N-MFP LIVE N 2013-07-31 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 50 90 830947360.03 486129.24 199308.49 831234180.78 0.0028 1.0003 2013-07-31 1.0003 2013-07-31 C000019137 1.00 831234180.78 1.00 -5205236.57 194763.43 5400000.00 0.0028 1.0003 2013-07-31 1.0003 2013-07-31 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 0.0024 N 2000054.40 2000054.40 Bank of Montreal Bank of Montreal, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2013-08-19 2014-04-17 N N N 6000000.00 6000000.00 0.0072 N 5999166.00 5999166.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366ALT7 Certificate of Deposit First Tier Security 2013-10-16 2013-10-16 N N N 2000000.00 2000000.00 0.0024 N 1999828.80 1999828.80 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 2000244.00 2000244.00 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 1000122.00 1000122.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.37% 06366WRL0 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 6000000.00 6000000.00 0.0072 N 6001266.00 6001266.00 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 8001652.80 8001652.80 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FRV4 Certificate of Deposit First Tier Security 2013-08-05 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000492.00 4000492.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FLB4 Certificate of Deposit First Tier Security 2013-08-12 2013-10-11 N N N 3000000.00 3000000.00 0.0036 N 3000507.00 3000507.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2013-08-12 2014-01-08 N N N 4000000.00 4000000.00 0.0048 N 4003552.00 4003552.00 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 3000786.00 3000786.00 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 1000437.00 1000437.00 Bank of Nova Scotia New York Branch Bank of Nova Scotia New York Branch, 0.20% 06417FZU7 Certificate of Deposit First Tier Security 2013-11-08 2013-11-08 N N N 10000000.00 10000000.00 0.0120 N 10000555.00 10000555.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.13% 06538F7B4 Certificate of Deposit First Tier Security 2013-08-02 2013-08-02 N N N 2000000.00 2000000.00 0.0024 N 1999994.40 1999994.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.13% 06538F7M0 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FVB7 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 5000000.00 5000000.00 0.0060 N 5000009.50 5000009.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4F8 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 2000000.00 0.0024 N 2000115.20 2000115.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F5K6 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 5000000.00 5000000.00 0.0060 N 5000316.00 5000316.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538F4P6 Certificate of Deposit First Tier Security 2013-08-12 2014-01-13 N N N 8000000.00 8000000.00 0.0096 N 8000352.00 8000352.00 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 10000432.00 10000432.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2013-08-16 2014-04-11 N N N 10000000.00 10000000.00 0.0120 N 10004830.00 10004830.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-08-05 2014-01-02 N N N 3000000.00 3000000.00 0.0036 N 3001599.00 3001599.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2013-08-05 2013-12-31 N N N 4000000.00 4000000.00 0.0048 N 4000064.00 4000064.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.40% 13606XQ84 Certificate of Deposit First Tier Security 2013-09-17 2013-09-17 N N N 9000000.00 9000000.00 0.0108 N 9003411.00 9003411.00 Credit Agricole CIB Credit Agricole CIB, 0.14% 22532UZP2 Certificate of Deposit First Tier Security 2013-08-05 2013-08-05 N N N 8000000.00 8000000.00 0.0096 N 7999977.60 7999977.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSE2 Certificate of Deposit First Tier Security 2013-08-02 2013-08-02 N N N 4000000.00 4000000.00 0.0048 N 3999995.60 3999995.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSF9 Certificate of Deposit First Tier Security 2013-08-05 2013-08-05 N N N 4000000.00 4000000.00 0.0048 N 3999988.80 3999988.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSG7 Certificate of Deposit First Tier Security 2013-08-06 2013-08-06 N N N 4000000.00 4000000.00 0.0048 N 3999986.80 3999986.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GSK8 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Credit Suisse Credit Suisse, 0.25% 22550DR76 Certificate of Deposit First Tier Security 2013-10-08 2013-10-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0060 N 4999965.00 4999965.00 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 3000110.70 3000110.70 Mizuho Bank Ltd. Mizuho 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 2000088.80 2000088.80 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 0.0036 N 3000386.10 3000386.10 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 3000159.30 3000159.30 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 3000191.70 3000191.70 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 3000196.80 3000196.80 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 4000285.60 4000285.60 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 3000226.80 3000226.80 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 3000108.30 3000108.30 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EVT5 Certificate of Deposit First Tier Security 2013-08-02 2013-08-02 N N N 9000000.00 9000000.00 0.0108 N 8999984.70 8999984.70 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EVX6 Certificate of Deposit First Tier Security 2013-08-06 2013-08-06 N N N 12000000.00 12000000.00 0.0144 N 11999940.00 11999940.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EWC1 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 11000000.00 11000000.00 0.0132 N 11000000.00 11000000.00 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 5000256.50 5000256.50 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-08-10 2013-10-09 N N N 2000000.00 2000000.00 0.0024 N 2000194.00 2000194.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-08-20 2013-10-21 N N N 12000000.00 12000000.00 0.0144 N 12000612.00 12000612.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-08-20 2014-01-17 N N N 5000000.00 5000000.00 0.0060 N 5000380.00 5000380.00 Royal Bank of Canada Royal Bank of Canada, 0.62% 78009JS22 Certificate of Deposit First Tier Security 2013-08-30 2013-08-30 N N N 3000000.00 3000000.00 0.0036 N 3001089.00 3001089.00 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 1000164.10 1000164.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562CWE8 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 3000000.00 3000000.00 0.0036 N 2999994.90 2999994.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562CWS7 Certificate of Deposit First Tier Security 2013-08-06 2013-08-06 N N N 4000000.00 4000000.00 0.0048 N 3999960.00 3999960.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-08-19 2013-10-21 N N N 2000000.00 2000000.00 0.0024 N 2000108.00 2000108.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CUR1 Certificate of Deposit First Tier Security 2013-11-18 2013-11-18 N N N 4000000.00 4000000.00 0.0048 N 3999999.60 3999999.60 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 7000108.50 7000108.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CTM4 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 4000000.00 4000000.00 0.0048 N 4000115.20 4000115.20 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 1000001.65 0.0012 N 1000017.50 1000017.50 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 1000003.30 0.0012 N 1000032.40 1000032.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-08-15 2014-01-15 N N N 7000000.00 7000000.00 0.0084 N 7003045.00 7003045.00 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 3000207.00 3000207.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.27% 86563KBP7 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 3000000.00 3000000.00 0.0036 N 2999918.70 2999918.70 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 4000288.00 4000288.00 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 5000393.50 5000393.50 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 3000239.40 3000239.40 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 3000119.70 3000119.70 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 1000006.52 0.0012 N 1000033.30 1000033.30 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WWF0 Certificate of Deposit First Tier Security 2013-08-15 2013-11-15 N N N 2000000.00 2000000.00 0.0024 N 2000396.00 2000396.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WA49 Certificate of Deposit First Tier Security 2013-08-20 2013-12-20 N N N 3000000.00 3000000.00 0.0036 N 3000354.00 3000354.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 4000000.00 4000000.00 0.0048 N 4001172.40 4001172.40 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 8002653.60 8002653.60 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 1999995.84 0.0024 N 2000093.20 2000093.20 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 1999993.89 0.0024 N 2000134.00 2000134.00 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 4000872.00 4000872.00 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 2000860.60 2000860.60 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 4000239.60 4000239.60 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 2000123.20 2000123.20 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 7999573.60 7999573.60 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 7000528.50 7000528.50 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 6000532.80 6000532.80 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 2000264.20 2000264.20 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 4000488.80 4000488.80 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 2000300.00 2000300.00 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 1000166.60 1000166.60 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 8001954.40 8001954.40 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 6001492.80 6001492.80 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 3000746.40 3000746.40 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 2000506.40 2000506.40 Citibank NA Citibank NA, 0.32% 17304UHH6 Certificate of Deposit First Tier Security 2013-11-25 2013-11-25 N N N 8000000.00 8000000.00 0.0096 N 8003637.60 8003637.60 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 5998680.00 0.0072 N 5999148.00 5999148.00 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 5997853.33 0.0072 N 5998233.00 5998233.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HX20 Financial Company Commercial Paper First Tier Security 2013-10-02 2013-10-02 N N N 8000000.00 7996831.11 0.0096 N 7997284.00 7997284.00 BAT International Finance PLC BAT International Finance PLC, 0.28% 05531MVL9 Financial Company Commercial Paper Second Tier Security 2013-08-20 2013-08-20 N N N 1000000.00 999852.22 0.0012 N 999862.80 999862.80 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531MVP0 Financial Company Commercial Paper Second Tier Security 2013-08-23 2013-08-23 N N N 1000000.00 999822.78 0.0012 N 999839.00 999839.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.18% 20272DX88 Financial Company Commercial Paper First Tier Security 2013-10-08 2013-10-08 N N N 2000000.00 1999320.00 0.0024 N 1999555.40 1999555.40 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 999020.83 0.0012 N 999380.70 999380.70 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 2999257.50 0.0036 N 2999566.50 2999566.50 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 4000000.00 0.0048 N 3999994.40 3999994.40 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-08-24 2013-12-24 N N N 10000000.00 10000000.00 0.0120 N 10003110.00 10003110.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-08-27 2013-11-26 N N N 4000000.00 4000000.00 0.0048 N 4001388.00 4001388.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-09-03 N N N 1000000.00 1000000.00 0.0012 N 1000115.00 1000115.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-08-05 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 3000594.00 3000594.00 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 3996100.00 0.0048 N 3997662.00 3997662.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.14% 6323A0V62 Financial Company Commercial Paper First Tier Security 2013-08-06 2013-08-06 N N N 9000000.00 8999825.00 0.0108 N 8999790.30 8999790.30 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 999900.00 0.0012 N 999914.00 999914.00 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 2998215.00 0.0036 N 2998703.70 2998703.70 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 2998130.00 0.0036 N 2998598.40 2998598.40 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 3997450.00 0.0048 N 3998072.00 3998072.00 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 1999543.06 0.0024 N 1999740.00 1999740.00 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 3998853.33 0.0048 N 3999177.20 3999177.20 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 14994700.00 0.0180 N 14996040.00 14996040.00 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 6997526.67 0.0084 N 6998152.00 6998152.00 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 2998900.00 0.0036 N 2999170.80 2999170.80 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 1998607.22 0.0024 N 1999183.20 1999183.20 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 1997208.33 0.0024 N 1997785.60 1997785.60 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 2999270.83 0.0036 N 2999658.00 2999658.00 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 999715.28 0.0012 N 999862.30 999862.30 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 5995820.00 0.0072 N 5997724.20 5997724.20 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 7998911.11 0.0096 N 7999666.40 7999666.40 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 1999650.00 0.0024 N 1999887.80 1999887.80 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 1999450.00 0.0024 N 1999617.20 1999617.20 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 999658.33 0.0012 N 999757.30 999757.30 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 999533.34 0.0012 N 999654.80 999654.80 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 999710.00 0.0012 N 999748.20 999748.20 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 1000000.00 0.0012 N 999993.90 999993.90 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 1999866.67 0.0024 N 1999890.00 1999890.00 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 999908.33 0.0012 N 999926.70 999926.70 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 999875.00 0.0012 N 999901.30 999901.30 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 999841.67 0.0012 N 999873.30 999873.30 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 999775.00 0.0012 N 999814.90 999814.90 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 1999166.66 0.0024 N 1999280.40 1999280.40 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 999541.67 0.0012 N 999600.20 999600.20 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 999533.34 0.0012 N 999591.50 999591.50 Govco, Inc. Govco, Inc., 0.30% 38362VX99 Asset Backed Commercial Paper First Tier Security 2013-10-09 2013-10-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999425.00 0.0012 N 999475.00 999475.00 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-08-05 2013-12-05 N N N 5000000.00 5000000.00 0.0060 N 4998175.00 4998175.00 Devon Energy Corp. Devon Energy Corp., 0.34% 25179JAB6 Other Commercial Paper Second Tier Security 2013-08-27 2013-08-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999520.00 3999520.00 Sempra Global Sempra Global, 0.30% 81685LVG7 Other Commercial Paper Second Tier Security 2013-08-16 2013-08-16 N N N 1000000.00 999875.00 0.0012 N 999918.70 999918.70 Sempra Global Sempra Global, 0.30% 81685LVK8 Other Commercial Paper Second Tier Security 2013-08-19 2013-08-19 N N N 1000000.00 999850.00 0.0012 N 999898.10 999898.10 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 1999857.78 0.0024 N 1999892.60 1999892.60 Verizon Communications, Inc. Verizon Communications, Inc., 0.23% 92344LVE2 Other Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 1000000.00 999916.95 0.0012 N 999910.00 999910.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.23% 92344LVE2 Other Commercial Paper Second Tier Security 2013-08-14 2013-08-14 N N N 1000000.00 999916.94 0.0012 N 999911.30 999911.30 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.28% 92780JVN8 Other Commercial Paper Second Tier Security 2013-08-22 2013-08-22 N N N 1000000.00 999836.67 0.0012 N 999846.60 999846.60 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 5000000.00 4997856.25 0.0060 N 4998775.00 4998775.00 U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 14000000.00 14080027.01 0.0169 N 14082026.00 14082026.00 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 13997967.51 0.0168 N 14001638.00 14001638.00 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 5003669.22 0.0060 N 5004100.00 5004100.00 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 4999787.90 0.0060 N 5000585.00 5000585.00 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 10008784.43 0.0120 N 10012500.00 10012500.00 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 5001554.79 0.0060 N 5003125.00 5003125.00 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 2007766.00 0.0024 N 2008282.00 2008282.00 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 1006806.42 0.0012 N 1007148.00 1007148.00 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 1000616.50 0.0012 N 1000938.00 1000938.00 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 5052808.28 0.0061 N 5054295.00 5054295.00 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 2012174.01 0.0024 N 2012812.00 2012812.00 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 2004343.55 0.0024 N 2004922.00 2004922.00 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 6035411.54 0.0073 N 6037266.00 6037266.00 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 2041551.45 0.0025 N 2041876.00 2041876.00 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 8041065.46 0.0097 N 8042496.00 8042496.00 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 3999738.64 0.0048 N 4000156.00 4000156.00 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 1001542.28 0.0012 N 1001562.00 1001562.00 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 10117022.79 0.0122 N 10120700.00 10120700.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.39% 25746UBS7 Other Note Second Tier Security 2013-08-21 2013-09-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999894.00 1999894.00 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 8999821.41 0.0108 N 9000252.00 9000252.00 Royal Bank of Canada Royal Bank of Canada, 0.39% 78008FBC7 Other Note First Tier Security 2013-08-30 2013-08-30 N N N 16000000.00 16000000.00 0.0192 N 16000928.00 16000928.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2013-08-15 2014-01-15 N N N 2000000.00 2000000.00 0.0024 N 1999896.00 1999896.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-08-27 2014-01-27 N N N 6000000.00 6000000.00 0.0072 N 5996940.00 5996940.00 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 4000086.40 4000086.40 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 2000045.00 2000045.00 Bank of America NA Bank of America NA, 0.24% 06052WB93 Other Note First Tier Security 2013-09-09 2013-09-09 N N N 2000000.00 2000000.00 0.0024 N 1999999.80 1999999.80 Bank of America NA Bank of America NA, 0.24% 06052WC76 Other Note First Tier Security 2013-09-19 2013-09-19 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-08-11 2014-09-11 N N N 6000000.00 5998686.72 0.0072 N 6002520.00 6002520.00 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 999962.31 0.0012 N 1000133.00 1000133.00 Freddie Mac Freddie Mac, 0.18% 3134G4DT2 Government Agency Debt First Tier Security 2013-08-16 2015-07-16 N N N 4000000.00 3999207.31 0.0048 N 4000200.00 4000200.00 Freddie Mac Freddie Mac, 0.18% 3134G4DU9 Government Agency Debt First Tier Security 2013-08-17 2015-07-17 N N N 4000000.00 3999206.20 0.0048 N 4000188.00 4000188.00 Freddie Mac Freddie Mac, 0.18% 3134G4C97 Government Agency Debt First Tier Security 2013-08-26 2015-06-26 N N N 8000000.00 7998478.90 0.0096 N 8000896.00 8000896.00 Freddie Mac Freddie Mac, 0.19% 3134G32P4 Government Agency Debt First Tier Security 2013-08-05 2014-12-05 N N N 10000000.00 10000000.00 0.0120 N 10005740.00 10005740.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.21% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-08-07 2013-08-07 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 4400044.00 4400044.00 ING Bank NV ING Bank NV, 0.15% 48M994FT0 0001017255 Other Instrument Time Deposits First Tier Security 2013-08-06 2013-08-06 N N N 9000000.00 9000000.00 0.0108 N 9000000.00 9000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 7/31/2013 due 08/01/2013 48N99XQU0_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.567 - 5.5 Government Agency Debt 45152.81 11878.30 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.503 - 6 Government Agency Debt 156661.79 37797.99 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.373 - 7 Government Agency Debt 186983.44 87795.56 Unrated Security 2013-08-01 2013-08-01 N N N 134058.00 134058.13 0.0002 N 134058.13 134058.13 Bny Mellon Capital Mkts Llc In a joint trading account with Bny Mellon Capital Mkts Llc at 0.09%, dated 7/31/2013 due 08/01/2013 48N99XQU0_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2043-08-01 0.491 - 7 Government Agency Debt 18147.16 15374.16 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-01 2043-07-01 2 - 6.5 Government Agency Debt 10222.64 6869.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2043-03-20 3 - 4 Government Agency Debt 486.88 195.18 Unrated Security 2013-08-01 2013-08-01 N N N 21916.00 21915.59 0.0000 N 21915.59 21915.59 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.09%, dated 7/31/2013 due 08/01/2013 48N99XQU0_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2043-05-15 0 - 9.25 Treasury Debt 113705.99 115812.41 Unrated Security 2013-08-01 2013-08-01 N N N 113395.00 113395.38 0.0001 N 113395.38 113395.38 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.11% 48K9977F4 Government Agency Repurchase Agreement Y US TREASURY 2029-02-15 2029-02-15 5.25 - 5.25 Treasury Debt 4829300.00 6120440.33 First Tier Security 2013-08-07 2013-08-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 6000000.00 6000000.00 0.0072 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FVC6 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2013-12-31 2024-05-15 0 - 1.5 Treasury Debt 4732125.00 3452884.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2043-12-16 2.25 - 5 Government Agency Debt 2556102.00 1052614.38 FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-01 2043-04-01 2.115 - 4 Government Agency Debt 91453.00 72772.33 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2043-01-01 0.743 - 6.5 Government Agency Debt 2424420.00 1591032.44 FEDERAL FARM CREDIT 2023-03-28 2023-03-28 2.5 - 2.5 Government Agency Debt 3000.00 2834.98 First Tier Security 2013-08-07 2013-08-07 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 0.09%, dated 7/31/2013 due 08/01/2013 48N99XQU0_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2014-05-01 0 - 4.25 Treasury Debt 98848.30 99086.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-07-20 2049-06-15 2 - 7.5 Government Agency Debt 117247.88 61827.10 FEDERAL NATIONAL MORTGAGE ASSOC 2028-07-01 2045-09-01 1.369 - 6.5 Government Agency Debt 79091.41 26746.85 FEDERAL AGRICULTURE MORTGAGE CORP 2014-02-18 2020-04-03 0 - 1.475 Government Agency Debt 165.14 160.78 FEDERAL FARM CREDIT 2023-03-20 2038-09-22 2.43 - 5 Government Agency Debt 1227.27 1195.35 FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2043-01-01 1.772 - 6.152 Government Agency Debt 40033.21 9156.62 Unrated Security 2013-08-01 2013-08-01 N N N 194287.00 194287.14 0.0002 N 194287.14 194287.14 Societe Generale In a joint trading account with Societe Generale at 0.09%, dated 7/31/2013 due 08/01/2013 48N99XQU0_74037 Government Agency Repurchase Agreement Y US TREASURY 2018-09-30 2018-09-30 1.375 - 1.375 Treasury Debt 192.89 192.54 FEDERAL NATIONAL MORTGAGE ASSOC 2022-10-01 2043-05-01 0.594 - 3.609 Government Agency Debt 6650.49 6503.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-20 2043-02-20 3 - 4 Government Agency Debt 127587.16 120135.04 Unrated Security 2013-08-01 2013-08-01 N N N 124344.00 124343.77 0.0001 N 124343.77 124343.77 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.27% 47Z995UC5 0001197610 Other Repurchase Agreement N AOL TIME WARNER INC NAME CHANGED TO TIME WARNER 2032-05-01 2032-05-01 7.7 - 7.7 Other Instrument CORPORATE 965.00 1272.84 AMERICAN FINL GROUP INC OHIO 2029-06-15 2029-06-15 9.875 - 9.875 Other Instrument CORPORATE 177.00 231.10 APPLIED MATLS INC 2041-06-15 2041-06-15 5.85 - 5.85 Other Instrument CORPORATE 1240.00 1345.87 BANK AMER N A CHARLOTTE N C MEDIUM TERM BK NTS B 2017-06-15 2017-06-15 0.573 - 0.573 Other Instrument CORPORATE 12068.00 11602.30 DANSKE BK A/S MEDIUM TERM NTS BOOK ENTRY REG S 2014-04-14 2014-04-14 1.318 - 1.318 Other Instrument CORPORATE 1807.00 1811.31 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 4452.00 5462.89 GOLDMAN SACHS GROUP INC 2018-01-22 2018-01-22 2.375 - 2.375 Other Instrument CORPORATE 594.00 587.66 HANA BK SR MEDIUM TERM NT PROGRAM REG S 2017-06-14 2017-06-14 4.25 - 4.25 Other Instrument CORPORATE 8737.00 9276.15 PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP 2020-01-15 2020-01-15 5.75 - 5.75 Other Instrument CORPORATE 840805.00 964281.89 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2013-10-25 2013-10-25 1.25 - 1.25 Other Instrument CORPORATE 9438.00 9489.28 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 7206.00 7309.51 KOREA HIGHWAY CORPO 2015-05-20 2015-05-20 5.125 - 5.125 Other Instrument CORPORATE 21015.00 22569.85 LOWES COS INC 2036-10-15 2036-10-15 5.8 - 5.8 Other Instrument CORPORATE 14449.00 16290.93 NORTHROP GRUMMAN CORP FORMERLY NORTHROP CORP TO 2023-08-01 2023-08-01 3.25 - 3.25 Other Instrument CORPORATE 210.00 202.97 First Tier Security 2013-08-07 2013-08-07 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., 0.49% 48L994UJ6 0000315030 Other Repurchase Agreement N GOOGLE-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3637.00 3240276.04 First Tier Security 2013-08-01 2013-08-01 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994MU0 0000315030 Other Repurchase Agreement N GOOGLE-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1214.00 1081576.88 First Tier Security 2013-08-20 2013-08-20 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.01% 48L994TX7 0000315030 Other Repurchase Agreement N TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.653 - 0.653 Other Instrument ASSET BACKED 2204444.00 1080074.72 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 1171.00 110.92 First Tier Security 2013-11-04 2013-11-04 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.20% 48N998CP1 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-25 2026-06-25 4 - 4 Government Agency Debt 1760000.00 1032358.42 First Tier Security 2013-08-07 2013-08-07 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.66% 48N998AF5 0000318336 Other Repurchase Agreement N AIRPLANES PASS THROUGH TRUST 2019-03-15 2019-03-15 0.741 - 0.741 Other Instrument ASSET BACKED 5000.00 1137.29 CHEVY CHASE 1998-CCB2 2017-09-25 2017-09-25 6.2 - 6.2 Other Instrument ASSET BACKED 15000.00 711.58 DEUTSCHE ALT-A SECURITIES MTG 2047-08-25 2047-08-25 0.38 - 0.38 Other Instrument GOVERNMENT AGENCY 2380000.00 1061999.44 NATIONAL COLLEGIATE STUDENT LO 2032-05-25 2032-05-25 0.5 - 0.5 Other Instrument ASSET BACKED 20000.00 9845.23 ORIENT POINT CDO II, LTD 2051-11-03 2051-11-03 0.329 - 0.329 Other Instrument ASSET BACKED 30000.00 7321.53 First Tier Security 2013-10-22 2013-10-22 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.67% 48K99W6G8 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-02-25 2036-02-25 0.39 - 0.39 Other Instrument GOVERNMENT AGENCY 20000.00 4161.70 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.69 - 0.69 Other Instrument GOVERNMENT AGENCY 1410000.00 315468.06 CWHEQ HOME EQUITY LOAN TRUST, 2034-03-25 2034-03-25 5.658 - 5.658 Other Instrument ASSET BACKED 1140000.00 561212.39 CD 2006-CD3 MORTGAGE TRUST 2048-10-15 2048-10-15 5.688 - 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5.81 Government Agency Debt 5000.00 1085.71 GSAMP TRUST 2005-HE2-N 2035-12-25 2035-12-25 0.43 - 0.43 Other Instrument ASSET BACKED 5000.00 2622.86 HARBORVIEW MORTGAGE LOAN TRUST 2036-11-19 2036-11-19 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 245000.00 12028.29 MERRILL LYNCH ALTERNATIVE NOTE 2037-04-25 2037-04-25 0.38 - 0.38 Other Instrument ASSET BACKED 40000.00 17097.77 ORIENT POINT CDO II, LTD 2051-11-03 2051-11-03 0.329 - 0.329 Other Instrument ASSET BACKED 20000.00 4881.02 SACO I TRUST 2000-2 2036-06-25 2036-06-25 0.45 - 0.45 Other Instrument ASSET BACKED 8905000.00 1043248.69 First Tier Security 2013-10-15 2013-10-15 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.67% 48K99W9M2 0000318336 Other Repurchase Agreement N JPMORGAN MORTGAGE ACQUISITION 2036-10-25 2036-10-25 0.4 - 0.4 Other Instrument ASSET BACKED 595000.00 313836.52 BEAR STEARNS ALT-A TRUST 2002- 2035-07-25 2035-07-25 5.251 - 5.251 Other Instrument GOVERNMENT AGENCY 10000.00 3220.86 WASHINGTON MUTUAL MSC MORTGAGE 2035-05-25 2035-05-25 0.64 - 0.64 Other Instrument GOVERNMENT AGENCY 3775000.00 764116.58 First Tier Security 2013-10-17 2013-10-17 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N MERRILL LYNCH MORTGAGE INVESTO 2035-09-25 2035-09-25 0.72 - 0.72 Other Instrument ASSET BACKED 5000.00 4510.47 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.43 - 0.43 Other Instrument GOVERNMENT AGENCY 120000.00 33622.09 LEHMAN MORTGAGE TRUST 2005-1 2036-02-25 2036-02-25 0.94 - 0.94 Other Instrument GOVERNMENT AGENCY 105000.00 23945.29 INDYMAC INDX MORTGAGE LOAN TRU 2037-01-25 2037-01-25 3.264 - 3.264 Other Instrument GOVERNMENT AGENCY 1370000.00 1008561.47 INDYMAC INDX MORTGAGE LOAN TRU 2036-02-25 2036-02-25 0.94 - 0.94 Other Instrument GOVERNMENT AGENCY 10000.00 2113.38 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.36 - 0.36 Other Instrument ASSET BACKED 5000.00 3852.38 SAND TRUST 2001-1 2034-02-25 2034-02-25 0.79 - 0.79 Other Instrument ASSET BACKED 5000.00 2004.79 NATIONSTAR HOME EQUITY LOAN TR 2037-03-25 2037-03-25 0.42 - 0.42 Other Instrument ASSET BACKED 5000.00 3713.01 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 AIRPLANES PASS THROUGH TRUST 2019-03-15 2019-03-15 0.741 - 0.741 Other Instrument ASSET BACKED 10000.00 2274.58 BEAR STEARNS ASSET BACKED SECU 2034-09-25 2034-09-25 1.945 - 1.945 Other Instrument ASSET BACKED 325000.00 268015.16 BEAR STEARNS COMMERCIAL MORTGA 2017-06-11 2017-06-11 5.713 - 5.713 Other Instrument ASSET BACKED 40000.00 37783.89 COUNTRYWIDE HOME LOAN TRUST 2034-02-15 2034-02-15 0.481 - 0.481 Other Instrument ASSET BACKED 5445000.00 285099.78 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 0.89 - 0.89 Other Instrument GOVERNMENT AGENCY 1200000.00 266394.85 CARRINGTON MORTGAGE LOAN TRUST 2035-02-25 2035-02-25 0.74 - 0.74 Other Instrument ASSET BACKED 10000.00 5826.42 CD 2006-CD3 MORTGAGE TRUST 2048-10-15 2048-10-15 5.688 - 5.688 Other Instrument ASSET BACKED 10000.00 8928.38 DEUTSCHE ALT-A SECURITIES MORT 2037-06-25 2037-06-25 0.39 - 0.39 Other Instrument GOVERNMENT AGENCY 90000.00 24919.73 LEHMAN XS TRUST, SERIES 2005-3 2035-12-25 2035-12-25 0.49 - 0.49 Other Instrument ASSET BACKED 7958800.00 689721.86 MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.43 - 0.43 Other Instrument ASSET BACKED 70000.00 32079.58 SACO I TRUST 2006-8 2036-06-25 2036-06-25 0.33 - 0.33 Other Instrument ASSET BACKED 4140000.00 544483.31 First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 48K991LF1 0000058056 Other Repurchase Agreement N GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 79915.00 2160102.45 First Tier Security 2013-08-07 2013-08-07 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.44% 48M99DQH4 0000877559 Other Repurchase Agreement N CISCO SYSTEMS, INC. 2014-11-17 2014-11-17 2.9 - 2.9 Other Instrument CORPORATE 745000.00 773437.08 TEXAS INSTRUMENTS INCORPORATED 2019-08-03 2019-08-03 1.65 - 1.65 Other Instrument CORPORATE 5000.00 4878.62 WACHOVIA BANK, N.A. 2015-08-15 2015-08-15 5 - 5 Other Instrument CORPORATE 250000.00 273564.16 First Tier Security 2013-08-07 2013-08-07 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 WARNER CHILCOTT PUBLIC LIMITED 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 101670.00 2177771.40 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 CONCUR TECHNOLOGIES, INC. 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 1260000.00 2179486.26 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. Morgan Clearing Corp., 0.64% 45A99N8K4 Other Repurchase Agreement N RYANAIR HOLDINGS PLC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 41847.00 2175625.53 First Tier Security 2013-10-17 2013-10-17 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N BARCLAYS PLC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 94737.00 1678739.64 RYANAIR HOLDINGS PLC 2013-07-31 2013-07-31 N/A Other Instrument OTHER NOTE 9628.00 500559.72 First Tier Security 2013-08-19 2013-08-19 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996HP1 0001287279 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-16 2042-02-16 5 - 5.908 Government Agency Debt 42952145.00 4120532.60 First Tier Security 2013-08-07 2013-08-07 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996FY4 0001287279 Other Repurchase Agreement N MORGAN STANLEY CAPITAL I TRUST 2049-11-12 2049-11-12 5.574 - 5.574 Other Instrument GOVERNMENT AGENCY 1080000.00 1083155.69 First Tier Security 2013-11-13 2013-11-13 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 48M996GL1 0001287279 Other Repurchase Agreement N CITICORP MORTGAGE SECURITIES T 2036-11-25 2036-11-25 6 - 6 Other Instrument GOVERNMENT AGENCY 4353000.00 3837085.46 MORGAN STANLEY CAPITAL I TRUST 2049-11-12 2049-11-12 5.574 - 5.574 Other Instrument GOVERNMENT AGENCY 485000.00 486417.14 First Tier Security 2013-10-29 2013-10-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48M992TB8 0000728612 Other Repurchase Agreement N AXCELIS TECHS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4253934.00 9316115.46 VANGRD SH-TRM BD IX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 58706.00 4712330.62 MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 80254.00 2171673.24 First Tier Security 2013-08-01 2013-08-01 N N N 15000000.00 15000000.00 0.0180 N 15000000.00 15000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48M992SX1 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-25 2033-08-25 3 - 3 Government Agency Debt 3127795.00 3090020.62 First Tier Security 2013-08-07 2013-08-07 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.59% 48M992ST0 0000728612 Other Repurchase Agreement N HARBORVIEW MORTGAGE LOAN TRUST 2035-10-19 2035-10-19 N/A Other Instrument MORTGAGE 98542.00 291.14 MORGAN STANLEY ABS 2036-07-25 2036-07-25 0.24 - 0.24 Other Instrument ASSET BACKED 372569.00 8947.40 NATIONSTAR HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.47 - 0.47 Other Instrument ASSET BACKED 2429814.00 433795.52 POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2035-11-25 2035-11-25 5.672 - 5.672 Other Instrument ASSET BACKED 7000000.00 860251.00 RASC 2034-11-25 2034-11-25 1.915 - 1.915 Other Instrument ASSET BACKED 10000000.00 859649.42 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2034-11-25 2034-11-25 2.7 - 2.7 Other Instrument MORTGAGE 9757.00 3875.35 SASCO MORTGAGE LOAN TRUST 2035-11-25 2035-11-25 0.81 - 0.81 Other Instrument ASSET BACKED 810.00 405.13 First Tier Security 2013-08-06 2013-08-06 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M992QE5 0000728612 Other Repurchase Agreement N SPDR S&P OILGS EXPR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16.00 989.12 HECLA MINING 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 637049.00 2064038.76 STATE STREET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17084.00 1172645.76 ZYNGA-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1118.00 3320.46 First Tier Security 2013-09-16 2013-09-16 N N N 3000000.00 3000000.00 0.0036 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.74% 48M992NE8 0000728612 Other Repurchase Agreement N SBA COMMUNICATIONS CORP 2014-10-01 2014-10-01 4 - 4 Other Instrument EQUITY 418.00 1050.84 NEVSUN RESOURCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21724.00 73427.12 SPDR S&P OILGS EXPR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 124.00 7665.68 STATE STREET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4944.00 339356.16 WEYERH 6.375% MCP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1418.00 73452.40 ZYNGA-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 197178.00 585618.66 First Tier Security 2013-09-06 2013-09-06 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48M992PB2 0000728612 Other Repurchase Agreement N GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2039-03-10 2039-03-10 5.505 - 5.505 Other Instrument MORTGAGE 1319475.00 1088196.43 First Tier Security 2013-09-10 2013-09-10 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.31% 48E99YUK5 Other Repurchase Agreement N BP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13670.00 570585.80 ISH COH&ST REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 217.00 17824.38 MV MORT REIT INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8300.00 200611.00 SPDR DJ IND AVG UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1880.00 291230.80 First Tier Security 2013-08-02 2013-08-02 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., 0.31% 48E99YVJ7 Other Repurchase Agreement N BP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7141.00 298065.34 PWRSHS BLD AM BD PT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 842.00 23382.34 SPDR DJ IND AVG UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 79.00 12237.89 VGD FTSE EUROPE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14500.00 746460.00 First Tier Security 2013-08-07 2013-08-07 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., 0.31% 48E99YVB4 Other Repurchase Agreement N ISH COH&ST REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24.00 1971.36 SPDR DJ IND AVG UTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 309.82 VGD TTL BOND MKT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13319.00 1077906.67 First Tier Security 2013-08-07 2013-08-07 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., 0.31% 48E99YVP3 Other Repurchase Agreement N BP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 48.00 2003.52 PWRSHS BLD AM BD PT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33885.00 940986.45 RBS CHN TRPL ETN 42 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5673.00 139725.99 First Tier Security 2013-08-07 2013-08-07 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., 0.52% 48E99YVG3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2043-04-01 1.772 - 3.5 Government Agency Debt 7397.00 6398.13 FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-25 2043-01-01 2.947 - 6.187 Government Agency Debt 29286296.00 892740.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-06-20 2042-11-15 2.5 - 6.278 Government Agency Debt 1785358.00 128165.58 GS MORTGAGE SECURITIES CORP II 2045-08-10 2045-08-10 5.899 - 5.899 Other Instrument MORTGAGE 1207.00 1348.42 First Tier Security 2013-08-07 2013-08-07 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., 0.92% 48E99YUT6 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.693 - 1.693 Other Instrument ASSET BACKED 2202774.00 1262447.23 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 90160.85 First Tier Security 2013-10-23 2013-10-23 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 1123535.70 First Tier Security 2013-08-01 2013-08-01 N N N 1000000.00 1000000.00 0.0012 N 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 1386233.05 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 HOME LOAN MORTGAGE CORP 2037-09-01 2043-01-01 1.772 - 3.092 Government Agency Debt 64791.00 13684.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-06-20 2043-05-20 2.5 - 6.278 Government Agency Debt 58963238.00 2040555.09 FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-01 2043-01-01 2.947 - 3.5 Government Agency Debt 9880.00 8461.34 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 US TREASURY 2013-12-31 2013-12-31 1.5 - 1.5 Treasury Debt 30200.00 30412.75 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2043-01-01 2.066 - 5.957 Government Agency Debt 1745556.00 405918.79 FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-25 2043-01-01 2.318 - 6.187 Government Agency Debt 246175.00 47042.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 6168.00 2648.99 BANCO GNB SUDAMERIS S A 2018-05-02 2018-05-02 3.875 - 3.875 Other Instrument CORPORATE 6000.00 5640.00 CITIBANK OMNI MASTER TRUST 2018-11-15 2018-11-15 4.9 - 4.9 Other Instrument ASSET BACKED 517452.00 551158.54 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 - 6.248 Government Agency Debt 2318648.00 103129.66 US TREASURY 2013-12-31 2013-12-31 1.5 - 1.5 Treasury Debt 31600.00 31822.61 FEDERAL NATIONAL MORTGAGE ASSOC 2037-02-25 2043-01-01 3.114 - 5.857 Government Agency Debt 12859950.00 812135.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2042-11-15 2.5 - 5 Government Agency Debt 197085.00 85070.87 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., 0.21% 42T99QVW2 0000050916 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2040-05-20 5.978 - 5.978 Government Agency Debt 8221692.00 1034305.44 First Tier Security 2013-08-06 2013-08-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.00% 35J99R7M4 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-07-01 2043-07-01 N/A Government Agency Debt 1915000.00 2045933.54 First Tier Security 2013-08-01 2013-08-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R7P7 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-07-01 2043-07-01 N/A Government Agency Debt 3825000.00 4086525.22 First Tier Security 2013-08-19 2013-08-19 N 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% 40Q995HT8 Other Repurchase Agreement N NATIONSTAR MTG ADVANCE 2044-06-20 2044-06-20 N/A Other Instrument GOVERNMENT AGENCY 1055000.00 1055000.00 First Tier Security 2013-08-08 2013-08-08 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.47% 23M99SVM7 0000230611 Other Repurchase Agreement N P H H CORP PHH CORP FORMERLY PHH GROUP INC TO 08 2017-06-15 2017-06-15 6 - 6 Other Instrument EQUITY 559000.00 1115650.34 First Tier Security 2013-08-07 2013-08-07 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, 0.47% 23M99SVP0 0000230611 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2018-08-01 2018-08-01 N/A Other Instrument EQUITY 18530.00 18425.86 ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS INC FORMER 2020-07-01 2020-07-01 1.25 - 1.25 Other Instrument EQUITY 578778.00 651728.14 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument EQUITY 132000.00 400455.00 MICRON TECHNOLOGY INC 2031-08-01 2031-08-01 1.5 - 1.5 Other Instrument EQUITY 7072.00 9631.22 First Tier Security 2013-08-07 2013-08-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00