N-MFP LIVE N 2013-03-31 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 54 89 890420057.25 581564.13 5232176.15 885769445.23 0.0031 1.0002 2013-03-28 1.0002 2013-03-28 C000019137 1.00 885769445.23 1.00 228888.93 228888.93 0.00 0.0030 1.0002 2013-03-28 1.0002 2013-03-28 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XS45 Certificate of Deposit First Tier Security 2013-06-24 2013-06-24 N N N 5000000.00 5000000.00 0.0056 N 5000122.00 5000122.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XL75 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 1000000.00 1000000.00 0.0011 N 1000091.40 1000091.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XK92 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 2000000.00 2000000.00 0.0023 N 2000182.80 2000182.80 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366WRL0 Certificate of Deposit First Tier Security 2013-04-08 2013-09-06 N N N 6000000.00 6000000.00 0.0068 N 6003696.00 6003696.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FQS2 Certificate of Deposit First Tier Security 2013-06-19 2013-06-19 N N N 9000000.00 9000000.00 0.0102 N 9000000.00 9000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FQW3 Certificate of Deposit First Tier Security 2013-06-21 2013-06-21 N N N 9000000.00 9000000.00 0.0102 N 9000000.00 9000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-04-04 2013-07-08 N N N 5000000.00 4999862.27 0.0056 N 5000270.00 5000270.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-04-11 2013-10-11 N N N 3000000.00 3000000.00 0.0034 N 3000321.00 3000321.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-04-11 2013-09-06 N N N 4000000.00 4000000.00 0.0045 N 4000124.00 4000124.00 Bank of Nova Scotia Bank of Nova Scotia, 0.37% 06417FBP4 Certificate of Deposit First Tier Security 2013-05-13 2013-09-12 N N N 3000000.00 3000000.00 0.0034 N 3001686.00 3001686.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417FGH7 Certificate of Deposit First Tier Security 2013-05-16 2013-09-17 N N N 1000000.00 1000000.00 0.0011 N 1001272.00 1001272.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538FVQ4 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSK1 Certificate of Deposit First Tier Security 2013-07-09 2013-07-09 N N N 3000000.00 3000000.00 0.0034 N 3000085.50 3000085.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSQ8 Certificate of Deposit First Tier Security 2013-07-10 2013-07-10 N N N 3000000.00 3000000.00 0.0034 N 3000086.40 3000086.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSR6 Certificate of Deposit First Tier Security 2013-07-11 2013-07-11 N N N 3000000.00 3000000.00 0.0034 N 3000087.00 3000087.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTD6 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 6000000.00 6000000.00 0.0068 N 6000182.40 6000182.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTZ7 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 3000000.00 3000000.00 0.0034 N 3000093.00 3000093.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FVB7 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FKL7 Certificate of Deposit First Tier Security 2013-04-10 2013-07-10 N N N 4000000.00 4000000.00 0.0045 N 3999788.00 3999788.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FPR9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 10000000.00 10000000.00 0.0113 N 10001911.00 10001911.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-04-03 2013-08-30 N N N 4000000.00 4000000.00 0.0045 N 3997996.00 3997996.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-04-05 2013-08-30 N N N 3000000.00 3000000.00 0.0034 N 3000621.00 3000621.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.39% 13606XQ84 Certificate of Deposit First Tier Security 2013-04-17 2013-09-17 N N N 9000000.00 9000000.00 0.0102 N 9007101.00 9007101.00 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-06-27 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999255.00 4999255.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682ABS4 Certificate of Deposit First Tier Security 2013-05-02 2013-05-02 N N N 3000000.00 3000000.00 0.0034 N 3000611.40 3000611.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCG6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 2000000.00 1999999.90 0.0023 N 1999961.60 1999961.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCH4 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 1000000.00 999999.96 0.0011 N 999980.50 999980.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688RDJ9 Certificate of Deposit First Tier Security 2013-07-01 2013-07-01 N N N 2000000.00 1999898.91 0.0023 N 1999841.80 1999841.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBB8 Certificate of Deposit First Tier Security 2013-06-14 2013-06-14 N N N 3000000.00 3000000.00 0.0034 N 3000259.20 3000259.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBG7 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 3000000.00 3000000.00 0.0034 N 3000279.30 3000279.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6W3 Certificate of Deposit First Tier Security 2013-05-21 2013-05-21 N N N 3000000.00 3000000.00 0.0034 N 3000449.40 3000449.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6Z6 Certificate of Deposit First Tier Security 2013-05-24 2013-05-24 N N N 3000000.00 3000000.00 0.0034 N 3000474.30 3000474.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G7D4 Certificate of Deposit First Tier Security 2013-05-29 2013-05-29 N N N 3000000.00 3000000.00 0.0034 N 3000516.00 3000516.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60688RAV5 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 3000000.00 3000000.00 0.0034 N 3000311.70 3000311.70 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 4000183.20 4000183.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G6E3 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 3000000.00 3000000.00 0.0034 N 3000469.20 3000469.20 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-04-22 2013-09-17 N N N 5000000.00 5000000.00 0.0056 N 4997720.00 4997720.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78009JS22 Certificate of Deposit First Tier Security 2013-04-02 2013-08-30 N N N 3000000.00 3000000.00 0.0034 N 3004866.00 3004866.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGH3 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 4000000.00 4000000.00 0.0045 N 4000332.40 4000332.40 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGK6 Certificate of Deposit First Tier Security 2013-06-13 2013-06-13 N N N 2000000.00 2000000.00 0.0023 N 2000170.60 2000170.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-04-19 2013-06-19 N N N 2000000.00 2000000.00 0.0023 N 1999214.00 1999214.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D6X3 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 4000000.00 4000000.00 0.0045 N 4000244.00 4000244.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CCH3 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 4000000.00 4000000.00 0.0045 N 3999900.00 3999900.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-04-15 2013-09-16 N N N 7000000.00 7000000.00 0.0079 N 7001267.00 7001267.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB58 Certificate of Deposit First Tier Security 2013-04-04 2013-05-08 N N N 7000000.00 7000000.00 0.0079 N 7000735.00 7000735.00 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 5000324.50 5000324.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WY69 Certificate of Deposit First Tier Security 2013-04-09 2013-04-09 N N N 3000000.00 3000000.00 0.0034 N 3000099.90 3000099.90 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2R8 Certificate of Deposit First Tier Security 2013-05-31 2013-05-31 N N N 3000000.00 3000000.00 0.0034 N 3000479.40 3000479.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2S6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 5000000.00 5000000.00 0.0056 N 5000478.00 5000478.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2Y3 Certificate of Deposit First Tier Security 2013-06-10 2013-06-10 N N N 3000000.00 3000000.00 0.0034 N 3000307.50 3000307.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3P1 Certificate of Deposit First Tier Security 2013-06-17 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 3000336.60 3000336.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3W6 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 3000000.00 3000000.00 0.0034 N 3000374.40 3000374.40 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 3000020.40 0.0034 N 3000374.70 3000374.70 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-04-15 2013-11-15 N N N 2000000.00 2000000.00 0.0023 N 2000122.00 2000122.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-04-20 2013-12-20 N N N 3000000.00 3000000.00 0.0034 N 2999994.00 2999994.00 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 2000030.22 0.0023 N 2000720.60 2000720.60 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 4001684.00 4001684.00 UBS AG UBS AG, 0.31% 90267RMH9 Certificate of Deposit First Tier Security 2013-04-08 2013-05-07 N N N 5000000.00 5000000.00 0.0056 N 5000415.00 5000415.00 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 4000806.00 4000806.00 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 0.0023 N 2000415.20 2000415.20 Citibank NA Citibank NA, 0.28% 17304UBP4 Certificate of Deposit First Tier Security 2013-05-28 2013-05-28 N N N 2000000.00 2000000.00 0.0023 N 2000508.00 2000508.00 Citibank NA Citibank NA, 0.29% 1730D27A4 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 2000000.00 2000000.00 0.0023 N 2000210.00 2000210.00 Citibank NA Citibank NA, 0.29% 1730D27F3 Certificate of Deposit First Tier Security 2013-04-16 2013-04-16 N N N 4000000.00 4000000.00 0.0045 N 4000443.20 4000443.20 Citibank NA Citibank NA, 0.29% 1730D27E6 Certificate of Deposit First Tier Security 2013-04-17 2013-04-17 N N N 4000000.00 4000000.00 0.0045 N 4000466.40 4000466.40 Citibank NA Citibank NA, 0.29% 17304UBH2 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 2000000.00 2000000.00 0.0023 N 2000488.60 2000488.60 Citibank NA Citibank NA, 0.29% 17304UDA5 Certificate of Deposit First Tier Security 2013-06-27 2013-06-27 N N N 3000000.00 3000000.00 0.0034 N 3000985.50 3000985.50 Citibank NA Citibank NA, 0.30% 1730D26U1 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 6000000.00 6000000.00 0.0068 N 6000220.20 6000220.20 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 4000945.20 4000945.20 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4D0 Certificate of Deposit First Tier Security 2013-05-10 2013-05-10 N N N 2000000.00 2000010.82 0.0023 N 2000214.80 2000214.80 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4H1 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 2000000.00 2000000.00 0.0023 N 2000217.00 2000217.00 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 0.0023 N 2000091.40 2000091.40 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QBJ2 0001140465 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 2000000.00 2000000.00 0.0023 N 2000367.80 2000367.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-04-09 2013-05-09 N N N 2000000.00 2000000.00 0.0023 N 2000286.00 2000286.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 4000000.00 4000000.00 0.0045 N 4000212.00 4000212.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-04-19 2013-04-19 N N N 4000000.00 4000000.00 0.0045 N 4000276.00 4000276.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-04-03 2013-06-03 N N N 5000000.00 5000000.00 0.0056 N 5000595.00 5000595.00 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 0.0102 N 9000637.20 9000637.20 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS61 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 3000000.00 2999416.67 0.0034 N 2999603.40 2999603.40 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS79 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 3000000.00 2999406.00 0.0034 N 2999589.00 2999589.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GRA5 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 1000000.00 999774.44 0.0011 N 999842.30 999842.30 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GPW9 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 1000000.00 999933.33 0.0011 N 999949.00 999949.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GQB4 Financial Company Commercial Paper First Tier Security 2013-04-11 2013-04-11 N N N 1000000.00 999916.67 0.0011 N 999938.60 999938.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-04-07 2013-05-07 N N N 8000000.00 7999758.66 0.0090 N 7999760.00 7999760.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000068.00 2000068.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 1000037.00 1000037.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 1000000.00 1000000.00 0.0011 N 1000045.00 1000045.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 5000000.00 5000000.00 0.0056 N 5000220.00 5000220.00 Credit Suisse Credit Suisse, 0.25% 2254EAUN1 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 2000000.00 1998444.45 0.0023 N 1998552.20 1998552.20 Credit Suisse Credit Suisse, 0.25% 2254EAUS0 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-07-26 N N N 3000000.00 2997583.34 0.0034 N 2997699.90 2997699.90 Credit Suisse Credit Suisse, 0.26% 2254EAT37 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 5000000.00 4997768.75 0.0056 N 4998232.00 4998232.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0V17 Financial Company Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N N 4000000.00 3996678.89 0.0045 N 3996584.00 3996584.00 Groupe BPCE SA Groupe BPCE SA, 0.19% 05571BR47 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 5000000.00 4999920.83 0.0056 N 4999815.00 4999815.00 Groupe BPCE SA Groupe BPCE SA, 0.20% 05571BR13 Financial Company Commercial Paper First Tier Security 2013-04-01 2013-04-01 N N N 20000000.00 20000000.00 0.0226 N 19999540.00 19999540.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 10000000.00 10000000.00 0.0113 N 10000360.00 10000360.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-04-26 N N N 7000000.00 7000000.00 0.0079 N 7000266.00 7000266.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-09-03 N N N 1000000.00 1000000.00 0.0011 N 999998.00 999998.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.19% 6323A0R26 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 19000000.00 18999899.72 0.0215 N 18999525.00 18999525.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TC7 Financial Company Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N N 9000000.00 8994780.00 0.0102 N 8995718.70 8995718.70 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TH6 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 1000000.00 999379.72 0.0011 N 999489.30 999489.30 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TS2 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-06-26 N N N 1000000.00 999307.22 0.0011 N 999425.00 999425.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TU7 Financial Company Commercial Paper First Tier Security 2013-06-28 2013-06-28 N N N 1000000.00 999291.11 0.0011 N 999407.10 999407.10 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P0U15 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 5000000.00 4997472.22 0.0056 N 4997470.00 4997470.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTB7 Financial Company Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N N 1000000.00 999487.22 0.0011 N 999604.20 999604.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTE1 Financial Company Commercial Paper First Tier Security 2013-06-14 2013-06-14 N N N 1000000.00 999465.56 0.0011 N 999575.30 999575.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTJ0 Financial Company Commercial Paper First Tier Security 2013-06-18 2013-06-18 N N N 3000000.00 2998310.00 0.0034 N 2998605.90 2998605.90 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.27% 83365RR23 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 15000000.00 14999887.50 0.0169 N 14999646.00 14999646.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 2000000.00 1999319.44 0.0023 N 1999423.80 1999423.80 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 3999786.11 0.0045 N 3999841.20 3999841.20 Swedbank AB Swedbank AB, 0.26% 87019RSQ0 Financial Company Commercial Paper First Tier Security 2013-05-24 2013-05-24 N N N 3000000.00 2998851.67 0.0034 N 2999049.90 2999049.90 Swedbank AB Swedbank AB, 0.27% 87019RT71 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 3000000.00 2998492.50 0.0034 N 2998816.80 2998816.80 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 4998312.50 0.0056 N 4998963.50 4998963.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW51 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 3000000.00 2996729.16 0.0034 N 2996865.00 2996865.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GWB8 Financial Company Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N N 1000000.00 998868.06 0.0011 N 998906.80 998906.80 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVF1 Financial Company Commercial Paper First Tier Security 2013-08-15 2013-08-15 N N N 8000000.00 7989422.22 0.0090 N 7991071.20 7991071.20 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVK0 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 2000000.00 1997277.78 0.0023 N 1997664.00 1997664.00 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 4998700.00 0.0056 N 4999316.50 4999316.50 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 4999312.50 0.0056 N 4999708.50 4999708.50 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 2000056.00 2000056.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000068.00 2000068.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-04-05 2013-07-05 N N N 1000000.00 1000000.00 0.0011 N 1000026.00 1000026.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-07-08 N N N 2000000.00 2000000.00 0.0023 N 2000056.00 2000056.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-04-10 2013-06-10 N N N 1000000.00 1000000.00 0.0011 N 1000039.00 1000039.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-04-17 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 3000135.00 3000135.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-06-21 N N N 2000000.00 2000000.00 0.0023 N 2000094.00 2000094.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 2000000.00 2000000.00 0.0023 N 2000094.00 2000094.00 Ciesco LP Ciesco LP, 0.31% 17178BSV8 Asset Backed Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1999001.11 0.0023 N 1999171.00 1999171.00 Ciesco LP Ciesco LP, 0.31% 17178BT62 Asset Backed Commercial Paper First Tier Security 2013-06-06 2013-06-06 N N Y GUARANTOR CITIBANK NA N/A N/A 3000000.00 2998295.00 0.0034 N 2998580.70 2998580.70 Govco, Inc. Govco, Inc., 0.25% 38362VRC9 Asset Backed Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 7974000.00 7973390.87 0.0090 N 7973136.42 7973136.42 Govco, Inc. Govco, Inc., 0.31% 38362VRN5 Asset Backed Commercial Paper First Tier Security 2013-04-22 2013-04-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999819.17 0.0011 N 999819.40 999819.40 Govco, Inc. Govco, Inc., 0.31% 38362VS61 Asset Backed Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999397.22 0.0023 N 1999423.60 1999423.60 Govco, Inc. Govco, Inc., 0.31% 38362VS95 Asset Backed Commercial Paper First Tier Security 2013-05-09 2013-05-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 5000000.00 4998363.89 0.0056 N 4998436.50 4998436.50 Govco, Inc. Govco, Inc., 0.31% 38362VSE4 Asset Backed Commercial Paper First Tier Security 2013-05-14 2013-05-14 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999629.72 0.0011 N 999646.20 999646.20 Govco, Inc. Govco, Inc., 0.31% 38362VSG9 Asset Backed Commercial Paper First Tier Security 2013-05-16 2013-05-16 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3998450.00 0.0045 N 3998513.60 3998513.60 Govco, Inc. Govco, Inc., 0.31% 38362VSH7 Asset Backed Commercial Paper First Tier Security 2013-05-17 2013-05-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999603.89 0.0011 N 999620.80 999620.80 Govco, Inc. Govco, Inc., 0.31% 38362VTB9 Asset Backed Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999388.61 0.0011 N 999385.40 999385.40 Govco, Inc. Govco, Inc., 0.33% 38362VS12 Asset Backed Commercial Paper First Tier Security 2013-05-01 2013-05-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999725.00 0.0011 N 999751.60 999751.60 Govco, Inc. Govco, Inc., 0.33% 38362VS79 Asset Backed Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N Y LIQUIDITY CITIBANK NA N/A N/A 6000000.00 5998020.00 0.0068 N 5998219.80 5998219.80 Govco, Inc. Govco, Inc., 0.34% 38362VS20 Asset Backed Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 10000000.00 9997072.22 0.0113 N 9997443.00 9997443.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TS79 Asset Backed Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 2000000.00 1999600.00 0.0023 N 1999562.20 1999562.20 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.21% 56274LRR7 Asset Backed Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 7000000.00 6999020.00 0.0079 N 6998965.40 6998965.40 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4S88 Asset Backed Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 6000000.00 5998766.66 0.0068 N 5999050.20 5999050.20 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.26% 03523KSV0 Other Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 1000000.00 999581.11 0.0011 N 999445.40 999445.40 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 5668911.82 0.0064 N 5668763.60 5668763.60 Comcast Corp. Comcast Corp., 0.30% 2003A2RS7 Other Commercial Paper Second Tier Security 2013-04-26 2013-04-26 N N N 2000000.00 1999583.33 0.0023 N 1999534.40 1999534.40 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-04-25 2013-04-29 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0045 N 3999208.00 3999208.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.32% 5956A2RF1 Other Commercial Paper Second Tier Security 2013-04-15 2013-04-15 N N N 1000000.00 999875.56 0.0011 N 999840.00 999840.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-04-02 2013-05-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 10000000.00 9994637.50 0.0113 N 9996430.00 9996430.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828NY2 Treasury Debt First Tier Security 2013-09-15 2013-09-15 N N N 5000000.00 5013616.89 0.0057 N 5014260.00 5014260.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828RK8 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 5000000.00 4999356.62 0.0056 N 5000000.00 5000000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 10000000.00 10018894.82 0.0113 N 10022660.00 10022660.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 5000000.00 5003122.43 0.0056 N 5003320.00 5003320.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 2000000.00 2013439.37 0.0023 N 2013438.00 2013438.00 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 7004133.06 0.0079 N 7004375.00 7004375.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 2000000.00 2024448.63 0.0023 N 2024532.00 2024532.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 2000000.00 2008239.98 0.0023 N 2008438.00 2008438.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 6000000.00 6057230.77 0.0068 N 6056952.00 6056952.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828CA6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 2000000.00 2067153.85 0.0023 N 2067032.00 2067032.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 4000000.00 4039832.28 0.0046 N 4040312.00 4040312.00 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 1001928.71 0.0011 N 1002109.00 1002109.00 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 3998675.76 0.0045 N 4000000.00 4000000.00 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 6995607.55 0.0079 N 6998908.00 6998908.00 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 1014982.12 0.0011 N 1015508.00 1015508.00 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 10251709.40 0.0116 N 10254300.00 10254300.00 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 5006901.05 0.0057 N 5007615.00 5007615.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-04-22 2013-05-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0023 N 1999742.00 1999742.00 Royal Bank of Canada Royal Bank of Canada, 0.35% 78008KZV8 Other Note First Tier Security 2013-05-06 2013-09-06 N N N 9000000.00 8999216.21 0.0102 N 9000009.00 9000009.00 Royal Bank of Canada Royal Bank of Canada, 0.41% 78008FBC7 Other Note First Tier Security 2013-04-02 2013-08-30 N N N 16000000.00 16000000.00 0.0181 N 16003264.00 16003264.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-04-15 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 4003748.00 4003748.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-04-29 2013-09-27 N N N 6000000.00 6000000.00 0.0068 N 5999514.00 5999514.00 Bank of America NA Bank of America NA, 0.29% 06052WWN9 Other Note First Tier Security 2013-06-20 2013-06-20 N N N 9000000.00 9000000.00 0.0102 N 8999789.40 8999789.40 Bank of America NA Bank of America NA, 0.29% 06052WXC2 Other Note First Tier Security 2013-07-01 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 1999630.80 1999630.80 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-04-11 2014-09-11 N N N 6000000.00 5998292.09 0.0068 N 6001038.00 6001038.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-04-25 2014-06-25 N N N 10000000.00 9997497.80 0.0113 N 10001300.00 10001300.00 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 999868.46 0.0011 N 1000248.00 1000248.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-04-05 2014-12-05 N N N 10000000.00 10000000.00 0.0113 N 10002080.00 10002080.00 Denver Colorado Pub. Schools Ctfs. of Prtn. Denver Colorado Pub. Schools Ctfs. of Prtn., 0.16% Series 2011 A4, LOC Royal Bank of Canada VRDN 249218AA6 Variable Rate Demand Note First Tier Security 2013-04-05 2013-04-05 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., 0.33% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-04-05 2013-04-05 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., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 04/01/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-04-01 2013-04-01 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4400000.00 4400000.00 0.0050 N 4400000.00 4400000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.48% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-06-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 1000000.00 1000000.00 0.0011 Y 999848.00 999848.00 Bank of America NA In a joint trading account with Bank of America NA at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2042-03-01 0.514 - 9.5 Government Agency Debt 455797.04 96874.88 FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.576 - 8 Government Agency Debt 181472.04 42344.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.382 - 7 Government Agency Debt 216530.28 103444.52 Unrated Security 2013-04-01 2013-04-01 N N N 237522.00 237522.40 0.0003 N 237522.40 237522.40 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99W6V3 0001197610 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-01 2042-02-01 2.436 - 6.5 Government Agency Debt 44483154.00 8310415.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2040-05-20 3.5 - 3.5 Government Agency Debt 79299.00 43052.33 FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2042-01-01 2.5 - 7 Government Agency Debt 23344600.00 6949286.54 First Tier Security 2013-04-05 2013-04-05 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 15000000.00 15000000.00 0.0169 N 15000000.00 15000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-03-01 1.915 - 5.975 Government Agency Debt 127138.60 34771.51 US TREASURY 2015-12-15 2015-12-15 0.25 - 0.25 Treasury Debt 132000.02 131804.58 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-08-01 1.375 - 5.994 Government Agency Debt 360179.53 114929.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-06-20 2063-02-20 1.75 - 4 Government Agency Debt 4574.42 2381.13 Unrated Security 2013-04-01 2013-04-01 N N N 278319.00 278319.14 0.0003 N 278319.14 278319.14 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_06399 Government Agency Repurchase Agreement Y US TREASURY 2040-02-15 2042-08-15 2.75 - 4.625 Treasury Debt 29323.89 27422.51 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-25 2043-04-25 0 - 4.75 Government Agency Debt 7883.82 7920.36 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-10-20 2.5 - 4.75 Government Agency Debt 64962.75 60334.59 Unrated Security 2013-04-01 2013-04-01 N N N 92773.00 92773.05 0.0001 N 92773.05 92773.05 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CSM2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-08-15 2035-06-15 0.453 - 1.203 Government Agency Debt 53256278.00 2063799.88 First Tier Security 2013-04-05 2013-04-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CPX1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2043-02-01 2.16 - 4.5 Government Agency Debt 1191300.00 1030056.25 First Tier Security 2013-04-05 2013-04-05 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 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2043-04-01 1.203 - 6 Government Agency Debt 209575.21 145465.42 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-25 2046-08-01 0.534 - 6.518 Government Agency Debt 509949.19 104108.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-08-20 2039-01-20 0.703 - 5.848 Government Agency Debt 7390.06 5658.10 Unrated Security 2013-04-01 2013-04-01 N N N 250084.00 250083.87 0.0003 N 250083.87 250083.87 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 47X9987Y9 Government Agency Repurchase Agreement Y US TREASURY 2015-02-15 2015-02-15 0.25 - 0.25 Treasury Debt 40804700.00 40809847.48 First Tier Security 2013-04-05 2013-04-05 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 40000000.00 40000000.00 0.0452 N 40000000.00 40000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-06-30 2017-11-30 0.375 - 8.875 Treasury Debt 494298.59 523653.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2054-04-16 0.452 - 9 Government Agency Debt 1051414.28 916714.41 Unrated Security 2013-04-01 2013-04-01 N N N 1411764.00 1411763.77 0.0016 N 1411763.77 1411763.77 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_55501 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 0.625 - 0.625 Treasury Debt 1.42 1.42 FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2043-03-01 2.114 - 5.723 Government Agency Debt 82749.28 56839.24 FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-11-01 2.186 - 2.441 Government Agency Debt 9506.15 8989.73 Unrated Security 2013-04-01 2013-04-01 N N N 64538.00 64537.77 0.0001 N 64537.77 64537.77 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z995LD3 0001197610 Other Repurchase Agreement N AOL TIME WARNER INC NAME CHANGED TO TIME WARNER 2032-05-01 2032-05-01 7.7 - 7.7 Other Instrument CORPORATE 965.00 1348.85 PETROLEOS MEXICANOS 2019-05-03 2019-05-03 8 - 8 Other Instrument CORPORATE 803032.00 1056767.81 TELEFONICA EMISIONES S A U 2021-02-16 2021-02-16 5.462 - 5.462 Other Instrument CORPORATE 1565.00 1695.13 First Tier Security 2013-04-05 2013-04-05 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., 0.46% 48L994AP4 0000315030 Other Repurchase Agreement N ISHARES TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 47846.00 7548663.42 US TREASURY 2015-03-15 2015-03-15 0.375 - 0.375 Treasury Debt 300.00 300.72 VNG FTSE AW EXUS SC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 122.00 11445.92 First Tier Security 2013-04-01 2013-04-01 N N N 7000000.00 7000000.00 0.0079 N 7000000.00 7000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 45H99M4R8 0000315030 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 125.00 136.24 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 874000.00 1129919.46 First Tier Security 2013-04-23 2013-04-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.27% 48K99WKV9 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-25 2042-02-25 2.5 - 4.5 Government Agency Debt 18827893.00 2060691.09 First Tier Security 2013-04-04 2013-04-04 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.29% 48K99WLA4 0000318336 Other Repurchase Agreement N CONVENTRY HEALTH CARE 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 254127.00 11880437.25 First Tier Security 2013-04-01 2013-04-01 N N N 11000000.00 11000000.00 0.0124 N 11000000.00 11000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.48% 47A99P6R2 0000318336 Other Repurchase Agreement N LOEWS CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 14840.00 648804.80 LOWE'S COMPANIES, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 53386.00 2038277.48 MARSH & MCLENNAN COMPANIES, IN 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 14663.00 556167.59 First Tier Security 2013-04-18 2013-04-18 N N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 47A99P9S7 0000318336 Other Repurchase Agreement N MICROCHIP TECHNOLOGY INC 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 761000.00 1081654.20 First Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 48K99WCN6 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.454 - 0.454 Other Instrument ASSET BACKED 60000.00 11482.18 CWHEQ HOME EQUITY LOAN TRUST S 2037-05-25 2037-05-25 5.649 - 5.649 Other Instrument ASSET BACKED 300000.00 104866.08 CITICORP MORTGAGE SECURITIES T 2037-01-25 2037-01-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 85000.00 12953.92 GRAMERCY REAL ESTATE CDO 2007- 2056-08-15 2056-08-15 0.57 - 0.57 Other Instrument ASSET BACKED 20000.00 13654.77 TBW MORTGAGE-BACKED TRUST SERI 2036-05-25 2036-05-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 4298700.00 937945.71 First Tier Security 2013-05-20 2013-05-20 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P4S2 0000318336 Other Repurchase Agreement N WASHINGTON MUTUAL MORTGAGE PAS 2036-01-25 2036-01-25 5.75 - 5.75 Other Instrument ASSET BACKED 20000.00 5487.29 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.654 - 0.654 Other Instrument GOVERNMENT AGENCY 45000.00 9009.08 HOME EQUITY LOAN TRUST 2007-HS 2037-02-25 2037-02-25 0.314 - 0.314 Other Instrument ASSET BACKED 150000.00 18393.81 COUNTRYWIDE HOME LOAN TRUST 2034-02-15 2034-02-15 0.503 - 0.503 Other Instrument ASSET BACKED 14323500.00 581950.59 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.464 - 0.464 Other Instrument ASSET BACKED 12000.00 2042.79 ALTERNATIVE LOAN TRUST 2007-OA 2047-11-25 2047-11-25 1.424 - 1.424 Other Instrument GOVERNMENT AGENCY 865000.00 466224.82 First Tier Security 2013-04-02 2013-04-02 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P5J1 0000318336 Other Repurchase Agreement N RFMSI SERIES 2006-S12 TRUST 2036-12-25 2036-12-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 945000.00 711289.81 ML-CFC COMMERCIAL MORTGAGE TRU 2049-09-12 2049-09-12 5.853 - 5.853 Other Instrument GOVERNMENT AGENCY 70000.00 79552.95 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.536 - 0.536 Other Instrument ASSET BACKED 1590000.00 457766.21 HARBORVIEW MORTGAGE LOAN TRUST 2036-01-19 2036-01-19 0.533 - 0.533 Other Instrument GOVERNMENT AGENCY 21264000.00 397587.76 GRAMERCY REAL ESTATE CDO 2007- 2056-08-15 2056-08-15 0.57 - 0.57 Other Instrument ASSET BACKED 10000.00 6827.38 FIRST HORIZON MORTGAGE PASS-TH 2036-08-25 2036-08-25 5.447 - 5.447 Other Instrument GOVERNMENT AGENCY 80000.00 24449.10 CWABS ASSET-BACKED CERTIFICATE 2037-07-25 2037-07-25 0.344 - 0.344 Other Instrument ASSET BACKED 60900.00 38024.66 CWMBS, INC., 2005-19 2035-11-20 2035-11-20 5.138 - 5.138 Other Instrument GOVERNMENT AGENCY 1040000.00 316207.38 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 5000.00 1870.71 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.525 - 0.525 Other Instrument ASSET BACKED 500000.00 129977.94 First Tier Security 2013-04-08 2013-04-08 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P6J0 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.454 - 0.454 Other Instrument ASSET BACKED 60000.00 11482.18 ABFC 2006-HE1 TRUST 2037-01-25 2037-01-25 0.314 - 0.314 Other Instrument ASSET BACKED 500000.00 185229.18 CWABS ASSET-BACKED CERTIFICATE 2047-09-25 2047-09-25 0.424 - 0.424 Other Instrument ASSET BACKED 60000.00 35354.45 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 30000.00 11224.26 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.484 - 0.484 Other Instrument ASSET BACKED 200000.00 125931.87 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.948 - 3.948 Other Instrument GOVERNMENT AGENCY 32403000.00 1263808.52 MASTR ADJUSTABLE RATE MORTGAGE 2047-05-25 2047-05-25 0.404 - 0.404 Other Instrument GOVERNMENT AGENCY 45000.00 14586.41 JPMORGAN MORTGAGE ACQUISITION 2036-10-25 2036-10-25 5.46 - 5.46 Other Instrument ASSET BACKED 50000.00 28224.48 HSI ASSET SECURITIZATION CORPO 2037-05-25 2037-05-25 0.374 - 0.374 Other Instrument ASSET BACKED 90000.00 81693.16 GRAMERCY REAL ESTATE CDO 2007- 2056-08-15 2056-08-15 0.57 - 0.57 Other Instrument ASSET BACKED 20000.00 13654.77 GCMO FIRST HORZ 06-FA8 D12/28/ 2037-02-25 2037-02-25 6.426 - 6.426 Other Instrument GOVERNMENT AGENCY 280000.00 29552.96 CITICORP MORTGAGE SECURITIES T 2037-01-25 2037-01-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 85000.00 12953.92 CWHEQ HOME EQUITY LOAN TRUST S 2037-05-25 2037-05-25 5.649 - 5.649 Other Instrument ASSET BACKED 1000000.00 349553.61 First Tier Security 2013-04-15 2013-04-15 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7B6 0000318336 Other Repurchase Agreement N LEHMAN MORTGAGE TRUST 2008-4 2037-01-25 2037-01-25 0.584 - 0.584 Other Instrument GOVERNMENT AGENCY 3940500.00 1328308.49 HARBORVIEW MORTGAGE LOAN TRUST 2038-01-19 2038-01-19 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 790000.00 300188.37 SANTANDER DRIVE AUTO 2019-02-15 2019-02-15 6.77 - 6.77 Other Instrument ASSET BACKED 40000.00 44595.05 BAYVIEW FINANCIAL REVOLVING AS 2040-02-28 2040-02-28 1.204 - 1.204 Other Instrument ASSET BACKED 35000.00 15758.46 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.536 - 0.536 Other Instrument ASSET BACKED 100000.00 28790.33 PHH ALTERNATIVE MORTGAGE TRUST 2037-05-25 2037-05-25 5.246 - 5.246 Other Instrument GOVERNMENT AGENCY 70000.00 6899.40 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.654 - 0.654 Other Instrument GOVERNMENT AGENCY 2132600.00 426950.16 CSMC SERIES 2010-UD1 2049-12-18 2049-12-18 5.766 - 5.766 Other Instrument GOVERNMENT AGENCY 10000.00 11304.97 First Tier Security 2013-04-19 2013-04-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7V2 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2034-09-25 2034-09-25 1.959 - 1.959 Other Instrument ASSET BACKED 10000.00 8103.87 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.464 - 0.464 Other Instrument ASSET BACKED 12000.00 2042.79 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 2487400.00 930640.49 SANTANDER DRIVE AUTO 2019-09-16 2019-09-16 4.69 - 4.69 Other Instrument ASSET BACKED 10000.00 10510.78 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.654 - 0.654 Other Instrument GOVERNMENT AGENCY 30000.00 6006.05 MORGAN STANLEY ABS CAPITAL I, 2034-11-25 2034-11-25 1.224 - 1.224 Other Instrument ASSET BACKED 50000.00 39820.60 GENESIS CLO 2007-1 LTD. (ISSUE 2014-10-10 2014-10-10 6.805 - 6.805 Other Instrument ASSET BACKED 10000.00 9658.59 FREMF 2012-K707 MTG TR MULTIFA 2047-01-25 2047-01-25 3.882 - 3.882 Other Instrument GOVERNMENT AGENCY 5000.00 5336.80 CWABS ASSET-BACKED CERTIFICATE 2047-06-25 2047-06-25 0.384 - 0.384 Other Instrument ASSET BACKED 100000.00 69149.90 First Tier Security 2013-04-23 2013-04-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P8B5 0000318336 Other Repurchase Agreement N PHH ALTERNATIVE MORTGAGE TRUST 2037-05-25 2037-05-25 5.246 - 5.246 Other Instrument GOVERNMENT AGENCY 5000.00 492.81 THE NATIONAL COLLEGIATE STUDEN 2033-10-25 2033-10-25 0.509 - 0.509 Other Instrument ASSET BACKED 40000.00 18213.90 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 2037-05-25 0.264 - 0.264 Other Instrument ASSET BACKED 1370000.00 68112.67 GMAC MORTGAGE SECURITIES II, I 2036-11-25 2036-11-25 0.414 - 0.414 Other Instrument ASSET BACKED 6000.00 1789.77 FIRST HORIZON MORTGAGE PASS-TH 2036-08-25 2036-08-25 5.447 - 5.447 Other Instrument GOVERNMENT AGENCY 1310000.00 400354.06 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 4.796 - 4.796 Other Instrument GOVERNMENT AGENCY 16812300.00 569844.34 CSMC SERIES 2010-UD1 2049-12-18 2049-12-18 5.766 - 5.766 Other Instrument GOVERNMENT AGENCY 5000.00 5652.49 SANTANDER DRIVE AUTO 2018-11-15 2018-11-15 7.2 - 7.2 Other Instrument ASSET BACKED 15000.00 16777.90 First Tier Security 2013-04-26 2013-04-26 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N THE HOME DEPOT, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 15622.00 1088072.30 First Tier Security 2013-05-17 2013-05-17 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N HERTZ GLOBAL HOLDINGS, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 800000.00 2176350.40 First Tier Security 2013-06-19 2013-06-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N HERTZ GLOBAL HOLDINGS, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 802000.00 2181791.28 First Tier Security 2013-05-10 2013-05-10 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N SALESFORCE.COM SR CPFD 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 1052000.00 2180072.22 First Tier Security 2013-04-11 2013-04-11 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N HERTZ GLOBAL HOLDINGS, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 800000.00 2176350.40 First Tier Security 2013-08-19 2013-08-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N PULTE CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 85854.00 1744553.28 COSTCO WHOLESALE CORPORATION 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 4091.00 436264.24 First Tier Security 2013-04-17 2013-04-17 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99V4A1 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-25 2041-10-25 6.246 - 6.446 Government Agency Debt 49775000.00 10300151.72 First Tier Security 2013-04-03 2013-04-03 N N N 10000000.00 10000000.00 0.0113 N 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 5.257 - 5.257 Other Instrument GOVERNMENT AGENCY 1475000.00 1082282.72 First Tier Security 2013-05-03 2013-05-03 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.57% 46S99V3J3 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.905 - 5.257 Other Instrument GOVERNMENT AGENCY 1566419.00 1080745.08 First Tier Security 2013-06-18 2013-06-18 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 46S99V2X3 0001287279 Other Repurchase Agreement N BANC OF AMERICA FUNDING 2007-C 2036-05-20 2036-05-20 2.757 - 2.757 Other Instrument GOVERNMENT AGENCY 2140000.00 925962.97 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.905 - 2.905 Other Instrument GOVERNMENT AGENCY 3580000.00 1234422.93 First Tier Security 2013-07-16 2013-07-16 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 48J99MXD9 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-25 2040-02-25 2 - 2 Government Agency Debt 3122963.00 3090070.05 First Tier Security 2013-04-02 2013-04-02 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.66% to 0.00% 48J99MXE7 0000728612 Other Repurchase Agreement N DHCDO 2007 2052-05-15 2052-05-15 N/A Other Instrument ASSET BACKED 23821881.00 3240176.41 First Tier Security 2013-04-02 2013-04-02 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48J99MSG8 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 38.375 - 38.375 Other Instrument MORTGAGE 790472.00 833753.30 NEPTUNE CDO 2045-02-07 2045-02-07 0.571 - 0.571 Other Instrument ASSET BACKED 3118836.00 246698.85 DHCDO 2007 2052-05-15 2052-05-15 N/A Other Instrument ASSET BACKED 1925.00 261.83 First Tier Security 2013-04-30 2013-04-30 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YGW5 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 1006942.00 1050000.80 PRICELINE COM INC 2015-03-15 2015-03-15 1.25 - 1.25 Other Instrument EQUITY 1000.00 2295.45 First Tier Security 2013-04-05 2013-04-05 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., 0.40% 48E99YFB2 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 1008946.00 1052090.49 First Tier Security 2013-04-05 2013-04-05 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., 0.53% 48E99YGT2 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-25 2042-08-25 N/A Government Agency Debt 1262123.00 1031287.16 First Tier Security 2013-04-05 2013-04-05 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., 0.95% 48E99YDD0 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 2420659.00 1268425.32 First Tier Security 2013-05-03 2013-05-03 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YCX7 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 2418761.00 1267430.76 First Tier Security 2013-05-13 2013-05-13 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEB3 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 2202774.00 1154253.58 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 92608.82 First Tier Security 2013-05-23 2013-05-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEU1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 2408612.00 1262112.69 First Tier Security 2013-06-04 2013-06-04 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QTU9 0000050916 Other Repurchase Agreement N ALLY FINL INC 2015-06-26 2015-06-26 4.625 - 4.625 Other Instrument CORPORATE 1019658.00 1078909.76 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-10-30 2014-10-30 1.45 - 1.45 Other Instrument CORPORATE 1062.00 1084.20 First Tier Security 2013-04-02 2013-04-02 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R6J2 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-08-15 2042-06-15 3.5 - 3.5 Government Agency Debt 5734000.00 1030450.05 First Tier Security 2013-04-17 2013-04-17 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R6K9 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-15 2042-06-15 3.5 - 3.5 Government Agency Debt 1965000.00 2063822.17 First Tier Security 2013-04-19 2013-04-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-15 2042-06-15 3.5 - 3.5 Government Agency Debt 3925000.00 4122392.88 First Tier Security 2013-05-03 2013-05-03 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0045 Y 4000000.00 4000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.80% 40Q995HN1 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-03-15 2053-03-15 2.81 - 2.81 Government Agency Debt 960000.00 1022977.87 First Tier Security 2013-04-08 2013-04-08 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.49% 23M99SVJ4 0000230611 Other Repurchase Agreement N STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 910000.00 1187076.04 First Tier Security 2013-04-05 2013-04-05 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% 23M99SVH8 0000230611 Other Repurchase Agreement N LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 578000.00 1103695.01 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 44000.00 57397.08 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 18000.00 18901.56 First Tier Security 2013-04-05 2013-04-05 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% 23M99SVG0 0000230611 Other Repurchase Agreement N EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 3000.00 5982.64 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 572000.00 1092237.97 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 44000.00 57397.08 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 17000.00 17851.48 First Tier Security 2013-04-05 2013-04-05 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, 0.40% 45C994PG4 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2022-01-25 2022-01-25 4.41 - 4.41 Government Agency Debt 971329.00 1030023.50 FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-01 2043-02-01 2.5 - 2.5 Government Agency Debt 1000.00 989.76 First Tier Security 2013-04-03 2013-04-03 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994PJ8 0000276523 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-01 2043-02-01 2.5 - 2.5 Government Agency Debt 1000.00 989.76 ARAMARK CORP 2015-02-01 2015-02-01 8.5 - 8.5 Other Instrument CORPORATE 1182476.00 1198401.98 DU PONT E I DE NEMOURS & CO 2014-03-25 2014-03-25 1.75 - 1.75 Other Instrument CORPORATE 923035.00 934910.61 First Tier Security 2013-04-04 2013-04-04 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00