N-MFP LIVE N 2013-09-30 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 51 94 827252135.01 5541498.46 1176624.36 831617009.11 0.0025 1.0002 2013-09-30 1.0002 2013-09-30 C000019137 1.00 831617009.11 1.00 172570.35 172570.35 0.00 0.0025 1.0002 2013-09-30 1.0002 2013-09-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AXU1 Certificate of Deposit First Tier Security 2013-12-24 2013-12-24 N N N 2000000.00 2000000.00 0.0024 N 1999952.80 1999952.80 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.19% 06366AQC9 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 6000000.00 6000000.00 0.0072 N 6000501.60 6000501.60 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 2000106.60 2000106.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366LDW5 Certificate of Deposit First Tier Security 2013-10-17 2014-06-13 N N N 6000000.00 6000000.00 0.0072 N 6000348.00 6000348.00 Bank of Nova Scotia Bank of Nova Scotia, 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 10000866.00 10000866.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3C2 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3D0 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3E8 Certificate of Deposit First Tier Security 2014-01-14 2014-01-14 N N N 4000000.00 4000000.00 0.0048 N 3999999.60 3999999.60 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F4S6 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 2000000.00 2000000.00 0.0024 N 1999929.40 1999929.40 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FRV4 Certificate of Deposit First Tier Security 2013-10-03 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000500.00 4000500.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FLB4 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 3000000.00 3000000.00 0.0036 N 3000120.00 3000120.00 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 8001365.60 8001365.60 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-10-11 2014-03-10 N N N 4000000.00 4000000.00 0.0048 N 4000952.00 4000952.00 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 2000143.00 2000143.00 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 5000441.00 5000441.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBD3 Certificate of Deposit First Tier Security 2013-12-13 2013-12-13 N N N 5000000.00 5000000.00 0.0060 N 5000513.00 5000513.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBF8 Certificate of Deposit First Tier Security 2013-12-16 2013-12-16 N N N 6000000.00 6000000.00 0.0072 N 6000640.20 6000640.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBT8 Certificate of Deposit First Tier Security 2013-12-17 2013-12-17 N N N 2000000.00 2000000.00 0.0024 N 2000216.20 2000216.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBZ4 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 10000000.00 10000000.00 0.0120 N 10001109.00 10001109.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.26% 06538F4P6 Certificate of Deposit First Tier Security 2013-10-11 2014-01-13 N N N 8000000.00 8000000.00 0.0096 N 8001352.00 8001352.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.74% 06538E6Z5 Certificate of Deposit First Tier Security 2013-10-02 2014-04-02 N N N 2000000.00 2004619.04 0.0024 N 2004570.00 2004570.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.21% 05572W2N5 Certificate of Deposit First Tier Security 2013-12-11 2013-12-11 N N N 2000000.00 2000000.00 0.0024 N 2000039.80 2000039.80 BNP Paribas New York Branch BNP Paribas New York Branch, 0.22% 05572W2G0 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 3000000.00 3000000.00 0.0036 N 3000111.60 3000111.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.23% 13606YZK5 Certificate of Deposit First Tier Security 2013-10-16 2014-06-13 N N N 10000000.00 10000000.00 0.0120 N 10002660.00 10002660.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-10-03 2014-02-28 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-10-07 2014-03-04 N N N 3000000.00 3000000.00 0.0036 N 3000879.00 3000879.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GVH1 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 3000000.00 3000000.00 0.0036 N 2999999.10 2999999.10 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GVN8 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 4000000.00 4000000.00 0.0048 N 3999997.60 3999997.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GVP3 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 3000000.00 3000000.00 0.0036 N 2999997.60 2999997.60 Credit Suisse Credit Suisse, 0.25% 22550DR76 Certificate of Deposit First Tier Security 2013-10-08 2013-12-30 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0060 N 4999775.00 4999775.00 Credit Suisse Credit Suisse, 0.30% 22549TDM7 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 3000000.00 3000000.00 0.0036 N 3000497.10 3000497.10 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.21% 25155B2R5 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 4000000.00 4000000.00 0.0048 N 4000097.60 4000097.60 Fortis Bank New York Branch Fortis Bank New York Branch, 0.21% 34959TAQ9 Certificate of Deposit First Tier Security 2013-12-18 2013-12-18 N N N 3000000.00 3000000.00 0.0036 N 2999802.60 2999802.60 KBC Bank NV KBC Bank NV, 0.22% 4823T0VW6 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 2000000.00 2000000.00 0.0024 N 2000002.80 2000002.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0VX4 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 3000000.00 3000000.00 0.0036 N 3000008.40 3000008.40 KBC Bank NV KBC Bank NV, 0.22% 4823T0VY2 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 2000000.00 2000000.00 0.0024 N 2000008.40 2000008.40 KBC Bank NV KBC Bank NV, 0.22% 4823T0VZ9 Certificate of Deposit First Tier Security 2013-10-04 2013-10-04 N N N 4000000.00 4000000.00 0.0048 N 4000022.40 4000022.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682AGJ9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 1000000.00 1000000.00 0.0012 N 1000319.40 1000319.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEL6 Certificate of Deposit First Tier Security 2014-01-23 2014-01-23 N N N 3000000.00 3000000.00 0.0036 N 3000095.70 3000095.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEZ5 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 3000000.00 3000000.00 0.0036 N 3000102.30 3000102.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688LCT1 Certificate of Deposit First Tier Security 2013-12-13 2013-12-13 N N N 3000000.00 3000000.00 0.0036 N 3000184.50 3000184.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688LCV6 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 1000000.00 1000000.00 0.0012 N 1000067.30 1000067.30 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 3000024.90 3000024.90 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 3000133.20 3000133.20 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 3000149.70 3000149.70 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 4000277.20 4000277.20 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 3000249.60 3000249.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EA84 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 21000000.00 21000000.00 0.0253 N 20999987.40 20999987.40 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.21% 63873EZX2 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 7000000.00 7000000.00 0.0084 N 7000062.30 7000062.30 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-10-10 2013-12-09 N N N 2000000.00 2000000.00 0.0024 N 1999926.00 1999926.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-10-21 2013-12-20 N N N 12000000.00 12000000.00 0.0144 N 12000576.00 12000576.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-10-21 2014-03-19 N N N 5000000.00 5000000.00 0.0060 N 4999385.00 4999385.00 Oversea-Chinese Banking New York Branch Oversea-Chinese Banking New York Branch, 0.20% 69033PQP8 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 10000000.00 9999733.33 0.0120 N 9999819.00 9999819.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NNZ5 Certificate of Deposit First Tier Security 2013-10-03 2014-06-03 N N N 3000000.00 3000000.00 0.0036 N 2999601.00 2999601.00 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 1000145.80 1000145.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562CV41 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 4000000.00 4000000.00 0.0048 N 3999993.20 3999993.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562CSX1 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 3000000.00 3000051.44 0.0036 N 3000132.90 3000132.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-10-21 2013-12-19 N N N 2000000.00 2000000.00 0.0024 N 1999742.00 1999742.00 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 4000271.60 4000271.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CZY1 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 4000000.00 4000000.00 0.0048 N 4000179.20 4000179.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CB35 Certificate of Deposit First Tier Security 2013-12-24 2013-12-24 N N N 3000000.00 3000000.00 0.0036 N 3000141.30 3000141.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CG48 Certificate of Deposit First Tier Security 2014-01-02 2014-01-02 N N N 3000000.00 3000000.00 0.0036 N 3000078.00 3000078.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CL67 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 4000000.00 4000000.00 0.0048 N 4000112.80 4000112.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CR20 Certificate of Deposit First Tier Security 2014-01-21 2014-01-21 N N N 3000000.00 3000000.00 0.0036 N 3000093.90 3000093.90 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 4000286.00 4000286.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-10-15 2014-03-17 N N N 7000000.00 7000000.00 0.0084 N 7001435.00 7001435.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 3000164.70 3000164.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 3000239.70 3000239.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KDJ9 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 3000000.00 3000000.00 0.0036 N 3000332.70 3000332.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 4000044.40 4000044.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 5000138.50 5000138.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 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 3000091.50 3000091.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.17% 86958CL51 Certificate of Deposit First Tier Security 2013-12-05 2013-12-05 N N N 1000000.00 1000009.02 0.0012 N 999990.80 999990.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.17% 86958CL69 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 1000000.00 1000009.16 0.0012 N 999990.70 999990.70 Toronto-Dominion Bank Toronto-Dominion Bank, 0.17% 89112TKC7 Certificate of Deposit First Tier Security 2013-12-18 2013-12-18 N N N 2000000.00 2000000.00 0.0024 N 2000175.40 2000175.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112WWF0 Certificate of Deposit First Tier Security 2013-10-15 2013-11-15 N N N 2000000.00 2000000.00 0.0024 N 2000318.00 2000318.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112WA49 Certificate of Deposit First Tier Security 2013-10-21 2013-12-20 N N N 3000000.00 3000000.00 0.0036 N 3000801.00 3000801.00 UBS AG UBS AG, 0.27% 90267RTZ2 Certificate of Deposit First Tier Security 2013-10-31 2014-04-30 N N N 7000000.00 7000000.00 0.0084 N 6999202.00 6999202.00 Citibank NA Citibank NA, 0.31% 17304UJJ0 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 4000000.00 4000000.00 0.0048 N 4001510.40 4001510.40 Citibank NA Citibank NA, 0.31% 17304UJM3 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 1000000.00 1000000.00 0.0012 N 1000377.60 1000377.60 Citibank NA Citibank NA, 0.31% 17304UJS0 Certificate of Deposit First Tier Security 2013-12-31 2013-12-31 N N N 3000000.00 3000000.00 0.0036 N 3001302.60 3001302.60 Citibank NA Citibank NA, 0.31% 17304UKE9 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 8000000.00 8000000.00 0.0096 N 8002517.60 8002517.60 Citibank NA Citibank NA, 0.31% 17304UKG4 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 9000000.00 9000000.00 0.0108 N 9002854.80 9002854.80 Citibank NA Citibank NA, 0.31% 17304UKL3 Certificate of Deposit First Tier Security 2014-02-05 2014-02-05 N N N 2000000.00 2000000.00 0.0024 N 2000639.40 2000639.40 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 8002736.80 8002736.80 Citibank NA Citibank NA, 0.32% 17304UJB7 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 4000000.00 4000000.00 0.0048 N 4001619.20 4001619.20 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.22% 31677NFJ0 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 RBS Citizens NA RBS Citizens NA, 0.20% 74929NAH5 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 4000000.00 4000000.00 0.0048 N 4000006.80 4000006.80 Wells Fargo & Co. Wells Fargo & Co., 0.20% 9497P6P69 Certificate of Deposit First Tier Security 2013-10-15 2014-03-12 N N N 2000000.00 2000000.00 0.0024 N 1998810.60 1998810.60 Wells Fargo & Co. Wells Fargo & Co., 0.20% 9497P6R34 Certificate of Deposit First Tier Security 2013-10-30 2014-03-28 N N N 2000000.00 2000000.00 0.0024 N 1999808.00 1999808.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 2029917U3 0000008565 Certificate of Deposit First Tier Security 2013-12-09 2013-12-09 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 2029917W9 0000008565 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 3000000.00 3000000.00 0.0036 N 2999533.50 2999533.50 Credit Agricole SA Credit Agricole SA, 0.19% 62G99UAB4 0001191672 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 5000000.00 5000000.00 0.0060 N 4999955.50 4999955.50 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 4000543.20 4000543.20 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 2000339.40 2000339.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0968607225 Certificate of Deposit First Tier Security 2013-11-27 2013-11-27 N N N 6000000.00 6000047.46 0.0072 N 6000869.40 6000869.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-10-24 2014-03-24 N N N 4000000.00 4000000.00 0.0048 N 3999624.00 3999624.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-10-25 2014-03-25 N N N 6000000.00 6000000.00 0.0072 N 5999430.00 5999430.00 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 2000042.80 2000042.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFU9 0000833029 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 6000000.00 6000000.00 0.0072 N 6002157.60 6002157.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFV7 0000833029 Certificate of Deposit First Tier Security 2014-03-05 2014-03-05 N N N 1000000.00 1000000.00 0.0012 N 1000173.00 1000173.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFW5 0000833029 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 1000000.00 1000000.00 0.0012 N 1000178.60 1000178.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFX3 0000833029 Certificate of Deposit First Tier Security 2014-03-17 2014-03-17 N N N 1000000.00 1000000.00 0.0012 N 1000186.40 1000186.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GTS4 Financial Company Commercial Paper First Tier Security 2013-12-03 2013-12-03 N N N 2000000.00 1999160.00 0.0024 N 1999430.00 1999430.00 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 7999948.89 0.0096 N 7999955.20 7999955.20 BAT International Finance PLC BAT International Finance PLC, 0.25% 05531MX78 Financial Company Commercial Paper Second Tier Security 2013-10-07 2013-10-07 N N N 1000000.00 999958.33 0.0012 N 999961.10 999961.10 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.24% 0556N0Z24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 3000000.00 2998760.00 0.0036 N 2999091.90 2999091.90 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 1999930.00 0.0024 N 1999993.80 1999993.80 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 999444.44 0.0012 N 999730.00 999730.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272AEC6 Financial Company Commercial Paper First Tier Security 2013-10-04 2014-03-28 N N N 8000000.00 8002085.86 0.0096 N 8002336.00 8002336.00 Credit Agricole North America Credit Agricole North America, 0.19% 22532AY10 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 3000000.00 2999509.17 0.0036 N 2999570.70 2999570.70 Credit Suisse Credit Suisse, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 3000000.00 2995753.33 0.0036 N 2995821.60 2995821.60 Credit Suisse Credit Suisse, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 1000000.00 998537.78 0.0012 N 998519.50 998519.50 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AD2 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 3000000.00 2998136.67 0.0036 N 2998293.90 2998293.90 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AM2 Financial Company Commercial Paper First Tier Security 2014-01-21 2014-01-21 N N N 3000000.00 2997946.67 0.0036 N 2998135.50 2998135.50 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-10-03 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 3000501.00 3000501.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-10-07 2014-03-07 N N N 6000000.00 6000000.00 0.0072 N 5999490.00 5999490.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-10-24 2013-12-24 N N N 10000000.00 10000000.00 0.0120 N 10002330.00 10002330.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-10-28 2013-11-26 N N N 4000000.00 4000000.00 0.0048 N 4000760.00 4000760.00 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 3998133.33 0.0048 N 3999176.80 3999176.80 Nationwide Building Society Nationwide Building Society, 0.21% 6385E0YR8 Financial Company Commercial Paper First Tier Security 2013-11-25 2013-11-25 N N N 2000000.00 1999358.34 0.0024 N 1999277.20 1999277.20 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YC1 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 1999463.33 0.0024 N 1999503.80 1999503.80 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YS6 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 1000000.00 999642.22 0.0012 N 999629.50 999629.50 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0YT4 Financial Company Commercial Paper First Tier Security 2013-11-27 2013-11-27 N N N 3000000.00 2998907.50 0.0036 N 2998860.90 2998860.90 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0ZA4 Financial Company Commercial Paper First Tier Security 2013-12-10 2013-12-10 N N N 1000000.00 999552.78 0.0012 N 999527.30 999527.30 Nationwide Building Society Nationwide Building Society, 0.23% 6385E1A35 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 1000000.00 999399.45 0.0012 N 999393.00 999393.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050TZJ3 Financial Company Commercial Paper First Tier Security 2013-12-18 2013-12-18 N N N 3000000.00 2998570.00 0.0036 N 2998933.50 2998933.50 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 2999511.25 0.0036 N 2999852.70 2999852.70 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 2999426.25 0.0036 N 2999817.60 2999817.60 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 3999178.33 0.0048 N 3999733.20 3999733.20 Swedbank AB Swedbank AB, 0.24% 87019SBC7 Financial Company Commercial Paper First Tier Security 2014-02-12 2014-02-12 N N N 6000000.00 5994640.00 0.0072 N 5993700.00 5993700.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.23% 89116EYJ6 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 2000000.00 1999386.67 0.0024 N 1999674.20 1999674.20 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 2000000.00 1998055.55 0.0024 N 1998872.00 1998872.00 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 5999175.00 0.0072 N 5999728.20 5999728.20 Ciesco LP Ciesco LP, 0.29% 17178BZG3 Asset Backed Commercial Paper First Tier Security 2013-12-16 2013-12-16 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1998775.55 0.0024 N 1999163.00 1999163.00 Govco, Inc. Govco, Inc., 0.29% 38362VZC0 Asset Backed Commercial Paper First Tier Security 2013-12-12 2013-12-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999420.00 0.0012 N 999466.70 999466.70 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 999933.33 0.0012 N 999949.30 999949.30 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XM9 Other Commercial Paper Second Tier Security 2013-10-21 2013-10-21 N N N 1000000.00 999872.22 0.0012 N 999848.30 999848.30 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XM9 Other Commercial Paper Second Tier Security 2013-10-21 2013-10-21 N N N 1000000.00 999872.22 0.0012 N 999848.30 999848.30 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XQ0 Other Commercial Paper Second Tier Security 2013-10-24 2013-10-24 N N N 1000000.00 999853.06 0.0012 N 999824.40 999824.40 AT&T, Inc. AT&T, Inc., 0.23% 0020A2XR8 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 1000000.00 999846.67 0.0012 N 999816.40 999816.40 BPCE SA BPCE SA, 0.20% 05571BY64 Other Commercial Paper First Tier Security 2013-11-06 2013-11-06 N N N 2000000.00 1999600.00 0.0024 N 1999660.80 1999660.80 BPCE SA BPCE SA, 0.20% 05571BYC1 Other Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 1999533.33 0.0024 N 1999596.20 1999596.20 Credit Suisse Credit Suisse, 0.28% 22533HAA0 Other Commercial Paper First Tier Security 2013-10-07 2013-12-05 N N N 5000000.00 5000000.00 0.0060 N 5000620.00 5000620.00 Devon Energy Corp. Devon Energy Corp., 0.33% 25179JAB6 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999668.00 3999668.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.41% 42823JXR1 Other Commercial Paper Second Tier Security 2013-10-25 2013-10-25 N N N 800000.00 799781.33 0.0010 N 799877.76 799877.76 PNC Bank NA PNC Bank NA, 0.27% 69354BAP7 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 1000000.00 1000000.00 0.0012 N 997927.10 997927.10 Sempra Global Sempra Global, 0.30% 81685LXJ9 Other Commercial Paper Second Tier Security 2013-10-18 2013-10-18 N N N 1000000.00 999858.34 0.0012 N 999907.50 999907.50 Sempra Global Sempra Global, 0.31% 81685LXJ9 Other Commercial Paper Second Tier Security 2013-10-18 2013-10-18 N N N 1000000.00 999853.61 0.0012 N 999907.50 999907.50 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159BXB0 Other Commercial Paper Second Tier Security 2013-10-11 2013-10-11 N N N 1000000.00 999930.55 0.0012 N 999934.30 999934.30 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.25% 88159BY86 Other Commercial Paper Second Tier Security 2013-11-08 2013-11-08 N N N 1000000.00 999736.11 0.0012 N 999711.80 999711.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABB4 Other Commercial Paper First Tier Security 2013-10-15 2014-03-13 N N N 3000000.00 3000000.00 0.0036 N 2999733.00 2999733.00 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 4998745.83 0.0060 N 4999880.00 4999880.00 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 14047910.91 0.0169 N 14050316.00 14050316.00 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 13998783.19 0.0168 N 14002730.00 14002730.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.16% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 6000000.00 6047629.23 0.0073 N 6050388.00 6050388.00 U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828KN9 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 3000000.00 3030489.90 0.0036 N 3031290.00 3031290.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 2000000.00 2010771.80 0.0024 N 2011328.00 2011328.00 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 10003729.24 0.0120 N 10005470.00 10005470.00 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 5000770.97 0.0060 N 5001560.00 5001560.00 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 2004929.32 0.0024 N 2005546.00 2005546.00 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 1004969.29 0.0012 N 1005430.00 1005430.00 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 1000461.10 0.0012 N 1000938.00 1000938.00 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 2006036.70 0.0024 N 2006406.00 2006406.00 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 2002395.34 0.0024 N 2002890.00 2002890.00 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 2028750.24 0.0024 N 2029296.00 2029296.00 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 6024501.92 0.0072 N 6026718.00 6026718.00 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 8033188.12 0.0097 N 8036872.00 8036872.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 2000000.00 2040393.71 0.0025 N 2041172.00 2041172.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 2000000.00 2001477.81 0.0024 N 2002656.00 2002656.00 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 10049679.49 0.0121 N 10051170.00 10051170.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-10-11 2014-09-11 N N N 6000000.00 5998884.03 0.0072 N 6003108.00 6003108.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-10-16 2015-07-16 N N N 4000000.00 3999275.04 0.0048 N 4001320.00 4001320.00 Freddie Mac Freddie Mac, 0.17% 3134G4DU9 Government Agency Debt First Tier Security 2013-10-17 2015-07-17 N N N 4000000.00 3999273.93 0.0048 N 4001316.00 4001316.00 Freddie Mac Freddie Mac, 0.17% 3134G4C97 Government Agency Debt First Tier Security 2013-10-26 2015-06-26 N N N 8000000.00 7998612.60 0.0096 N 8002896.00 8002896.00 Freddie Mac Freddie Mac, 0.18% 3134G32P4 Government Agency Debt First Tier Security 2013-10-05 2014-12-05 N N N 10000000.00 10000000.00 0.0120 N 10006200.00 10006200.00 Bank of America NA Bank of America NA, 0.22% 06052WN41 Other Note First Tier Security 2013-11-25 2013-11-25 N N N 2000000.00 2000000.00 0.0024 N 1999176.00 1999176.00 Bank of America NA Bank of America NA, 0.23% 06052WF99 Other Note First Tier Security 2013-10-10 2013-10-10 N N N 3000000.00 3000000.00 0.0036 N 3000033.30 3000033.30 Bank of America NA Bank of America NA, 0.23% 06052WJ61 Other Note First Tier Security 2013-11-01 2013-11-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Bank of America NA Bank of America NA, 0.23% 06052WK44 Other Note First Tier Security 2013-11-04 2013-11-04 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Bank of America NA Bank of America NA, 0.23% 06052WK77 Other Note First Tier Security 2013-11-08 2013-11-08 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Bank of America NA Bank of America NA, 0.23% 06052WL76 Other Note First Tier Security 2013-11-15 2013-11-15 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Bank of America NA Bank of America NA, 0.24% 06052WG23 Other Note First Tier Security 2013-10-17 2013-10-17 N N N 4000000.00 4000000.00 0.0048 N 4000094.40 4000094.40 Dominion Resources, Inc. Dominion Resources, Inc., 0.38% 25746UBS7 Other Note Second Tier Security 2013-10-21 2013-11-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999968.00 1999968.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JDE5 Other Note First Tier Security 2013-10-15 2014-03-14 N N N 2000000.00 2000000.00 0.0024 N 1999968.00 1999968.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-10-28 2014-03-27 N N N 6000000.00 6000000.00 0.0072 N 5999520.00 5999520.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1990 A2, tender 10/24/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-10-24 2013-10-24 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 3700000.00 3760568.39 0.0045 N 3760717.00 3760717.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.23% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-10-07 2013-10-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0055 N 4600000.00 4600000.00 ING Bank NV ING Bank NV, 0.14% 48M994KS6 0001017255 Other Instrument Time Deposits First Tier Security 2013-10-01 2013-10-01 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.557 - 8 Government Agency Debt 5420117.35 950282.04 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2041-07-25 0.489 - 9.5 Government Agency Debt 13123401.29 2517641.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.364 - 7 Government Agency Debt 7382774.54 3288537.07 Unrated Security 2013-10-01 2013-10-01 N N N 6593650.00 6593650.45 0.0079 N 6593650.45 6593650.45 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-02-28 2022-02-15 0.25 - 4.125 Treasury Debt 652016.64 654526.19 FEDERAL HOME LOAN MORTGAGE CORP 2016-06-25 2043-10-01 1.337 - 3.5 Government Agency Debt 55337.34 55249.15 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2043-09-01 0 - 4.5 Government Agency Debt 340335.50 323638.64 Unrated Security 2013-10-01 2013-10-01 N N N 1013149.00 1013148.93 0.0012 N 1013148.93 1013148.93 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2043-09-01 0.484 - 8.07 Government Agency Debt 1288120.22 1165199.64 FEDERAL NATIONAL MORTGAGE ASSOC 2017-08-01 2043-10-01 2 - 8.75 Government Agency Debt 985664.15 884840.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-09-20 2043-09-20 2 - 6 Government Agency Debt 214731.37 197253.56 Unrated Security 2013-10-01 2013-10-01 N N N 2197883.00 2197883.48 0.0026 N 2197883.48 2197883.48 Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-10-01 2048-05-01 2 - 13 Government Agency Debt 3194416.13 598142.25 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2048-11-01 1.64 - 11 Government Agency Debt 4526757.43 1138692.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-12-15 2048-08-15 1.125 - 9.5 Government Agency Debt 2615496.05 278693.11 Unrated Security 2013-10-01 2013-10-01 N N N 1976002.00 1976001.91 0.0024 N 1976001.91 1976001.91 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-15 2043-08-15 0 - 6.5 Government Agency Debt 371694.99 260074.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2062-10-20 0.48 - 6 Government Agency Debt 316437.18 265996.00 Unrated Security 2013-10-01 2013-10-01 N N N 510746.00 510746.26 0.0006 N 510746.26 510746.26 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_39304 Government Agency Repurchase Agreement Y US TREASURY 2013-10-31 2038-05-15 0.25 - 8 Treasury Debt 257790.38 293067.87 FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2043-06-01 3 - 4.5 Government Agency Debt 1115606.51 975572.93 Unrated Security 2013-10-01 2013-10-01 N N N 1243374.00 1243374.08 0.0015 N 1243374.08 1243374.08 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-09-01 2.5 - 7 Government Agency Debt 987796.11 783884.74 FEDERAL NATIONAL MORTGAGE ASSOC 2020-05-01 2045-08-01 1.409 - 6.5 Government Agency Debt 3942764.71 1410991.48 Unrated Security 2013-10-01 2013-10-01 N N N 2151833.00 2151832.59 0.0026 N 2151832.59 2151832.59 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-10-31 2043-08-15 0 - 11.25 Treasury Debt 17161937.43 17258032.01 FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2032-10-15 7 - 11 Government Agency Debt 20206.39 10809.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2054-04-15 2.34 - 9 Government Agency Debt 9665386.69 4084877.70 Unrated Security 2013-10-01 2013-10-01 N N N 20932224.00 20932223.64 0.0252 N 20932223.64 20932223.64 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_55501 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2013-11-01 2017-04-19 0 - 5.125 Government Agency Debt 43666.41 45221.19 FEDERAL HOME LOAN MORTGAGE CORP 2013-11-01 2047-09-01 2 - 12.75 Government Agency Debt 491289.25 259726.18 FEDERAL NATIONAL MORTGAGE ASSOC 2013-11-01 2046-07-01 1.359 - 14 Government Agency Debt 1271914.54 894973.41 Unrated Security 2013-10-01 2013-10-01 N N N 1176391.00 1176390.97 0.0014 N 1176390.97 1176390.97 Societe Generale In a joint trading account with Societe Generale at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_74037 Government Agency Repurchase Agreement Y US TREASURY 2015-02-15 2018-01-31 0.25 - 11.25 Treasury Debt 878547.18 905278.12 FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2043-09-01 3 - 4.5 Government Agency Debt 383384.27 346347.54 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-06-01 3 - 5 Government Agency Debt 1090769.68 558931.03 Unrated Security 2013-10-01 2013-10-01 N N N 1775053.00 1775052.56 0.0021 N 1775052.56 1775052.56 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.09%, dated 9/30/2013 due 10/01/2013 48Q99DGB4_06042 Government Agency Repurchase Agreement Y US TREASURY 2014-03-31 2043-08-15 0.25 - 5.125 Treasury Debt 220390.37 222056.50 Unrated Security 2013-10-01 2013-10-01 N N N 217695.00 217695.13 0.0003 N 217695.13 217695.13 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.27% 47Z995XV0 0001197610 Other Repurchase Agreement N ABN AMRO BK N V MEDIUM TERM SR SUB BK NTS BOOK E 2017-02-02 2017-02-02 4.25 - 4.25 Other Instrument CORPORATE 104.00 112.15 AMERICAN FINL GROUP INC OHIO 2029-06-15 2029-06-15 9.875 - 9.875 Other Instrument CORPORATE 177.00 234.97 ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-01-15 2039-01-15 8.2 - 8.2 Other Instrument CORPORATE 8.00 11.99 AON CORP 2020-09-30 2020-09-30 5 - 5 Other Instrument CORPORATE 135.00 148.18 APPLIED MATLS INC 2041-06-15 2041-06-15 5.85 - 5.85 Other Instrument CORPORATE 1240.00 1317.85 BELLSOUTH CORP 2014-09-15 2014-09-15 5.2 - 5.2 Other Instrument CORPORATE 911.00 952.81 CORPORACION ANDINA DE FOMENTO 2022-06-15 2022-06-15 4.375 - 4.375 Other Instrument CORPORATE 191.00 192.96 COVIDIEN INTL FIN S A 2023-06-15 2023-06-15 2.95 - 2.95 Other Instrument CORPORATE 982.00 926.28 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 1743.11 ENERGY TRANSFER PARTNERS L P 2021-06-01 2021-06-01 4.65 - 4.65 Other Instrument CORPORATE 76.00 79.48 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 4452.00 5337.49 LOWES COS INC 2036-10-15 2036-10-15 5.8 - 5.8 Other Instrument CORPORATE 14449.00 16329.73 MACQUARIE BK LTD SR 2013-12-17 2013-12-17 4.1 - 4.1 Other Instrument CORPORATE 935140.00 953777.86 NEWS AMER INC 2019-03-01 2019-03-01 6.9 - 6.9 Other Instrument CORPORATE 19989.00 24203.25 NOVARTIS CAP CORP 2022-09-21 2022-09-21 2.4 - 2.4 Other Instrument CORPORATE 6624.00 6173.70 PETROBAS INTL FIN CO 2014-09-15 2014-09-15 7.75 - 7.75 Other Instrument CORPORATE 2819.00 3000.37 ST JUDE MED INC 2043-04-15 2043-04-15 4.75 - 4.75 Other Instrument CORPORATE 3845.00 3746.54 SOUTH CAROLINA ELEC & GAS CO 2018-11-01 2018-11-01 6.5 - 6.5 Other Instrument CORPORATE 921.00 1139.18 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2013-10-25 2013-10-25 1.25 - 1.25 Other Instrument CORPORATE 9438.00 9494.46 TRANSATLANTIC HLDGS INC 2015-12-14 2015-12-14 5.75 - 5.75 Other Instrument CORPORATE 10197.00 11390.26 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 7206.00 7270.35 VERIZON COMMUNICATIONS INC 2019-04-01 2019-04-01 6.35 - 6.35 Other Instrument CORPORATE 14.00 16.90 WHIRLPOOL CORP MEDIUM TERM NTS BOOK ENTRY 2023-03-01 2023-03-01 3.7 - 3.7 Other Instrument CORPORATE 92.00 89.29 5.75% NT REDEEM 07/ 2020-10-07 2020-10-07 5.75 - 5.75 Other Instrument CORPORATE 2510.00 2484.90 First Tier Security 2013-10-07 2013-10-07 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., 0.83% 48L994WA3 0000315030 Other Repurchase Agreement N BAC CAP TR XIV 2049-12-31 2049-12-31 4 - 4 Other Instrument CORPORATE 1414673.00 1081045.95 First Tier Security 2013-10-18 2013-10-18 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 BAYVIEW COMMERCIAL ASSET TRUST 2007 5 2037-10-25 2037-10-25 N/A Other Instrument MORTGAGE 105.00 57.78 COOLIDGE FUNDING 2040-07-09 2040-07-09 0.69 - 0.69 Other Instrument ASSET BACKED 4251.00 234.03 GREENPOINT CREDIT MANUFACTURED HOUSING CONTRACT TRUST 2032-03-13 2032-03-13 0.686 - 0.686 Other Instrument ASSET BACKED 319.00 116.88 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.566 - 5.566 Other Instrument MORTGAGE 29339.00 2942.50 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 1171.00 103.18 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2037-06-25 2037-06-25 N/A Other Instrument ASSET BACKED 726.00 493.80 TABERNA PREFERRED FUNDING 2035-11-05 2035-11-05 0.696 - 0.696 Other Instrument ASSET BACKED 419.00 155.51 TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.646 - 0.646 Other Instrument ASSET BACKED 2204444.00 1080174.88 First Tier Security 2014-01-03 2014-01-03 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 (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.20% 48N998RC4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2043-08-20 2043-08-20 3.5 - 3.5 Government Agency Debt 1080000.00 1031045.22 First Tier Security 2013-10-02 2013-10-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.66% 48N998AF5 0000318336 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORPOR 2035-06-20 2035-06-20 2.384 - 2.384 Other Instrument GOVERNMENT AGENCY 2145000.00 163839.62 BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 0.349 - 0.349 Other Instrument GOVERNMENT AGENCY 4395000.00 530432.07 AI COMMERICAL MORTGAGE PASS-TH 2022-04-15 2022-04-15 0.452 - 0.452 Other Instrument GOVERNMENT AGENCY 5000.00 4763.52 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 5000.00 4896.23 MORGAN STANLEY ABS CAPITAL I, 2035-07-25 2035-07-25 0.669 - 0.669 Other Instrument ASSET BACKED 15000.00 10543.45 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.459 - 0.459 Other Instrument ASSET BACKED 15000.00 11632.98 SAXON ASSET SECURITIES TRUST 1 2035-12-21 2035-12-21 0.619 - 0.619 Other Instrument ASSET BACKED 5000.00 4162.88 STRUCTURED ASSET SECURITIES CO 2035-11-25 2035-11-25 0.479 - 0.479 Other Instrument ASSET BACKED 160000.00 19146.10 THORNBURG MORTGAGE SECURITIES 2036-07-25 2036-07-25 0.359 - 0.359 Other Instrument GOVERNMENT AGENCY 2795000.00 331998.94 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 (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W6G8 0000318336 Other Repurchase Agreement N BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 35000.00 11848.10 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 0.679 - 0.679 Other Instrument GOVERNMENT AGENCY 1410000.00 305879.75 AI COMMERICAL MORTGAGE PASS-TH 2022-04-15 2022-04-15 0.452 - 0.452 Other Instrument GOVERNMENT AGENCY 15000.00 14290.57 INDYMAC INDX MORTGAGE LOAN TRU 2035-01-25 2035-01-25 2.125 - 2.125 Other Instrument GOVERNMENT AGENCY 205000.00 1460.64 MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.329 - 0.329 Other Instrument ASSET BACKED 10000.00 4544.19 NATIONSTAR HOME EQUITY LOAN TR 2037-03-25 2037-03-25 0.409 - 0.409 Other Instrument ASSET BACKED 50000.00 37192.32 OPTION ONE MORTGAGE LOAN TRUST 2037-04-25 2037-04-25 0.359 - 0.359 Other Instrument ASSET BACKED 10000.00 4980.98 SANTANDER DRIVE AUTO 2020-06-15 2020-06-15 3.41 - 3.41 Other Instrument ASSET BACKED 80000.00 79084.74 STRUCTURED ASSET MORTGAGE INVE 2046-07-25 2046-07-25 0.369 - 0.369 Other Instrument GOVERNMENT AGENCY 1634000.00 624135.65 First Tier Security 2013-10-01 2013-10-01 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W7M4 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.429 - 0.429 Other Instrument GOVERNMENT AGENCY 30000.00 8318.45 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 40000.00 22541.67 AI COMMERICAL MORTGAGE PASS-TH 2022-04-15 2022-04-15 0.452 - 0.452 Other Instrument GOVERNMENT AGENCY 5000.00 4763.52 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 85000.00 83235.86 LEHMAN XS TRUST, SERIES 2007-2 2037-12-25 2037-12-25 1.429 - 1.429 Other Instrument GOVERNMENT AGENCY 17771000.00 380668.13 MORGAN STANLEY ABS CAPITAL I, 2035-12-25 2035-12-25 0.489 - 0.489 Other Instrument ASSET BACKED 735000.00 580294.94 OPTION ONE MORTGAGE LOAN TRUST 2037-05-25 2037-05-25 0.349 - 0.349 Other Instrument ASSET BACKED 5000.00 2334.56 First Tier Security 2013-10-07 2013-10-07 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W8N1 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.339 - 0.339 Other Instrument ASSET BACKED 5000.00 3409.36 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.222 - 5.222 Other Instrument ASSET BACKED 10000.00 7652.13 CWHEQ HOME EQUITY LOAN TRUST, 2036-04-25 2036-04-25 5.555 - 5.555 Other Instrument ASSET BACKED 5000.00 2253.54 CD 2006-CD3 MORTGAGE TRUST 2048-10-17 2048-10-17 0.14 - 0.14 Other Instrument GOVERNMENT AGENCY 75000.00 878.75 DEUTSCHE ALT-A SECURITIES MORT 2037-02-25 2037-02-25 0.369 - 0.369 Other Instrument GOVERNMENT AGENCY 5000.00 1309.62 GSR MORTGAGE LOAN TRUST 2006-1 2046-03-25 2046-03-25 0.499 - 0.499 Other Instrument ASSET BACKED 5000.00 3490.42 HARBORVIEW MORTGAGE LOAN TRUST 2036-11-19 2036-11-19 0.461 - 0.461 Other Instrument GOVERNMENT AGENCY 245000.00 10562.10 MORGAN STANLEY ABS CAPITAL I I 2036-08-25 2036-08-25 0.319 - 0.319 Other Instrument ASSET BACKED 25000.00 13026.79 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 2037-05-25 0.239 - 0.369 Other Instrument ASSET BACKED 15000.00 3127.40 SACO I TRUST 2000-2 2036-06-25 2036-06-25 0.439 - 0.439 Other Instrument ASSET BACKED 8905000.00 994735.92 SAXON ASSET SECURITIES TRUST 1 2035-12-21 2035-12-21 0.619 - 0.619 Other Instrument ASSET BACKED 50000.00 41628.85 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 (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.67% 48K99W9M2 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.339 - 0.339 Other Instrument ASSET BACKED 5000.00 3409.36 BEAR STEARNS ALT-A TRUST 2002- 2035-07-25 2035-07-25 5.335 - 5.335 Other Instrument GOVERNMENT AGENCY 10000.00 3082.02 MORGAN STANLEY ABS CAPITAL I, 2036-06-25 2036-06-25 0.419 - 0.419 Other Instrument ASSET BACKED 40000.00 20949.53 RAMP SERIES 2004-RS8 TRUST 2035-11-25 2035-11-25 0.499 - 0.499 Other Instrument ASSET BACKED 195000.00 86173.40 SANTANDER DRIVE AUTO 2019-04-15 2019-04-15 5.95 - 5.95 Other Instrument ASSET BACKED 255000.00 223065.71 WACHOVIA BANK COMMERCIAL MORTG 2044-10-15 2044-10-15 5.414 - 5.414 Other Instrument ASSET BACKED 20000.00 21226.21 WASHINGTON MUTUAL MSC MORTGAGE 2035-05-25 2035-05-25 0.629 - 0.629 Other Instrument GOVERNMENT AGENCY 3622000.00 724321.16 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 (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2037-08-25 2037-08-25 1.179 - 1.179 Other Instrument ASSET BACKED 5000.00 2204.88 CWHEQ REVOLVING HOME EQUITY LO 2036-05-15 2036-05-15 0.362 - 0.362 Other Instrument ASSET BACKED 15000.00 2207.59 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 5000.00 4896.23 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.419 - 0.419 Other Instrument ASSET BACKED 65000.00 29497.33 MASTR ASSET BACKED SECURITIES 2036-11-25 2036-11-25 0.399 - 0.399 Other Instrument ASSET BACKED 50000.00 24560.76 MERRILL LYNCH FIRST FRANKLIN M 2037-06-25 2037-06-25 0.359 - 0.359 Other Instrument ASSET BACKED 10000.00 5718.98 MORGAN STANLEY ABS CAPITAL I I 2037-02-25 2037-02-25 0.509 - 0.509 Other Instrument ASSET BACKED 1950000.00 998244.18 STRUCTURED ADJUSTABLE RATE MOR 2036-01-25 2036-01-25 2.588 - 2.588 Other Instrument GOVERNMENT AGENCY 25000.00 6328.54 STRUCTURED ASSET SECURITIES CO 2036-04-25 2036-04-25 0.554 - 0.554 Other Instrument ASSET BACKED 15000.00 11183.91 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 (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.77% 48K99WUU0 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2034-09-25 2035-11-25 0.509 - 1.934 Other Instrument ASSET BACKED 330000.00 268939.04 BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 7.83 - 7.83 Other Instrument ASSET BACKED 75000.00 24104.68 CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.429 - 0.429 Other Instrument GOVERNMENT AGENCY 85000.00 23568.95 COUNTRYWIDE HOME LOAN TRUST 2034-02-15 2034-02-15 0.472 - 0.472 Other Instrument ASSET BACKED 5445000.00 275814.75 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 0.879 - 0.879 Other Instrument GOVERNMENT AGENCY 1200000.00 288614.85 CMLT1-07-WFHE1 D02/09/07 2037-01-25 2037-01-25 0.439 - 0.439 Other Instrument ASSET BACKED 60000.00 38922.20 CITIGROUP MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 5.764 - 5.764 Other Instrument ASSET BACKED 10000.00 4634.34 CMLTI 07-AHL3 D06/29/07 2037-05-25 2037-05-25 0.239 - 0.239 Other Instrument ASSET BACKED 195000.00 36060.53 CWABS ASSET-BACKED CERTIFICATE 2037-02-25 2037-02-25 0.419 - 0.419 Other Instrument ASSET BACKED 15000.00 8521.61 LEHMAN XS TRUST, SERIES 2005-3 2035-12-25 2035-12-25 0.479 - 0.479 Other Instrument ASSET BACKED 7545800.00 645776.36 MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.419 - 0.419 Other Instrument ASSET BACKED 70000.00 32020.74 SACO I TRUST 2006-8 2036-06-25 2036-06-25 0.319 - 0.319 Other Instrument ASSET BACKED 4140000.00 519504.70 First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N FLEETCOR TECHNOLOGIES INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 19610.00 2180043.70 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., 0.61% 45A99N8M0 Other Repurchase Agreement N JETBLUE AIRWAYS 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1420000.00 2176776.22 First Tier Security 2013-12-09 2013-12-09 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 CUBIST PHARMACEUTICALS,INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 2010000.00 2178647.04 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., 0.65% 45A99N8N8 Other Repurchase Agreement N CUBIST PHARMACEUTICALS,INC 2013-09-30 2013-09-30 N/A Other Instrument OTHER NOTE 1004000.00 1088239.62 First Tier Security 2014-01-16 2014-01-16 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996PP2 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2028-09-15 2040-07-15 4.568 - 6.418 Government Agency Debt 37790100.00 2060171.21 First Tier Security 2013-10-02 2013-10-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996FY4 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 6.002 - 6.002 Other Instrument GOVERNMENT AGENCY 1870000.00 1083474.55 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 JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 6.002 - 6.002 Other Instrument GOVERNMENT AGENCY 7470000.00 4328104.22 First Tier Security 2013-12-30 2013-12-30 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, 0.16% 48M9927A4 0000728612 Other Repurchase Agreement N ASANKO GOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 414630.00 995112.00 DOCUMENT SEC SYS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 457300.00 525895.00 NEPTUNE TECH&BIORES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 46565.00 154130.15 NEVSUN RESOURCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 386078.00 1239310.38 PROTALIX BIOTCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 306225.00 1405572.75 First Tier Security 2013-10-01 2013-10-01 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48M9926H0 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-09-25 2043-09-25 N/A Government Agency Debt 3846751.00 3090123.71 First Tier Security 2013-10-02 2013-10-02 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.31% 48M9927C0 0000728612 Other Repurchase Agreement N WAYNE CNTY MICH 2040-12-01 2040-12-01 10 - 10 Other Municipal Debt 3224950.00 3240028.43 First Tier Security 2013-10-01 2013-10-01 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.51% 48M9926C1 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-25 2042-12-25 1.577 - 1.577 Government Agency Debt 1689258.00 7109.90 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-01-25 2036-01-25 0.829 - 0.829 Other Instrument ASSET BACKED 31938.00 12733.75 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument MORTGAGE 54218.00 3735.24 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-04-25 2045-04-25 0.554 - 0.554 Other Instrument MORTGAGE 4942449.00 2137684.80 First Tier Security 2013-10-01 2013-10-01 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% 48M9922Q4 0000728612 Other Repurchase Agreement N MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 1.625 Other Instrument EQUITY 659446.00 1127343.54 First Tier Security 2013-11-01 2013-11-01 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M9923M2 0000728612 Other Repurchase Agreement N MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 1.625 Other Instrument EQUITY 181108.00 309609.79 NVIDIA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 79.00 1230.82 SBA COMMUNICATIONS CORP 2014-10-01 2014-10-01 4 - 4 Other Instrument EQUITY 280000.00 744245.29 SYNACOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2773.00 7209.80 VN RUSS2000 IDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25435.00 2179779.50 First Tier Security 2013-11-08 2013-11-08 N N N 3000000.00 3000000.00 0.0036 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48M9924C3 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2020-06-25 1.667 - 1.667 Government Agency Debt 3250000.00 265902.45 FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-25 2042-12-25 1.577 - 1.577 Government Agency Debt 8836959.00 37193.80 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-01-25 2036-01-25 0.829 - 0.829 Other Instrument ASSET BACKED 16136.00 6433.46 ICICI BANK LTD/NEW YORK NY 2013-10-30 2013-10-30 N/A Financial Company Commercial Paper 624.00 620.88 JEFFERIES RESECURITIZATION TRUST 2035-11-26 2035-11-26 5.13 - 5.13 Other Instrument ASSET BACKED 1748612.00 727162.31 SG MORTGAGE SECURITIES TRUST 2037-08-25 2037-08-25 0.979 - 0.979 Other Instrument ASSET BACKED 141127.00 28466.39 First Tier Security 2013-11-12 2013-11-12 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48E99Y3H2 Other Repurchase Agreement N ISHS MSCI EM MK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1781.00 73439.54 PWRSHS BLD AM BD PT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 34942.00 952518.92 SPDR NV BR BLD AM B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1012.00 54154.14 First Tier Security 2013-10-04 2013-10-04 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 U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.52% 48E99Y4A6 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 6.416 - 6.416 Government Agency Debt 23064329.00 1062855.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 Government Agency Debt 1000.00 270.69 GS MORTGAGE SECURITIES CORP II 2045-08-10 2045-08-10 5.799 - 5.799 Other Instrument MORTGAGE 1204.00 1340.20 First Tier Security 2013-10-07 2013-10-07 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99YUT6 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.684 - 1.684 Other Instrument ASSET BACKED 2202774.00 1431809.71 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 84861.54 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.93% 48E99YVR9 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.684 - 1.684 Other Instrument ASSET BACKED 1960395.00 1274262.63 First Tier Security 2013-11-04 2013-11-04 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.93% 48E99YWJ6 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.684 - 1.684 Other Instrument ASSET BACKED 2146815.00 1180741.81 First Tier Security 2013-11-12 2013-11-12 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.94% 48E99YYW5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 6.416 - 6.416 Government Agency Debt 23082438.00 1063690.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 Government Agency Debt 1000.00 270.69 CWALT ALTERNATIVE LOAN TRUST 2036-05-25 2036-05-25 5.75 - 5.75 Other Instrument MORTGAGE 1374.00 713.99 First Tier Security 2013-12-04 2013-12-04 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y2G5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2043-01-01 0.734 - 5.968 Government Agency Debt 1748441.00 392602.56 FEDERAL NATIONAL MORTGAGE ASSOC 2023-12-25 2042-05-01 2 - 6.196 Government Agency Debt 142179.00 12126.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-15 2054-04-16 1.75 - 6.762 Government Agency Debt 241262.00 137042.10 ALLY MASTER OWNER TRUST SERIES 2019-07-15 2019-07-15 1.72 - 1.72 Other Instrument ASSET BACKED 9124.00 9106.88 BANCO GNB SUDAMERIS S A 2018-05-02 2018-05-02 3.875 - 3.875 Other Instrument CORPORATE 1000.00 935.00 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.684 - 1.684 Other Instrument ASSET BACKED 61112.00 33611.42 RAMP 2036-03-25 2036-03-25 0.479 - 0.479 Other Instrument ASSET BACKED 828081.00 583829.82 First Tier Security 2014-01-09 2014-01-09 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.40% 48E99YLB5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 6.416 - 6.416 Government Agency Debt 22808219.00 1051053.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 Government Agency Debt 1000.00 270.69 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.684 - 1.684 Other Instrument ASSET BACKED 37559.00 20657.34 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., 0.31% 42T99QWG6 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-25 2042-06-01 4 - 5.736 Government Agency Debt 15573709.00 1065436.78 First Tier Security 2013-10-07 2013-10-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.49% 35J99R8F8 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-15 2028-04-15 3 - 3 Government Agency Debt 3050000.00 3065170.72 First Tier Security 2013-10-02 2013-10-02 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99BCE9 Other Repurchase Agreement N AUTOMATIC DATA PROC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53.00 3845.68 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 74227.00 1031755.30 BOSTON SCIENTIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 23.04 CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 916.00 21388.60 DELL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 591.00 8143.98 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 265.00 13843.60 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16.00 1078.08 First Tier Security 2013-10-01 2013-10-01 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99BCF6 Other Repurchase Agreement N AUTOMATIC DATA PROC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23.00 1668.88 CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 103.00 2405.05 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20269.00 990951.41 DELL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 871.00 12002.38 GOOGLE-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 876.39 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18.00 940.32 JOHNSON CONTROLS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17.00 723.01 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 198.00 6591.42 MICRON TECHNOLOGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 486.00 8563.32 PFIZER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 172.00 4967.36 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 181.00 15806.73 PIONEER NATURAL RES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 76.00 14347.28 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45.00 3474.45 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 90.00 6064.20 US BANCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 293.00 10694.50 First Tier Security 2013-10-02 2013-10-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99BCG4 Other Repurchase Agreement N BAKER HUGHES INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 467.00 23130.51 BOSTON SCIENTIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 299.00 3444.48 CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 93.40 GOOGLE-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2387.00 2091942.93 JPMORGAN CHASE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 82.00 4283.68 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 95.58 MICRON TECHNOLOGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 719.00 12668.78 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 222.00 19387.26 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 64.00 4941.44 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 67.38 US BANCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 36.50 First Tier Security 2013-10-03 2013-10-03 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99BCH2 Other Repurchase Agreement N MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33902.00 1128597.58 First Tier Security 2013-10-04 2013-10-04 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99BCJ8 Other Repurchase Agreement N MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 34661.00 1153864.69 First Tier Security 2013-10-07 2013-10-07 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.47% 23M99SVM7 0000230611 Other Repurchase Agreement N HEALTH MGMT ASSOCS INC NEW 2028-05-01 2028-05-01 3.75 - 3.75 Other Instrument EQUITY 11000.00 13116.41 MICRON TECHNOLOGY INC 2031-08-01 2031-08-01 1.5 - 1.5 Other Instrument EQUITY 603000.00 1136256.02 First Tier Security 2013-10-07 2013-10-07 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 ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS INC FORMER 2020-07-01 2020-07-01 1.25 - 1.25 Other Instrument EQUITY 578778.00 633380.08 BARNES GROUP INC 2027-03-15 2027-03-15 3.375 - 3.375 Other Instrument EQUITY 2000.00 2477.81 CORNERSTONE ONDEMAND INC 2018-07-01 2018-07-01 1.5 - 1.5 Other Instrument EQUITY 142.00 168.97 MICRON TECHNOLOGY INC 2027-06-01 2033-02-15 1.5 - 1.875 Other Instrument EQUITY 255433.00 417622.97 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 19000.00 23576.92 VECTOR GROUP LTD 2014-11-15 2014-11-15 6.75 - 6.75 Other Instrument EQUITY 3000.00 3873.75 First Tier Security 2013-10-07 2013-10-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994UG8 0000276523 Other Repurchase Agreement N BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2018-06-19 2018-06-19 2.05 - 2.05 Other Instrument CORPORATE 39328.00 39434.24 BANK AMER CORP 2016-10-14 2016-10-14 5.625 - 5.625 Other Instrument CORPORATE 649.00 739.77 CROWN AMERS LLC / CROWN AMERS CAP CORP III 2021-02-01 2021-02-01 6.25 - 6.25 Other Instrument CORPORATE 190944.00 202447.05 DISCOVERY COMMUNICATIONS LLC 2019-08-15 2019-08-15 5.625 - 5.625 Other Instrument CORPORATE 823.00 945.75 FIRST QLTY FIN 2021-05-15 2021-05-15 4.625 - 4.625 Other Instrument CORPORATE 416162.00 377667.02 FRONTIER COMMUNICATIONS CORP 2020-04-15 2020-04-15 8.5 - 8.5 Other Instrument CORPORATE 63339.00 72615.52 LABORATORY CORP AMER HLDGS 2016-05-15 2016-05-15 3.125 - 3.125 Other Instrument CORPORATE 36192.00 37901.30 MARATHON OIL CORP 2015-11-01 2015-11-01 0.9 - 0.9 Other Instrument CORPORATE 1000.00 1002.09 MERCK & CO INC 2019-06-30 2019-06-30 5 - 5 Other Instrument CORPORATE 215539.00 248900.13 QWEST COMMUNICATIONS INTL INC 2018-04-01 2018-04-01 7.125 - 7.125 Other Instrument CORPORATE 204.00 218.88 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2013-10-01 2033-08-01 5 - 5.625 Other Instrument CORPORATE 71000.00 61955.53 SLM CORP EDNOTES BOOK ENTRY 2013-12-15 2029-06-15 5.2 - 6 Other Instrument CORPORATE 27000.00 26497.40 SABMILLER HLDGS INC 2022-01-15 2022-01-15 3.75 - 3.75 Other Instrument CORPORATE 43.00 43.67 WYNDHAM WORLDWIDE CORP 2016-12-01 2016-12-01 6 - 6 Other Instrument CORPORATE 243.00 273.67 First Tier Security 2013-10-04 2013-10-04 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00