N-MFP LIVE N 2013-10-31 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 54 107 831341976.81 628317.80 180080.25 831790214.36 0.0025 1.0002 2013-10-31 1.0002 2013-10-31 C000019137 1.00 831790214.36 1.00 174331.25 174331.25 0.00 0.0024 1.0002 2013-10-31 1.0002 2013-10-31 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 2000180.00 2000180.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AYX4 Certificate of Deposit First Tier Security 2014-01-06 2014-01-06 N N N 2000000.00 2000000.00 0.0024 N 2000074.40 2000074.40 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 5000000.00 5000000.00 0.0060 N 5000183.50 5000183.50 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366AZG0 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 2999841.60 2999841.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.22% 06366LDW5 Certificate of Deposit First Tier Security 2013-11-18 2014-07-15 N N N 6000000.00 6000000.00 0.0072 N 6000312.00 6000312.00 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 10000333.00 10000333.00 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 3000295.50 3000295.50 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 3000308.10 3000308.10 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 4000416.00 4000416.00 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 2000159.80 2000159.80 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FRV4 Certificate of Deposit First Tier Security 2013-11-04 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000772.00 4000772.00 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 8001898.40 8001898.40 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-11-12 2014-04-10 N N N 4000000.00 4000000.00 0.0048 N 4001112.00 4001112.00 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 2000053.20 2000053.20 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 5000244.00 5000244.00 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 5000357.50 5000357.50 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 6000459.00 6000459.00 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 2000156.40 2000156.40 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 10000815.00 10000815.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.26% 06538F4P6 Certificate of Deposit First Tier Security 2013-11-12 2014-01-13 N N N 8000000.00 8000000.00 0.0096 N 8000784.00 8000784.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.72% 06538E6Z5 Certificate of Deposit First Tier Security 2014-01-02 2014-04-02 N N N 2000000.00 2003836.58 0.0024 N 2003990.00 2003990.00 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 2000113.80 2000113.80 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 3000179.70 3000179.70 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.23% 13606YZK5 Certificate of Deposit First Tier Security 2013-11-18 2014-07-14 N N N 10000000.00 10000000.00 0.0120 N 10002640.00 10002640.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2013-11-05 2014-04-04 N N N 3000000.00 3000000.00 0.0036 N 3000399.00 3000399.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2013-11-04 2014-04-02 N N N 4000000.00 4000000.00 0.0048 N 3998684.00 3998684.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GWZ0 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 3000000.00 3000000.00 0.0036 N 2999991.60 2999991.60 Credit Suisse Credit Suisse, 0.29% 22550DR76 Certificate of Deposit First Tier Security 2014-01-07 2014-01-07 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0060 N 5000420.00 5000420.00 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 3000720.90 3000720.90 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 4000316.40 4000316.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.20% 23330LD52 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 1000000.00 1000138.72 0.0012 N 1000216.80 1000216.80 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 3000079.80 3000079.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0WR6 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 6000000.00 6000000.00 0.0072 N 6000010.20 6000010.20 KBC Bank NV KBC Bank NV, 0.22% 4823T0WS4 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 6000000.00 6000000.00 0.0072 N 6000049.80 6000049.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0WT2 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 6000000.00 6000000.00 0.0072 N 6000060.00 6000060.00 KBC Bank NV KBC Bank NV, 0.22% 4823T0WU9 Certificate of Deposit First Tier Security 2013-11-07 2013-11-07 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 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 1000281.80 1000281.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60688LEA0 Certificate of Deposit First Tier Security 2013-12-17 2013-12-17 N N N 1000000.00 1000012.74 0.0012 N 999999.90 999999.90 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 3000139.50 3000139.50 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 3000152.70 3000152.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LFP6 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LGS9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHN9 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 3000000.00 3000000.00 0.0036 N 2999895.00 2999895.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHP4 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 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 3000178.80 3000178.80 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 1000069.30 1000069.30 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.14% 63873EF22 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 6000000.00 6000000.00 0.0072 N 5999748.00 5999748.00 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 7000009.80 7000009.80 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2013-11-12 2014-01-09 N N N 2000000.00 2000000.00 0.0024 N 1999964.00 1999964.00 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2013-11-22 2014-01-21 N N N 12000000.00 12000000.00 0.0144 N 12000564.00 12000564.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-11-20 2014-04-17 N N N 5000000.00 5000000.00 0.0060 N 4999565.00 4999565.00 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 9999862.50 0.0120 N 10000188.00 10000188.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NNZ5 Certificate of Deposit First Tier Security 2013-11-04 2014-06-03 N N N 3000000.00 3000000.00 0.0036 N 2999481.00 2999481.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HRD0 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 3000000.00 3000000.00 0.0036 N 2999883.30 2999883.30 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 3000000.00 0.0036 N 3000005.10 3000005.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2013-11-19 2014-01-21 N N N 2000000.00 2000000.00 0.0024 N 1999802.00 1999802.00 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 4000119.60 4000119.60 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 4000277.20 4000277.20 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 3000224.40 3000224.40 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 3000104.40 3000104.40 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 4000157.20 4000157.20 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 3000136.20 3000136.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C2H4 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 3000000.00 3000000.00 0.0036 N 3000084.60 3000084.60 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 4000093.20 4000093.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-11-15 2014-04-15 N N N 7000000.00 7000000.00 0.0084 N 7000826.00 7000826.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFE8 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 2000000.00 2000000.00 0.0024 N 2000159.60 2000159.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFH1 Certificate of Deposit First Tier Security 2014-02-24 2014-02-24 N N N 3000000.00 3000000.00 0.0036 N 3000289.50 3000289.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFK4 Certificate of Deposit First Tier Security 2014-02-25 2014-02-25 N N N 3000000.00 3000000.00 0.0036 N 3000292.20 3000292.20 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 3000037.50 3000037.50 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 3000326.10 3000326.10 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFN8 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 4000000.00 4000000.00 0.0048 N 4000209.60 4000209.60 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 1000004.72 0.0012 N 1000024.30 1000024.30 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 1000004.86 0.0012 N 1000025.00 1000025.00 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 2000213.20 2000213.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112TMH4 Certificate of Deposit First Tier Security 2014-04-07 2014-04-07 N N N 4000000.00 4000000.00 0.0048 N 4000526.00 4000526.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WWF0 Certificate of Deposit First Tier Security 2013-11-15 2013-11-15 N N N 2000000.00 2000000.00 0.0024 N 2000096.00 2000096.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WA49 Certificate of Deposit First Tier Security 2013-11-20 2013-12-20 N N N 3000000.00 3000000.00 0.0036 N 3000528.00 3000528.00 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2013-11-29 2014-04-30 N N N 7000000.00 7000000.00 0.0084 N 7001414.00 7001414.00 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 1000299.30 1000299.30 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 4001197.20 4001197.20 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 3001117.80 3001117.80 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 8002952.80 8002952.80 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 9003357.00 9003357.00 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 2000753.80 2000753.80 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 8001444.00 8001444.00 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 4001277.20 4001277.20 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 3000013.20 3000013.20 RBS Citizens NA RBS Citizens NA, 0.20% 74929NAS1 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 4000000.00 4000000.00 0.0048 N 4000004.40 4000004.40 RBS Citizens NA RBS Citizens NA, 0.20% 74929NAT9 Certificate of Deposit First Tier Security 2013-11-06 2013-11-06 N N N 4000000.00 4000000.00 0.0048 N 4000026.80 4000026.80 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2013-11-12 2014-03-12 N N N 2000000.00 2000000.00 0.0024 N 1999276.20 1999276.20 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6R34 Certificate of Deposit First Tier Security 2013-11-29 2014-03-28 N N N 2000000.00 2000000.00 0.0024 N 1999858.00 1999858.00 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 3000162.30 3000162.30 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 2999918.10 2999918.10 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 5000004.00 5000004.00 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 4000389.20 4000389.20 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 2000050.00 2000050.00 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 6000021.65 0.0072 N 6000449.40 6000449.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2013-11-08 2014-04-08 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-11-25 2014-03-24 N N N 4000000.00 4000000.00 0.0048 N 4000180.00 4000180.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-11-25 2014-03-25 N N N 6000000.00 6000000.00 0.0072 N 6000276.00 6000276.00 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 6002257.80 6002257.80 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 1000381.60 1000381.60 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 1000396.80 1000396.80 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 1000418.20 1000418.20 U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.14% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 13210000.00 13202233.80 0.0159 N 13204887.73 13204887.73 U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796BE8 Treasury Debt First Tier Security 2014-05-01 2014-05-01 N N N 10940000.00 10935599.69 0.0131 N 10935459.90 10935459.90 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 4999197.92 0.0060 N 4999695.00 4999695.00 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 14031589.61 0.0169 N 14032270.00 14032270.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 7000000.00 7036395.56 0.0085 N 7035819.00 7035819.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828KN9 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 1000000.00 1008808.38 0.0012 N 1008750.00 1008750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828SR2 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 2000000.00 2001425.39 0.0024 N 2001328.00 2001328.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828SW1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 2660000.00 2662253.89 0.0032 N 2662077.46 2662077.46 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 13999197.70 0.0168 N 14001092.00 14001092.00 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 6039471.74 0.0073 N 6040314.00 6040314.00 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 2009294.26 0.0024 N 2009532.00 2009532.00 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 10001160.21 0.0120 N 10001170.00 10001170.00 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 5000372.64 0.0060 N 5000585.00 5000585.00 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 2003487.72 0.0024 N 2003750.00 2003750.00 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 1004035.67 0.0012 N 1004219.00 1004219.00 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 1000382.13 0.0012 N 1000547.00 1000547.00 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 2002917.74 0.0024 N 2003046.00 2003046.00 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 2001405.27 0.0024 N 2001640.00 2001640.00 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 2022244.71 0.0024 N 2022422.00 2022422.00 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 6018957.69 0.0072 N 6020154.00 6020154.00 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 8029184.89 0.0097 N 8031560.00 8031560.00 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 2036644.60 0.0024 N 2037188.00 2037188.00 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 2001346.54 0.0024 N 2002110.00 2002110.00 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 10015455.84 0.0120 N 10015230.00 10015230.00 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 1999573.33 0.0024 N 1999743.40 1999743.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GUR4 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 1000000.00 999513.33 0.0012 N 999673.20 999673.20 BAT International Finance PLC BAT International Finance PLC, 0.28% 05531MY51 Financial Company Commercial Paper Second Tier Security 2013-11-05 2013-11-05 N N N 1000000.00 999968.89 0.0012 N 999972.20 999972.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N1B44 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 5000000.00 4997097.23 0.0060 N 4997226.50 4997226.50 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 2999380.00 0.0036 N 2999624.10 2999624.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272EA65 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-01-06 N N N 1000000.00 999688.33 0.0012 N 999767.40 999767.40 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 999659.72 0.0012 N 999842.10 999842.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AEC6 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-03-28 N N N 8000000.00 8001722.59 0.0096 N 8003048.00 8003048.00 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 2996476.67 0.0036 N 2996938.80 2996938.80 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 998778.89 0.0012 N 998921.80 998921.80 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 2998692.09 0.0036 N 2999118.30 2999118.30 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 2998515.00 0.0036 N 2998927.20 2998927.20 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE17 Financial Company Commercial Paper First Tier Security 2014-05-01 2014-05-01 N N N 1000000.00 998893.89 0.0012 N 999039.40 999039.40 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE25 Financial Company Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 1000000.00 998887.78 0.0012 N 999034.20 999034.20 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE58 Financial Company Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 1000000.00 998869.45 0.0012 N 999018.30 999018.30 ING U.S. Funding LLC ING U.S. Funding LLC, 0.20% 4497W0Z27 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N Y ING BANK NV N/A N/A N 1000000.00 999827.78 0.0012 N 999865.80 999865.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-11-07 2014-03-07 N N N 6000000.00 6000000.00 0.0072 N 5998380.00 5998380.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-11-24 2013-12-24 N N N 10000000.00 10000000.00 0.0120 N 10001230.00 10001230.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 4000000.00 4000000.00 0.0048 N 4000308.00 4000308.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-11-04 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 3000366.00 3000366.00 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 3999166.67 0.0048 N 3999791.60 3999791.60 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489GY43 Financial Company Commercial Paper First Tier Security 2013-11-04 2013-11-04 N N N 2000000.00 1999975.00 0.0024 N 1999975.60 1999975.60 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.15% 51489GY50 Financial Company Commercial Paper First Tier Security 2013-11-05 2013-11-05 N N N 2000000.00 1999966.67 0.0024 N 1999969.40 1999969.40 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 1999720.00 0.0024 N 1999773.00 1999773.00 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 1999859.44 0.0024 N 1999908.80 1999908.80 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 999840.28 0.0012 N 999879.70 999879.70 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 2999501.67 0.0036 N 2999618.10 2999618.10 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 999750.83 0.0012 N 999784.80 999784.80 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 999597.50 0.0012 N 999674.70 999674.70 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 2999138.33 0.0036 N 2999544.00 2999544.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCK2 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 8000000.00 7992640.01 0.0096 N 7992740.80 7992740.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCR7 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 2000000.00 1998080.00 0.0024 N 1998042.60 1998042.60 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 5995880.00 0.0072 N 5996203.80 5996203.80 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 1999782.78 0.0024 N 1999935.00 1999935.00 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 1998486.11 0.0024 N 1999081.40 1999081.40 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 1999275.00 0.0024 N 1999512.80 1999512.80 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 999669.72 0.0012 N 999710.70 999710.70 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.25% 82124MAE0 Asset Backed Commercial Paper First Tier Security 2014-01-14 2014-01-14 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 3000000.00 2998458.34 0.0036 N 2998875.00 2998875.00 AT&T, Inc. AT&T, Inc., 0.27% 0020A2YF3 Other Commercial Paper Second Tier Security 2013-11-15 2013-11-15 N N N 1000000.00 999895.00 0.0012 N 999895.80 999895.80 AT&T, Inc. AT&T, Inc., 0.27% 0020A2YJ5 Other Commercial Paper Second Tier Security 2013-11-18 2013-11-18 N N N 1000000.00 999872.50 0.0012 N 999870.00 999870.00 AT&T, Inc. AT&T, Inc., 0.28% 0020A2YJ5 Other Commercial Paper Second Tier Security 2013-11-18 2013-11-18 N N N 1000000.00 999867.78 0.0012 N 999870.00 999870.00 BPCE SA BPCE SA, 0.20% 05571BY64 Other Commercial Paper First Tier Security 2013-11-06 2013-11-06 N N N 2000000.00 1999944.44 0.0024 N 1999966.60 1999966.60 BPCE SA BPCE SA, 0.20% 05571BYC1 Other Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 2000000.00 1999877.78 0.0024 N 1999924.60 1999924.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Other Commercial Paper First Tier Security 2013-11-05 2014-04-07 N N N 1000000.00 1000000.00 0.0012 N 999874.00 999874.00 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-11-05 2013-12-05 N N N 5000000.00 5000000.00 0.0060 N 5000310.00 5000310.00 Devon Energy Corp. Devon Energy Corp., 0.32% 25179JAB6 Other Commercial Paper Second Tier Security 2013-11-25 2013-12-02 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999760.00 3999760.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.28% 2574P0YL2 Other Commercial Paper Second Tier Security 2013-11-20 2013-11-20 N N N 1000000.00 999852.22 0.0012 N 999853.90 999853.90 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 1000111.70 1000111.70 Sempra Global Sempra Global, 0.32% 81685LYK5 Other Commercial Paper Second Tier Security 2013-11-19 2013-11-19 N N N 1000000.00 999840.00 0.0012 N 999906.60 999906.60 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 999951.39 0.0012 N 999954.90 999954.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.21% 89233ABB4 Other Commercial Paper First Tier Security 2013-11-11 2014-03-13 N N N 3000000.00 3000000.00 0.0036 N 3000006.00 3000006.00 Fannie Mae Fannie Mae, 0.16% 3135G0PG2 Government Agency Debt First Tier Security 2013-11-11 2014-09-11 N N N 6000000.00 5998984.31 0.0072 N 6002370.00 6002370.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-11-21 2015-10-21 N N N 8000000.00 7998393.69 0.0096 N 8000184.00 8000184.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A0A91 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 2000000.00 2000000.00 0.0024 N 2000674.00 2000674.00 Freddie Mac Freddie Mac, 0.16% 3134G4J33 Government Agency Debt First Tier Security 2013-11-16 2015-10-16 N N N 9000000.00 9000024.86 0.0108 N 8998578.00 8998578.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-11-17 2015-07-17 N N N 4000000.00 3999308.34 0.0048 N 4000808.00 4000808.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-11-26 2015-06-26 N N N 8000000.00 7998680.55 0.0096 N 8001936.00 8001936.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2013-11-05 2014-12-05 N N N 10000000.00 10000000.00 0.0120 N 10005000.00 10005000.00 Freddie Mac Freddie Mac, 0.17% 3134G4DT2 Government Agency Debt First Tier Security 2013-11-16 2015-07-16 N N N 4000000.00 3999309.45 0.0048 N 4000812.00 4000812.00 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 1999688.00 1999688.00 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 2000002.80 2000002.80 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 2000011.00 2000011.00 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 2000022.20 2000022.20 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 2000041.60 2000041.60 Dominion Resources, Inc. Dominion Resources, Inc., 0.37% 25746UBS7 Other Note Second Tier Security 2013-11-21 2013-11-21 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000010.00 2000010.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.26% 86959JDE5 Other Note First Tier Security 2013-11-15 2014-04-15 N N N 2000000.00 2000000.00 0.0024 N 2000006.00 2000006.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-11-27 2014-04-25 N N N 6000000.00 6000000.00 0.0072 N 5999628.00 5999628.00 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 A, tender 12/06/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-12-06 2013-12-06 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 3754895.82 0.0045 N 3755759.00 3755759.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.24% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-11-07 2013-11-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0055 N 4600000.00 4600000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.10% 48P999JG0 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2041-09-20 2.5 - 4.5 Government Agency Debt 1539523.00 664970.35 GINNIE MAE 2041-05-20 2041-11-20 3.5 - 3.5 Government Agency Debt 1594093.00 616577.69 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 1256000.00 1256000.00 0.0015 N 1256000.00 1256000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.13% 48P999JX3 0001197610 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2043-01-20 2 - 3.5 Government Agency Debt 4692707.00 3541757.08 First Tier Security 2013-11-07 2013-11-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 3469000.00 3469000.00 0.0042 N 3469000.00 3469000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48P995CU4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 3.5 - 3.5 Government Agency Debt 1525000.00 1541676.16 First Tier Security 2013-11-07 2013-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1508000.00 1508000.00 0.0018 N 1508000.00 1508000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 48P995DX7 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 3.5 - 3.5 Government Agency Debt 975000.00 985661.81 First Tier Security 2013-11-07 2013-11-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 964000.00 964000.00 0.0012 N 964000.00 964000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.14% 48P99DPV1 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2026-06-01 4 - 4 Government Agency Debt 6783317.00 4963763.92 First Tier Security 2013-11-07 2013-11-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4866000.00 4866000.00 0.0059 N 4866000.00 4866000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.15% 48P99DRA5 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2026-06-01 4 - 4 Government Agency Debt 5382314.00 3938565.16 First Tier Security 2013-11-07 2013-11-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 3861000.00 3861000.00 0.0046 N 3861000.00 3861000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.557 - 8 Government Agency Debt 4645.92 733.10 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2042-03-01 0.48 - 9.5 Government Agency Debt 12818.14 2322.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.362 - 7 Government Agency Debt 6698.43 2934.09 Unrated Security 2013-11-01 2013-11-01 N N N 5846.00 5845.78 0.0000 N 5845.78 5845.78 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2043-11-01 0.474 - 7 Government Agency Debt 2842.08 2418.43 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2043-10-01 0.499 - 8.75 Government Agency Debt 4206.56 3448.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-10-20 2 - 5.5 Government Agency Debt 669.32 621.68 Unrated Security 2013-11-01 2013-11-01 N N N 6349.00 6348.90 0.0000 N 6348.90 6348.90 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-01-01 2043-09-01 0.424 - 8 Government Agency Debt 560.42 389.54 FEDERAL NATIONAL MORTGAGE ASSOC 2014-03-01 2052-11-25 0.479 - 9 Government Agency Debt 1365.62 592.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-02-20 2062-10-20 0.472 - 7 Government Agency Debt 358.48 299.75 Unrated Security 2013-11-01 2013-11-01 N N N 1246.00 1245.82 0.0000 N 1245.82 1245.82 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.12%, dated 10/31/2013 due 11/01/2013 48Q99DSU9_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-06-30 2015-08-31 0.375 - 1.25 Treasury Debt 593.68 601.03 FEDERAL FARM CREDIT 2013-12-03 2033-03-01 0.4 - 6.3 Government Agency Debt 233.82 224.45 FEDERAL HOME LOAN BANK 2015-12-21 2028-04-10 1 - 6.13 Government Agency Debt 88.44 89.39 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-30 2043-11-01 0 - 6.131 Government Agency Debt 15371.60 9922.35 FEDERAL NATIONAL MORTGAGE ASSOC 2016-02-22 2045-09-01 0.5 - 6.625 Government Agency Debt 11511.37 9166.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-02-15 2055-01-15 1.75 - 9 Government Agency Debt 11799.74 5061.71 TENNESEE VALLEY AUTHORITY 2018-10-15 2018-10-15 1.75 - 1.75 Government Agency Debt 1.81 1.82 Unrated Security 2013-11-01 2013-11-01 N N N 24560.00 24559.50 0.0000 N 24559.50 24559.50 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.27% 47Z9953H4 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2018-09-25 2018-09-25 2.303 - 2.303 Government Agency Debt 3086.00 3152.94 AMERICAN FINL GROUP INC OHIO 2029-06-15 2029-06-15 9.875 - 9.875 Other Instrument CORPORATE 177.00 237.34 AON CORP 2020-09-30 2020-09-30 5 - 5 Other Instrument CORPORATE 135.00 150.73 APPLIED MATLS INC 2041-06-15 2041-06-15 5.85 - 5.85 Other Instrument CORPORATE 1109.00 1198.50 BANK AMER CORP 2020-07-01 2020-07-01 5.625 - 5.625 Other Instrument CORPORATE 101.00 117.89 BELLSOUTH CORP 2014-09-15 2014-09-15 5.2 - 5.2 Other Instrument CORPORATE 812.00 850.14 CORPORACION ANDINA DE FOMENTO 2022-06-15 2022-06-15 4.375 - 4.375 Other Instrument CORPORATE 191.00 197.28 DNB NOR BOLIGKREDITT AS COVERED BD PROGRAM BOOK 2015-10-14 2015-10-14 2.1 - 2.1 Other Instrument CORPORATE 32794.00 33734.91 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 4452.00 5412.17 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2018-05-15 2018-05-15 5 - 5 Other Instrument CORPORATE 90.00 102.07 GAP INC 2021-04-12 2021-04-12 5.95 - 5.95 Other Instrument CORPORATE 1539.00 1716.72 HSBC FIN CORP 2016-06-01 2016-06-01 0.691 - 0.691 Other Instrument CORPORATE 100000.00 99761.92 KROGER CO 2017-08-15 2017-08-15 6.4 - 6.4 Other Instrument CORPORATE 130.00 151.69 LOWES COS INC 2036-10-15 2036-10-15 5.8 - 5.8 Other Instrument CORPORATE 14449.00 16379.79 MACQUARIE BK LTD SR 2013-12-17 2013-12-17 4.1 - 4.1 Other Instrument CORPORATE 837120.00 853595.45 NOVARTIS CAP CORP 2022-09-21 2022-09-21 2.4 - 2.4 Other Instrument CORPORATE 6624.00 6260.78 PETROBAS INTL FIN CO 2014-09-15 2014-09-15 7.75 - 7.75 Other Instrument CORPORATE 2819.00 3001.96 SOUTH CAROLINA ELEC & GAS CO 2018-11-01 2018-11-01 6.5 - 6.5 Other Instrument CORPORATE 921.00 1145.21 TRANSATLANTIC HLDGS INC 2015-12-14 2015-12-14 5.75 - 5.75 Other Instrument CORPORATE 10197.00 11372.84 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 7206.00 7364.78 VERIZON COMMUNICATIONS INC 2016-02-15 2019-04-01 5.55 - 6.35 Other Instrument CORPORATE 678.00 753.97 WHIRLPOOL CORP MEDIUM TERM NTS BOOK ENTRY 2023-03-01 2023-03-01 3.7 - 3.7 Other Instrument CORPORATE 92.00 90.73 SOCIETE GENERALE AC 2015-09-14 2015-09-14 3.1 - 3.1 Other Instrument CORPORATE 259.00 270.07 5.75% NT REDEEM 07/ 2020-10-07 2020-10-07 5.75 - 5.75 Other Instrument CORPORATE 2510.00 2604.13 BANGKOK BANK PUBLIC 2015-10-18 2015-10-18 3.25 - 3.25 Other Instrument CORPORATE 474.00 488.15 First Tier Security 2013-11-07 2013-11-07 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., 0.85% 48L9946U8 0000315030 Other Repurchase Agreement N THERAVANCE INC 2023-01-15 2023-01-15 2.125 - 2.125 Other Instrument EQUITY 731371.00 1100264.98 First Tier Security 2014-01-16 2014-01-16 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 59.92 COOLIDGE FUNDING 2040-07-09 2040-07-09 0.663 - 0.663 Other Instrument ASSET BACKED 4251.00 226.46 GREENPOINT CREDIT MANUFACTURED HOUSING CONTRACT TRUST 2032-03-13 2032-03-13 0.683 - 0.683 Other Instrument ASSET BACKED 319.00 118.16 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.755 - 5.755 Other Instrument MORTGAGE 29339.00 3017.01 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 1171.00 102.36 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2037-06-25 2037-06-25 N/A Other Instrument ASSET BACKED 726.00 495.88 TABERNA PREFERRED FUNDING 2035-11-05 2035-11-05 0.696 - 0.696 Other Instrument ASSET BACKED 419.00 155.81 TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.646 - 0.646 Other Instrument ASSET BACKED 2204444.00 1080988.20 First Tier Security 2014-01-22 2014-01-22 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, 0.21% 48N9982D9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-09-16 2053-09-16 0.459 - 0.459 Government Agency Debt 18530000.00 1030267.98 First Tier Security 2013-11-06 2013-11-06 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, 0.64% 48N998TR9 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED NOTES TRUST 2036-11-25 2036-11-25 0.644 - 0.644 Other Instrument ASSET BACKED 10000.00 3021.41 INSTITUTIONAL SECURED 2013-11-07 2013-11-07 N/A Other Commercial Paper 5000.00 4999.89 STRUCTURED ASSET INVESTMENT LO 2034-04-25 2034-04-25 2.206 - 2.206 Other Instrument ASSET BACKED 5877000.00 1077067.32 First Tier Security 2014-01-06 2014-01-06 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, 0.64% 48N998VF2 0000318336 Other Repurchase Agreement N COMMERCIAL MORTGAGE TRUST 2007 2049-12-10 2049-12-10 6.047 - 6.047 Other Instrument ASSET BACKED 1138000.00 1081148.69 First Tier Security 2014-01-10 2014-01-10 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, 0.71% 48N998VX3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-16 2040-05-16 2 - 2 Government Agency Debt 15000.00 14870.76 ALTERNATIVE LOAN TRUST 2006-46 2047-02-25 2047-02-25 6 - 6 Other Instrument GOVERNMENT AGENCY 3577000.00 591187.85 GSAMP TRUST 2005-HE2-N 2035-09-25 2035-09-25 0.66 - 0.66 Other Instrument ASSET BACKED 595000.00 477820.56 First Tier Security 2014-04-16 2014-04-16 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 CWHEQ REVOLVING HOME EQUITY LO 2035-12-15 2035-12-15 0.414 - 0.414 Other Instrument ASSET BACKED 8275000.00 757694.50 COMMERCIAL MORTGAGE TRUST 2007 2049-12-10 2049-12-10 6.047 - 6.047 Other Instrument ASSET BACKED 25000.00 23751.07 STRUCTURED ASSET INVESTMENT LO 2034-04-25 2034-04-25 2.206 - 2.206 Other Instrument ASSET BACKED 1670000.00 306057.93 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 BNC MORTGAGE LOAN TRUST, 2006- 2036-11-25 2036-11-25 0.48 - 0.48 Other Instrument ASSET BACKED 150000.00 16332.40 COUNTRYWIDE HOME LOAN TRUST 2034-02-15 2034-02-15 0.474 - 0.474 Other Instrument ASSET BACKED 40000.00 1452.54 CARRINTON MORTGAGE LOAN TRUST, 2037-06-25 2037-06-25 0.36 - 0.36 Other Instrument ASSET BACKED 4928000.00 2093017.32 WASHINGTON MUTUAL MORTGAGE PAS 2037-04-25 2037-04-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 175000.00 58498.76 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 ANHEUSER-BUSCH INBEV SA/NV 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 21127.00 2181151.48 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., 0.60% 45A99N8S7 Other Repurchase Agreement N MICRON TECHNOLOGY, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 568000.00 1087802.36 First Tier Security 2014-02-14 2014-02-14 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 45A99N8M0 Other Repurchase Agreement N CACI INTL INC 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 661000.00 870156.93 MOLINA HEALTHCARE, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 1141000.00 1307158.13 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., 0.62% 45A99N8U2 Other Repurchase Agreement N MICRON TECHNOLOGY, INC. 2013-10-31 2013-10-31 N/A Other Instrument OTHER NOTE 568000.00 1087802.36 First Tier Security 2014-03-17 2014-03-17 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.22% 48M996SA2 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-25 2042-03-25 4 - 4 Government Agency Debt 16330000.00 2060568.20 First Tier Security 2013-11-06 2013-11-06 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 5.813 - 5.813 Other Instrument GOVERNMENT AGENCY 1785000.00 1082463.50 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., 0.61% 48M996RW5 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.813 - 5.813 Other Instrument GOVERNMENT AGENCY 1785000.00 1082463.50 First Tier Security 2014-01-29 2014-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A 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 5.813 - 5.813 Other Instrument GOVERNMENT AGENCY 7140000.00 4329853.98 First Tier Security 2014-01-29 2014-01-29 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, 0.25% 48Q99VCJ1 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2063-08-20 2063-08-20 2 - 2 Government Agency Debt 3044712.00 3090043.70 First Tier Security 2013-11-06 2013-11-06 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 48Q99VCD4 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-25 2042-12-25 1.577 - 1.577 Government Agency Debt 1689258.00 6781.88 BANC OF AMERICA FUNDING CORP 2047-01-20 2047-01-20 2.939 - 2.939 Other Instrument MORTGAGE 738002.00 155926.56 BEAR STEARNS MTG FDG TR 2007-AR5 2037-06-25 2037-06-25 N/A Other Instrument MORTGAGE 1673202.00 17142.91 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument MORTGAGE 54218.00 3784.20 CBA COMMERCIAL ASSETS 2036-06-25 2036-06-25 0.429 - 0.429 Other Instrument ASSET BACKED 174905.00 45233.93 MEZZ CAP COMMERCIAL MORTGAGE TRUST COMMERCIAL MORTGAGE PTC 2037-01-15 2037-01-15 N/A Other Instrument MORTGAGE 6747900.00 459826.23 PORTER SQUARE CDO 2038-08-15 2038-08-15 2.096 - 2.096 Other Instrument ASSET BACKED 9178430.00 1471080.75 First Tier Security 2013-11-05 2013-11-05 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% 48M9928L9 0000728612 Other Repurchase Agreement N FEDEX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 195.00 25897.95 GOLDCORP INC NEW 2014-08-01 2014-08-01 2 - 2 Other Instrument EQUITY 130000.00 131787.50 JOHNSON & JOHNSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 205.00 19021.95 SBA COMMUNICATIONS CORP 2014-10-01 2014-10-01 4 - 4 Other Instrument EQUITY 300000.00 877189.00 VN RUSS2000 IDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24771.00 2184059.07 First Tier Security 2013-12-06 2013-12-06 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% 48M9928U9 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-25 2042-12-25 1.577 - 1.577 Government Agency Debt 8836959.00 35477.84 BANC OF AMERICA FUNDING CORP 2047-01-20 2047-01-20 2.939 - 2.939 Other Instrument MORTGAGE 2917152.00 616341.79 CAPITAL TRUST RE CDO 2050-03-20 2050-03-20 0.463 - 0.463 Other Instrument ASSET BACKED 3764.00 437.50 CBA COMMERCIAL ASSETS 2036-06-25 2036-06-25 0.429 - 0.429 Other Instrument ASSET BACKED 1027680.00 265778.62 FORD MOTOR CREDIT CO LLC 2013-11-12 2013-11-12 N/A Financial Company Commercial Paper 100000.00 99970.84 MERRILL LYNCH MORTGAGE INVESTORS 2035-04-25 2035-04-25 0.61 - 0.61 Other Instrument MORTGAGE 110098.00 57547.42 MEZZ CAP COMMERCIAL MORTGAGE TRUST COMMERCIAL MORTGAGE PTC 2037-01-15 2037-01-15 N/A Other Instrument MORTGAGE 7038.00 479.59 First Tier Security 2013-12-13 2013-12-13 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% 48E99Y6H9 Other Repurchase Agreement N ISH RUS 1000 GR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13204.00 1080087.20 First Tier Security 2013-11-07 2013-11-07 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., 0.93% 48E99YVR9 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.67 - 1.67 Other Instrument ASSET BACKED 1960395.00 1303109.84 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 1.67 - 1.67 Other Instrument ASSET BACKED 2146815.00 1212510.38 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 HOME LOAN MORTGAGE CORP 2042-12-01 2043-04-01 1.79 - 2.295 Government Agency Debt 36210.00 33334.24 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2043-01-01 2.309 - 6.421 Government Agency Debt 23105905.00 968648.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 7565.00 3095.73 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.67 - 1.67 Other Instrument ASSET BACKED 60788.00 40406.88 CWALT ALTERNATIVE LOAN TRUST 2036-05-25 2036-05-25 5.75 - 5.75 Other Instrument MORTGAGE 1374.00 715.33 CWALT ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.42 - 0.42 Other Instrument MORTGAGE 94629.00 19713.56 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 2037-12-15 2043-04-01 1.79 - 5.976 Government Agency Debt 1743639.00 382077.91 FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-01 2042-09-01 2.31 - 4 Government Agency Debt 8888.00 6880.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-16 2054-08-15 0.432 - 6.766 Government Agency Debt 381448.00 157235.23 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.67 - 1.67 Other Instrument ASSET BACKED 774132.00 508472.98 MORTGAGEIT TRUST 2034-12-25 2034-12-25 1.97 - 1.97 Other Instrument MORTGAGE 7538.00 941.94 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., 1.10% 48E99Y6J5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2043-04-01 1.79 - 2.295 Government Agency Debt 48755.00 45328.26 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2043-01-01 2.309 - 6.421 Government Agency Debt 22829471.00 955367.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-15 2040-08-15 5 - 5 Government Agency Debt 7442.00 3045.40 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.67 - 1.67 Other Instrument ASSET BACKED 107535.00 67727.45 First Tier Security 2014-02-27 2014-02-27 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 2041-10-25 2042-06-01 4 - 6.021 Government Agency Debt 4619052.00 1028904.49 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2037-10-20 4.5 - 4.5 Government Agency Debt 100000.00 6941.36 First Tier Security 2013-11-07 2013-11-07 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., 0.50% 35J99R8L5 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-10-01 2043-10-01 4 - 4 Government Agency Debt 965000.00 1020502.57 First Tier Security 2013-11-06 2013-11-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.28% 60S99BDH1 Other Repurchase Agreement N ABBOTT LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 505.00 18654.70 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 71895.00 1018752.15 BOSTON SCIENTIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 23.40 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 164.00 8181.96 EMC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 942.00 22608.00 EBAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 103.00 5431.19 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 116.00 6283.72 MONSANTO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 105.95 First Tier Security 2013-11-05 2013-11-05 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.28% 60S99BDJ7 Other Repurchase Agreement N ABBOTT LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 448.00 16549.12 AGILENT TECH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 51.15 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 194.00 2748.98 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 139.00 6934.71 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26006.00 1030357.72 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 108.34 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 102.00 5003.10 JOHNSON CONTROLS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17.00 765.85 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 90.48 METLIFE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44.00 2156.00 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 171.00 15277.14 First Tier Security 2013-11-06 2013-11-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVQ8 0000230611 Other Repurchase Agreement N NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 723000.00 1019128.75 P H H CORP PHH CORP FORMERLY PHH GROUP INC TO 08 2017-06-15 2017-06-15 6 - 6 Other Instrument EQUITY 14000.00 29586.15 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 8000.00 14089.89 SANDISK CORP 2017-08-15 2017-08-15 1.5 - 1.5 Other Instrument EQUITY 13000.00 19240.61 First Tier Security 2013-11-07 2013-11-07 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, 0.44% 23M99SVR6 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 614469.31 BARNES GROUP INC 2027-03-15 2027-03-15 3.375 - 3.375 Other Instrument EQUITY 2000.00 2559.89 CBIZ INC 2015-10-01 2015-10-01 4.875 - 4.875 Other Instrument EQUITY 1000.00 1235.31 CORNERSTONE ONDEMAND INC 2018-07-01 2018-07-01 1.5 - 1.5 Other Instrument EQUITY 142.00 164.45 GT ADVANCED TECHNOLOGIES INC 2017-10-01 2017-10-01 3 - 3 Other Instrument EQUITY 3000.00 3810.00 KILROY RLTY L P 2014-11-15 2014-11-15 4.25 - 4.25 Other Instrument EQUITY 40000.00 60709.09 MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 1.625 Other Instrument EQUITY 381.00 647.58 MYLAN INC FORMERLY MYLAN LABS INC TO 10/01/2007 2015-09-15 2015-09-15 3.75 - 3.75 Other Instrument EQUITY 109000.00 317984.79 P H H CORP PHH CORP FORMERLY PHH GROUP INC TO 08 2017-06-15 2017-06-15 6 - 6 Other Instrument EQUITY 17000.00 35926.04 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 6000.00 10567.42 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 19000.00 23675.55 First Tier Security 2013-11-07 2013-11-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.31% 47Z9954V2 0001197610 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-25 2039-12-25 N/A Government Agency Debt 5556161.00 5150044.52 First Tier Security 2013-11-01 2013-11-01 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998XE3 0000318336 Other Repurchase Agreement N COMMERCIAL MORTGAGE TRUST 2007 2049-12-10 2049-12-10 6.047 - 6.047 Other Instrument ASSET BACKED 1138000.00 1081148.69 First Tier Security 2014-04-21 2014-04-21 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.27% 48K991QM1 0000058056 Other Repurchase Agreement N CAPITAL ONE WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 36379.00 1080092.51 First Tier Security 2013-11-07 2013-11-07 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.19% 48M99D5A2 0000877559 Other Repurchase Agreement N AXA 2036-12-13 2036-12-13 6.463 - 6.463 Other Instrument CORPORATE 4045000.00 4204436.58 First Tier Security 2013-11-01 2013-11-01 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48E99Y5R8 Other Repurchase Agreement N ISH RUS 1000 GR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13205.00 1080169.00 First Tier Security 2013-11-05 2013-11-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.52% 48E99Y6L0 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2043-01-01 2.187 - 2.295 Government Agency Debt 36079.00 33205.96 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2042-12-01 2.309 - 6.421 Government Agency Debt 23083615.00 963783.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-16 2040-08-15 0.432 - 5 Government Agency Debt 8756.00 3353.96 CHASE ISSUANCE TRUST (PREVIOUSLY BANC ONE ISSUANCE TRUST) 2019-04-15 2019-04-15 0.424 - 0.424 Other Instrument ASSET BACKED 42635.00 42001.08 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2044-12-15 2044-12-15 5.514 - 5.514 Other Instrument MORTGAGE 19591.00 20925.83 First Tier Security 2013-11-07 2013-11-07 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% 48E99Y5U1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.67 - 1.67 Other Instrument ASSET BACKED 2202774.00 1464223.53 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 86577.20 First Tier Security 2014-01-21 2014-01-21 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99QWK7 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-07-15 2043-07-15 5.211 - 5.211 Government Agency Debt 224217.00 187795.39 FEDERAL NATIONAL MORTGAGE ASSOC 2033-07-01 2043-09-01 2.5 - 6.491 Government Agency Debt 5904117.00 835395.94 First Tier Security 2013-11-01 2013-11-01 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.24% 60S99BDK4 Other Repurchase Agreement N BOEING CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7964.00 1032771.52 BOSTON SCIENTIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 299.00 3498.30 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 257.00 13921.69 IBM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5948.00 1071532.20 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 181.00 8188.44 WILLIAMS COMPANIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 817.00 30188.15 First Tier Security 2013-11-07 2013-11-07 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99BDG3 Other Repurchase Agreement N CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19318.00 963775.02 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 79.24 EMC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1604.00 38496.00 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32577.00 1157786.58 First Tier Security 2013-11-01 2013-11-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00