 0.0011 N 1000286.10 1000286.10 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 1000000.00 1000000.00 0.0011 N 1000289.40 1000289.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 2000000.00 2000000.00 0.0022 N 2000578.80 2000578.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112WNY9 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 2000000.00 2000055.18 0.0022 N 2000610.00 2000610.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112XNA9 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0011 N 1000299.00 1000299.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 4001702.40 4001702.40 UBS AG UBS AG, 0.32% 90267RMH9 Certificate of Deposit First Tier Security 2013-01-07 2013-05-07 N N N 5000000.00 5000000.00 0.0056 N 5000255.00 5000255.00 Westpac Banking Corp. Westpac Banking Corp., 0.23% 96121TQJ0 Certificate of Deposit First Tier Security 2013-01-29 2013-01-29 N N N 2000000.00 2000000.00 0.0022 N 2000209.40 2000209.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 2029914X0 0000008565 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 2000000.00 2000000.00 0.0022 N 2000106.60 2000106.60 DNB Bank ASA DNB Bank ASA, 0.30% 46R99YNM9 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 3000000.00 3000000.00 0.0034 N 3000293.10 3000293.10 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QBE3 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 2000000.00 2000000.00 0.0022 N 2000168.80 2000168.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 01L99GSB8 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 1000000.00 1000000.00 0.0011 N 1000037.50 1000037.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 01L99GRY9 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 1000000.00 1000000.00 0.0011 N 1000042.50 1000042.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-01-09 2013-05-09 N N N 2000000.00 2000000.00 0.0022 N 1999998.00 1999998.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-01-15 2013-04-15 N N N 4000000.00 4000000.00 0.0045 N 4000340.00 4000340.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-01-22 2013-04-19 N N N 4000000.00 4000000.00 0.0045 N 4000356.00 4000356.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-01-03 2013-06-03 N N N 5000000.00 5000000.00 0.0056 N 4998125.00 4998125.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% 39K99HDS6 0000833029 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 9000000.00 9000000.00 0.0101 N 9001270.80 9001270.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 39K99HDH0 0000833029 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 20000000.00 20000000.00 0.0225 N 20001832.00 20001832.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQB9 Certificate of Deposit First Tier Security 2013-04-30 2013-04-30 N N N 4000000.00 4000000.00 0.0045 N 4002531.20 4002531.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQC7 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 2000000.00 2000000.00 0.0022 N 2000939.80 2000939.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNV8 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 2000000.00 2000000.00 0.0022 N 2001207.60 2001207.60 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.23% 8574P1AV8 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 2000000.00 2000000.00 0.0022 N 2000109.80 2000109.80 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.23% 8574P1AY2 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 3000000.00 3000000.00 0.0034 N 3000182.40 3000182.40 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P1AW6 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 4000000.00 4000000.00 0.0045 N 3997720.40 3997720.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.35% 06741GNG6 Financial Company Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N N 1000000.00 999970.83 0.0011 N 999982.20 999982.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.31% 0556N0QU2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 10000000.00 9992594.44 0.0112 N 9992943.00 9992943.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-05-07 N N N 8000000.00 7999155.31 0.0090 N 7999168.00 7999168.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPR5 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 2000000.00 1999297.22 0.0022 N 1999447.20 1999447.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPU8 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 999629.44 0.0011 N 999705.50 999705.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 2000000.00 2000000.00 0.0022 N 1999916.00 1999916.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 999957.00 999957.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-29 N N N 1000000.00 1000000.00 0.0011 N 999994.00 999994.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-28 N N N 5000000.00 5000000.00 0.0056 N 4999970.00 4999970.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0NX6 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 3000000.00 2999375.00 0.0034 N 2999612.40 2999612.40 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P48 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 3000000.00 2999291.67 0.0034 N 2999562.60 2999562.60 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 1000000.00 999732.78 0.0011 N 999841.70 999841.70 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 1000000.00 999546.67 0.0011 N 999671.40 999671.40 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0QR6 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 4000000.00 3997602.23 0.0045 N 3997890.80 3997890.80 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 2000000.00 1999900.00 0.0022 N 1999941.60 1999941.60 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRK5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-04-19 N N N 5000000.00 4996250.00 0.0056 N 4997002.50 4997002.50 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 3000000.00 2997520.83 0.0034 N 2997800.10 2997800.10 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-05-28 N N N 10000000.00 10000000.00 0.0112 N 9997590.00 9997590.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-04-26 N N N 7000000.00 7000000.00 0.0079 N 6999566.00 6999566.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.30% 6323A0P44 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 5000000.00 4998583.34 0.0056 N 4998720.00 4998720.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 999483.33 0.0011 N 999557.30 999557.30 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 1000000.00 999458.33 0.0011 N 999530.70 999530.70 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P0R43 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 4000000.00 3997416.67 0.0045 N 3997660.40 3997660.40 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 2000000.00 1999025.00 0.0022 N 1999641.40 1999641.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 999776.11 0.0011 N 999897.50 999897.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP54 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N N 3000000.00 2999241.67 0.0034 N 2999622.00 2999622.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050TQ61 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 2000000.00 1999004.45 0.0022 N 1999372.80 1999372.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 2000000.00 1999805.56 0.0022 N 1999875.00 1999875.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 2000000.00 1999708.33 0.0022 N 1999799.20 1999799.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FR82 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 3997036.11 0.0045 N 3997466.40 3997466.40 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.27% 89116ESG9 Financial Company Commercial Paper First Tier Security 2013-05-16 2013-05-16 N N N 5000000.00 4994937.50 0.0056 N 4995850.50 4995850.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 999491.95 0.0011 N 999783.30 999783.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 1000000.00 999413.33 0.0011 N 999735.70 999735.70 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262CNX1 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 1000000.00 999750.00 0.0011 N 999930.00 999930.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 1000000.00 999888.06 0.0011 N 999980.50 999980.50 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 1000000.00 999888.06 0.0011 N 999980.50 999980.50 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 1000000.00 999810.56 0.0011 N 999959.00 999959.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNU7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-01-28 N N N 1000000.00 999767.50 0.0011 N 999941.10 999941.10 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 5000000.00 4993825.00 0.0056 N 4996539.50 4996539.50 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 5000000.00 4993687.50 0.0056 N 4997053.50 4997053.50 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 2000000.00 2000000.00 0.0022 N 1999834.00 1999834.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-06-10 N N N 1000000.00 1000000.00 0.0011 N 999913.00 999913.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-01-17 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 2999727.00 2999727.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-06-21 N N N 2000000.00 2000000.00 0.0022 N 1999814.00 1999814.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-29 N N N 2000000.00 2000000.00 0.0022 N 1999906.00 1999906.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-07-01 N N N 2000000.00 2000000.00 0.0022 N 1999606.00 1999606.00 Ciesco LP Ciesco LP, 0.33% 17178BPN9 Asset Backed Commercial Paper First Tier Security 2013-02-22 2013-02-22 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999523.34 0.0011 N 999594.70 999594.70 Ciesco LP Ciesco LP, 0.35% 17178BN84 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999931.94 0.0011 N 999950.80 999950.80 Govco, Inc. Govco, Inc., 0.30% 38362VP56 Asset Backed Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999708.33 0.0011 N 999726.00 999726.00 Govco, Inc. Govco, Inc., 0.33% 38362VPB3 Asset Backed Commercial Paper First Tier Security 2013-02-11 2013-02-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999624.17 0.0011 N 999675.70 999675.70 Govco, Inc. Govco, Inc., 0.33% 38362VPL1 Asset Backed Commercial Paper First Tier Security 2013-02-20 2013-02-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999541.67 0.0011 N 999597.70 999597.70 Govco, Inc. Govco, Inc., 0.33% 38362VQ14 Asset Backed Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998918.33 0.0022 N 1999033.40 1999033.40 Govco, Inc. Govco, Inc., 0.33% 38362VQ48 Asset Backed Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999431.66 0.0011 N 999489.00 999489.00 Govco, Inc. Govco, Inc., 0.35% 38362VN82 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999931.94 0.0011 N 999942.20 999942.20 Govco, Inc. Govco, Inc., 0.35% 38362VNB5 Asset Backed Commercial Paper First Tier Security 2013-01-11 2013-01-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999708.33 0.0034 N 2999761.80 2999761.80 Govco, Inc. Govco, Inc., 0.35% 38362VNB5 Asset Backed Commercial Paper First Tier Security 2013-01-11 2013-01-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3999611.11 0.0045 N 3999682.40 3999682.40 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999698.61 0.0011 N 999759.10 999759.10 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999698.61 0.0011 N 999759.10 999759.10 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KR33 Other Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N N 5669000.00 5664943.51 0.0064 N 5663200.61 5663200.61 Devon Energy Corp. Devon Energy Corp., 0.41% 25179JAA8 Other Commercial Paper Second Tier Security 2013-01-28 2013-01-30 Y DEVON ENERGY CORP NEW N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999870.00 4999870.00 Ecolab, Inc. Ecolab, Inc., 0.51% 27887RAB7 Other Commercial Paper Second Tier Security 2013-01-11 2013-01-11 Y ECOLAB INC N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000004.00 2000004.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 1000000.00 999967.50 0.0011 N 999970.00 999970.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 1000000.00 999967.50 0.0011 N 999970.00 999970.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.41% 92344PUW4 Other Commercial Paper Second Tier Security 2013-01-02 2013-02-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000090.00 3000090.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 7000000.00 7030702.71 0.0079 N 7032816.00 7032816.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 1004107.09 0.0011 N 1004180.00 1004180.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 1000000.00 1004243.17 0.0011 N 1004531.00 1004531.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.20% 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 8000000.00 8003603.62 0.0090 N 8003440.00 8003440.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 4000000.00 3997891.67 0.0045 N 3999064.00 3999064.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 7000000.00 6994164.78 0.0079 N 6995625.00 6995625.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 5000000.00 5011608.56 0.0056 N 5012695.00 5012695.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 1000000.00 1024896.76 0.0012 N 1025273.00 1025273.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 10000000.00 10351068.38 0.0116 N 10351950.00 10351950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 8000000.00 8020269.12 0.0090 N 8022184.00 8022184.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 5000000.00 5021016.82 0.0056 N 5023240.00 5023240.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.41% 25746UBS7 Other Note Second Tier Security 2013-01-22 2013-02-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0022 N 1999638.00 1999638.00 Royal Bank of Canada Royal Bank of Canada, 0.36% 78008KZV8 Other Note First Tier Security 2013-02-06 2013-09-06 N N N 9000000.00 8998769.75 0.0101 N 8999217.00 8999217.00 Royal Bank of Canada Royal Bank of Canada, 0.46% 78008FBC7 Other Note First Tier Security 2013-01-02 2013-09-01 N N N 16000000.00 16000000.00 0.0180 N 16003856.00 16003856.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAZ7 Other Note First Tier Security 2013-01-15 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 3999436.00 3999436.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-01-11 2014-09-11 N N N 6000000.00 5998000.97 0.0067 N 5998608.00 5998608.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381JE6 Government Agency Debt First Tier Security 2013-01-25 2014-06-25 N N N 10000000.00 9996997.36 0.0112 N 9997170.00 9997170.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 1000000.00 999799.23 0.0011 N 1000071.00 1000071.00 Freddie Mac Freddie Mac, 0.22% 3134G32P4 Government Agency Debt First Tier Security 2013-01-05 2014-12-05 N N N 10000000.00 10000000.00 0.0112 N 9998360.00 9998360.00 Denver Colorado Pub. Schools Ctfs. of Prtn. Denver Colorado Pub. Schools Ctfs. of Prtn., 0.17% Series 2011 A4, LOC Royal Bank of Canada VRDN 249218AA6 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.39% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-01-07 2013-01-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0052 N 4600000.00 4600000.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.50% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 01/09/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-01-09 2013-01-09 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.53% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-04-01 Y METROPOLITAN LIFE INS CO N/A N/A N N 1000000.00 1000000.00 0.0011 Y 999761.00 999761.00 Bank of America NA In a joint trading account with Bank of America NA at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 4.5 - 8 Government Agency Debt 12362391.66 2567817.73 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2041-07-25 0.83 - 9.5 Government Agency Debt 31532704.35 7157066.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2042-11-20 3 - 3.5 Government Agency Debt 24684763.96 26482222.41 Unrated Security 2013-01-02 2013-01-02 N N N 35488710.00 35488709.83 0.0399 N 35488709.83 35488709.83 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WJJ6 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-01 2041-07-01 4.5 - 6.5 Government Agency Debt 2743916.00 1434602.30 FEDERAL HOME LOAN MORTGAGE CORP 2015-10-01 2037-09-01 5 - 6.5 Government Agency Debt 10551999.00 1437181.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 4 - 4 Government Agency Debt 244871.00 189037.30 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WKE5 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2034-02-01 4.5 - 5 Government Agency Debt 2827918.00 982900.06 FEDERAL NATIONAL MORTGAGE ASSOC 2025-01-01 2038-03-01 3 - 6 Government Agency Debt 7438683.00 2077921.13 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WHT6 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2033-09-01 2.537 - 5.5 Government Agency Debt 4531922.00 616088.52 FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2040-08-01 5 - 6.5 Government Agency Debt 12848406.00 2444752.74 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WLF1 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-11-01 2041-10-01 4.5 - 5.5 Government Agency Debt 16653311.00 4209943.81 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2042-07-01 2.595 - 6 Government Agency Debt 26905963.00 7012709.06 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 11000000.00 11000000.00 0.0124 N 11000000.00 11000000.00 Citibank NA Citibank NA, 0.20% 47P99RTQ9 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-01 2040-08-01 2.86 - 4 Government Agency Debt 19464470.00 5102324.52 First Tier Security 2013-01-02 2013-01-02 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_06399 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2014-09-30 0.25 - 0.25 Treasury Debt 266476.50 266728.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-16 2042-09-20 2 - 4.75 Government Agency Debt 668026.41 638570.97 FEDERAL HOME LOAN MORTGAGE CORP 2018-01-15 2040-11-15 0.708 - 5.5 Government Agency Debt 204588.68 59364.27 FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-25 2043-01-25 0.558 - 7 Government Agency Debt 1632166.66 1225954.19 Unrated Security 2013-01-02 2013-01-02 N N N 2129323.00 2129322.59 0.0024 N 2129322.59 2129322.59 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CGK9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2039-12-15 2.5 - 2.5 Government Agency Debt 2114200.00 2062893.91 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CFN4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-06-01 3.256 - 4.5 Government Agency Debt 3410800.00 2030799.43 FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2039-12-15 2.5 - 2.5 Government Agency Debt 10000.00 9757.33 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 47Y99CJU4 0000877559 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2033-10-20 2033-10-20 5.843 - 5.843 Government Agency Debt 1370000.00 1032985.07 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2042-12-15 3.5 - 6.5 Government Agency Debt 403722.78 399191.35 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2043-01-25 2.5 - 7 Government Agency Debt 3660158.78 2806974.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2040-12-20 4 - 5.5 Government Agency Debt 43299.07 57209.82 Unrated Security 2013-01-02 2013-01-02 N N N 3193984.00 3193983.88 0.0036 N 3193983.88 3193983.88 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2038-05-15 0.5 - 4.5 Treasury Debt 202924.72 223919.20 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2042-06-20 3.5 - 4.5 Government Agency Debt 234148.60 206928.51 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2042-11-01 2.241 - 4.5 Government Agency Debt 44331.37 46234.18 FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 0 - 0 Government Agency Debt 7701.45 8012.01 Unrated Security 2013-01-02 2013-01-02 N N N 497410.00 497409.76 0.0006 N 497409.76 497409.76 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.29% 47V99FCN3 0000812291 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2042-10-20 3 - 3 Government Agency Debt 5739722.00 6099629.66 FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2032-09-01 3 - 3.5 Government Agency Debt 45091.00 46918.64 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0067 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-02-15 2042-11-15 0.875 - 3.875 Treasury Debt 7913934.18 8045773.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2042-06-15 3 - 7 Government Agency Debt 13661158.60 10055288.64 Unrated Security 2013-01-02 2013-01-02 N N N 17744355.00 17744354.91 0.0199 N 17744354.91 17744354.91 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.18% 38W99B8N5 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 4 - 4 Government Agency Debt 3916662.00 4082297.56 First Tier Security 2013-01-04 2013-01-04 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2043-01-01 2 - 10.5 Government Agency Debt 5479059.67 4585204.99 Unrated Security 2013-01-02 2013-01-02 N N N 4495237.00 4495236.58 0.0051 N 4495236.58 4495236.58 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.25% 46Z99KMU3 0000050916 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-15 2042-12-20 3 - 5 Government Agency Debt 10034.00 5933.99 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2042-08-01 2.211 - 5 Government Agency Debt 2933103.00 2037630.41 First Tier Security 2013-01-07 2013-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 45J993SL5 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-05-01 2040-09-01 3.664 - 5.82 Government Agency Debt 7230000.00 2042739.98 First Tier Security 2013-01-03 2013-01-03 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Societe Generale In a joint trading account with Societe Generale at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2042-12-01 3 - 5 Government Agency Debt 764586.78 380625.82 US TREASURY 2014-01-31 2020-05-15 0.875 - 3.5 Treasury Debt 760501.92 804419.25 FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2043-01-01 2.5 - 5 Government Agency Debt 986409.98 826004.84 Unrated Security 2013-01-02 2013-01-02 N N N 1971595.00 1971594.99 0.0022 N 1971594.99 1971594.99 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_06042 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 3 - 3 Government Agency Debt 506084.82 538962.10 Unrated Security 2013-01-02 2013-01-02 N N N 528387.00 528387.46 0.0006 N 528387.46 528387.46 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.34% 47Z995EK5 0001197610 Other Repurchase Agreement N BARCLAYS BANK 2022-11-21 2022-11-21 7.625 - 7.625 Other Instrument CORPORATE 2952.00 2985.08 CONSTELLATION ENERGY GROUP INC 2015-06-15 2015-06-15 4.55 - 4.55 Other Instrument CORPORATE 3853.00 4166.37 HASBRO INC FORMERLY HASBRO BRADLEY INC TO 06/06/ 2014-05-15 2014-05-15 6.125 - 6.125 Other Instrument CORPORATE 2041.00 2201.66 TELECOM ITALIA CAP 2013-11-15 2013-11-15 5.25 - 5.25 Other Instrument CORPORATE 1005988.00 1039898.18 BRASKEM FINANCE LIMITED 2018-06-05 2018-06-05 7.25 - 7.25 Other Instrument CORPORATE 1295.00 1483.08 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.47% 45H99MVG2 0000315030 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORP II 2044-08-10 2044-08-10 5.308 - 5.308 Other Instrument MORTGAGE 38148.00 37070.09 GS MTG SECS TR 2012-GCJ9 2045-11-10 2045-11-10 N/A Other Instrument MORTGAGE 9306155.00 8191969.39 SLM PRIVATE CREDIT STUDENT LOAN TRUST 2024-03-15 2024-03-15 0.488 - 0.488 Other Instrument ASSET BACKED 1846988.00 1724295.46 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2045-12-10 2045-12-10 N/A Other Instrument MORTGAGE 9014694.00 8947159.25 First Tier Security 2013-01-02 2013-01-02 N N N 18000000.00 18000000.00 0.0202 N 18000000.00 18000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.29% 47A99P4F0 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-01-16 2053-01-16 1.89 - 1.89 Government Agency Debt 2025000.00 2060725.58 First Tier Security 2013-01-04 2013-01-04 N N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.33% 47A99P4G8 0000318336 Other Repurchase Agreement N SPRINT NEXTEL 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 385740.00 2160144.00 First Tier Security 2013-01-04 2013-01-04 N N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.52% 47A99PMV5 0000318336 Other Repurchase Agreement N INGERSOLL-RAND PUBLIC LIMITED 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 69192.00 3243720.96 First Tier Security 2013-01-15 2013-01-15 N N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 47A99PQM1 0000318336 Other Repurchase Agreement N WESCO INTERNATIONAL, INC. 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 444000.00 1083345.35 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 47A99PUP9 0000318336 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRU 2036-02-25 2036-02-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 2892600.00 1040180.36 GREENPOINT MORTGAGE FUNDING TR 2046-11-25 2046-11-25 0.48 - 0.48 Other Instrument GOVERNMENT AGENCY 280000.00 5969.88 CWMBS, INC. 2003-58 2034-06-20 2034-06-20 2.491 - 2.491 Other Instrument GOVERNMENT AGENCY 100000.00 31248.33 WELLS FARGO MORTGAGE BACKED SE 2037-05-25 2037-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000.00 5493.55 First Tier Security 2013-02-19 2013-02-19 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PMN3 0000318336 Other Repurchase Agreement N BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 10000.00 3365.86 CHL MORTGAGE PASS-THROUGH TRUS 2038-01-25 2038-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 450000.00 289622.43 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.37 - 0.37 Other Instrument ASSET BACKED 3450100.00 1835761.89 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 65000.00 24288.91 LEHMAN MORTGAGE TRUST, SERIES 2036-08-25 2036-08-25 6.89 - 6.89 Other Instrument GOVERNMENT AGENCY 65000.00 8878.52 VNDO 2012-6AVE MTG TR 2030-11-15 2030-11-15 2.996 - 2.996 Other Instrument GOVERNMENT AGENCY 5000.00 5187.14 First Tier Security 2013-01-14 2013-01-14 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PMX1 0000318336 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2046-07-10 2046-07-10 5.833 - 5.833 Other Instrument GOVERNMENT AGENCY 30000.00 7195.17 BEAR STEARNS COMMERCIAL MORTGA 2041-06-11 2041-06-11 4.674 - 4.674 Other Instrument GOVERNMENT AGENCY 25000.00 27163.95 SACO I TRUST 2000-2 2036-06-25 2036-06-25 0.47 - 0.47 Other Instrument ASSET BACKED 35000.00 3584.76 MORGAN STANLEY CAPITAL I INC. 2042-08-13 2042-08-13 4.989 - 4.989 Other Instrument GOVERNMENT AGENCY 20000.00 21903.54 IMPERIAL CMB TRUST SERIES 1998 2035-04-25 2035-04-25 0.945 - 0.945 Other Instrument GOVERNMENT AGENCY 35000.00 2895.47 CWABS ASSET-BACKED CERTIFICATE 2037-06-25 2037-06-25 0.39 - 0.39 Other Instrument ASSET BACKED 200000.00 155540.08 CWHEQ REVOLVING HOME EQUITY LO 2036-05-15 2036-05-15 0.389 - 0.389 Other Instrument ASSET BACKED 400000.00 52804.28 CSMC SERIES 2009-4R 2036-04-25 2036-04-25 5.667 - 5.667 Other Instrument GOVERNMENT AGENCY 4338700.00 2978222.28 First Tier Security 2013-01-17 2013-01-17 N N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PPR1 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 2.664 - 2.664 Other Instrument GOVERNMENT AGENCY 90000.00 13013.49 CSFB NIMS TRUST ARMT NIMA4 2045-11-15 2045-11-15 2.822 - 2.822 Other Instrument GOVERNMENT AGENCY 5000.00 5160.15 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.45 - 0.45 Other Instrument ASSET BACKED 1000000.00 398857.38 RAMP SERIES 2007-RZ1 TRUST 2037-02-25 2037-02-25 0.37 - 0.37 Other Instrument ASSET BACKED 200000.00 135909.49 SACO I TRUST 2000-2 2036-06-25 2036-06-25 0.47 - 0.47 Other Instrument ASSET BACKED 35000.00 3584.76 IMPAC SECURED ASSETS TRUST 200 2037-09-25 2037-09-25 0.45 - 0.45 Other Instrument GOVERNMENT AGENCY 30000.00 13055.74 RESIDENTIAL ACCREDITED LOAN, I 2036-06-25 2036-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 70000.00 15697.20 WASHINGTON MUTUAL MORTGAGE PAS 2046-05-25 2046-05-25 0.57 - 0.57 Other Instrument GOVERNMENT AGENCY 115000.00 25830.78 STRUCTURED ASSET MORTGAGE INVE 2046-07-25 2046-07-25 0.44 - 0.44 Other Instrument GOVERNMENT AGENCY 5985600.00 577709.15 First Tier Security 2013-01-23 2013-01-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PPB6 0000318336 Other Repurchase Agreement N BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 310000.00 104341.65 BEAR STEARNS ALT-A TRUST 2002- 2035-09-25 2035-09-25 3.001 - 3.001 Other Instrument GOVERNMENT AGENCY 1765200.00 474467.28 CWHEQ HOME EQUITY LOAN TRUST, 2034-03-25 2034-03-25 5.658 - 5.658 Other Instrument ASSET BACKED 840000.00 478450.52 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 10000.00 3736.76 IMPAC SECURED ASSETS TRUST 200 2037-09-25 2037-09-25 0.45 - 0.45 Other Instrument GOVERNMENT AGENCY 10000.00 4351.91 LB-UBS COMMERCIAL MORTGAGE TRU 2041-04-15 2041-04-15 6.157 - 6.157 Other Instrument GOVERNMENT AGENCY 5000.00 4643.39 RALI SERIES 2005-QS9 TRUST 2046-01-25 2046-01-25 N/A Other Instrument GOVERNMENT AGENCY 1010000.00 11684.36 First Tier Security 2013-01-24 2013-01-24 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PSE7 0000318336 Other Repurchase Agreement N FIRST HORIZON ALTERNATIVE MORT 2037-03-25 2037-03-25 53.919 - 53.919 Other Instrument GOVERNMENT AGENCY 35000.00 27086.06 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.673 - 0.673 Other Instrument ASSET BACKED 500000.00 147380.78 SACO I TRUST 2000-2 2036-06-25 2036-06-25 0.47 - 0.47 Other Instrument ASSET BACKED 8853800.00 906821.52 First Tier Security 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.80% 47A99PJW7 0000318336 Other Repurchase Agreement N RALI SERIES 2007-QH2 TRUST 2037-03-25 2037-03-25 0.35 - 0.35 Other Instrument GOVERNMENT AGENCY 2506200.00 995545.07 LB-UBS COMMERCIAL MORTGAGE TRU 2041-04-15 2041-04-15 6.157 - 6.157 Other Instrument GOVERNMENT AGENCY 35000.00 32503.74 FIRST FRANKLIN MORTGAGE LOAN T 2036-04-25 2036-04-25 0.37 - 0.37 Other Instrument ASSET BACKED 50000.00 24018.45 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 65000.00 24288.91 CWMBS, INC. 2003-58 2034-06-20 2034-06-20 2.491 - 2.491 Other Instrument GOVERNMENT AGENCY 5000.00 1562.42 CWHEQ HOME EQUITY LOAN TRUST, 2034-03-25 2034-03-25 5.658 - 5.658 Other Instrument ASSET BACKED 5000.00 2847.92 VNDO 2012-6AVE MTG TR 2030-11-15 2030-11-15 2.996 - 2.996 Other Instrument GOVERNMENT AGENCY 5000.00 5187.14 First Tier Security 2013-01-02 2013-01-02 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.80% 47A99PLM6 0000318336 Other Repurchase Agreement N CSFB NIMS TRUST ARMT NIMA4 2045-11-15 2045-11-15 2.822 - 2.822 Other Instrument GOVERNMENT AGENCY 85000.00 87722.61 CSMC SERIES 2009-4R 2036-04-25 2036-04-25 5.667 - 5.667 Other Instrument GOVERNMENT AGENCY 3005900.00 2063345.78 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 20000.00 7473.51 IMPERIAL CMB TRUST SERIES 1998 2035-04-25 2035-04-25 0.945 - 0.945 Other Instrument GOVERNMENT AGENCY 25000.00 2068.19 RAMP SERIES 2007-RZ1 TRUST 2037-02-25 2037-02-25 0.37 - 0.37 Other Instrument ASSET BACKED 20000.00 13590.95 First Tier Security 2013-01-07 2013-01-07 N N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 45A99N7F6 Other Repurchase Agreement N NEXEN INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 40525.00 1088096.25 First Tier Security 2013-01-17 2013-01-17 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N MICROCHIP TECHNOLOGY INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 1739000.00 2175808.98 First Tier Security 2013-04-11 2013-04-11 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 45A99N7H2 Other Repurchase Agreement N ANIXTER INTL INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 1929000.00 2177412.76 First Tier Security 2013-02-19 2013-02-19 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N KYOCERA CORP 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 4601.00 414090.00 CEMEX,S.A. AND TOLMEX,S.A. 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 182134.00 1763057.12 First Tier Security 2013-04-17 2013-04-17 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N7J8 Other Repurchase Agreement N ANIXTER INTL INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 1929000.00 2177412.76 First Tier Security 2013-03-21 2013-03-21 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.79% 45A99N6E0 Other Repurchase Agreement N ANIXTER INTL INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 1931000.00 2179670.32 First Tier Security 2013-01-11 2013-01-11 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.30% 46S99VSN7 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2034-11-25 2040-03-25 6.05 - 6.54 Government Agency Debt 235583988.00 11330550.08 First Tier Security 2013-01-02 2013-01-02 N N N 11000000.00 11000000.00 0.0124 N 11000000.00 11000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.38% 46S99VSY3 0001287279 Other Repurchase Agreement N WESTERN UNION COMPANY 2016-10-01 2016-10-01 5.93 - 5.93 Other Instrument CORPORATE 945000.00 1052201.06 First Tier Security 2013-01-04 2013-01-04 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VQY5 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2020-03-06 2020-03-06 1.513 - 1.513 Other Instrument GOVERNMENT AGENCY 2145000.00 2163171.86 First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.92% 46S99VMA1 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2020-03-06 2020-03-06 1.513 - 1.513 Other Instrument GOVERNMENT AGENCY 2150000.00 2168214.21 First Tier Security 2013-03-20 2013-03-20 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 47X99M4G0 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2040-12-15 5.942 - 5.942 Government Agency Debt 61905382.00 16426519.28 FEDERAL NATIONAL MORTGAGE ASSOC 2042-11-25 2042-11-25 5.893 - 5.893 Government Agency Debt 30756821.00 7263704.66 First Tier Security 2013-01-02 2013-01-02 N N N 23000000.00 23000000.00 0.0258 N 23000000.00 23000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.30% 47X99MXR4 0000728612 Other Repurchase Agreement N BANCO DE CHILE 2013-03-07 2013-03-07 N/A Financial Company Commercial Paper 2061047.00 2060000.19 WALT DISNEY CO/THE 2013-04-15 2013-04-15 N/A Other Commercial Paper 207.00 205.97 First Tier Security 2013-01-02 2013-01-02 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.38% 47X99MYR3 0000728612 Other Repurchase Agreement N EPR PPTS 9% CCP-E 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33.00 973.50 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 509.41 ISHS BRCLY 1-3 CRED 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40973.00 4318554.20 XINYUAN REAL SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 80.00 282.40 First Tier Security 2013-01-02 2013-01-02 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.62% 47X99M3Q9 0000728612 Other Repurchase Agreement N MASTR RESECURITIZATION TRUST 2035-07-28 2035-07-28 N/A Other Instrument MORTGAGE 9919608.00 1923475.89 FEDERAL NATIONAL MORTGAGE ASSOC 2028-07-25 2028-07-25 6.5 - 6.5 Government Agency Debt 6688965.00 225644.90 First Tier Security 2013-01-07 2013-01-07 N N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YBP5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-25 2028-01-25 3 - 3 Government Agency Debt 13442240.00 2063424.17 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.42% 48E99YAD3 Other Repurchase Agreement N BANK MONTREAL MEDIUM TERM SR NTS BOOK ENTRY 2015-09-11 2015-09-11 0.779 - 0.779 Other Instrument CORPORATE 514864.00 517010.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2041-07-20 3.5 - 5 Government Agency Debt 5105.00 3578.36 FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-25 2036-10-25 3 - 6.392 Government Agency Debt 762196.00 115567.82 ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 2040-07-19 2040-07-19 5.375 - 5.375 Other Instrument CORPORATE 1163609.00 1462761.24 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.54% 48E99YBN0 Other Repurchase Agreement N AVIS BUDGET RENTAL CAR FUNDING (AESOP) 2018-02-20 2018-02-20 4.72 - 4.72 Other Instrument ASSET BACKED 961630.00 1051911.88 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.82% 47H993WC8 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.708 - 1.708 Other Instrument ASSET BACKED 3083807.00 1155076.92 First Tier Security 2013-01-03 2013-01-03 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 47H993YC6 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2021-07-01 3.5 - 3.5 Government Agency Debt 1436.00 1056.93 CPS AUTO GRANTOR/RECEIVABLES TRUST 2018-09-17 2018-09-17 7.5 - 7.5 Other Instrument ASSET BACKED 460725.00 481120.53 CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-09-16 2019-09-16 5.9 - 5.9 Other Instrument ASSET BACKED 562416.00 583740.38 EQUIFAX INC 2022-12-15 2022-12-15 3.3 - 3.3 Other Instrument CORPORATE 2492.00 2482.41 First Tier Security 2013-02-08 2013-02-08 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAF8 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 2.743 - 2.743 Government Agency Debt 11947.00 10542.47 FEDERAL NATIONAL MORTGAGE ASSOC 2036-10-25 2036-10-25 6.392 - 6.392 Government Agency Debt 294859.00 12312.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2040-10-15 1.161 - 6.439 Government Agency Debt 270742.00 54606.15 ADJUSTABLE RATE MORTGAGE TRUST 2035-09-25 2035-09-25 0.49 - 0.49 Other Instrument MORTGAGE 6839106.00 619917.95 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 3383.00 957.98 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-06-25 2035-06-25 0.84 - 0.84 Other Instrument ASSET BACKED 4852.00 1509.75 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-10-25 2037-10-25 6 - 6 Other Instrument MORTGAGE 736738.00 342278.60 EQUIFAX INC 2022-12-15 2022-12-15 3.3 - 3.3 Other Instrument CORPORATE 1384.00 1378.68 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2036-04-25 2036-04-25 6 - 6 Other Instrument MORTGAGE 2778.00 1938.54 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.51 - 0.51 Other Instrument MORTGAGE 6716.00 591.15 CENTURYTEL INC FORMERLY CENTURYTEL INC TO 05/20/ 2017-06-15 2017-06-15 5.15 - 5.15 Other Instrument CORPORATE 38594.00 41668.24 First Tier Security 2013-02-22 2013-02-22 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.97% 47H993UY2 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.708 - 1.708 Other Instrument ASSET BACKED 3208804.00 1155451.81 First Tier Security 2013-01-22 2013-01-22 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.43% 42T99QQQ1 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-25 2040-12-25 6.39 - 6.39 Government Agency Debt 100000.00 20740.61 US EDUCATION LOAN TRUST IV 2045-12-01 2045-12-01 N/A Other Instrument ASSET BACKED 1561566.00 1078139.52 First Tier Security 2013-01-07 2013-01-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5S3 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-25 2042-10-25 3.5 - 3.5 Government Agency Debt 1970000.00 2064729.28 First Tier Security 2013-01-18 2013-01-18 N N N 2000000.00 2000000.00 0.0022 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R5P9 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-25 2042-10-25 3.5 - 3.5 Government Agency Debt 4920000.00 5156582.77 First Tier Security 2013-02-04 2013-02-04 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0056 Y 5000000.00 5000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.85% 40Q995HK7 Other Repurchase Agreement N ACAS BUSINESS LOAN TRUST 2006- 2019-11-27 2019-11-27 1.459 - 1.459 Other Instrument ASSET BACKED 665000.00 532889.11 ROSEDALE CLO LTD. PFD NO. 1 B. 2021-07-24 2021-07-24 2.066 - 2.066 Other Instrument ASSET BACKED 600000.00 549316.94 First Tier Security 2013-01-07 2013-01-07 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVE5 0000230611 Other Repurchase Agreement N GT ADVANCED TECHNOLOGIES INC 2017-10-01 2017-10-01 3 - 3 Other Instrument EQUITY 3000.00 2186.25 ISTAR FINL INC 2016-11-15 2016-11-15 3 - 3 Other Instrument EQUITY 7513.00 7645.10 MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 167063.89 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 811000.00 869621.33 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 8667.00 17894.65 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 N/A Other Instrument EQUITY 16454.00 16729.46 First Tier Security 2013-01-07 2013-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVF2 0000230611 Other Repurchase Agreement N AMERICAN STORES CO MEDIUM TERM NTS-BOOK ENTRY 2028-03-20 2028-03-20 7.1 - 7.1 Other Instrument CORPORATE 1209.00 1012.44 TIME WARNER INC NEW 2041-03-29 2041-03-29 6.25 - 6.25 Other Instrument CORPORATE 10741.00 13531.57 DEAN WITTER DISCOVER & CO REORGANIZED AS MORGAN 2013-10-15 2013-10-15 6.75 - 6.75 Other Instrument CORPORATE 54089.00 57275.38 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-09-15 2019-09-15 6 - 6 Other Instrument CORPORATE 70155.00 70259.30 GILEAD SCIENCES INC 2016-05-01 2016-05-01 1.625 - 1.625 Other Instrument EQUITY 198000.00 330330.99 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2019-02-15 2019-02-15 7.5 - 7.5 Other Instrument CORPORATE 695.00 895.81 GOLDMAN SACHS GROUP INC 2015-01-15 2015-01-15 5.125 - 5.125 Other Instrument CORPORATE 141000.00 154805.58 HBOS PLC MEDIUM TERM SUB NTS BOOK ENTRY 144A 2033-11-01 2033-11-01 6 - 6 Other Instrument CORPORATE 6211.00 5669.77 LOWES COS INC 2021-11-15 2021-11-15 3.8 - 3.8 Other Instrument CORPORATE 146000.00 161697.92 NATIONAL AUSTRALIA BK LTD GLOBAL MEDIUM TERM SR 2020-12-10 2020-12-10 4.375 - 4.375 Other Instrument CORPORATE 11552.00 13111.32 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument CORPORATE 206813.00 209254.94 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 2018-06-15 8.45 - 8.45 Other Instrument CORPORATE 1284.00 1507.10 SABRE INC 2019-05-15 2019-05-15 8.5 - 8.5 Other Instrument CORPORATE 129.00 138.46 SIMON PPTY GROUP L P 2023-02-01 2023-02-01 2.75 - 2.75 Other Instrument CORPORATE 5384.00 5355.14 ARCHER DANIELS MIDLAND CO L 2014-02-15 2014-02-15 0.875 - 0.875 Other Instrument EQUITY 29000.00 29095.86 First Tier Security 2013-01-07 2013-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.55% 23M99SVD7 0000230611 Other Repurchase Agreement N GT ADVANCED TECHNOLOGIES INC 2017-10-01 2017-10-01 3 - 3 Other Instrument EQUITY 3000.00 2186.25 ISTAR FINL INC 2016-11-15 2016-11-15 3 - 3 Other Instrument EQUITY 7481.00 7612.54 JARDEN CORP 2018-09-15 2018-09-15 1.875 - 1.875 Other Instrument EQUITY 1000.00 1011.77 MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 167063.89 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 801000.00 858898.51 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 12746.00 26316.51 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 N/A Other Instrument EQUITY 18093.00 18395.90 First Tier Security 2013-01-07 2013-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994KV6 0000276523 Other Repurchase Agreement N ARIZONA PUB SVC CO 2014-06-30 2014-06-30 5.8 - 5.8 Other Instrument CORPORATE 951255.00 1049290.28 PACIFICORP 2018-07-15 2018-07-15 5.65 - 5.65 Other Instrument CORPORATE 628.00 783.62 REINSURANCE GROUP AMER INC 2021-06-01 2021-06-01 5 - 5 Other Instrument CORPORATE 202.00 223.81 SCHREIBER CAPITAL COMPANY LLC 2046-04-01 2046-04-01 N/A Other Instrument CORPORATE 393.00 393.07 First Tier Security 2013-02-19 2013-02-19 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994KW4 0000276523 Other Repurchase Agreement N CAMDEN PPTY TR 2017-05-15 2017-05-15 5.7 - 5.7 Other Instrument CORPORATE 243.00 281.49 CAPITAL ONE FINL CORP 2013-11-15 2013-11-15 6.25 - 6.25 Other Instrument CORPORATE 993664.00 1049633.23 PACIFICORP 2018-07-15 2018-07-15 5.65 - 5.65 Other Instrument CORPORATE 628.00 783.62 SCHREIBER CAPITAL COMPANY LLC 2046-04-01 2046-04-01 N/A Other Instrument CORPORATE 393.00 393.07 First Tier Security 2013-02-20 2013-02-20 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00