N-MFP LIVE N 2013-05-31 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 57 89 887058199.97 384787.13 1225221.33 886217765.77 0.0028 1.0002 2013-05-31 1.0002 2013-05-31 C000019137 1.00 886217765.77 1.00 211455.82 211455.82 0.00 0.0028 1.0002 2013-05-31 1.0002 2013-05-31 Bank of Montreal Bank of Montreal, 0.19% 06366X7J5 Certificate of Deposit First Tier Security 2013-08-14 2013-08-14 N N N 2000000.00 2000000.00 0.0023 N 2000083.20 2000083.20 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 5000266.50 5000266.50 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 2000335.80 2000335.80 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 1000167.90 1000167.90 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.37% 06366WRL0 Certificate of Deposit First Tier Security 2013-07-08 2013-09-06 N N N 6000000.00 6000000.00 0.0068 N 6002298.00 6002298.00 Bank of Nova Scotia Bank of Nova Scotia, 0.18% 06417FWT3 Certificate of Deposit First Tier Security 2013-09-27 2013-09-27 N N N 6000000.00 6000000.00 0.0068 N 5999802.00 5999802.00 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 9000475.20 9000475.20 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 9000524.70 9000524.70 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-06-04 2013-07-08 N N N 5000000.00 4999948.00 0.0056 N 5000460.00 5000460.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FRV4 Certificate of Deposit First Tier Security 2013-06-03 2014-01-03 N N N 4000000.00 4000000.00 0.0045 N 4000232.00 4000232.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-06-11 2013-10-11 N N N 3000000.00 3000000.00 0.0034 N 3000849.00 3000849.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-06-11 2013-11-08 N N N 4000000.00 4000000.00 0.0045 N 4000628.00 4000628.00 Bank of Nova Scotia Bank of Nova Scotia, 0.36% 06417FBP4 Certificate of Deposit First Tier Security 2013-08-12 2013-09-12 N N N 3000000.00 3000000.00 0.0034 N 3001557.00 3001557.00 Bank of Nova Scotia Bank of Nova Scotia, 0.50% 06417FGH7 Certificate of Deposit First Tier Security 2013-08-16 2013-09-17 N N N 1000000.00 1000000.00 0.0011 N 1001037.00 1001037.00 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 4000271.60 4000271.60 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 3000194.70 3000194.70 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 3000199.50 3000199.50 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 3000204.60 3000204.60 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 6000459.00 6000459.00 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 3000239.40 3000239.40 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 5000343.50 5000343.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FKL7 Certificate of Deposit First Tier Security 2013-06-10 2013-07-10 N N N 4000000.00 4000000.00 0.0045 N 4000128.00 4000128.00 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 10001845.00 10001845.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606YZK5 Certificate of Deposit First Tier Security 2013-06-17 2014-02-18 N N N 10000000.00 10000000.00 0.0113 N 9997880.00 9997880.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-06-05 2013-11-01 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2013-06-03 2013-06-21 Y CANADIAN IMPERIAL BK NY BRH CD N/A N/A N N 4000000.00 4000000.00 0.0045 N 3999608.00 3999608.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606XQ84 Certificate of Deposit First Tier Security 2013-07-17 2013-09-17 N N N 9000000.00 9000000.00 0.0102 N 9005976.00 9005976.00 Credit Agricole CIB Credit Agricole CIB, 0.14% 22532UVG6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 10000000.00 10000000.00 0.0113 N 9999958.00 9999958.00 Credit Agricole CIB Credit Agricole CIB, 0.15% 22532UVD3 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 11000000.00 11000000.00 0.0124 N 10999975.80 10999975.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GPY1 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 4000000.00 4000000.00 0.0045 N 3999982.40 3999982.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GQB0 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 3000000.00 3000000.00 0.0034 N 2999983.20 2999983.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GQC8 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 2000000.00 2000000.00 0.0023 N 1999986.60 1999986.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GQD6 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-08-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999570.00 4999570.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682AFH4 Certificate of Deposit First Tier Security 2013-08-19 2013-08-19 N N N 3000000.00 3000000.00 0.0034 N 3000133.20 3000133.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.15% 60688RJB0 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 3000000.00 3000000.00 0.0034 N 2999990.10 2999990.10 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 1999999.99 0.0023 N 2000016.60 2000016.60 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 1000000.00 0.0011 N 1000010.00 1000010.00 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 1999966.67 0.0023 N 2000068.80 2000068.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RHY2 Certificate of Deposit First Tier Security 2013-09-27 2013-09-27 N N N 3000000.00 3000000.00 0.0034 N 3000099.00 3000099.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RJE4 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REE9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 3000000.00 3000000.00 0.0034 N 3000307.50 3000307.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REQ2 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 2000000.00 2000000.00 0.0023 N 2000213.40 2000213.40 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 3000128.10 3000128.10 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 3000183.00 3000183.00 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 3000109.80 3000109.80 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873ETM3 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 23000000.00 23000000.00 0.0260 N 22999949.40 22999949.40 National Bank of Canada National Bank of Canada, 0.32% 63307UDX6 Certificate of Deposit First Tier Security 2013-06-24 2013-08-20 N N N 12000000.00 12000000.00 0.0135 N 11999232.00 11999232.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-06-20 2013-11-15 N N N 5000000.00 5000000.00 0.0056 N 5001035.00 5001035.00 Royal Bank of Canada Royal Bank of Canada, 0.66% 78009JS22 Certificate of Deposit First Tier Security 2013-07-01 2013-08-30 N N N 3000000.00 3000000.00 0.0034 N 3002832.00 3002832.00 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 4000183.20 4000183.20 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 2000108.20 2000108.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-06-19 2013-08-19 N N N 2000000.00 2000000.00 0.0023 N 1999648.00 1999648.00 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 4000173.20 4000173.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CDP4 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 3000000.00 3000000.00 0.0034 N 3000153.00 3000153.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEE8 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 4000000.00 4000000.00 0.0045 N 4000212.80 4000212.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEM0 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 5000000.00 5000000.00 0.0056 N 5000271.50 5000271.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CKC5 Certificate of Deposit First Tier Security 2013-08-08 2013-08-08 N N N 7000000.00 7000000.00 0.0079 N 6999999.30 6999999.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D4Y3 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 1000000.00 1000018.39 0.0011 N 1000037.40 1000037.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D6A3 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 1000000.00 1000020.06 0.0011 N 1000040.90 1000040.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-06-17 2013-11-15 N N N 7000000.00 7000000.00 0.0079 N 7001386.00 7001386.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAJ2 Certificate of Deposit First Tier Security 2013-10-04 2013-10-04 N N N 4000000.00 4000000.00 0.0045 N 3999021.20 3999021.20 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 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 5000076.50 5000076.50 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 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 3000091.50 3000091.50 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 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 3000155.70 3000155.70 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 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 3000237.90 3000237.90 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W5S3 Certificate of Deposit First Tier Security 2013-08-12 2013-08-12 N N N 3000000.00 3000000.00 0.0034 N 3000303.30 3000303.30 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-06-17 2013-11-15 N N N 2000000.00 2000000.00 0.0023 N 2000448.00 2000448.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-06-20 2013-12-20 N N N 3000000.00 3000000.00 0.0034 N 3000657.00 3000657.00 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 2000013.31 0.0023 N 2000557.60 2000557.60 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 4002213.60 4002213.60 UBS AG UBS AG, 0.32% 90267RRU5 Certificate of Deposit First Tier Security 2013-10-31 2013-10-31 N N N 8000000.00 8000000.00 0.0090 N 8002715.20 8002715.20 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTV0 0000859994 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 2000000.00 1999978.90 0.0023 N 2000363.40 2000363.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTU2 0000859994 Certificate of Deposit First Tier Security 2013-08-23 2013-08-23 N N N 2000000.00 1999976.96 0.0023 N 2000396.40 2000396.40 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 2001138.40 2001138.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0918199703 Certificate of Deposit First Tier Security 2013-07-12 2013-07-12 N N N 2000000.00 2000005.69 0.0023 N 2000186.40 2000186.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0925175605 Certificate of Deposit First Tier Security 2013-07-26 2013-07-26 N N N 1000000.00 1000003.82 0.0011 N 1000124.30 1000124.30 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HES5 0000833029 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 8000000.00 8000000.00 0.0090 N 7997092.00 7997092.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEU0 0000833029 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 7000000.00 7000000.00 0.0079 N 7000737.80 7000737.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEV8 0000833029 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 6000000.00 6000000.00 0.0068 N 6000672.60 6000672.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-06-03 2013-06-03 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 689996ER3 Certificate of Deposit First Tier Security 2013-07-15 2013-07-15 N N N 1000000.00 999719.05 0.0011 N 999787.50 999787.50 Citibank NA Citibank NA, 0.28% 17304UDG2 Certificate of Deposit First Tier Security 2013-06-28 2013-06-28 N N N 6000000.00 6000000.00 0.0068 N 6000933.00 6000933.00 Citibank NA Citibank NA, 0.28% 17304UEP1 Certificate of Deposit First Tier Security 2013-08-22 2013-08-22 N N N 4000000.00 4000000.00 0.0045 N 4001198.40 4001198.40 Citibank NA Citibank NA, 0.28% 17304UEU0 Certificate of Deposit First Tier Security 2013-08-27 2013-08-27 N N N 2000000.00 2000000.00 0.0023 N 2000635.20 2000635.20 Citibank NA Citibank NA, 0.28% 17304UFE5 Certificate of Deposit First Tier Security 2013-08-30 2013-08-30 N N N 1000000.00 1000000.00 0.0011 N 1000328.50 1000328.50 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 3000472.50 3000472.50 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 4000155.60 4000155.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GSN6 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 6000000.00 5996240.00 0.0068 N 5996819.40 5996819.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GRP2 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-07-03 N N N 1000000.00 999777.78 0.0011 N 999860.70 999860.70 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.27% 06741GRS6 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 1000000.00 999617.50 0.0011 N 999762.10 999762.10 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.22% 06737HU80 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 8000000.00 7998191.11 0.0090 N 7998556.00 7998556.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HUN7 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 6000000.00 5998045.00 0.0068 N 5998318.80 5998318.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 1000004.00 1000004.00 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 1999291.67 0.0023 N 1999495.40 1999495.40 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 2998854.17 0.0034 N 2999172.60 2999172.60 Credit Suisse Credit Suisse, 0.27% 2254EAW33 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 3000000.00 2997885.00 0.0034 N 2998287.30 2998287.30 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 3998339.45 0.0045 N 3998877.20 3998877.20 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-06-24 2013-12-24 N N N 10000000.00 10000000.00 0.0113 N 9998880.00 9998880.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-11-26 N N N 4000000.00 4000000.00 0.0045 N 4000208.00 4000208.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-09-03 N N N 1000000.00 1000000.00 0.0011 N 1000125.00 1000125.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J2YS1 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 4000000.00 3994066.67 0.0045 N 3996028.80 3996028.80 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.11% 53943RT41 Financial Company Commercial Paper First Tier Security 2013-06-04 2013-06-04 N N N 15000000.00 14999862.50 0.0169 N 14999800.50 14999800.50 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 8999202.50 0.0102 N 8999530.20 8999530.20 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 999871.11 0.0011 N 999921.10 999921.10 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 999798.61 0.0011 N 999866.00 999866.00 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 999782.50 0.0011 N 999853.90 999853.90 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 4999166.67 0.0056 N 4999522.00 4999522.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.23% 83050TUG4 Financial Company Commercial Paper First Tier Security 2013-07-16 2013-07-16 N N N 2000000.00 1999425.00 0.0023 N 1999662.60 1999662.60 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 999927.78 0.0011 N 999987.80 999987.80 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 999906.11 0.0011 N 999981.30 999981.30 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 2999631.67 0.0034 N 2999917.50 2999917.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562KUC6 Financial Company Commercial Paper First Tier Security 2013-07-12 2013-07-12 N N N 6000000.00 5998291.66 0.0068 N 5998614.00 5998614.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FW52 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 2000000.00 1998746.67 0.0023 N 1998854.00 1998854.00 Swedbank AB Swedbank AB, 0.24% 87019RWD4 Financial Company Commercial Paper First Tier Security 2013-09-13 2013-09-13 N N N 4000000.00 3997226.67 0.0045 N 3997491.60 3997491.60 Swedbank AB Swedbank AB, 0.24% 87019RWP7 Financial Company Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N N 15000000.00 14988600.00 0.0169 N 14989522.50 14989522.50 Swedbank AB Swedbank AB, 0.24% 87019RWP7 Financial Company Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N N 7000000.00 6994680.00 0.0079 N 6995110.50 6995110.50 Swedbank AB Swedbank AB, 0.24% 87019RWR3 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 3000000.00 2997680.00 0.0034 N 2997864.90 2997864.90 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 2999865.00 0.0034 N 2999935.80 2999935.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.23% 89116EYJ6 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 2000000.00 1997827.78 0.0023 N 1998442.00 1998442.00 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 2998000.00 0.0034 N 2998916.70 2998916.70 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 999291.67 0.0011 N 999582.30 999582.30 UBS Finance, Inc. UBS Finance, Inc., 0.33% 90262CXG7 Financial Company Commercial Paper First Tier Security 2013-10-16 2013-10-16 N N N 6000000.00 5992465.00 0.0068 N 5994664.20 5994664.20 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 7994166.67 0.0090 N 7997202.40 7997202.40 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 1998463.89 0.0023 N 1999243.00 1999243.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 2000144.00 2000144.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-06-05 2013-07-05 N N N 1000000.00 1000000.00 0.0011 N 1000075.00 1000075.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-06-10 N N N 1000000.00 1000000.00 0.0011 N 1000016.00 1000016.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-07-08 N N N 2000000.00 2000000.00 0.0023 N 2000168.00 2000168.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 3000117.00 3000117.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-06-21 2013-06-21 N N N 2000000.00 2000000.00 0.0023 N 2000102.00 2000102.00 Ciesco LP Ciesco LP, 0.30% 17178BW35 Asset Backed Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1998433.33 0.0023 N 1998751.00 1998751.00 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 2999870.83 0.0034 N 2999915.10 2999915.10 Govco, Inc. Govco, Inc., 0.30% 38362VUR2 Asset Backed Commercial Paper First Tier Security 2013-07-25 2013-07-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3998200.00 0.0045 N 3998368.40 3998368.40 Govco, Inc. Govco, Inc., 0.30% 38362VV18 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999491.67 0.0011 N 999533.30 999533.30 Govco, Inc. Govco, Inc., 0.30% 38362VV91 Asset Backed Commercial Paper First Tier Security 2013-08-09 2013-08-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998850.00 0.0023 N 1998922.80 1998922.80 Govco, Inc. Govco, Inc., 0.30% 38362VVC4 Asset Backed Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999400.00 0.0011 N 999434.30 999434.30 Govco, Inc. Govco, Inc., 0.30% 38362VVG5 Asset Backed Commercial Paper First Tier Security 2013-08-16 2013-08-16 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999366.67 0.0011 N 999399.00 999399.00 Govco, Inc. Govco, Inc., 0.30% 38362VVL4 Asset Backed Commercial Paper First Tier Security 2013-08-20 2013-08-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999333.33 0.0011 N 999361.00 999361.00 Govco, Inc. Govco, Inc., 0.30% 38362VVU4 Asset Backed Commercial Paper First Tier Security 2013-08-28 2013-08-28 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999266.66 0.0011 N 999258.00 999258.00 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 999913.89 0.0011 N 999935.80 999935.80 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 1000000.00 999750.00 0.0011 N 999775.30 999775.30 Credit Suisse Credit Suisse, 0.30% 22533HAA0 Other Commercial Paper First Tier Security 2013-06-05 2013-12-05 N N N 5000000.00 5000000.00 0.0056 N 4999255.00 4999255.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-06-24 2013-07-01 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0045 N 3999372.00 3999372.00 Sempra Global Sempra Global, 0.26% 81685LTD7 Other Commercial Paper Second Tier Security 2013-06-13 2013-06-13 N N N 1000000.00 999913.33 0.0011 N 999933.20 999933.20 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-06-03 2013-06-28 Y VERIZON COMMUNICATIONS INC N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Viacom, Inc. Viacom, Inc., 0.26% 9255M2TE2 Other Commercial Paper Second Tier Security 2013-06-14 2013-06-14 N N N 1000000.00 999906.11 0.0011 N 999898.00 999898.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.31% 92780JT35 Other Commercial Paper Second Tier Security 2013-06-03 2013-06-03 N N N 1000000.00 999982.78 0.0011 N 999981.70 999981.70 U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796BM0 Treasury Debt First Tier Security 2013-11-29 2013-11-29 N N N 10000000.00 9995726.39 0.0113 N 9996640.00 9996640.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796BE8 Treasury Debt First Tier Security 2014-05-01 2014-05-01 N N N 5000000.00 4995129.17 0.0056 N 4994245.00 4994245.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 9000000.00 8996722.96 0.0102 N 9000702.00 9000702.00 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 5008643.05 0.0057 N 5009570.00 5009570.00 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 4999572.26 0.0056 N 5000780.00 5000780.00 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 10013839.63 0.0113 N 10017970.00 10017970.00 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 5002338.61 0.0056 N 5003515.00 5003515.00 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 2010602.68 0.0023 N 2010938.00 2010938.00 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 2018311.32 0.0023 N 2018672.00 2018672.00 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 2006291.76 0.0023 N 2006876.00 2006876.00 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 6046321.15 0.0068 N 6047346.00 6047346.00 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 2054352.65 0.0023 N 2054218.00 2054218.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QS2 Treasury Debt First Tier Security 2014-06-15 2014-06-15 N N N 8000000.00 8048910.47 0.0091 N 8047816.00 8047816.00 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 4030964.51 0.0045 N 4031876.00 4031876.00 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 1000360.03 0.0011 N 1000312.00 1000312.00 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 3999207.20 0.0045 N 4000624.00 4000624.00 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 1008262.20 0.0011 N 1008438.00 1008438.00 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 10184366.10 0.0115 N 10185940.00 10185940.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-06-21 2013-07-15 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0023 N 1999822.00 1999822.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008FBC7 Other Note First Tier Security 2013-07-01 2013-08-30 N N N 16000000.00 16000000.00 0.0181 N 16003424.00 16003424.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008KZV8 Other Note First Tier Security 2013-08-07 2013-09-06 N N N 9000000.00 8999518.81 0.0102 N 9000900.00 9000900.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-06-27 2013-11-27 N N N 6000000.00 6000000.00 0.0068 N 5996742.00 5996742.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JDE5 Other Note First Tier Security 2013-06-17 2013-11-15 N N N 2000000.00 2000000.00 0.0023 N 1999826.00 1999826.00 Bank of America NA Bank of America NA, 0.24% 06052WYW7 Other Note First Tier Security 2013-07-22 2013-07-22 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 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 9000449.10 9000449.10 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 2000085.80 2000085.80 Bank of America NA Bank of America NA, 0.29% 06052WXK4 Other Note First Tier Security 2013-07-11 2013-07-11 N N N 3000000.00 3000000.00 0.0034 N 3000170.40 3000170.40 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-06-11 2014-09-11 N N N 6000000.00 5998489.40 0.0068 N 6002208.00 6002208.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381JE6 Government Agency Debt First Tier Security 2013-06-25 2014-06-25 N N N 10000000.00 9997836.99 0.0113 N 10002950.00 10002950.00 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 999915.38 0.0011 N 1000206.00 1000206.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-06-05 2014-12-05 N N N 10000000.00 10000000.00 0.0113 N 10004410.00 10004410.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.30% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-06-07 2013-06-07 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., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992 A, tender 06/25/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-06-25 2013-06-25 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4400000.00 4400000.00 0.0050 N 4400044.00 4400044.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.45% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-07-01 2013-08-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 1000000.00 1000000.00 0.0011 Y 999932.00 999932.00 ING Bank NV ING Bank NV, 0.12% 48M994CC0 0001017255 Other Instrument Time Deposits First Tier Security 2013-06-04 2013-06-04 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 ING Bank NV ING Bank NV, 0.15% 48M994BR8 0001017255 Other Instrument Time Deposits First Tier Security 2013-06-04 2013-06-04 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.51 - 6 Government Agency Debt 6951148.21 3122578.51 FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2038-12-15 0.574 - 5.5 Government Agency Debt 1573611.15 374211.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-02-20 0.38 - 7.5 Government Agency Debt 3789629.71 1858382.93 Unrated Security 2013-06-03 2013-06-03 N N N 5219588.00 5219588.06 0.0059 N 5219588.06 5219588.06 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2025-04-15 2052-11-16 0.548 - 7 Government Agency Debt 280437.71 184922.38 FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-04-01 0.549 - 7 Government Agency Debt 202122.45 131338.13 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2052-11-25 0.7 - 7 Government Agency Debt 589789.79 397799.67 Unrated Security 2013-06-03 2013-06-03 N N N 695945.00 695945.07 0.0008 N 695945.07 695945.07 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CTQ2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-15 2043-04-01 3 - 4 Government Agency Debt 980400.00 986260.27 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2043-02-01 3.5 - 5 Government Agency Debt 70000.00 38019.89 First Tier Security 2013-06-03 2013-06-03 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 ING Financial Markets LLC, 0.18% 47Y99CVQ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2041-09-15 4 - 5 Government Agency Debt 1935000.00 1014614.01 FEDERAL NATIONAL MORTGAGE ASSOC 2040-10-01 2042-03-01 3.5 - 4.5 Government Agency Debt 10000.00 8030.76 First Tier Security 2013-06-07 2013-06-07 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 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-02-01 2048-04-01 0 - 6.5 Government Agency Debt 181190.54 104805.64 US TREASURY 2014-03-31 2042-02-15 0.25 - 4.625 Treasury Debt 167890.66 177979.33 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2043-06-25 0 - 7.5 Government Agency Debt 95694.52 70183.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-02-16 2050-11-16 1.5 - 5.37 Government Agency Debt 3130.01 2945.90 Unrated Security 2013-06-03 2013-06-03 N N N 347973.00 347972.54 0.0004 N 347972.54 347972.54 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LL5 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2019-09-30 1 - 1 Treasury Debt 4176600.00 4081100.65 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LW1 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2019-09-30 1 - 1 Treasury Debt 4176600.00 4081100.65 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997MH3 Government Agency Repurchase Agreement Y US TREASURY 2019-09-30 2019-09-30 1 - 1 Treasury Debt 4176600.00 4081100.65 First Tier Security 2013-06-07 2013-06-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.18% 47V99FYK5 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-05-31 2014-05-31 2.25 - 2.25 Treasury Debt 2963100.00 3024213.94 FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-11-01 2.295 - 3.5 Government Agency Debt 33232.00 33465.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-01-20 2043-01-20 3 - 3 Government Agency Debt 1000.00 1013.59 FEDERAL NATIONAL MORTGAGE ASSOC 2043-05-01 2043-06-01 3 - 3 Government Agency Debt 2000.00 2024.00 First Tier Security 2013-06-07 2013-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FVC6 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-06-01 2.113 - 3.5 Government Agency Debt 17185.00 16904.45 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2042-10-01 2.5 - 3.504 Government Agency Debt 6310700.00 5976463.40 US TREASURY 2014-05-31 2014-05-31 2.25 - 2.25 Treasury Debt 29500.00 30108.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2047-11-16 1.75 - 5 Government Agency Debt 139014.00 104415.58 First Tier Security 2013-06-07 2013-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0068 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2013-08-02 2013-08-02 0 - 0 Government Agency Debt 48598.56 48595.16 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2043-06-01 1.772 - 11 Government Agency Debt 4350909.11 1486562.60 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2044-09-01 0.75 - 9 Government Agency Debt 11322739.47 4724396.62 FEDERAL FARM CREDIT 2014-11-19 2022-04-22 0.17 - 4.875 Government Agency Debt 72673.46 73224.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2040-10-15 3.2 - 8 Government Agency Debt 3024236.18 963464.88 US TREASURY 2014-07-15 2042-11-15 0 - 4.25 Treasury Debt 41939.92 29887.18 FEDERAL AGRICULTURE MORTGAGE CORP 2020-04-03 2023-05-02 1.475 - 2.375 Government Agency Debt 18178.57 17646.87 Unrated Security 2013-06-03 2013-06-03 N N N 7199432.00 7199431.80 0.0081 N 7199431.80 7199431.80 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2043-05-01 2.193 - 4.694 Government Agency Debt 693913.49 406295.18 FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2043-05-01 2.112 - 5.625 Government Agency Debt 101772.77 79838.01 Unrated Security 2013-06-03 2013-06-03 N N N 476598.00 476597.59 0.0005 N 476597.59 476597.59 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_74037 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-05-01 2046-06-01 0.674 - 5.994 Government Agency Debt 8377564.70 3395137.33 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-06-01 2.054 - 5.96 Government Agency Debt 3861451.67 1175207.63 US TREASURY 2013-06-27 2020-05-31 0 - 4.125 Treasury Debt 266753.11 267242.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-15 2041-07-15 4 - 4 Government Agency Debt 74821.22 58063.34 Unrated Security 2013-06-03 2013-06-03 N N N 4799621.00 4799621.20 0.0054 N 4799621.20 4799621.20 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2013-10-01 2020-03-06 0 - 2.17 Government Agency Debt 7877.98 7747.80 US TREASURY 2020-05-31 2020-05-31 1.375 - 1.375 Treasury Debt 25808.64 25477.96 FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-06-01 2.215 - 3.5 Government Agency Debt 782157.57 707002.55 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-20 2042-10-20 2 - 6 Government Agency Debt 132682.83 116111.41 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2043-06-25 0 - 5.71 Government Agency Debt 1449355.58 1162188.33 FINANCE CORPORATION 2019-03-26 2019-03-26 0 - 0 Government Agency Debt 2789.18 2513.30 Unrated Security 2013-06-03 2013-06-03 N N N 1979844.00 1979843.75 0.0022 N 1979843.75 1979843.75 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 47Z995PQ0 0001197610 Other Repurchase Agreement N BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2014-03-28 2014-03-28 2.05 - 2.05 Other Instrument CORPORATE 14756.00 14999.61 AMERICAN INTL GROUP INC 2020-12-15 2020-12-15 6.4 - 6.4 Other Instrument CORPORATE 3868.00 4843.53 AOL TIME WARNER INC NAME CHANGED TO TIME WARNER 2032-05-01 2032-05-01 7.7 - 7.7 Other Instrument CORPORATE 965.00 1320.20 BARRICK GOLD CORP 2014-05-30 2014-05-30 1.75 - 1.75 Other Instrument CORPORATE 370.00 372.91 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 4452.00 5534.15 PETROLEOS MEXICANOS 2019-05-03 2019-05-03 8 - 8 Other Instrument CORPORATE 803032.00 1011356.35 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2018-05-02 2018-05-02 N/A Other Instrument CORPORATE 639.00 628.84 STATOIL ASA FORMERLY STATOIL ASA 01/01/2007 & FO 2040-08-17 2040-08-17 5.1 - 5.1 Other Instrument CORPORATE 2887.00 3301.70 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 7206.00 7609.68 ING BANK 2015-09-01 2015-09-01 3 - 3 Other Instrument CORPORATE 235.00 245.52 First Tier Security 2013-06-07 2013-06-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.33% 47Z995RM7 0001197610 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-16 2040-11-20 5.851 - 6.4 Government Agency Debt 34671347.00 5675587.61 FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-25 2043-06-25 3.125 - 5.857 Government Agency Debt 32676912.00 5654723.99 First Tier Security 2013-06-03 2013-06-03 N N N 11000000.00 11000000.00 0.0124 N 11000000.00 11000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994DX4 0000315030 Other Repurchase Agreement N PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 874000.00 1279068.65 First Tier Security 2013-06-21 2013-06-21 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 48K99WPK8 0000318336 Other Repurchase Agreement N THE HOME DEPOT, INC. 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 13603.00 1080622.32 First Tier Security 2013-07-17 2013-07-17 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WMJ4 0000318336 Other Repurchase Agreement N MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.293 - 0.293 Other Instrument ASSET BACKED 4929300.00 916200.80 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.728 - 5.728 Other Instrument GOVERNMENT AGENCY 15000.00 57428.21 OPTEUM MORTGAGE ACCEPTANCE COR 2036-07-25 2036-07-25 0.463 - 0.463 Other Instrument GOVERNMENT AGENCY 5000.00 2251.88 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.178 - 1.178 Other Instrument GOVERNMENT AGENCY 566700.00 190462.15 MASTR ADJUSTABLE RATE MORTGAGE 2046-12-25 2046-12-25 1.378 - 1.378 Other Instrument GOVERNMENT AGENCY 70000.00 18176.28 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.498 - 0.498 Other Instrument ASSET BACKED 20000.00 5495.15 MORGAN STANLEY ABS CAPITAL I I 2034-01-25 2034-01-25 0.763 - 0.763 Other Instrument ASSET BACKED 1967000.00 972161.44 First Tier Security 2013-07-09 2013-07-09 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WNP9 0000318336 Other Repurchase Agreement N ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 5.526 - 5.526 Other Instrument ASSET BACKED 927917.00 979276.27 GSAMP TRUST 2005-HE2-N 2035-09-25 2035-09-25 0.683 - 0.683 Other Instrument ASSET BACKED 10000.00 7741.85 CWHEQ REVOLVING HOME EQUITY LO 2036-07-15 2036-07-15 0.339 - 0.339 Other Instrument ASSET BACKED 50000.00 6126.69 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.288 - 5.288 Other Instrument ASSET BACKED 7500.00 5696.45 BANC OF AMERICA COMMERCIAL MOR 2049-06-10 2049-06-10 5.62 - 5.62 Other Instrument GOVERNMENT AGENCY 660000.00 752858.13 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.498 - 0.498 Other Instrument ASSET BACKED 335000.00 92043.68 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 0.473 - 0.473 Other Instrument GOVERNMENT AGENCY 1233400.00 260707.42 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.728 - 5.728 Other Instrument GOVERNMENT AGENCY 15000.00 57428.21 First Tier Security 2013-07-15 2013-07-15 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WPT9 0000318336 Other Repurchase Agreement N CREDIT SUISSE FIRST BOSTON 200 2035-06-25 2035-06-25 4.757 - 4.757 Other Instrument GOVERNMENT AGENCY 170000.00 7576.50 CITIGROUP MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 5.764 - 5.764 Other Instrument ASSET BACKED 1000000.00 547734.50 CWMBS, INC., 2005-19 2036-02-28 2036-02-28 0.508 - 0.508 Other Instrument GOVERNMENT AGENCY 300000.00 11655.50 CWHEQ REVOLVING HOME EQUITY LO 2021-08-25 2021-08-25 5.597 - 5.597 Other Instrument ASSET BACKED 9000.00 5379.23 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.515 - 0.515 Other Instrument ASSET BACKED 1000000.00 407356.80 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.691 - 5.691 Other Instrument GOVERNMENT AGENCY 1075200.00 1146764.19 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.473 - 0.473 Other Instrument ASSET BACKED 15000.00 11722.18 RAMP SERIES 2007-RZ1 TRUST 2037-02-25 2037-02-25 0.353 - 0.353 Other Instrument ASSET BACKED 35000.00 23611.09 First Tier Security 2013-07-18 2013-07-18 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WQH4 0000318336 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2049-06-10 2049-06-10 5.62 - 5.62 Other Instrument GOVERNMENT AGENCY 105000.00 119772.88 CSMC SERIES 2009-5R 2036-06-25 2036-06-25 2.408 - 2.408 Other Instrument GOVERNMENT AGENCY 178000.00 96536.31 CITIMORTGAGE ALTERNATIVE TRUST 2036-09-25 2036-09-25 6 - 6 Other Instrument GOVERNMENT AGENCY 335000.00 216903.41 FREMF 2011-K704 MORTGAGE TR MU 2030-10-25 2030-10-25 4.532 - 4.532 Other Instrument GOVERNMENT AGENCY 5000.00 5411.05 IMPAC SECURED ASSETS CORP. 2034-11-25 2034-11-25 1.093 - 1.093 Other Instrument GOVERNMENT AGENCY 40000.00 34806.17 STRUCTURED ADJUSTABLE RATE MOR 2034-09-25 2034-09-25 1.393 - 1.393 Other Instrument GOVERNMENT AGENCY 13455000.00 8895.87 JPMORGAN CHASE COMMERCIAL MORT 2027-12-05 2027-12-05 5.633 - 5.633 Other Instrument GOVERNMENT AGENCY 95000.00 112031.14 MORGAN STANLEY ABS CAPITAL I, 2035-12-25 2035-12-25 0.503 - 0.503 Other Instrument ASSET BACKED 4000.00 3325.36 MORGAN STANLEY CAPITAL I TRUST 2049-12-12 2049-12-12 6.089 - 6.089 Other Instrument GOVERNMENT AGENCY 295000.00 343594.60 RALI SERIES 2003-QS4 TRUST 2033-06-25 2033-06-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 30000.00 14763.84 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.478 - 0.478 Other Instrument ASSET BACKED 25000.00 5763.69 INDYMAC INDX MORTGAGE LOAN TRU 2035-02-25 2035-02-25 0.603 - 0.603 Other Instrument GOVERNMENT AGENCY 11970000.00 119583.57 First Tier Security 2013-07-22 2013-07-22 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WRD2 0000318336 Other Repurchase Agreement N CONSECO FINANCE SECURITIZATION 2031-05-01 2031-05-01 8.06 - 8.06 Other Instrument ASSET BACKED 12000.00 5380.09 GSAA HOME EQUITY TRUST 2007-6 2047-05-25 2047-05-25 0.493 - 0.493 Other Instrument ASSET BACKED 13000.00 7253.38 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.473 - 0.473 Other Instrument ASSET BACKED 20000.00 15629.57 PARK PLACE SECURITIES, INC. 2034-10-25 2034-10-25 1.373 - 1.373 Other Instrument ASSET BACKED 1677600.00 942702.87 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.498 - 0.498 Other Instrument ASSET BACKED 400000.00 109902.91 First Tier Security 2013-07-25 2013-07-25 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.69% 48K99WLG1 0000318336 Other Repurchase Agreement N QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.478 - 0.478 Other Instrument ASSET BACKED 30000.00 6916.43 BEAR STEARNS ASSET BACKED SECU 2034-09-25 2034-09-25 1.948 - 1.948 Other Instrument ASSET BACKED 1257500.00 1072277.44 FREMF 2011-K704 MORTGAGE TR MU 2030-10-25 2030-10-25 4.532 - 4.532 Other Instrument GOVERNMENT AGENCY 5000.00 5411.05 First Tier Security 2013-07-02 2013-07-02 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N CITIGROUP MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 5.764 - 5.764 Other Instrument ASSET BACKED 1912500.00 1047542.23 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.15 - 5.15 Other Instrument ASSET BACKED 20000.00 15390.95 NEWCASTLE CDO VIII 1 & VIII 2, 2052-11-25 2052-11-25 0.533 - 0.533 Other Instrument ASSET BACKED 5000.00 3714.57 SANTANDER DRIVE AUTO 2019-09-16 2019-09-16 4.69 - 4.69 Other Instrument ASSET BACKED 10000.00 10461.31 WASHINGTON MUTUAL MSC MORTGAGE 2035-06-25 2035-06-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 20000.00 5980.05 First Tier Security 2013-11-04 2013-11-04 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 48K99WUU0 0000318336 Other Repurchase Agreement N BCAP LLC 2010-RR3 TRUST 2036-07-26 2036-07-26 2.596 - 2.596 Other Instrument GOVERNMENT AGENCY 1837800.00 1723163.70 CWALT, INC., 2005-43 2035-12-25 2035-12-25 1.543 - 1.543 Other Instrument GOVERNMENT AGENCY 20000.00 11136.51 CWALT, INC., 2005-79CB 2036-02-25 2036-02-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 1160000.00 150439.01 MONTEREY CDO, LTD. 2042-09-06 2042-09-06 0.513 - 0.513 Other Instrument ASSET BACKED 30000.00 7166.68 RALI SERIES 2003-QS4 TRUST 2035-02-25 2035-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 340000.00 269492.75 First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 48K991HN9 0000058056 Other Repurchase Agreement N METLIFE EU 14 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41311.00 2198158.31 First Tier Security 2013-06-06 2013-06-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 48K991HW9 0000058056 Other Repurchase Agreement N METLIFE EU 14 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20657.00 1099158.97 First Tier Security 2013-06-07 2013-06-07 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 48K991HR0 0000058056 Other Repurchase Agreement N ADOBE SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25454.00 1099358.26 First Tier Security 2013-06-07 2013-06-07 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.45% 48M99DGT9 0000877559 Other Repurchase Agreement N HBOS PLC 2018-05-21 2018-05-21 6.75 - 6.75 Other Instrument CORPORATE 960000.00 1081965.64 First Tier Security 2013-06-07 2013-06-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N MYRIAD GENETICS, INC. 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 67627.00 2175560.59 First Tier Security 2013-11-01 2013-11-01 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N7U3 Other Repurchase Agreement N GENCORP INC. 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 1343000.00 2176367.76 First Tier Security 2013-08-09 2013-08-09 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N YAHOO! INC. 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 82714.00 2177859.62 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., 0.67% 45A99N7S8 Other Repurchase Agreement N YAHOO! INC. 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 82675.00 2176832.75 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 Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996BF9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2041-08-15 6.251 - 6.551 Government Agency Debt 42769077.00 6180267.73 First Tier Security 2013-06-05 2013-06-05 N N N 6000000.00 6000000.00 0.0068 N 6000000.00 6000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N CREDIT SUISSE COMMERCIAL MORTG 2017-04-15 2017-04-15 5.613 - 5.613 Other Instrument GOVERNMENT AGENCY 1165000.00 1083442.65 First Tier Security 2013-07-05 2013-07-05 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 CREDIT SUISSE COMMERCIAL MORTG 2017-04-15 2017-04-15 5.613 - 5.613 Other Instrument GOVERNMENT AGENCY 1165000.00 1083442.65 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 CREDIT SUISSE COMMERCIAL MORTG 2017-04-15 2017-04-15 5.613 - 5.613 Other Instrument GOVERNMENT AGENCY 2330000.00 2166885.30 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, 0.43% 48M992ER9 0000728612 Other Repurchase Agreement N LEGG MASON REAL ESTATE CDO 2045-05-25 2045-05-25 0.458 - 0.458 Other Instrument ASSET BACKED 3637142.00 2100075.43 First Tier Security 2013-06-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.58% 48M992DN9 0000728612 Other Repurchase Agreement N XEROX CORP 2013-06-25 2013-06-25 N/A Other Commercial Paper 3151309.00 3150307.51 First Tier Security 2013-06-04 2013-06-04 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M992CL4 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 1406000.00 3241129.95 First Tier Security 2013-07-22 2013-07-22 N N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.31% 48E99YPE5 Other Repurchase Agreement N SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 97.00 16085.51 BARCL SPADR NCCDP-5 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41643.00 1063978.65 First Tier Security 2013-06-07 2013-06-07 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., 0.31% 48E99YPP0 Other Repurchase Agreement N FRST TRST UK APHADX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3300.00 122067.00 POWERSHARES QQQ 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10.00 739.30 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 63.10 BAIDU SP ADR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 64.00 6257.28 PWRSHS DB CMDTY IDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8186.00 214227.62 SPDR NVN SP HGYD MB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6906.00 404070.06 PWRSHS GLD DRG CHIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 55.00 1184.10 RANDGOLD RES SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2515.00 199464.65 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 797.00 132166.51 First Tier Security 2013-06-07 2013-06-07 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., 0.32% 48E99YMX6 Other Repurchase Agreement N ARES CAP CORP 2016-06-01 2018-01-15 4.75 - 5.125 Other Instrument EQUITY 969135.00 1041673.29 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53.00 8788.99 First Tier Security 2013-06-03 2013-06-03 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., 0.32% 48E99YNS6 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 968135.00 1040575.16 DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 1000.00 1687.30 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 49.00 8125.67 First Tier Security 2013-06-07 2013-06-07 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., 0.32% 48E99YNU1 Other Repurchase Agreement N DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 147.00 9275.70 DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 617000.00 1041063.24 First Tier Security 2013-06-07 2013-06-07 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. 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ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 93229.14 First Tier Security 2013-07-22 2013-07-22 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 1.7 - 1.7 Other Instrument ASSET BACKED 2408612.00 1494522.07 First Tier Security 2013-06-04 2013-06-04 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YLA7 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.7 - 1.7 Other Instrument ASSET BACKED 1960395.00 1216407.45 First Tier Security 2013-08-01 2013-08-01 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. 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Mizuho Securities USA, Inc., 1.40% 48E99YLB5 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-16 2045-07-16 1.75 - 1.75 Government Agency Debt 375.00 374.72 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2027-07-01 3 - 3 Government Agency Debt 1000.00 924.98 FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2042-10-01 3.5 - 3.504 Government Agency Debt 4441.00 1914.74 AMERICREDIT AUTO RECEIVABLES 2018-10-09 2018-10-09 2.68 - 2.68 Other Instrument ASSET BACKED 1851.00 1892.18 LONG BEACH MORTGAGE LOAN TRUST 2036-02-25 2036-02-25 0.493 - 0.493 Other Instrument ASSET BACKED 1649568.00 1075497.24 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.736 - 5.736 Other Instrument MORTGAGE 422.00 484.80 First Tier Security 2013-10-30 2013-10-30 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.22% 42T99QVM4 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-15 2042-08-15 5.801 - 5.801 Government Agency Debt 4032705.00 1004663.47 FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-25 2041-09-01 4.5 - 6.4 Government Agency Debt 116439.00 25288.79 First Tier Security 2013-06-04 2013-06-04 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2043-05-15 3 - 3 Government Agency Debt 4135000.00 4132576.75 First Tier Security 2013-07-05 2013-07-05 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% 40Q995HQ4 Other Repurchase Agreement N FEDERAL FARM CREDIT 2016-08-25 2016-08-25 5.125 - 5.125 Government Agency Debt 885000.00 1024559.49 First Tier Security 2013-06-07 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SVL9 0000230611 Other Repurchase Agreement N GENCORP INC 2039-12-31 2039-12-31 4.062 - 4.062 Other Instrument EQUITY 1000.00 1625.17 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 791000.00 1063235.83 ASIAN DEVELOPMENT BANK 2013-07-15 2013-07-15 1.625 - 1.625 Other Instrument OTHER NOTE 16000.00 16123.34 First Tier Security 2013-06-07 2013-06-07 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, 0.48% 23M99SVK1 0000230611 Other Repurchase Agreement N LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 1000.00 703.54 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 1075000.00 1081067.18 First Tier Security 2013-06-07 2013-06-07 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, 0.40% 45C994TH8 0000276523 Other Repurchase Agreement N TRANSALTA CORP 2040-03-15 2040-03-15 6.5 - 6.5 Other Instrument CORPORATE 875030.00 906681.78 TIME WARNER INC NEW 2021-01-15 2021-01-15 4.7 - 4.7 Other Instrument CORPORATE 126000.00 142697.03 SANDRIDGE ENERGY INC 2020-01-15 2020-01-15 8.75 - 8.75 Other Instrument CORPORATE 620.00 686.99 First Tier Security 2013-06-06 2013-06-06 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PU3 0000276523 Other Repurchase Agreement N KIMBERLY CLARK CORP 2018-07-15 2018-07-15 6.25 - 6.25 Other Instrument CORPORATE 9000.00 11237.59 KIMCO RLTY CORP 2017-05-01 2017-05-01 5.7 - 5.7 Other Instrument CORPORATE 25000.00 28737.25 KINDER MORGAN ENERGY PARTNERS L P 2022-09-01 2022-09-01 3.95 - 3.95 Other Instrument CORPORATE 12366.00 12970.06 KRAFT FOODS GROUP INC 2022-06-06 2022-06-06 3.5 - 3.5 Other Instrument CORPORATE 3837.00 3955.56 LEUCADIA NATL CORP 2013-08-15 2013-08-15 7 - 7 Other Instrument CORPORATE 1000.00 1031.21 LIVE NATION INC FORMERLY LIVE NATION INC 01/25/2 2018-05-15 2018-05-15 8.125 - 8.125 Other Instrument CORPORATE 82626.00 89224.60 METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2015-09-29 2015-09-29 2.5 - 2.5 Other Instrument CORPORATE 61029.00 63586.45 MORGAN STANLEY 2015-04-28 2015-04-28 6 - 6 Other Instrument CORPORATE 16195.00 17663.40 MORGAN STANLEY 2014-04-01 2014-04-01 4.75 - 4.75 Other Instrument CORPORATE 59000.00 61175.72 PUBLIC SVC CO COLO REORGANIZED AS NEW CENTY ENER 2023-03-15 2023-03-15 2.5 - 2.5 Other Instrument CORPORATE 2390.00 2324.18 RAYMOND JAMES FINL INC 2024-04-01 2024-04-01 5.625 - 5.625 Other Instrument CORPORATE 10000.00 11132.90 ROPER INDS INC NEW 2022-11-15 2022-11-15 3.125 - 3.125 Other Instrument CORPORATE 10000.00 9792.68 SANDRIDGE ENERGY INC 2020-01-15 2020-01-15 8.75 - 8.75 Other Instrument CORPORATE 166604.00 184606.49 SEMPRA ENERGY 2039-10-15 2039-10-15 6 - 6 Other Instrument CORPORATE 4291.00 5232.82 SIMON PPTY GROUP L P 2014-08-15 2014-08-15 5.625 - 5.625 Other Instrument CORPORATE 10000.00 10753.03 TIME WARNER CABLE INC 2014-02-14 2014-02-14 8.25 - 8.25 Other Instrument CORPORATE 6.00 6.46 UNITED TECHNOLOGIES CORP 2015-05-01 2015-05-01 4.875 - 4.875 Other Instrument CORPORATE 19000.00 20657.99 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 526.00 713.66 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2045-08-25 3.684 - 5.33 Government Agency Debt 529.00 587.15 FINANCE CORPORATION 2014-02-03 2018-12-06 N/A Government Agency Debt 40122.00 38934.24 ALTRIA GROUP INC 2018-11-10 2018-11-10 9.7 - 9.7 Other Instrument CORPORATE 371.00 510.41 BANK AMER CORP 2013-08-15 2013-08-15 4.75 - 4.75 Other Instrument CORPORATE 16102.00 16458.60 BRANDYWINE OPER PARTNERSHIP L P 2017-05-01 2017-05-01 5.7 - 5.7 Other Instrument CORPORATE 9154.00 10271.89 CCO HLDGS LLC / CCO HLDGS CAP CORP 2018-04-30 2018-04-30 7.875 - 7.875 Other Instrument CORPORATE 138552.00 147674.44 COCA COLA CO 2021-09-01 2021-09-01 3.3 - 3.3 Other Instrument CORPORATE 3000.00 3208.41 COMMERCIAL METALS CO 2017-07-15 2017-07-15 6.5 - 6.5 Other Instrument CORPORATE 6.00 6.73 JEFFERIES GROUP INC NEW 2014-06-08 2014-06-08 5.875 - 5.875 Other Instrument CORPORATE 21000.00 22560.15 JPMORGAN CHASE & CO 2015-03-01 2015-03-01 4.75 - 4.75 Other Instrument CORPORATE 3179.00 3410.07 CONSOL ENERGY INC 2017-04-01 2017-04-01 8 - 8 Other Instrument CORPORATE 882.00 955.50 ISLE CAPRI CASINOS INC 2020-06-15 2020-06-15 8.875 - 8.875 Other Instrument CORPORATE 26.00 28.47 INTERNATIONAL BUSINESS MACHS CORP 2013-10-15 2013-10-15 6.5 - 6.5 Other Instrument CORPORATE 25000.00 25770.64 HIGHWOODS RLTY LTD PARTNERSHIP FORMERLY HIGHWOOD 2017-03-15 2017-03-15 5.85 - 5.85 Other Instrument CORPORATE 10000.00 11250.20 HASBRO INC FORMERLY HASBRO BRADLEY INC TO 06/06/ 2014-05-15 2014-05-15 6.125 - 6.125 Other Instrument CORPORATE 15000.00 15801.93 GLENCORE FDG LLC 2016-05-27 2016-05-27 1.7 - 1.7 Other Instrument CORPORATE 1123.00 1120.18 GE CAP TR I 2067-11-15 2067-11-15 6.375 - 6.375 Other Instrument CORPORATE 22000.00 24014.83 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2021-08-02 2021-08-02 5.875 - 5.875 Other Instrument CORPORATE 587.00 683.95 FLEET FINL GROUP INC NEW REORGANIZED AS FLEET BO 2028-01-15 2028-01-15 6.875 - 6.875 Other Instrument CORPORATE 10000.00 11876.02 ENTERPRISE PRODS OPER LLC 2018-04-15 2018-04-15 6.65 - 6.65 Other Instrument CORPORATE 110241.00 135829.83 DEERE JOHN CAP CORP MEDIUM TERM 2017-10-10 2017-10-10 1.2 - 1.2 Other Instrument CORPORATE 6712.00 6679.85 DEAN FOODS CO NEW 2016-06-01 2016-06-01 7 - 7 Other Instrument CORPORATE 10000.00 11637.50 CREDIT SUISSE FIRST BOSTON USA INC 2015-01-15 2015-01-15 4.875 - 4.875 Other Instrument CORPORATE 30.00 32.55 COX COMMUNICATIONS INC NEW 2014-12-15 2014-12-15 5.45 - 5.45 Other Instrument CORPORATE 20000.00 21956.21 CONSTELLATION BRANDS INC 2021-05-01 2023-05-01 3.75 - 4.25 Other Instrument CORPORATE 17026.00 16616.51 First Tier Security 2013-07-03 2013-07-03 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PV1 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-25 2045-08-25 3.684 - 3.684 Government Agency Debt 2775.00 2661.37 PUBLIC SVC CO COLO REORGANIZED AS NEW CENTY ENER 2023-03-15 2023-03-15 2.5 - 2.5 Other Instrument CORPORATE 8385.00 8154.08 CONSTELLATION BRANDS INC 2021-05-01 2021-05-01 3.75 - 3.75 Other Instrument CORPORATE 4897.00 4777.13 COVENTRY HEALTH CARE INC 2014-08-15 2014-08-15 6.3 - 6.3 Other Instrument CORPORATE 621.00 672.13 VERIZON COMMUNICATIONS INC 2014-03-28 2014-03-28 1.95 - 1.95 Other Instrument CORPORATE 172147.00 174834.65 TRANSALTA CORP 2040-03-15 2040-03-15 6.5 - 6.5 Other Instrument CORPORATE 44283.00 45884.81 SYMBION INC DEL 2015-08-23 2015-08-23 11 - 11 Other Instrument CORPORATE 751.00 781.00 SANDRIDGE ENERGY INC 2020-01-15 2020-01-15 8.75 - 8.75 Other Instrument CORPORATE 110873.00 122853.44 MORGAN STANLEY 2014-04-01 2014-04-01 4.75 - 4.75 Other Instrument CORPORATE 325000.00 336984.92 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-12-28 2017-12-28 5.95 - 5.95 Other Instrument CORPORATE 301690.00 355037.09 METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2015-09-29 2015-09-29 2.5 - 2.5 Other Instrument CORPORATE 473.00 492.82 LIVE NATION INC FORMERLY LIVE NATION INC 01/25/2 2018-05-15 2018-05-15 8.125 - 8.125 Other Instrument CORPORATE 1292.00 1395.18 CREDIT SUISSE FIRST BOSTON USA INC 2015-01-15 2015-01-15 4.875 - 4.875 Other Instrument CORPORATE 6.00 6.51 First Tier Security 2013-07-08 2013-07-08 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00