N-MFP LIVE N 2013-06-30 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 59 94 821594684.62 16043039.99 1202757.02 836434967.59 0.0028 1.0002 2013-06-28 1.0002 2013-06-28 C000019137 1.00 836434967.59 1.00 -49801536.88 198463.12 50000000.00 0.0027 1.0002 2013-06-28 1.0002 2013-06-28 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 0.0024 N 2000052.20 2000052.20 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.08% 06366AHM7 Certificate of Deposit First Tier Security 2013-07-05 2013-07-05 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 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 0.0012 N 1000141.60 1000141.60 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 0.0024 N 2000283.20 2000283.20 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 0.0072 N 6002478.00 6002478.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FKK5 Certificate of Deposit First Tier Security 2013-07-05 2013-07-08 N N N 5000000.00 4999990.16 0.0060 N 5000105.00 5000105.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FRV4 Certificate of Deposit First Tier Security 2013-07-03 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000800.00 4000800.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FYW4 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 8000000.00 8000000.00 0.0096 N 8000404.00 8000404.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FLB4 Certificate of Deposit First Tier Security 2013-07-11 2013-10-11 N N N 3000000.00 3000000.00 0.0036 N 3000825.00 3000825.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-07-11 2013-12-06 N N N 4000000.00 4000000.00 0.0048 N 4000260.00 4000260.00 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 0.0036 N 3001242.00 3001242.00 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 0.0012 N 1000724.00 1000724.00 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 0.0048 N 4000139.60 4000139.60 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 0.0036 N 3000063.90 3000063.90 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 0.0072 N 6000209.40 6000209.40 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 0.0036 N 3000116.40 3000116.40 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 0.0060 N 5000282.50 5000282.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.29% 06538FKL7 Certificate of Deposit First Tier Security 2013-07-10 2013-07-10 N N N 4000000.00 4000000.00 0.0048 N 4000044.00 4000044.00 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 0.0120 N 10001402.00 10001402.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.17% 05572WB39 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 1000000.00 1000005.55 0.0012 N 1000023.30 1000023.30 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2013-07-16 2014-02-18 N N N 10000000.00 10000000.00 0.0120 N 10005600.00 10005600.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-07-03 2013-11-29 N N N 4000000.00 4000000.00 0.0048 N 4000100.00 4000100.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-07-05 2013-12-03 N N N 3000000.00 3000000.00 0.0036 N 3001899.00 3001899.00 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 0.0108 N 9005661.00 9005661.00 Credit Agricole CIB Credit Agricole CIB, 0.15% 22532UXB5 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 8000000.00 8000000.00 0.0096 N 7999982.40 7999982.40 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-09-26 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0060 N 4999510.00 4999510.00 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 0.0036 N 3000129.60 3000129.60 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 2000000.00 0.0024 N 2000010.00 2000010.00 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 0.0036 N 3000226.80 3000226.80 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 0.0036 N 3000161.10 3000161.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RKF9 Certificate of Deposit First Tier Security 2013-10-16 2013-10-16 N N N 3000000.00 3000000.00 0.0036 N 3000183.00 3000183.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RKS1 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 3000000.00 3000000.00 0.0036 N 3000186.30 3000186.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RLC5 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 4000000.00 4000000.00 0.0048 N 4000264.00 4000264.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RLS0 Certificate of Deposit First Tier Security 2013-10-30 2013-10-30 N N N 3000000.00 3000000.00 0.0036 N 3000206.40 3000206.40 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 0.0036 N 3000344.40 3000344.40 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 0.0024 N 2000244.60 2000244.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873EUN9 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 9000000.00 9000000.00 0.0108 N 8999990.10 8999990.10 National Bank of Canada National Bank of Canada, 0.27% 63307UDZ1 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 5000000.00 5000000.00 0.0060 N 5000388.50 5000388.50 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-07-10 2013-09-06 N N N 2000000.00 2000000.00 0.0024 N 2000368.00 2000368.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-07-22 2013-09-20 N N N 12000000.00 12000000.00 0.0143 N 12001848.00 12001848.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-07-22 2013-12-17 N N N 5000000.00 5000000.00 0.0060 N 5000955.00 5000955.00 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 0.0036 N 3002445.00 3002445.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HLM6 Certificate of Deposit First Tier Security 2013-10-30 2013-10-30 N N N 1000000.00 1000000.00 0.0012 N 1000051.50 1000051.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-07-19 2013-09-19 N N N 2000000.00 2000000.00 0.0024 N 1999998.00 1999998.00 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 0.0036 N 3000089.70 3000089.70 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 0.0048 N 4000133.20 4000133.20 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 0.0060 N 5000174.50 5000174.50 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 0.0084 N 7000318.50 7000318.50 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 1000010.16 0.0012 N 1000066.40 1000066.40 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 1000011.82 0.0012 N 1000076.50 1000076.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-07-15 2013-12-15 N N N 7000000.00 7000000.00 0.0084 N 7001148.00 7001148.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.27% 86563KBC6 Certificate of Deposit First Tier Security 2013-10-22 2013-10-22 N N N 3000000.00 3000000.00 0.0036 N 2999806.80 2999806.80 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 0.0048 N 3999890.40 3999890.40 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAR4 Certificate of Deposit First Tier Security 2013-10-10 2013-10-10 N N N 5000000.00 5000000.00 0.0060 N 4999855.00 4999855.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAT0 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 3000000.00 3000000.00 0.0036 N 2999912.10 2999912.10 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 0.0036 N 3000336.90 3000336.90 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZH0 Certificate of Deposit First Tier Security 2013-09-17 2013-09-17 N N N 1000000.00 1000010.83 0.0012 N 999966.20 999966.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WWF0 Certificate of Deposit First Tier Security 2013-07-15 2013-11-15 N N N 2000000.00 2000000.00 0.0024 N 2000664.00 2000664.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WA49 Certificate of Deposit First Tier Security 2013-07-22 2013-12-20 N N N 3000000.00 3000000.00 0.0036 N 3000702.00 3000702.00 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 2000004.99 0.0024 N 2000215.60 2000215.60 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 0.0048 N 4001623.20 4001623.20 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 0.0096 N 8002494.40 8002494.40 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 1999987.23 0.0024 N 2000258.40 2000258.40 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 1999985.29 0.0024 N 2000295.40 2000295.40 HSBC Bank PLC HSBC Bank PLC, 0.23% 35X99QBK9 0001140465 Certificate of Deposit First Tier Security 2013-12-09 2013-12-09 N N N 4000000.00 4000000.00 0.0048 N 4000545.60 4000545.60 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 0.0024 N 2001008.80 2001008.80 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 2000001.53 0.0024 N 2000077.60 2000077.60 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 1000001.74 0.0012 N 1000077.70 1000077.70 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HFL9 0000833029 Certificate of Deposit First Tier Security 2013-09-05 2013-09-05 N N N 4000000.00 4000000.00 0.0048 N 4000153.20 4000153.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HFM7 0000833029 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 2000000.00 2000000.00 0.0024 N 2000077.60 2000077.60 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 0.0096 N 7998367.20 7998367.20 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 0.0084 N 7000520.10 7000520.10 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 0.0072 N 6000486.00 6000486.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HFN5 0000833029 Certificate of Deposit First Tier Security 2013-10-07 2013-10-07 N N N 2000000.00 2000000.00 0.0024 N 2000112.00 2000112.00 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 999910.61 0.0012 N 999919.70 999919.70 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 0.0048 N 4000977.20 4000977.20 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 0.0024 N 2000533.20 2000533.20 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 0.0012 N 1000279.90 1000279.90 Citibank NA Citibank NA, 0.28% 17304UGE4 Certificate of Deposit First Tier Security 2013-09-24 2013-09-24 N N N 8000000.00 8000000.00 0.0096 N 8002541.60 8002541.60 Citibank NA Citibank NA, 0.28% 17304UGF1 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 3000000.00 3000000.00 0.0036 N 3000963.90 3000963.90 Citibank NA Citibank NA, 0.28% 17304UFS4 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 6000000.00 6000000.00 0.0072 N 6001927.20 6001927.20 Citibank NA Citibank NA, 0.28% 17304UFU9 Certificate of Deposit First Tier Security 2013-09-26 2013-09-26 N N N 2000000.00 2000000.00 0.0024 N 2000649.80 2000649.80 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 5997440.00 0.0072 N 5997941.40 5997941.40 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 999986.11 0.0012 N 999984.70 999984.70 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 999842.50 0.0012 N 999902.40 999902.40 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 5999195.00 0.0072 N 5999347.80 5999347.80 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HWS4 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 6000000.00 5996665.00 0.0072 N 5996250.00 5996250.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DZL7 Financial Company Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N N 1000000.00 998805.55 0.0012 N 999091.00 999091.00 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 1999708.33 0.0024 N 1999796.00 1999796.00 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 2999479.17 0.0036 N 2999631.30 2999631.30 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 2998560.00 0.0036 N 2998957.80 2998957.80 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 3999156.11 0.0048 N 3999527.60 3999527.60 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-09-03 N N N 1000000.00 1000000.00 0.0012 N 1000219.00 1000219.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-07-24 2013-12-24 N N N 10000000.00 10000000.00 0.0120 N 10002340.00 10002340.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-11-26 N N N 4000000.00 4000000.00 0.0048 N 4001124.00 4001124.00 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 3995066.67 0.0048 N 3996280.80 3996280.80 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 9000000.00 8999960.00 0.0108 N 8999849.70 8999849.70 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 4000000.00 3999982.22 0.0048 N 3999933.20 3999933.20 Nationwide Building Society Nationwide Building Society, 0.20% 6385E0VK6 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 1000000.00 999727.78 0.0012 N 999648.00 999648.00 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 5000000.00 0.0060 N 4999962.50 4999962.50 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 1999808.33 0.0024 N 1999930.00 1999930.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXQ9 Financial Company Commercial Paper First Tier Security 2013-10-24 2013-10-24 N N N 3000000.00 2997556.25 0.0036 N 2997659.70 2997659.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXU0 Financial Company Commercial Paper First Tier Security 2013-10-28 2013-10-28 N N N 3000000.00 2997471.25 0.0036 N 2997543.00 2997543.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXW6 Financial Company Commercial Paper First Tier Security 2013-10-30 2013-10-30 N N N 4000000.00 3996571.67 0.0048 N 3996661.20 3996661.20 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 5999541.67 0.0072 N 5999698.20 5999698.20 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 1999138.33 0.0024 N 1999340.60 1999340.60 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 3998026.67 0.0048 N 3998274.80 3998274.80 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 14991600.00 0.0179 N 14992459.50 14992459.50 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 6996080.00 0.0084 N 6996481.10 6996481.10 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 2998280.00 0.0036 N 2998444.80 2998444.80 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 1998211.11 0.0024 N 1998744.80 1998744.80 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 2000000.00 1996777.77 0.0024 N 1996566.40 1996566.40 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 2998625.00 0.0036 N 2999379.00 2999379.00 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 999500.00 0.0012 N 999750.00 999750.00 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 5994115.00 0.0072 N 5995966.80 5995966.80 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 7996500.00 0.0096 N 7998272.00 7998272.00 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 1999047.22 0.0024 N 1999525.20 1999525.20 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-07-05 2013-07-05 N N N 1000000.00 1000000.00 0.0012 N 1000005.00 1000005.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 2000000.00 2000000.00 0.0024 N 2000030.00 2000030.00 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 1998933.33 0.0024 N 1999172.40 1999172.40 Ciesco LP Ciesco LP, 0.30% 17178BWB7 Asset Backed Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999400.00 0.0012 N 999531.30 999531.30 Ciesco LP Ciesco LP, 0.30% 17178BWS0 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999275.00 0.0012 N 999425.00 999425.00 Govco, Inc. Govco, Inc., 0.29% 38362VW66 Asset Backed Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999460.28 0.0012 N 999441.90 999441.90 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 3999200.00 0.0048 N 3999280.00 3999280.00 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 999741.67 0.0012 N 999768.60 999768.60 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 1999350.00 0.0024 N 1999402.60 1999402.60 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 999650.00 0.0012 N 999675.00 999675.00 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 999616.67 0.0012 N 999639.30 999639.30 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 999583.33 0.0012 N 999601.00 999601.00 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 999516.66 0.0012 N 999523.90 999523.90 Govco, Inc. Govco, Inc., 0.30% 38362VWL3 Asset Backed Commercial Paper First Tier Security 2013-09-20 2013-09-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998650.00 0.0024 N 1998618.60 1998618.60 Govco, Inc. Govco, Inc., 0.30% 38362VWR0 Asset Backed Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999283.33 0.0012 N 999260.80 999260.80 Govco, Inc. Govco, Inc., 0.30% 38362VWS8 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999275.00 0.0012 N 999250.00 999250.00 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 1000000.00 1000000.00 0.0012 N 999981.70 999981.70 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-07-05 2013-12-05 N N N 5000000.00 5000000.00 0.0060 N 4997685.00 4997685.00 Devon Energy Corp. Devon Energy Corp., 0.34% 25179JAB6 Other Commercial Paper Second Tier Security 2013-07-23 2013-07-29 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999432.00 3999432.00 Sempra Global Sempra Global, 0.24% 81685LUA1 Other Commercial Paper Second Tier Security 2013-07-10 2013-07-10 N N N 1000000.00 999940.00 0.0012 N 999939.00 999939.00 Sempra Global Sempra Global, 0.24% 81685LUJ2 Other Commercial Paper Second Tier Security 2013-07-18 2013-07-18 N N N 1000000.00 999886.67 0.0012 N 999885.00 999885.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.32% 88159BV97 Other Commercial Paper Second Tier Security 2013-08-09 2013-08-09 N N N 2000000.00 1999306.67 0.0024 N 1999332.60 1999332.60 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.27% 92780JUB5 Other Commercial Paper Second Tier Security 2013-07-11 2013-07-11 N N N 1000000.00 999925.00 0.0012 N 999915.10 999915.10 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796BR9 Treasury Debt First Tier Security 2013-12-26 2013-12-26 N N N 10000000.00 9994808.34 0.0119 N 9995300.00 9995300.00 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 14000000.00 13997553.00 0.0167 N 14000000.00 14000000.00 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 5006196.91 0.0060 N 5007030.00 5007030.00 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 4999678.31 0.0060 N 5000390.00 5000390.00 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 10011353.46 0.0120 N 10014450.00 10014450.00 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 5001953.13 0.0060 N 5002930.00 5002930.00 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 2009207.59 0.0024 N 2009454.00 2009454.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 1000000.00 1007740.05 0.0012 N 1007734.00 1007734.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 5000000.00 5059572.98 0.0060 N 5059180.00 5059180.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828SL5 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 1000000.00 1000695.47 0.0012 N 1000625.00 1000625.00 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 2015292.97 0.0024 N 2015624.00 2015624.00 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 2005333.63 0.0024 N 2005860.00 2005860.00 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 2048056.97 0.0024 N 2047968.00 2047968.00 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 6040955.77 0.0072 N 6041250.00 6041250.00 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 8045068.69 0.0096 N 8042184.00 8042184.00 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 4026603.31 0.0048 N 4027188.00 4027188.00 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 3999468.56 0.0048 N 4000312.00 4000312.00 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 1004957.32 0.0012 N 1005156.00 1005156.00 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 10151246.44 0.0121 N 10153910.00 10153910.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.39% 25746UBS7 Other Note Second Tier Security 2013-07-22 2013-08-12 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999852.00 1999852.00 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 0.0191 N 16002224.00 16002224.00 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 8999667.63 0.0108 N 9000576.00 9000576.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2013-07-15 2013-12-13 N N N 2000000.00 2000000.00 0.0024 N 1999856.00 1999856.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-07-29 2013-12-27 N N N 6000000.00 6000000.00 0.0072 N 5996832.00 5996832.00 Bank of America NA Bank of America NA, 0.23% 06052WA52 Other Note First Tier Security 2013-08-26 2013-08-26 N N N 4000000.00 4000000.00 0.0048 N 3999934.40 3999934.40 Bank of America NA Bank of America NA, 0.23% 06052WA78 Other Note First Tier Security 2013-08-27 2013-08-27 N N N 2000000.00 2000000.00 0.0024 N 1999966.60 1999966.60 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 0.0036 N 3000079.80 3000079.80 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 0.0024 N 2000015.00 2000015.00 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 0.0036 N 3000097.20 3000097.20 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-07-11 2014-09-11 N N N 6000000.00 5998586.44 0.0072 N 6003012.00 6003012.00 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 999938.46 0.0012 N 1000108.00 1000108.00 Freddie Mac Freddie Mac, 0.19% 3134G32P4 Government Agency Debt First Tier Security 2013-07-05 2014-12-05 N N N 10000000.00 10000000.00 0.0120 N 10006050.00 10006050.00 Freddie Mac Freddie Mac, 0.19% 3134G4C97 Government Agency Debt First Tier Security 2013-07-26 2015-06-26 N N N 8000000.00 7998410.96 0.0096 N 8000040.00 8000040.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.24% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-07-05 2013-07-05 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0055 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 A2, tender 08/08/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-08-08 2013-08-08 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4400000.00 4400000.00 0.0053 N 4400000.00 4400000.00 Credit Agricole CIB Credit Agricole CIB, 0.10% 07D996BG3 0001330437 Other Instrument Time Deposits First Tier Security 2013-07-01 2013-07-01 N N N 10000000.00 10000000.00 0.0120 N 10000000.00 10000000.00 ING Bank NV ING Bank NV, 0.15% 48M994EA2 0001017255 Other Instrument Time Deposits First Tier Security 2013-07-02 2013-07-02 N N N 6000000.00 6000000.00 0.0072 N 6000000.00 6000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.574 - 5.5 Government Agency Debt 2901195.18 841463.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.378 - 5.5 Government Agency Debt 7445408.67 3552958.31 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.503 - 6 Government Agency Debt 13892745.33 3163022.23 Unrated Security 2013-07-01 2013-07-01 N N N 7368142.00 7368142.21 0.0088 N 7368142.21 7368142.21 Bny Mellon Capital Mkts Llc In a joint trading account with Bny Mellon Capital Mkts Llc at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-10-15 2043-07-01 0.493 - 5 Government Agency Debt 1279185.05 1205789.17 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-25 2043-06-01 3 - 5.5 Government Agency Debt 658541.96 267076.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2043-05-20 2.5 - 4 Government Agency Debt 15332.14 6068.91 Unrated Security 2013-07-01 2013-07-01 N N N 1447131.00 1447131.08 0.0017 N 1447131.08 1447131.08 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-06-30 2043-05-15 0 - 11.25 Treasury Debt 24641107.65 25304421.05 Unrated Security 2013-07-01 2013-07-01 N N N 24779642.00 24779641.70 0.0296 N 24779641.70 24779641.70 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2030-11-16 2043-05-20 0.542 - 6.5 Government Agency Debt 356751.44 255235.84 Unrated Security 2013-07-01 2013-07-01 N N N 247796.00 247796.42 0.0003 N 247796.42 247796.42 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FVC6 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2043-01-01 2.065 - 6.5 Government Agency Debt 371794.00 153642.34 FEDERAL FARM CREDIT 2023-03-28 2023-03-28 2.5 - 2.5 Government Agency Debt 3000.00 2857.08 FEDERAL AGRICULTURE MORTGAGE CORP 2013-12-30 2013-12-30 N/A Government Agency Debt 4000.00 3997.96 FEDERAL NATIONAL MORTGAGE ASSOC 2016-05-20 2043-04-01 0.5 - 4 Government Agency Debt 88707.00 86956.25 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2042-11-15 2.5 - 4.5 Government Agency Debt 12060826.00 5913187.60 First Tier Security 2013-07-05 2013-07-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0072 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-24 2015-08-24 0 - 0 Government Agency Debt 4890.44 4908.83 US TREASURY 2013-08-15 2014-07-15 0 - 4.75 Treasury Debt 2301091.79 2311539.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-15 2055-01-15 3 - 9 Government Agency Debt 2894782.84 1155871.47 Unrated Security 2013-07-01 2013-07-01 N N N 3399289.00 3399288.59 0.0041 N 3399288.59 3399288.59 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 47Z995SE4 0001197610 Other Repurchase Agreement N INTERNATIONAL BUSINESS MACHS CORP 2020-05-15 2020-05-15 1.625 - 1.625 Other Instrument CORPORATE 6097.00 5720.55 KOREA GAS CORP GLOBAL MEDIUM TERM NTS BOOK ENTRY 2042-01-21 2042-01-21 6.25 - 6.25 Other Instrument CORPORATE 308.00 352.57 LOWES COS INC 2036-10-15 2036-10-15 5.8 - 5.8 Other Instrument CORPORATE 4395.00 4955.28 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2018-03-01 2018-03-01 5.35 - 5.35 Other Instrument CORPORATE 5915.00 6883.45 PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP 2020-01-15 2020-01-15 5.75 - 5.75 Other Instrument CORPORATE 840805.00 979651.10 HANA BK SR MEDIUM TERM NT PROGRAM REG S 2017-06-14 2017-06-14 4.25 - 4.25 Other Instrument CORPORATE 8737.00 9084.67 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 4452.00 5439.38 BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2014-03-28 2014-03-28 2.05 - 2.05 Other Instrument CORPORATE 14756.00 14947.78 AMERICAN FINL GROUP INC OHIO 2029-06-15 2029-06-15 9.875 - 9.875 Other Instrument CORPORATE 177.00 229.57 AOL TIME WARNER INC NAME CHANGED TO TIME WARNER 2032-05-01 2032-05-01 7.7 - 7.7 Other Instrument CORPORATE 965.00 1245.56 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2013-10-25 2018-05-02 1.25 - 2.3 Other Instrument CORPORATE 15690.00 15876.41 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 7206.00 7341.80 First Tier Security 2013-07-05 2013-07-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994MU0 0000315030 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2014-05-15 2014-05-15 4.75 - 4.75 Other Instrument EQUITY 9000.00 34121.73 CTRIP COM INTL LTD 0.5 15SEP17 144A 2017-09-15 2017-09-15 N/A Other Instrument EQUITY 1000.00 1728.31 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 754000.00 1024966.13 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 1514.00 4234.71 VECTOR GROUP LTD 2019-01-15 2019-01-15 N/A Other Instrument EQUITY 19844.00 23706.44 First Tier Security 2013-08-20 2013-08-20 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 48K99W5P9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-16 2041-05-16 1.5 - 1.5 Government Agency Debt 2205000.00 2060123.63 First Tier Security 2013-07-03 2013-07-03 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 48K99WPK8 0000318336 Other Repurchase Agreement N EMC CORPORATION 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 45859.00 1080896.63 First Tier Security 2013-07-17 2013-07-17 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WMJ4 0000318336 Other Repurchase Agreement N IXIS REAL ESTATE CAPITAL TRUST 2036-08-25 2036-08-25 0.453 - 0.453 Other Instrument ASSET BACKED 345000.00 141247.09 J.P. MORGAN MORTGAGE ACQUISITI 2035-10-25 2035-10-25 0.623 - 0.623 Other Instrument ASSET BACKED 115000.00 9526.02 ACE SECURITIES CORP. 2033-11-25 2033-11-25 1.168 - 1.168 Other Instrument ASSET BACKED 465000.00 279262.32 AIRPLANES PASS THROUGH TRUST 2019-03-15 2019-03-15 0.743 - 0.743 Other Instrument ASSET BACKED 520000.00 170840.94 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.353 - 0.353 Other Instrument ASSET BACKED 1659400.00 1234429.54 BANKAMERICA MANUFACTURED HOUSI 2025-12-10 2025-12-10 7.93 - 7.93 Other Instrument ASSET BACKED 50000.00 75879.55 CWALT, INC., 2005-43 2035-12-25 2035-12-25 1.828 - 1.828 Other Instrument GOVERNMENT AGENCY 1065000.00 41769.78 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 215000.00 210843.26 First Tier Security 2013-07-09 2013-07-09 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WNP9 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-01-15 2042-01-15 5 - 5 Government Agency Debt 10000.00 1508.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-16 2047-11-16 0.526 - 0.526 Government Agency Debt 30000.00 1972.97 ACCESS GROUP, INC. 2037-02-25 2037-02-25 0.838 - 0.838 Other Instrument ASSET BACKED 2237100.00 975754.20 ACE SECURITIES CORP. 2033-11-25 2033-11-25 1.168 - 1.168 Other Instrument ASSET BACKED 1930000.00 1159088.76 CWALT, INC., 2005-43 2035-12-25 2035-12-25 1.828 - 1.828 Other Instrument GOVERNMENT AGENCY 640000.00 25101.09 First Tier Security 2013-07-15 2013-07-15 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WPT9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 10000.00 9899.71 CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.443 - 0.443 Other Instrument GOVERNMENT AGENCY 110000.00 31497.59 CWABS INC. 2034-01-25 2034-01-25 1.798 - 1.798 Other Instrument ASSET BACKED 100000.00 34966.10 FIRST FRANKLIN MORTGAGE LOAN T 2036-08-25 2036-08-25 0.433 - 0.433 Other Instrument ASSET BACKED 10000.00 5491.01 INDYMAC INDX MORTGAGE LOAN TRU 2037-01-25 2037-01-25 3.264 - 3.264 Other Instrument GOVERNMENT AGENCY 5000.00 3596.25 LEHMAN MORTGAGE TRUST, SERIES 2036-08-25 2036-08-25 6.907 - 6.907 Other Instrument GOVERNMENT AGENCY 15685000.00 2077576.87 First Tier Security 2013-07-18 2013-07-18 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WQH4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 5000.00 4949.85 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.363 - 0.363 Other Instrument ASSET BACKED 30000.00 21075.63 FIRST FRANKLIN MORTGAGE LOAN T 2036-04-25 2036-04-25 0.353 - 0.353 Other Instrument ASSET BACKED 5000.00 2316.15 MORTGAGEIT TRUST 2005-2 2036-04-25 2036-04-25 0.403 - 0.403 Other Instrument GOVERNMENT AGENCY 3990000.00 1052891.60 First Tier Security 2013-07-22 2013-07-22 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WRD2 0000318336 Other Repurchase Agreement N AIRPLANES PASS THROUGH TRUST 2019-03-15 2019-03-15 0.743 - 0.743 Other Instrument ASSET BACKED 30000.00 9856.21 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.279 - 5.279 Other Instrument ASSET BACKED 35000.00 27798.09 LEHAMN MORTGAGE TRUST 2007-8 2037-09-25 2037-09-25 7.25 - 7.25 Other Instrument GOVERNMENT AGENCY 3630000.00 1034793.94 IMPAC SECURED ASSETS TRUST 200 2037-03-25 2037-03-25 0.353 - 0.353 Other Instrument GOVERNMENT AGENCY 20000.00 11177.82 DEUTSCHE ALT-A SECURITIES MORT 2037-06-25 2037-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 25000.00 6500.99 First Tier Security 2013-07-25 2013-07-25 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.69% 48K99WLG1 0000318336 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRU 2037-01-25 2037-01-25 3.264 - 3.264 Other Instrument GOVERNMENT AGENCY 10000.00 7192.49 IMPAC SECURED ASSETS TRUST 200 2037-03-25 2037-03-25 0.353 - 0.353 Other Instrument GOVERNMENT AGENCY 10000.00 5588.91 GSR MORTGAGE LOAN TRUST 2007-2 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 320000.00 76116.49 GMAC MORTGAGE SECURITIES II, I 2036-11-25 2036-11-25 0.403 - 0.403 Other Instrument ASSET BACKED 210000.00 59573.87 RALI SERIES 2005-QS9 TRUST 2035-11-25 2036-02-25 0.693 - 0.893 Other Instrument GOVERNMENT AGENCY 1830000.00 569191.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 10000.00 9899.71 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 10000.00 3462.16 LEHAMN MORTGAGE TRUST 2007-8 2037-09-25 2037-09-25 7.25 - 7.25 Other Instrument GOVERNMENT AGENCY 1174100.00 334697.40 CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.343 - 0.343 Other Instrument ASSET BACKED 20000.00 15983.40 First Tier Security 2013-07-02 2013-07-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N CWHEQ REVOLVING HOME EQUITY LO 2036-02-15 2036-02-15 0.522 - 0.522 Other Instrument ASSET BACKED 40000.00 20921.84 FIRST FRANKLIN MORTGAGE LOAN T 2036-04-25 2036-04-25 0.353 - 0.353 Other Instrument ASSET BACKED 5000.00 2316.15 MORTGAGEIT TRUST 2005-2 2036-04-25 2036-04-25 0.403 - 0.403 Other Instrument GOVERNMENT AGENCY 2375000.00 626721.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 10000.00 9899.71 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 0.693 - 0.693 Other Instrument GOVERNMENT AGENCY 1355000.00 421710.68 First Tier Security 2013-11-04 2013-11-04 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 48K99WUU0 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.353 - 0.353 Other Instrument ASSET BACKED 2108300.00 1568366.76 CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.443 - 0.443 Other Instrument GOVERNMENT AGENCY 105000.00 30065.88 CONSECO FINANCE SECURITIZATION 2033-05-01 2033-05-01 6.91 - 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(THE 2037-10-01 2037-10-01 6.75 - 6.75 Other Instrument CORPORATE 1020000.00 1051250.25 First Tier Security 2013-07-01 2013-07-01 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N WMS INDUSTRIES INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 85356.00 2176578.00 First Tier Security 2013-11-01 2013-11-01 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N7U3 Other Repurchase Agreement N ENDO PHARMA HLDG INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 1608000.00 2176873.42 First Tier Security 2013-08-09 2013-08-09 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. 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Mizuho Securities USA, Inc., 0.52% 48E99YSV4 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-25 2043-01-01 1.033 - 6.187 Government Agency Debt 29133934.00 957787.00 FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2042-09-01 1.772 - 2.305 Government Agency Debt 2000.00 1073.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2042-11-15 2.5 - 5.888 Government Agency Debt 971411.00 71109.95 First Tier Security 2013-07-05 2013-07-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.85% 48E99YNP2 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.693 - 1.693 Other Instrument ASSET BACKED 2202774.00 1254266.12 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 88190.83 First Tier Security 2013-07-22 2013-07-22 N N N 1000000.00 1000000.00 0.0012 Y 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 1.693 - 1.693 Other Instrument ASSET BACKED 1960395.00 1116254.79 First Tier Security 2013-08-01 2013-08-01 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YMB4 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.693 - 1.693 Other Instrument ASSET BACKED 2418761.00 1377249.77 First Tier Security 2013-08-12 2013-08-12 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YQH7 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2043-01-01 3.5 - 3.5 Government Agency Debt 4767.00 4795.58 FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2043-06-01 1.772 - 3.5 Government Agency Debt 77796.00 27445.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2042-11-15 2.5 - 5.908 Government Agency Debt 58829014.00 1925955.78 BA CREDIT CARD TRUST 2013-08-15 2013-08-15 0.593 - 0.593 Other Instrument ASSET BACKED 104972.00 104944.90 First Tier Security 2013-09-04 2013-09-04 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 1.10% 48E99YLK5 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2040-10-15 4.5 - 4.5 Government Agency Debt 1000.00 490.02 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-01-01 1.033 - 6.187 Government Agency Debt 1307288.00 1009050.52 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2043-01-01 2.065 - 3.5 Government Agency Debt 12353.00 10825.07 BA CREDIT CARD TRUST 2013-08-15 2013-08-15 0.593 - 0.593 Other Instrument ASSET BACKED 286.00 285.93 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 1037.00 1039.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-05-25 2035-05-25 0.633 - 0.633 Other Instrument ASSET BACKED 4866.00 4090.82 First Tier Security 2013-09-09 2013-09-09 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 1.40% 48E99YLB5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-03-15 2042-10-01 2.43 - 6.241 Government Agency Debt 2318648.00 111773.51 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-01-01 3 - 5.857 Government Agency Debt 12816713.00 936016.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-15 2042-11-15 2.5 - 2.5 Government Agency Debt 1412.00 1305.40 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.736 - 5.736 Other Instrument MORTGAGE 422.00 473.54 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 1037.00 1039.00 First Tier Security 2013-10-30 2013-10-30 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.23% 42T99QVR3 0000050916 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-20 2039-11-20 6.458 - 6.458 Government Agency Debt 11233577.00 1037975.73 First Tier Security 2013-07-02 2013-07-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.00% 35J99R7L6 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-03-25 2040-03-25 6.067 - 6.067 Government Agency Debt 18660000.00 1030813.39 First Tier Security 2013-07-02 2013-07-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-25 2042-08-25 5.957 - 5.957 Government Agency Debt 20135000.00 4134729.98 First Tier Security 2013-08-02 2013-08-02 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4000000.00 4000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 1.00% 40Q995HS0 Other Repurchase Agreement N BCRR TRUST 2009-1 2017-07-07 2017-07-07 N/A Other Instrument GOVERNMENT AGENCY 955000.00 1051498.90 First Tier Security 2013-07-09 2013-07-09 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SVK1 0000230611 Other Repurchase Agreement N EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 1075000.00 1050899.99 NOVELLUS SYS INC 2041-05-15 2041-05-15 2.625 - 2.625 Other Instrument EQUITY 10000.00 14168.85 MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 213653.47 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 1000.00 668.85 HORSEHEAD HLDG CORP 2017-07-01 2017-07-01 3.8 - 3.8 Other Instrument EQUITY 1000.00 1066.18 First Tier Security 2013-07-05 2013-07-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SVL9 0000230611 Other Repurchase Agreement N NOVELLUS SYS INC 2041-05-15 2041-05-15 2.625 - 2.625 Other Instrument EQUITY 15000.00 21253.28 MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 213653.47 HORSEHEAD HLDG CORP 2017-07-01 2017-07-01 3.8 - 3.8 Other Instrument EQUITY 1000.00 1066.18 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 9000.00 8798.23 BOSTON PPTYS LTD PARTNERSHIP 2014-02-15 2014-02-15 3.625 - 3.625 Other Instrument EQUITY 649000.00 680004.26 XILINX INC 2037-03-15 2037-03-15 3.125 - 3.125 Other Instrument EQUITY 224000.00 312103.90 ASIAN DEVELOPMENT BANK 2013-07-15 2013-07-15 1.625 - 1.625 Other Instrument OTHER NOTE 16000.00 16125.72 First Tier Security 2013-07-05 2013-07-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.20% 45C994TQ8 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2020-08-25 5.164 - 5.164 Government Agency Debt 2580483.00 2708671.07 BANK AMER CORP 2014-05-15 2014-05-15 7.375 - 7.375 Other Instrument CORPORATE 5611172.00 5952381.91 HCP INC 2019-02-01 2019-02-01 3.75 - 3.75 Other Instrument CORPORATE 6710000.00 7036614.84 First Tier Security 2013-07-01 2013-07-01 N N N 15000000.00 15000000.00 0.0179 N 15000000.00 15000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994TM7 0000276523 Other Repurchase Agreement N DOMINION RES INC VA NEW 2019-08-15 2019-08-15 5.2 - 5.2 Other Instrument CORPORATE 909490.00 1050898.51 First Tier Security 2013-07-03 2013-07-03 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PU3 0000276523 Other Repurchase Agreement N BRANDYWINE OPER PARTNERSHIP L P 2017-05-01 2017-05-01 5.7 - 5.7 Other Instrument CORPORATE 9154.00 10136.91 CREDIT SUISSE FIRST BOSTON USA INC 2015-01-15 2015-01-15 4.875 - 4.875 Other Instrument CORPORATE 30.00 32.43 DEAN FOODS CO NEW 2016-06-01 2016-06-01 7 - 7 Other Instrument CORPORATE 10000.00 10796.30 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2016-08-16 2016-08-16 1.35 - 1.35 Other Instrument CORPORATE 136126.00 138011.35 DOMINION RES INC VA NEW 2019-08-15 2019-08-15 5.2 - 5.2 Other Instrument CORPORATE 29551.00 34145.62 ENTERPRISE PRODS OPER LLC 2018-04-15 2018-04-15 6.65 - 6.65 Other Instrument CORPORATE 110241.00 133208.03 FLEET FINL GROUP INC NEW REORGANIZED AS FLEET BO 2028-01-15 2028-01-15 6.875 - 6.875 Other Instrument CORPORATE 10000.00 11160.48 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 587.00 653.94 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2017-09-15 2017-09-15 5.25 - 5.25 Other Instrument CORPORATE 3303.00 3721.99 GEORGIA PAC CORP 2025-12-01 2025-12-01 7.375 - 7.375 Other Instrument CORPORATE 1626.00 2079.17 GLENCORE FDG LLC 2016-05-27 2019-01-15 1.7 - 2.5 Other Instrument CORPORATE 4163.00 3851.26 HIGHWOODS RLTY LTD PARTNERSHIP FORMERLY HIGHWOOD 2017-03-15 2017-03-15 5.85 - 5.85 Other Instrument CORPORATE 10000.00 11153.58 JEFFERIES GROUP INC NEW 2014-06-08 2014-06-08 5.875 - 5.875 Other Instrument CORPORATE 15408.00 16074.61 KIMBERLY CLARK CORP 2018-07-15 2018-07-15 6.25 - 6.25 Other Instrument CORPORATE 9000.00 11038.49 L-3 COMMUNICATIONS CORP 2019-10-15 2019-10-15 5.2 - 5.2 Other Instrument CORPORATE 1246.00 1354.81 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-12-28 2017-12-28 5.95 - 5.95 Other Instrument CORPORATE 77456.00 86010.24 MORGAN STANLEY 2021-07-28 2021-07-28 5.5 - 5.5 Other Instrument CORPORATE 4399.00 4789.43 NEWS AMER INC 2039-08-15 2039-08-15 6.9 - 6.9 Other Instrument CORPORATE 164522.00 195700.84 PPL CAP FDG INC 2043-06-01 2043-06-01 4.7 - 4.7 Other Instrument CORPORATE 183085.00 164098.98 QVC INC FORMERLY QVC NETWORK INC TO 06/27/1994 2020-10-15 2020-10-15 7.375 - 7.375 Other Instrument CORPORATE 984.00 1088.09 QUIKSILVER INC FOR FUTURE ISSUES SEE 74838C 2015-04-15 2015-04-15 6.875 - 6.875 Other Instrument CORPORATE 2835.00 2817.82 RAYMOND JAMES FINL INC 2024-04-01 2024-04-01 5.625 - 5.625 Other Instrument CORPORATE 10000.00 10806.60 SEMPRA ENERGY 2039-10-15 2039-10-15 6 - 6 Other Instrument CORPORATE 4291.00 4847.49 UNITED TECHNOLOGIES CORP 2017-06-01 2017-06-01 1.8 - 1.8 Other Instrument CORPORATE 144201.00 144724.45 FINANCE CORPORATION 2014-02-03 2018-12-06 N/A Government Agency Debt 26122.00 25000.76 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2045-08-25 3.562 - 5.164 Government Agency Debt 23814.00 22983.65 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 526.00 677.06 First Tier Security 2013-07-03 2013-07-03 N N N 1000000.00 1000000.00 0.0012 N 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 2022-01-25 2045-08-25 3.562 - 4.265 Government Agency Debt 5329.00 4936.91 AVON PRODS INC 2043-03-15 2043-03-15 6.95 - 6.95 Other Instrument CORPORATE 2991.00 3064.44 UNITED TECHNOLOGIES CORP 2017-06-01 2017-06-01 1.8 - 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5.2 Other Instrument CORPORATE 7267.00 8396.88 EASTON BELL SPORTS INC 2016-12-01 2016-12-01 9.75 - 9.75 Other Instrument CORPORATE 966.00 1041.90 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2018-05-15 2018-05-15 5 - 5 Other Instrument CORPORATE 6005.00 6444.14 GENERAL ELEC CO 2017-12-06 2017-12-06 5.25 - 5.25 Other Instrument CORPORATE 5467.00 6190.77 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2017-09-15 2017-09-15 5.25 - 5.25 Other Instrument CORPORATE 1924.00 2168.06 GEORGIA PAC CORP 2025-12-01 2025-12-01 7.375 - 7.375 Other Instrument CORPORATE 6073.00 7765.55 GLENCORE FDG LLC 2019-01-15 2019-01-15 2.5 - 2.5 Other Instrument CORPORATE 3324.00 3015.50 ISLE CAPRI CASINOS INC 2021-03-15 2021-03-15 5.875 - 5.875 Other Instrument CORPORATE 8218.00 7961.33 First Tier Security 2013-07-08 2013-07-08 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00