N-MFP LIVE N 2013-11-30 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 56 106 824669829.05 12466153.70 5171375.06 831964607.69 0.0024 1.0002 2013-11-29 1.0002 2013-11-29 C000019137 1.00 831964607.69 1.00 165619.07 165619.07 0.00 0.0024 1.0002 2013-11-29 1.0002 2013-11-29 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 2000111.00 2000111.00 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 2000126.60 2000126.60 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 3000329.70 3000329.70 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.22% 06366LDW5 Certificate of Deposit First Tier Security 2013-12-17 2014-08-14 N N N 6000000.00 6000000.00 0.0072 N 6001164.00 6001164.00 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 3000419.70 3000419.70 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 3000449.70 3000449.70 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 4000613.20 4000613.20 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 2000223.00 2000223.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HAV8 Certificate of Deposit First Tier Security 2014-04-01 2014-04-01 N N N 5000000.00 5000000.00 0.0060 N 4998122.50 4998122.50 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FRV4 Certificate of Deposit First Tier Security 2013-12-03 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000516.00 4000516.00 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 8001244.00 8001244.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-12-11 2014-05-09 N N N 4000000.00 4000000.00 0.0048 N 4000672.00 4000672.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4P6 Certificate of Deposit First Tier Security 2013-12-11 2014-01-13 N N N 8000000.00 8000000.00 0.0096 N 8000648.00 8000648.00 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 5000136.00 5000136.00 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 6000198.00 6000198.00 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 2000069.80 2000069.80 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 10000388.00 10000388.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GSB9 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 3000000.00 3000000.00 0.0036 N 3000054.90 3000054.90 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 2003079.36 0.0024 N 2003292.00 2003292.00 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 2000046.60 2000046.60 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 3000046.50 3000046.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606YZK5 Certificate of Deposit First Tier Security 2013-12-16 2014-08-13 N N N 10000000.00 10000000.00 0.0120 N 10003170.00 10003170.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2013-12-05 2014-05-02 N N N 3000000.00 3000000.00 0.0036 N 3000018.00 3000018.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-12-03 2014-05-02 N N N 4000000.00 4000000.00 0.0048 N 3999736.00 3999736.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYH8 Certificate of Deposit First Tier Security 2013-12-03 2013-12-03 N N N 3000000.00 3000000.00 0.0036 N 2999993.40 2999993.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYL9 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 4000000.00 4000000.00 0.0048 N 3999988.80 3999988.80 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 5000240.00 5000240.00 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 3000637.50 3000637.50 Credit Suisse Credit Suisse, 0.32% 22549TLL0 Certificate of Deposit First Tier Security 2013-12-06 2014-06-06 N N N 4000000.00 4000000.00 0.0048 N 3999596.00 3999596.00 Credit Suisse Credit Suisse, 0.32% 22549TLT3 Certificate of Deposit First Tier Security 2013-12-09 2014-06-09 N N N 1000000.00 1000000.00 0.0012 N 999898.00 999898.00 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 4000342.00 4000342.00 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 1000092.99 0.0012 N 1000236.00 1000236.00 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 3000079.20 3000079.20 KBC Bank NV KBC Bank NV, 0.22% 4823T0XL8 Certificate of Deposit First Tier Security 2013-12-03 2013-12-03 N N N 8000000.00 8000000.00 0.0096 N 8000053.60 8000053.60 KBC Bank NV KBC Bank NV, 0.22% 4823T0XM6 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 6000000.00 6000000.00 0.0072 N 6000049.80 6000049.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0XN4 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 8000000.00 8000000.00 0.0096 N 8000000.00 8000000.00 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 1000232.80 1000232.80 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 1000004.43 0.0012 N 1000015.00 1000015.00 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 3000274.50 3000274.50 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 3000314.40 3000314.40 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 3000116.10 3000116.10 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 3000139.50 3000139.50 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 2999999.70 2999999.70 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 2999999.70 2999999.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHS8 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 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 3000093.30 3000093.30 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 1000046.60 1000046.60 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2013-12-10 2014-02-07 N N N 2000000.00 2000000.00 0.0024 N 2000064.00 2000064.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-12-23 2014-02-20 N N N 12000000.00 12000000.00 0.0144 N 12000612.00 12000612.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-12-20 2014-05-19 N N N 5000000.00 5000000.00 0.0060 N 5001750.00 5001750.00 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 9999987.50 0.0120 N 10000042.00 10000042.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NNZ5 Certificate of Deposit First Tier Security 2013-12-03 2014-06-03 N N N 3000000.00 3000000.00 0.0036 N 2999553.00 2999553.00 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 3000276.90 3000276.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2013-12-19 2014-02-19 N N N 2000000.00 2000000.00 0.0024 N 1999912.00 1999912.00 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 4000139.60 4000139.60 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 3000124.80 3000124.80 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 3000141.30 3000141.30 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 4000232.80 4000232.80 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 3000220.50 3000220.50 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 3000060.30 3000060.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C6H0 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UAD4 Certificate of Deposit First Tier Security 2014-03-12 2014-03-12 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBF8 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 6000000.00 6000000.00 0.0072 N 5999999.40 5999999.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-12-16 2014-05-15 N N N 7000000.00 7000000.00 0.0084 N 7000308.00 7000308.00 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 2000111.20 2000111.20 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 3000216.90 3000216.90 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 3000219.30 3000219.30 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 3000149.70 3000149.70 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 4000268.80 4000268.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFY4 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 3000000.00 3000000.00 0.0036 N 3000232.80 3000232.80 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 1000000.56 0.0012 N 1000007.50 1000007.50 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 1000000.69 0.0012 N 1000008.70 1000008.70 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 2000095.00 2000095.00 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 4000715.60 4000715.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WA49 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 3000000.00 3000000.00 0.0036 N 3000219.00 3000219.00 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2013-12-31 2014-04-30 N N N 7000000.00 7000000.00 0.0084 N 7001211.00 7001211.00 Citibank NA Citibank NA, 0.21% 17304UMW7 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 6000000.00 6000000.00 0.0072 N 6000772.80 6000772.80 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 4000555.60 4000555.60 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 1000138.90 1000138.90 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 3000666.60 3000666.60 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 8002638.40 8002638.40 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 9003013.20 9003013.20 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 2000679.60 2000679.60 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 4000606.40 4000606.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYM7 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.30% 31677NFK7 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 1000000.00 1000000.00 0.0012 N 1000311.50 1000311.50 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.31% 31677NFL5 Certificate of Deposit First Tier Security 2014-02-12 2014-02-12 N N N 1000000.00 1000000.00 0.0012 N 1000374.80 1000374.80 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.32% 31677NFM3 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 1000000.00 1000000.00 0.0012 N 1000427.30 1000427.30 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2013-12-12 2014-03-12 N N N 2000000.00 2000000.00 0.0024 N 1999658.00 1999658.00 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6R34 Certificate of Deposit First Tier Security 2013-12-30 2014-03-28 N N N 2000000.00 2000000.00 0.0024 N 2000064.00 2000064.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P6S33 Certificate of Deposit First Tier Security 2014-05-06 2014-05-06 N N N 2000000.00 2000000.00 0.0024 N 1999649.00 1999649.00 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 3000058.20 3000058.20 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 3000016.50 3000016.50 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 4000100.00 4000100.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2013-12-09 2014-04-08 N N N 3000000.00 3000000.00 0.0036 N 3000003.00 3000003.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-12-24 2014-03-24 N N N 4000000.00 4000000.00 0.0048 N 4000156.00 4000156.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-12-27 2014-03-25 N N N 6000000.00 6000000.00 0.0072 N 6000240.00 6000240.00 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 6001818.60 6001818.60 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 1000319.70 1000319.70 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 1000336.30 1000336.30 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 1000359.60 1000359.60 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 1999973.33 0.0024 N 1999980.00 1999980.00 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 999713.33 0.0012 N 999837.50 999837.50 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.12% 06737HZ28 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 5000000.00 4999983.33 0.0060 N 4999950.00 4999950.00 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 4998013.89 0.0060 N 4998353.00 4998353.00 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 2999980.00 0.0036 N 2999970.00 2999970.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CD3 Financial Company Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 3000000.00 2997875.00 0.0036 N 2998101.90 2998101.90 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CK7 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 3000000.00 2997750.00 0.0036 N 2997919.20 2997919.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CR2 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 2000000.00 1998416.66 0.0024 N 1998485.60 1998485.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2013-12-05 2014-04-07 N N N 1000000.00 1000000.00 0.0012 N 999898.00 999898.00 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 999830.00 0.0012 N 999899.70 999899.70 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 999868.06 0.0012 N 999965.00 999965.00 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 8001371.04 0.0096 N 8002312.00 8002312.00 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 2997176.67 0.0036 N 2997632.40 2997632.40 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 999012.22 0.0012 N 999165.10 999165.10 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBS5 Financial Company Commercial Paper First Tier Security 2014-02-26 2014-02-26 N N N 13000000.00 12993088.33 0.0156 N 12993293.30 12993293.30 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 2999229.58 0.0036 N 2999587.50 2999587.50 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 2999065.00 0.0036 N 2999489.10 2999489.10 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 999077.22 0.0012 N 999468.80 999468.80 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 999071.11 0.0012 N 999456.70 999456.70 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 999052.78 0.0012 N 999424.30 999424.30 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 999994.44 0.0012 N 999993.30 999993.30 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-12-03 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 3000246.00 3000246.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-12-09 2014-03-07 N N N 6000000.00 6000000.00 0.0072 N 5998770.00 5998770.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-12-24 2013-12-24 N N N 10000000.00 10000000.00 0.0120 N 10000580.00 10000580.00 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 999942.50 0.0012 N 999958.80 999958.80 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 999789.17 0.0012 N 999861.00 999861.00 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1C41 Financial Company Commercial Paper First Tier Security 2014-03-04 2014-03-04 N N N 3000000.00 2998140.00 0.0036 N 2998361.40 2998361.40 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 2999688.33 0.0036 N 2999909.70 2999909.70 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 7994240.01 0.0096 N 7995103.20 7995103.20 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 1998480.00 0.0024 N 1998670.40 1998670.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCT3 Financial Company Commercial Paper First Tier Security 2014-03-27 2014-03-27 N N N 4000000.00 3996906.67 0.0048 N 3997277.20 3997277.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.12% 83365RZ24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 4000000.00 3999986.67 0.0048 N 3999980.00 3999980.00 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 5997080.00 0.0072 N 5997687.60 5997687.60 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 1998902.78 0.0024 N 1999397.00 1999397.00 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 1999758.33 0.0024 N 1999845.80 1999845.80 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 999911.39 0.0012 N 999924.90 999924.90 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 LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 3000000.00 2999083.33 0.0036 N 2999421.30 2999421.30 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 1000000.00 999884.45 0.0012 N 999870.00 999870.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 1000000.00 999884.45 0.0012 N 999870.00 999870.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 1000000.00 999884.45 0.0012 N 999870.00 999870.00 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-12-05 2013-12-05 N N N 5000000.00 5000000.00 0.0060 N 5000015.00 5000015.00 Devon Energy Corp. Devon Energy Corp., 0.32% 25179JAB6 Other Commercial Paper Second Tier Security 2013-12-26 2013-12-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999836.00 3999836.00 Jpmorgan Securities LLC Jpmorgan Securities LLC, 0.30% 46590EEP9 Other Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 8000000.00 7988466.67 0.0096 N 7987828.00 7987828.00 Northeast Utilities Northeast Utilities, 0.22% 66439TZ27 Other Commercial Paper Second Tier Security 2013-12-02 2013-12-02 N N N 1000000.00 999993.89 0.0012 N 999984.20 999984.20 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 1000130.80 1000130.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2013-12-12 2014-03-13 N N N 3000000.00 3000000.00 0.0036 N 3000009.00 3000009.00 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 13203572.80 0.0159 N 13205151.93 13205151.93 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 10936329.02 0.0131 N 10935788.10 10935788.10 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CM9 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 10000000.00 9995645.83 0.0120 N 9995670.00 9995670.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CZ0 Treasury Debt First Tier Security 2014-05-22 2014-05-22 N N N 15000000.00 14992833.33 0.0180 N 14993055.00 14993055.00 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 4999635.42 0.0060 N 4999835.00 4999835.00 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 14015794.80 0.0168 N 14014770.00 14014770.00 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 7029778.18 0.0084 N 7028987.00 7028987.00 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 3000000.00 3001785.91 0.0036 N 3001524.00 3001524.00 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 2661933.44 0.0032 N 2661558.76 2661558.76 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 13999598.86 0.0168 N 13999454.00 13999454.00 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 6031577.40 0.0072 N 6031872.00 6031872.00 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 2007864.37 0.0024 N 2007890.00 2007890.00 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 2002092.63 0.0024 N 2002188.00 2002188.00 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 1003132.16 0.0012 N 1003203.00 1003203.00 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 1000305.70 0.0012 N 1000352.00 1000352.00 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 2000447.13 0.0024 N 2000390.00 2000390.00 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 6013592.31 0.0072 N 6013830.00 6013830.00 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 2015949.04 0.0024 N 2015860.00 2015860.00 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 8025310.78 0.0096 N 8026560.00 8026560.00 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 2033016.42 0.0024 N 2032890.00 2032890.00 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 2001219.51 0.0024 N 2001640.00 2001640.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2013-12-11 2014-09-11 N N N 6000000.00 5999081.35 0.0072 N 6001386.00 6001386.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-12-21 2015-10-21 N N N 8000000.00 7998460.72 0.0096 N 7998840.00 7998840.00 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 2000510.00 2000510.00 Freddie Mac Freddie Mac, 0.13% 313397YN5 Government Agency Debt First Tier Security 2014-06-25 2014-06-25 N N N 5000000.00 4996280.56 0.0060 N 4997440.00 4997440.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2013-12-16 2015-10-16 N N N 9000000.00 9000023.82 0.0108 N 9003807.00 9003807.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2013-12-16 2015-07-16 N N N 4000000.00 3999342.76 0.0048 N 3999856.00 3999856.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-12-17 2015-07-17 N N N 4000000.00 3999341.65 0.0048 N 3999856.00 3999856.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-12-26 2015-06-26 N N N 8000000.00 7998746.30 0.0096 N 7999944.00 7999944.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2013-12-05 2014-12-05 N N N 10000000.00 10000000.00 0.0120 N 10002960.00 10002960.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.37% 25746UBV0 Other Note Second Tier Security 2013-12-21 2014-01-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999324.00 1999324.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JCX4 Other Note First Tier Security 2013-12-27 2014-05-27 N N N 6000000.00 6000000.00 0.0072 N 5999622.00 5999622.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2013-12-16 2014-05-15 N N N 2000000.00 2000000.00 0.0024 N 1999842.00 1999842.00 Bank of America NA Bank of America NA, 0.22% 06052WT78 Other Note First Tier Security 2014-01-10 2014-01-10 N N N 4000000.00 4000000.00 0.0048 N 4000093.20 4000093.20 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 3749406.24 0.0045 N 3750209.00 3750209.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.20% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-12-06 2013-12-06 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0055 N 4600000.00 4600000.00 Credit Agricole CIB Credit Agricole CIB, 0.12% 44T99HHL8 Other Instrument Time Deposits First Tier Security 2013-12-02 2013-12-02 N N N 9000000.00 9000000.00 0.0108 N 9000000.00 9000000.00 ING Bank NV ING Bank NV, 0.15% 48M994QS0 0001017255 Other Instrument Time Deposits First Tier Security 2013-12-04 2013-12-04 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 RBS Citizens NA RBS Citizens NA, 0.25% 13C990QR5 Other Instrument Time Deposits Second Tier Security 2013-12-04 2013-12-04 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2043-12-01 0.468 - 7 Government Agency Debt 56770.87 41649.85 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2043-12-01 0.486 - 6.5 Government Agency Debt 69135.49 60462.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-11-20 2.5 - 5.5 Government Agency Debt 12628.74 11105.98 Unrated Security 2013-12-02 2013-12-02 N N N 110674.00 110673.97 0.0001 N 110673.97 110673.97 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48P995CU4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 1880000.00 1541956.44 First Tier Security 2013-12-04 2013-12-04 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 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 1200000.00 984227.51 First Tier Security 2013-12-06 2013-12-06 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 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2043-11-01 1.789 - 6.5 Government Agency Debt 177918.33 122662.49 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-25 2045-09-01 1.75 - 8.356 Government Agency Debt 172887.52 116094.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2055-01-15 1.75 - 7 Government Agency Debt 413492.72 266653.01 US TREASURY 2013-12-19 2043-08-15 0 - 9.125 Treasury Debt 326479.74 335920.31 Unrated Security 2013-12-02 2013-12-02 N N N 824326.00 824326.03 0.0010 N 824326.03 824326.03 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.27% 47Z9955Q2 0001197610 Other Repurchase Agreement N AMERICAN FINL GROUP INC OHIO 2029-06-15 2029-06-15 9.875 - 9.875 Other Instrument CORPORATE 177.00 239.91 ANADARKO PETRO 2036-10-10 2036-10-10 N/A Other Instrument CORPORATE 272985.00 99990.04 ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-01-15 2039-01-15 8.2 - 8.2 Other Instrument CORPORATE 2080.00 3102.89 AON CORP 2020-09-30 2020-09-30 5 - 5 Other Instrument CORPORATE 135.00 150.15 APPLIED MATLS INC 2041-06-15 2041-06-15 5.85 - 5.85 Other Instrument CORPORATE 1109.00 1184.29 ARES CAP CORP 2018-11-30 2018-11-30 4.875 - 4.875 Other Instrument CORPORATE 154.00 156.89 BANK AMER CORP 2020-07-01 2020-07-01 5.625 - 5.625 Other Instrument CORPORATE 101.00 118.06 BRISTOL MYERS SQUIBB CO 2044-03-01 2044-03-01 4.5 - 4.5 Other Instrument CORPORATE 237.00 229.27 CORPORACION ANDINA DE FOMENTO 2022-06-15 2022-06-15 4.375 - 4.375 Other Instrument CORPORATE 191.00 195.61 DNB NOR BOLIGKREDITT AS COVERED BD PROGRAM BOOK 2015-10-14 2015-10-14 2.1 - 2.1 Other Instrument CORPORATE 32424.00 33407.26 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 4452.00 5413.52 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2018-05-15 2018-05-15 5 - 5 Other Instrument CORPORATE 90.00 100.30 GAP INC 2021-04-12 2021-04-12 5.95 - 5.95 Other Instrument CORPORATE 1026.00 1145.50 KROGER CO 2017-08-15 2017-08-15 6.4 - 6.4 Other Instrument CORPORATE 130.00 152.10 LOWES COS INC 2036-10-15 2036-10-15 5.8 - 5.8 Other Instrument CORPORATE 14449.00 16124.06 MACQUARIE BK LTD SR 2013-12-17 2013-12-17 4.1 - 4.1 Other Instrument CORPORATE 837120.00 853870.77 MORGAN STANLEY FOR EQUITY ISSUES SEE 61746S FORM 2016-10-18 2016-10-18 0.696 - 0.696 Other Instrument CORPORATE 45.00 44.63 NOVARTIS CAP CORP 2022-09-21 2022-09-21 2.4 - 2.4 Other Instrument CORPORATE 6624.00 6170.28 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 2023-01-17 2023-01-17 4.25 - 4.25 Other Instrument CORPORATE 389.00 384.56 PETROBAS INTL FIN CO 2014-09-15 2014-09-15 7.75 - 7.75 Other Instrument CORPORATE 2819.00 3004.86 ROYAL BK SCOTLAND GROUP PLC 2015-09-18 2015-09-18 2.55 - 2.55 Other Instrument CORPORATE 29.00 29.86 SOUTH CAROLINA ELEC & GAS CO 2018-11-01 2018-11-01 6.5 - 6.5 Other Instrument CORPORATE 921.00 1117.11 TARGET CORP 2037-10-15 2037-10-15 6.5 - 6.5 Other Instrument CORPORATE 56.00 68.38 TIME WARNER INC NEW 2041-03-29 2041-03-29 6.25 - 6.25 Other Instrument CORPORATE 116.00 128.41 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 7206.00 7293.52 VERIZON COMMUNICATIONS INC 2016-02-15 2043-09-15 2.5 - 6.55 Other Instrument CORPORATE 486.00 539.24 VIACOM INC NEW 2019-09-15 2019-09-15 5.625 - 5.625 Other Instrument CORPORATE 10620.00 12254.34 VODAFONE GROUP PLC NEW 2017-02-27 2017-02-27 5.625 - 5.625 Other Instrument CORPORATE 431.00 492.65 5.75% NT REDEEM 07/ 2020-10-07 2020-10-07 5.75 - 5.75 Other Instrument CORPORATE 2510.00 2560.20 BANGKOK BANK PUBLIC 2015-10-18 2015-10-18 3.25 - 3.25 Other Instrument CORPORATE 474.00 489.23 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC (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% 47Z9956W8 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-09-25 2040-09-25 N/A Government Agency Debt 17453825.00 5128108.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2039-06-15 5 - 5 Government Agency Debt 76010.00 21811.18 First Tier Security 2013-12-02 2013-12-02 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L9946U8 0000315030 Other Repurchase Agreement N HOLOGIC INC 2043-12-15 2043-12-15 2 - 2 Other Instrument EQUITY 8094.00 8711.99 PENNYMAC CORP 2020-05-01 2020-05-01 5.375 - 5.375 Other Instrument EQUITY 901196.00 865536.18 QUANTUM CORP 2015-11-15 2015-11-15 3.5 - 3.5 Other Instrument EQUITY 2000.00 1892.72 WEBMD HEALTH CORP 2016-03-31 2016-03-31 2.25 - 2.25 Other Instrument EQUITY 204000.00 205007.25 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., 0.98% 48R99GCC8 0000315030 Other Repurchase Agreement N BAYVIEW COMMERCIAL ASSET TRUST 2007 5 2037-10-25 2037-10-25 N/A Other Instrument MORTGAGE 105.00 60.30 COMM 2001-J2 2034-07-16 2034-07-16 N/A Other Instrument MORTGAGE 686.00 692.02 COOLIDGE FUNDING 2040-07-09 2040-07-09 0.663 - 0.663 Other Instrument ASSET BACKED 4251.00 227.83 GREENPOINT CREDIT MANUFACTURED HOUSING CONTRACT TRUST 2032-03-13 2032-03-13 0.668 - 0.668 Other Instrument ASSET BACKED 319.00 117.02 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.395 - 5.566 Other Instrument MORTGAGE 1532044.00 1081091.25 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 1171.00 102.20 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2037-06-25 2037-06-25 N/A Other Instrument ASSET BACKED 726.00 496.29 TABERNA PREFERRED FUNDING 2035-11-05 2035-11-05 0.668 - 0.668 Other Instrument ASSET BACKED 419.00 155.74 TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.618 - 0.618 Other Instrument ASSET BACKED 2204444.00 1079917.11 First Tier Security 2014-03-04 2014-03-04 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.19% 48N9987U6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 4.397 - 4.397 Government Agency Debt 945000.00 1031478.36 First Tier Security 2013-12-04 2013-12-04 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 FIRST FRANKLIN MORTGAGE LOAN T 2034-02-25 2034-02-25 1.141 - 1.141 Other Instrument ASSET BACKED 1385000.00 561299.87 MORGAN STANLEY ABS CAPITAL I, 2035-07-25 2035-07-25 0.816 - 0.816 Other Instrument ASSET BACKED 671905.00 520584.11 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 TRITON AVIATION FINANCE 2025-06-15 2025-06-15 1.019 - 1.019 Other Instrument ASSET BACKED 4665000.00 1082022.91 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 TRITON AVIATION FINANCE 2025-06-15 2025-06-15 1.019 - 1.019 Other Instrument ASSET BACKED 4665000.00 1082022.91 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, 0.71% 48N998XE3 0000318336 Other Repurchase Agreement N TRITON AVIATION FINANCE 2025-06-15 2025-06-15 1.019 - 1.019 Other Instrument ASSET BACKED 4665000.00 1082022.91 First Tier Security 2014-04-21 2014-04-21 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% 48N9983C0 0000318336 Other Repurchase Agreement N MORGAN STANLEY ABS CAPITAL I, 2035-07-25 2035-07-25 0.816 - 0.816 Other Instrument ASSET BACKED 1395000.00 1080829.62 First Tier Security 2014-05-02 2014-05-02 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% 48N9984P0 0000318336 Other Repurchase Agreement N TRITON AVIATION FINANCE 2025-06-15 2025-06-15 1.019 - 1.019 Other Instrument ASSET BACKED 9320000.00 2161726.36 First Tier Security 2014-05-09 2014-05-09 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.27% 48K991SF4 0000058056 Other Repurchase Agreement N MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 49863.00 1087512.03 First Tier Security 2013-12-06 2013-12-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.21% 45C9909R6 0000853784 Other Repurchase Agreement N SANTANDER UK PLC 2023-11-07 2023-11-07 5 - 5 Other Instrument CORPORATE 8385000.00 8402068.66 First Tier Security 2013-12-02 2013-12-02 N N N 8000000.00 8000000.00 0.0096 N 8000000.00 8000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.53% 45A99N8V0 Other Repurchase Agreement N REGIONS FINANCIAL CORP NEW- 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 221471.00 2174845.22 First Tier Security 2014-04-30 2014-04-30 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. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 486000.00 1089314.08 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 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 1650000.00 2178349.80 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. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 486000.00 1089314.08 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., 0.61% 48M996RW5 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-J7 2036-11-25 2036-11-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 5625000.00 1080820.60 First Tier Security 2014-02-27 2014-02-27 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., 0.61% 48M996TD5 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-J7 2036-11-25 2036-11-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 1280000.00 245946.73 FIRST HORIZON ALTERNATIVE MORT 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 1505000.00 834526.60 First Tier Security 2014-03-13 2014-03-13 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996TB9 0001287279 Other Repurchase Agreement N CWALT, INC., 2005-43 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 3705000.00 2161496.60 First Tier Security 2014-02-27 2014-02-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 48M996GL1 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.676 - 2.676 Other Instrument GOVERNMENT AGENCY 2100000.00 652773.91 CHASE MORTGAGE FINANCE TRUST 2 2037-12-25 2037-12-25 2.622 - 2.622 Other Instrument GOVERNMENT AGENCY 2850000.00 592734.95 JPMORGAN MORTGAGE TRUST 2006-A 2036-06-25 2036-06-25 2.482 - 2.482 Other Instrument GOVERNMENT AGENCY 3500000.00 346932.04 J.P. MORGAN MORTGAGE TRUST 200 2036-08-25 2036-08-25 2.699 - 2.762 Other Instrument GOVERNMENT AGENCY 4140000.00 2201097.12 RALI SERIES 2003-QS4 TRUST 2035-05-25 2035-05-25 3.162 - 3.162 Other Instrument GOVERNMENT AGENCY 3611900.00 538027.63 First Tier Security 2014-02-27 2014-02-27 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, 0.23% 48Q99VHQ0 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2041-09-25 4 - 4 Government Agency Debt 3852553.00 4120132.50 First Tier Security 2013-12-04 2013-12-04 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 48Q99VHH0 0000728612 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2047-01-20 2047-01-20 2.819 - 2.819 Other Instrument MORTGAGE 738002.00 155629.03 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument MORTGAGE 54218.00 3760.78 CBA COMMERCIAL ASSETS 2036-06-25 2036-06-25 0.42 - 0.42 Other Instrument ASSET BACKED 174905.00 46347.84 LNR CDO 2037-07-24 2037-07-24 1.566 - 1.566 Other Instrument ASSET BACKED 7052.00 6468.59 LEHMAN XS TRUST 2047-03-25 2047-03-25 0.326 - 0.326 Other Instrument MORTGAGE 3136345.00 1957489.37 First Tier Security 2013-12-03 2013-12-03 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% 48Q99VCY8 0000728612 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2016-03-15 3.25 - 3.25 Other Instrument EQUITY 2584000.00 3242430.47 First Tier Security 2014-01-06 2014-01-06 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% 48Q99VEE0 0000728612 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2047-01-20 2047-01-20 2.819 - 2.819 Other Instrument MORTGAGE 2917152.00 615165.73 CBA COMMERCIAL ASSETS 2036-06-25 2036-06-25 0.42 - 0.42 Other Instrument ASSET BACKED 1027680.00 272323.51 LNR CDO 2037-07-24 2037-07-24 1.566 - 1.566 Other Instrument ASSET BACKED 135431.00 124226.79 RAAC 2037-06-25 2037-06-25 0.816 - 0.816 Other Instrument ASSET BACKED 2883.00 2098.34 RAIT CRE CDO 2046-11-20 2046-11-20 0.478 - 0.478 Other Instrument ASSET BACKED 14093.00 9285.69 XEROX CORP 2013-12-03 2013-12-03 N/A Other Commercial Paper 55918.00 55914.46 First Tier Security 2014-01-10 2014-01-10 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% 48E99Y7X3 Other Repurchase Agreement N GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5825.00 979881.50 6% BD CONVERT 15/01 2049-01-01 2049-01-01 6 - 6 Other Instrument EQUITY 4428.00 111275.64 First Tier Security 2013-12-03 2013-12-03 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., 0.30% 48E99Y8J3 Other Repurchase Agreement N SPDR S&P HOMEBLDRS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 294.00 9416.82 6% BD CONVERT 15/01 2049-01-01 2049-01-01 6 - 6 Other Instrument EQUITY 43031.00 1081369.03 First Tier Security 2013-12-06 2013-12-06 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., 0.30% 48E99Y8H7 Other Repurchase Agreement N ALCTL LUCENT SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9969.00 42168.87 BAIDU SP ADR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 800.00 130392.00 CARDINAL HEALTH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 100.00 6447.00 DUKE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3245.00 227247.35 EXPRESS SCRPTS HLDG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300.00 20250.00 GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 710.00 119436.20 HOSPIRA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 39.43 INTL PAPER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300.00 14019.00 PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25450.00 421197.50 REGIONS FINANCIAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300.00 2946.00 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1081.00 50417.84 UTD TECHNOLOGIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300.00 33453.00 YAHOO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300.00 11088.00 INVESCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27.00 945.81 First Tier Security 2013-12-06 2013-12-06 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 2042-12-01 2.286 - 2.294 Government Agency Debt 34869.00 31754.25 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2042-12-01 2.309 - 6.43 Government Agency Debt 23083615.00 1001958.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-16 2035-11-16 0.425 - 0.425 Government Agency Debt 1403.00 338.12 CHASE ISSUANCE TRUST (PREVIOUSLY BANC ONE ISSUANCE TRUST) 2019-04-15 2019-04-15 0.418 - 0.418 Other Instrument ASSET BACKED 42635.00 42071.90 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2044-12-15 2044-12-15 5.339 - 5.339 Other Instrument MORTGAGE 19591.00 20933.28 First Tier Security 2013-12-02 2013-12-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y5U1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 2202774.00 1467256.75 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 93683.31 First Tier Security 2014-01-21 2014-01-21 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., 0.92% 48E99Y6V8 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 1960395.00 1305809.31 First Tier Security 2014-02-03 2014-02-03 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., 0.92% 48E99Y7G0 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 2146815.00 1215320.56 First Tier Security 2014-02-10 2014-02-10 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 1.789 - 2.294 Government Agency Debt 34920.00 31803.39 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2042-12-01 2.309 - 6.43 Government Agency Debt 23100990.00 1002074.87 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 60788.00 40490.58 CWALT ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.416 - 0.416 Other Instrument MORTGAGE 94629.00 19517.51 First Tier Security 2013-12-04 2013-12-04 N 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., 1.10% 48E99Y2G5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2043-04-01 1.789 - 5.976 Government Agency Debt 1742639.00 409592.78 FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-01 2042-05-01 3.11 - 6.23 Government Agency Debt 103632.00 20037.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-16 2054-08-15 0.425 - 6.777 Government Agency Debt 349966.00 144221.53 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 774132.00 509534.81 MORTGAGEIT TRUST 2034-12-25 2034-12-25 1.966 - 1.966 Other Instrument MORTGAGE 7538.00 945.78 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 1.789 - 2.294 Government Agency Debt 41682.00 38150.99 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2042-12-01 2.309 - 6.43 Government Agency Debt 22824993.00 988775.87 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 107535.00 67872.96 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., 0.24% 42T99QWT8 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-11-15 2042-11-15 3.5 - 3.5 Government Agency Debt 697635.00 155352.02 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2043-07-01 2.5 - 5 Government Agency Debt 1215762.00 866176.73 First Tier Security 2013-12-06 2013-12-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99QWG6 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2043-03-15 3.5 - 8.232 Government Agency Debt 2056376.00 308581.31 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-11-01 3 - 6.33 Government Agency Debt 2491878.00 418473.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2039-04-20 5.932 - 6.462 Government Agency Debt 5297385.00 303460.36 First Tier Security 2013-12-06 2013-12-06 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QWR2 0000050916 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2037-04-25 2037-04-25 0.378 - 0.378 Other Instrument MORTGAGE 3669027.00 1080060.11 First Tier Security 2013-12-04 2013-12-04 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 35J99R8R2 0000808379 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2044-02-11 2044-02-11 0.146 - 0.146 Other Instrument ASSET BACKED 31520000.00 251095.35 BEAR STEARNS COMMERCIAL MORTGA 2045-01-12 2045-01-12 0.311 - 0.311 Other Instrument ASSET BACKED 15300000.00 7848.17 MORGAN STANLEY CAPITAL I TRUST 2043-01-11 2043-01-11 0.044 - 0.044 Other Instrument ASSET BACKED 54751453.00 75000.00 NELNET STUDENT LOAN TRUST 2002 2037-09-22 2037-09-22 0.53 - 0.53 Other Instrument ASSET BACKED 2500000.00 1773111.22 Second Tier Security 2013-12-04 2013-12-04 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.24% 60S99BGC9 Other Repurchase Agreement N CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16272.00 863229.60 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 178.00 8275.22 HOME DEPOT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 307.00 24762.62 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32124.00 1207862.40 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 188.00 15844.64 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 73.56 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 53.20 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 325.00 26526.50 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 304.00 13458.08 First Tier Security 2013-12-06 2013-12-06 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BFJ5 Other Repurchase Agreement N BOEING CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7369.00 992751.68 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 571.00 30291.55 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 845.00 23119.20 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 181.00 9019.23 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 662.00 24891.20 First Tier Security 2013-12-02 2013-12-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BFN6 Other Repurchase Agreement N CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43254.00 920012.58 EBAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 103.00 5077.90 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 153.00 7112.97 FIDELITY NATIONAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 320.00 16268.80 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 323.00 8837.28 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 238.00 8948.80 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 73.56 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3876.00 103101.60 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 103.00 8406.86 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 50.00 2213.50 First Tier Security 2013-12-03 2013-12-03 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BFV8 Other Repurchase Agreement N ALTRIA GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 52.00 1931.80 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 545.96 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 440.00 6965.20 CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53.00 1127.31 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25796.00 1036741.24 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14.00 650.86 FORD MOTOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 51.09 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 62.00 1696.32 HOME DEPOT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22.00 1774.52 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 99.66 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 205.00 7708.00 NV ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 99.00 2358.18 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 171.00 14620.50 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17.00 1432.76 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 73.56 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 53.20 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24447.00 1082268.69 First Tier Security 2013-12-04 2013-12-04 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVQ8 0000230611 Other Repurchase Agreement N MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 209749.11 NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 720000.00 973940.00 NORTHSTAR RLTY FIN LTD PARTNERSHIP 2033-06-15 2033-06-15 5.375 - 5.375 Other Instrument EQUITY 7015.00 7655.93 SANDISK CORP 2017-08-15 2017-08-15 1.5 - 1.5 Other Instrument EQUITY 13000.00 18613.83 First Tier Security 2013-12-06 2013-12-06 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 ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 7011.00 11508.36 ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS INC FORMER 2020-07-01 2020-07-01 1.25 - 1.25 Other Instrument EQUITY 578778.00 640353.55 BARNES GROUP INC 2027-03-15 2027-03-15 3.375 - 3.375 Other Instrument EQUITY 2000.00 2603.88 CORNERSTONE ONDEMAND INC 2018-07-01 2018-07-01 1.5 - 1.5 Other Instrument EQUITY 142.00 166.57 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 3000.00 3503.72 HEALTHWAYS INC 2018-07-01 2018-07-01 1.5 - 1.5 Other Instrument EQUITY 5445.00 5091.08 JETBLUE AWYS CORP 2039-10-15 2039-10-15 6.75 - 6.75 Other Instrument EQUITY 1000.00 1982.00 KILROY RLTY L P 2014-11-15 2014-11-15 4.25 - 4.25 Other Instrument EQUITY 12000.00 17157.39 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2029-11-15 2029-11-15 4 - 4 Other Instrument EQUITY 104000.00 64641.78 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 17000.00 19031.82 MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 1.625 Other Instrument EQUITY 381.00 760.69 MYLAN INC FORMERLY MYLAN LABS INC TO 10/01/2007 2015-09-15 2015-09-15 3.75 - 3.75 Other Instrument EQUITY 91000.00 304471.29 SALESFORCE COM INC 2018-04-01 2018-04-01 0.25 - 0.25 Other Instrument EQUITY 622.00 662.29 First Tier Security 2013-12-06 2013-12-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00