N-MFP LIVE N 2012-12-31 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 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 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 52 89 2055911141.93 1243308.20 712340.63 2056442109.50 0.0034 1.0002 2012-12-31 1.0002 2012-12-31 C000048773 1.00 889228277.87 1.00 -16725103.53 32796250.19 49521353.72 0.0008 1.0000 2012-12-31 1.0000 2012-12-31 C000048775 1.00 114615214.26 1.00 -33051279.42 5578239.52 38629518.94 0.0001 1.0002 2012-12-31 1.0002 2012-12-31 C000048776 1.00 157602064.41 1.00 -2783114.88 6284308.70 9067423.58 0.0001 1.0002 2012-12-31 1.0002 2012-12-31 C000048774 1.00 894996552.96 1.00 5956352.46 53580921.59 47624569.13 0.0007 1.0003 2012-12-31 1.0003 2012-12-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.22% 06366XPH9 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 12000000.00 12000000.00 0.0058 N 12000146.40 12000146.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XKL5 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 7000000.00 7000000.00 0.0034 N 6999999.30 6999999.30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XNV0 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 9000000.00 9000000.00 0.0044 N 8999999.10 8999999.10 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XPP1 Certificate of Deposit First Tier Security 2013-03-19 2013-03-19 N N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366VT55 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 2000000.00 2000000.00 0.0010 N 2000232.40 2000232.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366VXR2 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 10000000.00 10000000.00 0.0049 N 10004517.00 10004517.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WRL0 Certificate of Deposit First Tier Security 2013-01-07 2013-09-06 N N N 14000000.00 14000000.00 0.0068 N 14007406.00 14007406.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FHS2 Certificate of Deposit First Tier Security 2013-04-11 2013-04-11 N N N 19000000.00 19000000.00 0.0092 N 18999466.10 18999466.10 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FHS2 Certificate of Deposit First Tier Security 2013-04-11 2013-04-11 N N N 17000000.00 16999763.86 0.0083 N 16999522.30 16999522.30 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-01-11 2013-06-07 N N N 8000000.00 8000000.00 0.0039 N 8002440.00 8002440.00 Bank of Nova Scotia Bank of Nova Scotia, 0.39% 06417FBP4 Certificate of Deposit First Tier Security 2013-02-13 2013-09-12 N N N 7000000.00 7000000.00 0.0034 N 6999062.00 6999062.00 Bank of Nova Scotia Bank of Nova Scotia, 0.54% 06417FGH7 Certificate of Deposit First Tier Security 2013-02-19 2013-09-17 N N N 6000000.00 6000000.00 0.0029 N 6000012.00 6000012.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FDN1 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 13000000.00 13000000.00 0.0063 N 13000474.50 13000474.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FEJ9 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 11000000.00 11000000.00 0.0053 N 11000444.40 11000444.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E5X1 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 10000000.00 10000000.00 0.0049 N 10003769.00 10003769.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E6B8 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 9000000.00 9000000.00 0.0044 N 9003604.50 9003604.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538E3Y1 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 11000000.00 11000000.00 0.0053 N 11004488.00 11004488.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 25000000.00 25000000.00 0.0122 N 25009027.50 25009027.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-01-03 2013-06-03 N N N 7000000.00 7000000.00 0.0034 N 6996150.00 6996150.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2013-01-05 2013-06-05 N N N 7000000.00 7000000.00 0.0034 N 6999111.00 6999111.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.42% 13606XQ84 Certificate of Deposit First Tier Security 2013-01-17 2013-09-17 N N N 20000000.00 20000000.00 0.0097 N 20008540.00 20008540.00 Credit Suisse Credit Suisse, 0.27% 22550DZM4 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 14000000.00 14000000.00 0.0068 N 14001747.20 14001747.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 2000000.00 2000000.00 0.0010 N 2000190.80 2000190.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 1000000.00 1000000.00 0.0005 N 1000095.40 1000095.40 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 23330LLS3 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 4000000.00 4000000.00 0.0019 N 4000248.80 4000248.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682ABS4 Certificate of Deposit First Tier Security 2013-05-02 2013-05-02 N N N 16000000.00 16000000.00 0.0078 N 16005406.40 16005406.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAJ5 Certificate of Deposit First Tier Security 2013-02-21 2013-02-21 N N N 9000000.00 9000000.00 0.0044 N 9004673.70 9004673.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2E7 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 7000000.00 7000000.00 0.0034 N 7000611.10 7000611.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2L1 Certificate of Deposit First Tier Security 2013-02-08 2013-02-08 N N N 7000000.00 7000000.00 0.0034 N 7000681.10 7000681.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687GR75 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 3000000.00 3000579.38 0.0015 N 3000908.10 3000908.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2X5 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 7000000.00 7000000.00 0.0034 N 7000768.60 7000768.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G4U9 Certificate of Deposit First Tier Security 2013-04-08 2013-04-08 N N N 11000000.00 11000000.00 0.0053 N 11000596.20 11000596.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW20 Certificate of Deposit First Tier Security 2013-01-07 2013-01-07 N N N 8000000.00 8000000.00 0.0039 N 8000326.40 8000326.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW95 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 7000000.00 7000000.00 0.0034 N 7000571.20 7000571.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GX78 Certificate of Deposit First Tier Security 2013-01-17 2013-01-17 N N N 7000000.00 7000000.00 0.0034 N 7000693.70 7000693.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.41% 60687GX60 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 7000000.00 7000000.00 0.0034 N 7000982.80 7000982.80 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-01-22 2013-06-18 N N N 21000000.00 20989846.15 0.0102 N 20989311.00 20989311.00 National Bank of Canada National Bank of Canada, 0.41% 63306V6J4 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 7000000.00 7000000.00 0.0034 N 7001295.00 7001295.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.25% 65558EDP0 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 7000000.00 7000000.00 0.0034 N 7000506.10 7000506.10 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65558ECV8 Certificate of Deposit First Tier Security 2013-02-20 2013-02-20 N N N 11000000.00 11000000.00 0.0053 N 11001712.70 11001712.70 Royal Bank of Canada Royal Bank of Canada, 0.74% 78009JS22 Certificate of Deposit First Tier Security 2013-01-02 2013-08-30 N N N 27000000.00 27000000.00 0.0131 N 27018738.00 27018738.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HBT2 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 4000000.00 4000000.00 0.0019 N 4000366.40 4000366.40 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HCQ7 Certificate of Deposit First Tier Security 2013-02-06 2013-02-06 N N N 11000000.00 11000000.00 0.0053 N 11001129.70 11001129.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562DB66 Certificate of Deposit First Tier Security 2013-01-04 2013-05-09 N N N 14000000.00 14000000.00 0.0068 N 13998768.00 13998768.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562DRB8 Certificate of Deposit First Tier Security 2013-02-22 2013-02-22 N N N 11000000.00 11001583.47 0.0053 N 11003879.70 11003879.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 2000000.00 2000193.07 0.0010 N 2000590.40 2000590.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 11000000.00 11000851.60 0.0053 N 11003245.00 11003245.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWZ9 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 11000000.00 11000000.00 0.0053 N 11003045.90 11003045.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DVQ0 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 7000000.00 7000000.00 0.0034 N 7002142.70 7002142.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUV0 Certificate of Deposit First Tier Security 2013-03-20 2013-03-20 N N N 7000000.00 7000000.00 0.0034 N 7002144.80 7002144.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUU2 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 8000000.00 8000000.00 0.0039 N 8002481.60 8002481.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562DUK4 Certificate of Deposit First Tier Security 2013-03-18 2013-03-18 N N N 15000000.00 15000000.00 0.0073 N 15004798.50 15004798.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 4000000.00 4000000.00 0.0019 N 4001505.20 4001505.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WQ43 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 7000000.00 7000000.00 0.0034 N 7000192.50 7000192.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WR91 Certificate of Deposit First Tier Security 2013-01-31 2013-01-31 N N N 7000000.00 7000000.00 0.0034 N 7000662.20 7000662.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WS33 Certificate of Deposit First Tier Security 2013-02-05 2013-02-05 N N N 11000000.00 11000000.00 0.0053 N 11000988.90 11000988.90 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT32 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 7000000.00 7000000.00 0.0034 N 7000734.30 7000734.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT40 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 7000000.00 7000000.00 0.0034 N 7000804.30 7000804.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WU48 Certificate of Deposit First Tier Security 2013-02-26 2013-02-26 N N N 7000000.00 7000000.00 0.0034 N 7000996.80 7000996.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CHU1 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 4000000.00 4000009.44 0.0019 N 4000109.60 4000109.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CJF2 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 9000000.00 9000028.73 0.0044 N 9000329.40 9000329.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WNH6 Certificate of Deposit First Tier Security 2013-04-18 2013-04-18 N N N 4000000.00 4000000.00 0.0019 N 4000239.60 4000239.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 8000000.00 8000000.00 0.0039 N 8001197.60 8001197.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 1000000.00 1000000.00 0.0005 N 1000286.10 1000286.10 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 1000000.00 1000000.00 0.0005 N 1000289.40 1000289.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 4000000.00 4000000.00 0.0019 N 4001157.60 4001157.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112WNY9 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 4000000.00 4000110.35 0.0019 N 4001220.00 4001220.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112XNA9 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 2000000.00 2000000.00 0.0010 N 2000598.00 2000598.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 8000000.00 8000000.00 0.0039 N 8003404.80 8003404.80 UBS AG UBS AG, 0.32% 90267RMH9 Certificate of Deposit First Tier Security 2013-01-07 2013-05-07 N N N 9000000.00 9000000.00 0.0044 N 9000459.00 9000459.00 Westpac Banking Corp. Westpac Banking Corp., 0.23% 96121TQJ0 Certificate of Deposit First Tier Security 2013-01-29 2013-01-29 N N N 4000000.00 4000000.00 0.0019 N 4000418.80 4000418.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.25% 05299WTB4 0000859994 Certificate of Deposit First Tier Security 2013-04-22 2013-04-22 N N N 7000000.00 7000107.83 0.0034 N 7001632.40 7001632.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 2029914X0 0000008565 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 5000000.00 5000000.00 0.0024 N 5000266.50 5000266.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 2029915X9 0000008565 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 2000000.00 2000000.00 0.0010 N 1999999.80 1999999.80 DNB Bank ASA DNB Bank ASA, 0.30% 46R99YNM9 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 7000000.00 7000000.00 0.0034 N 7000683.90 7000683.90 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QBF0 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 4000000.00 4000000.00 0.0019 N 4000337.60 4000337.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 01L99GRY9 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 1000000.00 1000000.00 0.0005 N 1000042.50 1000042.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 01L99GSB8 Certificate of Deposit First Tier Security 2013-01-09 2013-01-09 N N N 2000000.00 2000000.00 0.0010 N 2000075.00 2000075.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-01-09 2013-05-09 N N N 11000000.00 11000000.00 0.0053 N 10999989.00 10999989.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-01-15 2013-04-15 N N N 9000000.00 9000000.00 0.0044 N 9000765.00 9000765.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-01-22 2013-04-19 N N N 9000000.00 9000000.00 0.0044 N 9000801.00 9000801.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0850948158 0000833029 Certificate of Deposit First Tier Security 2013-01-29 2013-04-29 N N N 10000000.00 10000000.00 0.0049 N 10000970.00 10000970.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-01-03 2013-06-03 N N N 16000000.00 16000000.00 0.0078 N 15994000.00 15994000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% 39K99HDS6 0000833029 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 18000000.00 18000000.00 0.0088 N 18002541.60 18002541.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 39K99HDH0 0000833029 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 20000000.00 20000000.00 0.0097 N 20001832.00 20001832.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQB9 Certificate of Deposit First Tier Security 2013-04-30 2013-04-30 N N N 9000000.00 9000000.00 0.0044 N 9005695.20 9005695.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNU0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 4000000.00 4000000.00 0.0019 N 4002387.20 4002387.20 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.23% 8574P1AV8 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 4000000.00 4000000.00 0.0019 N 4000219.60 4000219.60 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.23% 8574P1AY2 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 7000000.00 7000000.00 0.0034 N 7000425.60 7000425.60 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P1AW6 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 8000000.00 8000000.00 0.0039 N 7995440.80 7995440.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.35% 06741GNG6 Financial Company Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N N 2000000.00 1999941.67 0.0010 N 1999964.40 1999964.40 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HP11 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 20000000.00 19995694.44 0.0097 N 19996906.00 19996906.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HP11 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 21000000.00 20995479.17 0.0102 N 20996751.30 20996751.30 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.31% 0556N0QU2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 21000000.00 20984448.32 0.0102 N 20985180.30 20985180.30 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPR5 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 5000000.00 4998243.06 0.0024 N 4998618.00 4998618.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPU8 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 3000000.00 2998888.33 0.0015 N 2999116.50 2999116.50 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 4000000.00 4000000.00 0.0019 N 3999832.00 3999832.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-28 N N N 10000000.00 10000000.00 0.0049 N 9999940.00 9999940.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-29 N N N 2000000.00 2000000.00 0.0010 N 1999988.00 1999988.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0NX6 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 7000000.00 6998541.67 0.0034 N 6999095.60 6999095.60 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P48 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 7000000.00 6998347.22 0.0034 N 6998979.40 6998979.40 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 1000000.00 999732.78 0.0005 N 999841.70 999841.70 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 2000000.00 1999093.33 0.0010 N 1999342.80 1999342.80 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0QR6 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 9000000.00 8994605.00 0.0044 N 8995254.30 8995254.30 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 4000000.00 3999800.00 0.0019 N 3999883.20 3999883.20 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRK5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-04-19 N N N 9000000.00 8993250.00 0.0044 N 8994604.50 8994604.50 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 7000000.00 6994215.28 0.0034 N 6994866.90 6994866.90 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-04-26 N N N 28000000.00 28000296.32 0.0136 N 27998264.00 27998264.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 999483.33 0.0005 N 999557.30 999557.30 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 2000000.00 1998916.67 0.0010 N 1999061.40 1999061.40 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P0R43 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 9000000.00 8994187.50 0.0044 N 8994735.90 8994735.90 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 5000000.00 4997562.50 0.0024 N 4999103.50 4999103.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 2000000.00 1999552.22 0.0010 N 1999795.00 1999795.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP54 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N N 7000000.00 6998230.56 0.0034 N 6999118.00 6999118.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050TQ61 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 5000000.00 4997511.11 0.0024 N 4998432.00 4998432.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RP17 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 34000000.00 33989752.77 0.0165 N 33992584.60 33992584.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FP19 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 6000000.00 5998760.00 0.0029 N 5998926.00 5998926.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 5000000.00 4999513.89 0.0024 N 4999687.50 4999687.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 3000000.00 2999562.50 0.0015 N 2999698.80 2999698.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FPC5 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 13000000.00 12996208.33 0.0063 N 12996760.40 12996760.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FR82 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 2000000.00 1998518.06 0.0010 N 1998733.20 1998733.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 8000000.00 7991351.11 0.0039 N 7992315.20 7992315.20 Swedbank AB Swedbank AB, 0.28% 87019RQU3 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 17000000.00 16988628.88 0.0083 N 16990551.40 16990551.40 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.27% 89116ESG9 Financial Company Commercial Paper First Tier Security 2013-05-16 2013-05-16 N N N 10000000.00 9989875.00 0.0049 N 9991701.00 9991701.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 3000000.00 2998475.83 0.0015 N 2999349.90 2999349.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 3000000.00 2998240.00 0.0015 N 2999207.10 2999207.10 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262CNX1 Financial Company Commercial Paper First Tier Security 2013-01-31 2013-01-31 N N N 1000000.00 999750.00 0.0005 N 999930.00 999930.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 1000000.00 999888.06 0.0005 N 999980.50 999980.50 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 2000000.00 1999776.11 0.0010 N 1999961.00 1999961.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 1000000.00 999810.56 0.0005 N 999959.00 999959.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNU7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-01-28 N N N 2000000.00 1999535.00 0.0010 N 1999882.20 1999882.20 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 11000000.00 10986415.00 0.0053 N 10992386.90 10992386.90 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 10000000.00 9987375.00 0.0049 N 9994107.00 9994107.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-01-03 2013-06-03 N N N 5000000.00 5000000.00 0.0024 N 4999585.00 4999585.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-06-10 N N N 2000000.00 2000000.00 0.0010 N 1999826.00 1999826.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-01-17 2013-06-17 N N N 7000000.00 7000000.00 0.0034 N 6999363.00 6999363.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-06-21 N N N 4000000.00 4000000.00 0.0019 N 3999628.00 3999628.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-06-19 N N N 4000000.00 4000000.00 0.0019 N 3999632.00 3999632.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-01-29 2013-05-29 N N N 5000000.00 5000000.00 0.0024 N 4999765.00 4999765.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-07-01 N N N 4000000.00 4000000.00 0.0019 N 3999212.00 3999212.00 Ciesco LP Ciesco LP, 0.33% 17178BPN9 Asset Backed Commercial Paper First Tier Security 2013-02-22 2013-02-22 N N Y GUARANTOR CITIBANK NA N/A N/A 3000000.00 2998570.00 0.0015 N 2998784.10 2998784.10 Ciesco LP Ciesco LP, 0.35% 17178BN84 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999931.94 0.0005 N 999950.80 999950.80 Govco, Inc. Govco, Inc., 0.25% 38362VN33 Asset Backed Commercial Paper First Tier Security 2013-01-03 2013-01-03 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999972.22 0.0010 N 1999956.60 1999956.60 Govco, Inc. Govco, Inc., 0.30% 38362VP49 Asset Backed Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999150.00 0.0015 N 2999203.80 2999203.80 Govco, Inc. Govco, Inc., 0.30% 38362VP56 Asset Backed Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999416.67 0.0010 N 1999452.00 1999452.00 Govco, Inc. Govco, Inc., 0.33% 38362VPB3 Asset Backed Commercial Paper First Tier Security 2013-02-11 2013-02-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999248.33 0.0010 N 1999351.40 1999351.40 Govco, Inc. Govco, Inc., 0.33% 38362VPF4 Asset Backed Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999587.50 0.0005 N 999640.90 999640.90 Govco, Inc. Govco, Inc., 0.33% 38362VPL1 Asset Backed Commercial Paper First Tier Security 2013-02-20 2013-02-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999083.33 0.0010 N 1999195.40 1999195.40 Govco, Inc. Govco, Inc., 0.33% 38362VQ14 Asset Backed Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3997836.67 0.0019 N 3998066.80 3998066.80 Govco, Inc. Govco, Inc., 0.33% 38362VQ48 Asset Backed Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999431.66 0.0005 N 999489.00 999489.00 Govco, Inc. Govco, Inc., 0.33% 38362VQ55 Asset Backed Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999422.50 0.0005 N 999479.10 999479.10 Govco, Inc. Govco, Inc., 0.35% 38362VN82 Asset Backed Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999931.94 0.0005 N 999942.20 999942.20 Govco, Inc. Govco, Inc., 0.35% 38362VNB5 Asset Backed Commercial Paper First Tier Security 2013-01-11 2013-01-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 9000000.00 8999125.00 0.0044 N 8999285.40 8999285.40 Govco, Inc. Govco, Inc., 0.35% 38362VNB5 Asset Backed Commercial Paper First Tier Security 2013-01-11 2013-01-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 6000000.00 5999416.67 0.0029 N 5999523.60 5999523.60 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1100000.00 1099668.47 0.0005 N 1099735.01 1099735.01 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999397.22 0.0010 N 1999518.20 1999518.20 Govco, Inc. Govco, Inc., 0.35% 38362VP56 Asset Backed Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999659.72 0.0005 N 999726.00 999726.00 AbbVie, Inc. AbbVie, Inc., 0.33% 00287BNQ8 Other Commercial Paper Second Tier Security 2013-01-24 2013-01-24 N N N 1000000.00 999789.17 0.0005 N 999824.70 999824.70 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KR33 Other Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N N 11000000.00 10992128.89 0.0053 N 10988747.00 10988747.00 Devon Energy Corp. Devon Energy Corp., 0.41% 25179JAA8 Other Commercial Paper Second Tier Security 2013-01-28 2013-01-30 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0049 N 9999740.00 9999740.00 Ecolab, Inc. Ecolab, Inc., 0.51% 27887RAB7 Other Commercial Paper Second Tier Security 2013-01-11 2013-01-11 Y ECOLAB INC N/A N/A N N 5000000.00 5000000.00 0.0024 N 5000010.00 5000010.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 2000000.00 1999935.00 0.0010 N 1999940.00 1999940.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 1000000.00 999967.50 0.0005 N 999970.00 999970.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.39% 5956A2N40 Other Commercial Paper Second Tier Security 2013-01-04 2013-01-04 N N N 4000000.00 3999870.00 0.0019 N 3999880.00 3999880.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.40% 88159BNF2 Other Commercial Paper Second Tier Security 2013-01-15 2013-01-15 N N N 5000000.00 4999222.22 0.0024 N 4999416.50 4999416.50 Verizon Communications, Inc. Verizon Communications, Inc., 0.41% 92344PUW4 Other Commercial Paper Second Tier Security 2013-01-02 2013-02-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 8000000.00 8000000.00 0.0039 N 8000240.00 8000240.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.41% 92780JNA5 Other Commercial Paper Second Tier Security 2013-01-10 2013-01-10 N N N 3000000.00 2999692.50 0.0015 N 2999771.70 2999771.70 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956L0 Treasury Debt First Tier Security 2013-05-02 2013-05-02 N N N 39000000.00 38979362.75 0.0190 N 38988300.00 38988300.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796AG4 Treasury Debt First Tier Security 2013-05-16 2013-05-16 N N N 4000000.00 3997750.00 0.0019 N 3998548.00 3998548.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 8400000.00 8389398.48 0.0041 N 8392969.20 8392969.20 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.19% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 9880000.00 9887026.58 0.0048 N 9888486.92 9888486.92 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828HV5 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 2000000.00 2011393.49 0.0010 N 2011640.00 2011640.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.19% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 9000000.00 9040465.08 0.0044 N 9042192.00 9042192.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 1000000.00 1000367.51 0.0005 N 1000430.00 1000430.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 12000000.00 12220271.78 0.0059 N 12223596.00 12223596.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 4000000.00 4009370.49 0.0019 N 4010156.00 4010156.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.22% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 13000000.00 12991977.15 0.0063 N 12996958.00 12996958.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 5000000.00 5002089.25 0.0024 N 5002930.00 5002930.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 14000000.00 14072257.69 0.0068 N 14074368.00 14074368.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 3000000.00 3074690.28 0.0015 N 3075819.00 3075819.00 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 4000000.00 4140427.35 0.0020 N 4140780.00 4140780.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 8000000.00 8020269.12 0.0039 N 8022184.00 8022184.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 4000000.00 4065074.51 0.0020 N 4065780.00 4065780.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% to 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 18000000.00 18075783.99 0.0088 N 18083664.00 18083664.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828QZ6 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 6000000.00 6006846.03 0.0029 N 6009612.00 6009612.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 17000000.00 17067503.23 0.0083 N 17077027.00 17077027.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.41% 25746UBS7 Other Note Second Tier Security 2013-01-22 2013-02-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0029 N 5998914.00 5998914.00 Royal Bank of Canada Royal Bank of Canada, 0.36% 78008KZV8 Other Note First Tier Security 2013-02-06 2013-09-06 N N N 21000000.00 20997129.41 0.0102 N 20998173.00 20998173.00 Royal Bank of Canada Royal Bank of Canada, 0.46% 78008FBC7 Other Note First Tier Security 2013-01-02 2013-09-01 N N N 27000000.00 27000000.00 0.0131 N 27006507.00 27006507.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAZ7 Other Note First Tier Security 2013-01-15 2013-09-13 N N N 23000000.00 23000000.00 0.0112 N 22996757.00 22996757.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-01-11 2014-09-11 N N N 13000000.00 12995668.76 0.0063 N 12996984.00 12996984.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313381JE6 Government Agency Debt First Tier Security 2013-01-25 2014-06-25 N N N 18000000.00 17994595.26 0.0088 N 17994906.00 17994906.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SH1 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 2000000.00 1999746.76 0.0010 N 2000286.00 2000286.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379A58 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 1000000.00 999948.84 0.0005 N 1000073.00 1000073.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378FS5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 4195000.00 4194973.43 0.0020 N 4195511.79 4195511.79 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BC4 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 1000000.00 999978.08 0.0005 N 1000107.00 1000107.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380LN5 Government Agency Debt First Tier Security 2013-08-23 2013-08-23 N N N 1000000.00 999371.51 0.0005 N 999647.00 999647.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313374Y61 Government Agency Debt First Tier Security 2013-08-28 2013-08-28 N N N 1000000.00 1001821.08 0.0005 N 1002101.00 1002101.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 2000000.00 1999598.46 0.0010 N 2000142.00 2000142.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.16% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7650000.00 7650000.00 0.0037 N 7650000.00 7650000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.26% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-01-02 2013-01-02 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0009 N 1900000.00 1900000.00 Palm Beach County Rev. Palm Beach County Rev., 0.25% (The Norton Gallery and School of Arts, Inc. Proj.) Series 2000, LOC Bank of America NA VRDN 696547CK2 Variable Rate Demand Note First Tier Security 2013-01-07 2013-01-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0005 N 1100000.00 1100000.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.50% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 01/09/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-01-09 2013-01-09 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.53% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-04-01 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0015 Y 2999283.00 2999283.00 Bank of America NA In a joint trading account with Bank of America NA at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 4.5 - 8 Government Agency Debt 15740248.74 3269439.35 FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2041-07-25 0.83 - 9.5 Government Agency Debt 40148591.27 9112638.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2042-11-20 3 - 3.5 Government Agency Debt 31429543.37 33718133.14 Unrated Security 2013-01-02 2013-01-02 N N N 45185522.00 45185521.99 0.0220 N 45185521.99 45185521.99 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WJD9 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2036-09-01 2.357 - 6 Government Agency Debt 24950071.00 3742882.83 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2042-03-01 2.534 - 5.5 Government Agency Debt 8816878.00 3399033.77 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0034 N 7000000.00 7000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WJY3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2041-06-01 2.239 - 5.5 Government Agency Debt 12660304.00 2848777.45 FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-01 2040-05-01 3.5 - 5.5 Government Agency Debt 9532925.00 3272864.73 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0029 N 6000000.00 6000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WHN9 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-12-01 2037-05-01 2.48 - 5.5 Government Agency Debt 10341413.00 3512284.00 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2042-01-01 2.5 - 5 Government Agency Debt 8195543.00 3629678.31 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0034 N 7000000.00 7000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 47X99WLA2 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2042-07-01 2.519 - 4.5 Government Agency Debt 10030806.00 5409593.47 FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2042-07-01 2.844 - 6 Government Agency Debt 61139893.00 17554413.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-20 2040-10-20 3.5 - 3.5 Government Agency Debt 2000000.00 1521780.60 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 24000000.00 24000000.00 0.0117 N 24000000.00 24000000.00 Citibank NA Citibank NA, 0.20% 47P99RTM8 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-07-01 5 - 5 Government Agency Debt 8462227.00 7040173.01 FEDERAL NATIONAL MORTGAGE ASSOC 2022-10-01 2031-04-01 2.39 - 4.5 Government Agency Debt 4942591.00 4187605.87 First Tier Security 2013-01-02 2013-01-02 N N N 11000000.00 11000000.00 0.0053 N 11000000.00 11000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_06399 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2014-09-30 0.25 - 0.25 Treasury Debt 339287.62 339607.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-12-16 2042-09-20 2 - 4.75 Government Agency Debt 850555.63 813051.89 FEDERAL HOME LOAN MORTGAGE CORP 2018-01-15 2040-11-15 0.708 - 5.5 Government Agency Debt 260489.78 75584.75 FEDERAL NATIONAL MORTGAGE ASSOC 2021-02-25 2043-01-25 0.558 - 7 Government Agency Debt 2078134.23 1560929.67 Unrated Security 2013-01-02 2013-01-02 N N N 2711131.00 2711131.32 0.0013 N 2711131.32 2711131.32 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CFH7 0000877559 Government Agency Repurchase Agreement Y US TREASURY 2017-02-15 2017-02-15 4.625 - 4.625 Treasury Debt 6000.00 7098.74 FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2042-06-01 1.75 - 2.708 Government Agency Debt 3678200.00 3595012.31 FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-25 2040-07-25 0.54 - 3.5 Government Agency Debt 1612400.00 1552213.81 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CGE3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2041-03-15 2 - 2.5 Government Agency Debt 1616500.00 1594887.30 FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-25 2042-01-01 0.54 - 5 Government Agency Debt 2654900.00 1496186.29 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CHC6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2042-01-01 3.601 - 4.917 Government Agency Debt 4024600.00 1023635.77 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 47Y99CJP5 0000877559 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2039-03-20 3 - 3 Government Agency Debt 4058200.00 3090253.75 First Tier Security 2013-01-07 2013-01-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2042-12-15 3.5 - 6.5 Government Agency Debt 514034.59 508265.01 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2043-01-25 2.5 - 7 Government Agency Debt 4660247.89 3573942.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2040-12-20 4 - 5.5 Government Agency Debt 55129.96 72841.63 Unrated Security 2013-01-02 2013-01-02 N N N 4066697.00 4066696.98 0.0020 N 4066696.98 4066696.98 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2038-05-15 0.5 - 4.5 Treasury Debt 258371.17 285102.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2042-06-20 3.5 - 4.5 Government Agency Debt 298126.55 263468.95 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2042-11-01 2.241 - 4.5 Government Agency Debt 56444.32 58867.04 FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 0 - 0 Government Agency Debt 9805.77 10201.18 Unrated Security 2013-01-02 2013-01-02 N N N 633320.00 633320.28 0.0003 N 633320.28 633320.28 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.29% 47V99FCH6 0000812291 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2021-07-01 3.5 - 3.5 Government Agency Debt 51495.00 37901.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-12-20 2042-10-20 3 - 4 Government Agency Debt 12460971.00 13238329.96 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 13000000.00 13000000.00 0.0063 N 13000000.00 13000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-02-15 2042-11-15 0.875 - 3.875 Treasury Debt 10076310.15 10244173.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2042-06-15 3 - 7 Government Agency Debt 17393886.26 12802760.88 Unrated Security 2013-01-02 2013-01-02 N N N 22592761.00 22592760.99 0.0110 N 22592760.99 22592760.99 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.18% 38W99B8J4 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 4 - 4 Government Agency Debt 8812488.00 9185167.95 First Tier Security 2013-01-04 2013-01-04 N N N 9000000.00 9000000.00 0.0044 N 9000000.00 9000000.00 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2043-01-01 2 - 10.5 Government Agency Debt 6976138.96 5838050.53 Unrated Security 2013-01-02 2013-01-02 N N N 5723499.00 5723499.45 0.0028 N 5723499.45 5723499.45 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.25% 46Z99KMP4 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2042-08-01 2.211 - 5 Government Agency Debt 4400095.00 3056017.02 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-15 2042-12-20 3 - 5 Government Agency Debt 14333.00 8660.63 First Tier Security 2013-01-07 2013-01-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 45J993SF8 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-01 2042-12-01 N/A Government Agency Debt 3825000.00 4084720.93 First Tier Security 2013-01-03 2013-01-03 Y RBS SECURITIES INC (GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Societe Generale In a joint trading account with Societe Generale at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2042-12-01 3 - 5 Government Agency Debt 973499.82 484626.70 US TREASURY 2014-01-31 2020-05-15 0.875 - 3.5 Treasury Debt 968298.83 1024215.98 FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2043-01-01 2.5 - 5 Government Agency Debt 1255933.23 1051699.54 Unrated Security 2013-01-02 2013-01-02 N N N 2510307.00 2510306.78 0.0012 N 2510306.78 2510306.78 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.23%, dated 12/31/2012 due 01/02/2013 47V99G9F2_06042 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2042-11-20 3 - 3 Government Agency Debt 644365.68 686226.23 Unrated Security 2013-01-02 2013-01-02 N N N 672762.00 672762.22 0.0003 N 672762.22 672762.22 Commerz Markets LLC Commerz Markets LLC, 0.22% 40B99SYV0 Treasury Repurchase Agreement Y US TREASURY 2015-05-15 2015-05-15 4.125 - 4.125 Treasury Debt 24215000.00 26521276.94 Unrated Security 2013-01-02 2013-01-02 N N N 26000000.00 26000000.00 0.0126 N 26000000.00 26000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 47Z995GD9 0001197610 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-20 2062-03-20 3.5 - 7 Government Agency Debt 44595935.00 25500453.76 First Tier Security 2013-01-02 2013-01-02 N N N 25000000.00 25000000.00 0.0122 N 25000000.00 25000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.34% 47Z995EK5 0001197610 Other Repurchase Agreement N BRASKEM FINANCE LIMITED 2018-06-05 2018-06-05 7.25 - 7.25 Other Instrument CORPORATE 1508525.00 1727617.30 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2038-03-15 2038-03-15 6.8 - 6.8 Other Instrument CORPORATE 1579.00 1977.97 PETROBAS INTL FIN CO 2021-01-27 2021-01-27 5.375 - 5.375 Other Instrument CORPORATE 4113.00 4729.84 LORILLARD TOB CO 2041-08-04 2041-08-04 7 - 7 Other Instrument CORPORATE 1127803.00 1411381.55 BANK AMER CORP 2015-09-01 2015-09-01 3.7 - 3.7 Other Instrument CORPORATE 2169.00 2319.51 ODEBRECHT FINANCE LTD 2042-06-26 2042-06-26 7.125 - 7.125 Other Instrument CORPORATE 349.00 405.19 PETROBRAS ENERGIA S.A. 2017-05-15 2017-05-15 5.875 - 5.875 Other Instrument CORPORATE 3228.00 3478.19 BANCO INTERNACIONAL DEL PERU S A A 2020-10-07 2020-10-07 5.75 - 5.75 Other Instrument CORPORATE 535.00 585.83 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.55% 47Z995FY4 0001197610 Other Repurchase Agreement N CIMAREX ENERGY CO 2022-05-01 2022-05-01 5.875 - 5.875 Other Instrument CORPORATE 986317.00 1123476.71 First Tier Security 2013-01-07 2013-01-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.29% 47A99P4F0 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-01-16 2053-01-16 1.89 - 1.89 Government Agency Debt 4050000.00 4121451.15 First Tier Security 2013-01-04 2013-01-04 N N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.33% 47A99P4G8 0000318336 Other Repurchase Agreement N MEADWESTVACO CORP 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 137677.00 4320304.26 First Tier Security 2013-01-04 2013-01-04 N N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.52% 47A99PMV5 0000318336 Other Repurchase Agreement N NYSE EURONEXT 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 205103.00 6487407.89 First Tier Security 2013-01-15 2013-01-15 N N N 6000000.00 6000000.00 0.0029 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 47A99PQM1 0000318336 Other Repurchase Agreement N BIOMARIN PHARMACEUTICAL, INC. 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 154000.00 374765.47 HORNBECK OFFSHORE SERVICES, IN 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 700000.00 708677.20 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 47A99PUP9 0000318336 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRU 2041-04-15 2041-04-15 6.157 - 6.157 Other Instrument GOVERNMENT AGENCY 1600000.00 1485885.33 BEAR STEARNS SECOND LIEN TRUST 2037-01-25 2037-01-25 0.4 - 0.4 Other Instrument ASSET BACKED 5522300.00 676063.28 First Tier Security 2013-02-19 2013-02-19 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PMN3 0000318336 Other Repurchase Agreement N RALI SERIES 2005-QS9 TRUST 2046-01-25 2046-01-25 N/A Other Instrument GOVERNMENT AGENCY 245000.00 2834.33 LEHMAN MORTGAGE TRUST, SERIES 2036-08-25 2036-08-25 6.89 - 6.89 Other Instrument GOVERNMENT AGENCY 110000.00 15025.20 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 145000.00 54182.96 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.37 - 0.37 Other Instrument ASSET BACKED 7432700.00 3954861.42 CHL MORTGAGE PASS-THROUGH TRUS 2038-01-25 2038-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 450000.00 289622.43 BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 20000.00 6731.72 VNDO 2012-6AVE MTG TR 2030-11-15 2030-11-15 2.996 - 2.996 Other Instrument GOVERNMENT AGENCY 5000.00 5187.14 First Tier Security 2013-01-14 2013-01-14 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PMX1 0000318336 Other Repurchase Agreement N J.P.MORGAN ALTERNATIVE LOAN TR 2037-06-27 2037-06-27 0.709 - 0.709 Other Instrument GOVERNMENT AGENCY 8797585.00 3697809.88 GREENPOINT MORTGAGE FUNDING TR 2046-11-25 2046-11-25 0.48 - 0.48 Other Instrument GOVERNMENT AGENCY 580000.00 12366.18 FIRST HORIZON ALTERNATIVE MORT 2037-03-25 2037-03-25 53.919 - 53.919 Other Instrument GOVERNMENT AGENCY 145000.00 112213.67 CHEVY CHASE FUNDING LLC 2048-05-25 2048-05-25 0.34 - 0.34 Other Instrument GOVERNMENT AGENCY 5000.00 1786.48 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.673 - 0.673 Other Instrument ASSET BACKED 9000000.00 2652854.11 RAMP SERIES 2007-RZ1 TRUST 2037-02-25 2037-02-25 0.37 - 0.37 Other Instrument ASSET BACKED 20000.00 13590.95 RALI SERIES 2005-QS9 TRUST 2046-01-25 2046-01-25 N/A Other Instrument GOVERNMENT AGENCY 455000.00 5263.75 First Tier Security 2013-01-17 2013-01-17 N N N 6000000.00 6000000.00 0.0029 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PPR1 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 2.664 - 2.664 Other Instrument GOVERNMENT AGENCY 150000.00 21689.15 CWALT, INC., 2005-43 2035-11-20 2035-11-20 0.541 - 0.541 Other Instrument GOVERNMENT AGENCY 90000.00 24362.60 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.45 - 0.45 Other Instrument ASSET BACKED 200000.00 79771.48 GREENPOINT MORTGAGE FUNDING TR 2046-11-25 2046-11-25 0.48 - 0.48 Other Instrument GOVERNMENT AGENCY 790000.00 16843.59 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.673 - 0.673 Other Instrument ASSET BACKED 1000000.00 294761.57 STRUCTURED ASSET MORTGAGE INVE 2046-07-25 2046-07-25 0.44 - 0.44 Other Instrument GOVERNMENT AGENCY 17880500.00 1725763.23 First Tier Security 2013-01-23 2013-01-23 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PPB6 0000318336 Other Repurchase Agreement N LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.673 - 0.673 Other Instrument ASSET BACKED 95000.00 28002.35 IMPAC SECURED ASSETS TRUST 200 2037-09-25 2037-09-25 0.45 - 0.45 Other Instrument GOVERNMENT AGENCY 90000.00 39167.21 GE COMMERCIAL MORTGAGE CORPORA 2049-12-10 2049-12-10 5.606 - 5.606 Other Instrument GOVERNMENT AGENCY 5000.00 4904.98 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 20000.00 7473.51 BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 705000.00 237293.11 SANTANDER DRIVE AUTO 2019-02-15 2019-02-15 6.77 - 6.77 Other Instrument ASSET BACKED 1000000.00 1087449.67 VNDO 2012-6AVE MTG TR 2030-11-15 2030-11-15 2.996 - 2.996 Other Instrument GOVERNMENT AGENCY 225000.00 233421.39 SANTANDER DRIVE AUTO 2019-12-16 2019-12-16 4.99 - 4.99 Other Instrument ASSET BACKED 1000000.00 1040900.47 First Tier Security 2013-01-24 2013-01-24 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PSE7 0000318336 Other Repurchase Agreement N RAMP SERIES 2007-RZ1 TRUST 2037-02-25 2037-02-25 0.37 - 0.37 Other Instrument ASSET BACKED 50000.00 33977.37 LEHMAN XS TRUST, SERIES 2007-1 2047-07-25 2047-07-25 0.41 - 0.41 Other Instrument GOVERNMENT AGENCY 210000.00 86397.53 LEHMAN MORTGAGE TRUST 2006-6 2036-10-25 2036-10-25 6.29 - 6.29 Other Instrument GOVERNMENT AGENCY 45000.00 5027.01 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.673 - 0.673 Other Instrument ASSET BACKED 500000.00 147380.78 INDYMAC INDX MORTGAGE LOAN TRU 2036-02-25 2036-02-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 475000.00 170810.23 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.45 - 0.45 Other Instrument ASSET BACKED 1000000.00 398857.38 FIRST HORIZON ALTERNATIVE MORT 2037-03-25 2037-03-25 53.919 - 53.919 Other Instrument GOVERNMENT AGENCY 70000.00 54172.12 NGTON MUTUAL MORTGAGE PASS-THR 2037-02-25 2037-02-25 0.3 - 0.3 Other Instrument GOVERNMENT AGENCY 8481200.00 1293937.84 First Tier Security 2013-02-04 2013-02-04 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.80% 47A99PJW7 0000318336 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRU 2041-04-15 2041-04-15 6.157 - 6.157 Other Instrument GOVERNMENT AGENCY 30000.00 27860.35 CITIGROUP MORTGAGE LOAN TRUST, 2035-08-25 2035-08-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 75000.00 28025.67 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.37 - 0.37 Other Instrument ASSET BACKED 3958700.00 2106382.59 VNDO 2012-6AVE MTG TR 2030-11-15 2030-11-15 2.996 - 2.996 Other Instrument GOVERNMENT AGENCY 5000.00 5187.14 First Tier Security 2013-01-02 2013-01-02 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.80% 47A99PLM6 0000318336 Other Repurchase Agreement N CSFB NIMS TRUST ARMT NIMA4 2045-11-15 2045-11-15 2.822 - 2.822 Other Instrument GOVERNMENT AGENCY 75000.00 77402.30 CWALT, INC., 2005-13CB 2035-05-25 2035-05-25 2.664 - 2.664 Other Instrument GOVERNMENT AGENCY 120000.00 17351.32 CWHEQ HOME EQUITY LOAN TRUST, 2034-03-25 2034-03-25 5.962 - 5.962 Other Instrument ASSET BACKED 2185000.00 1138272.80 GSR MORTGAGE LOAN TRUST 2006-1 2036-03-25 2036-03-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 3160000.00 607671.88 TBW MORTGAGE-BACKED TRUST SERI 2037-01-25 2037-01-25 0.39 - 0.39 Other Instrument GOVERNMENT AGENCY 196116.00 65101.05 LEHMAN XS TRUST, SERIES 2007-2 2037-12-25 2037-12-25 1.46 - 1.46 Other Instrument GOVERNMENT AGENCY 1800000.00 174372.94 ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 5.526 - 5.526 Other Instrument ASSET BACKED 100000.00 101457.50 RESIDENTIAL ASSET SECURITIZATI 2037-06-25 2037-06-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 1530000.00 451269.09 SACO I TRUST 2000-2 2036-04-25 2036-06-25 0.44 - 0.47 Other Instrument ASSET BACKED 12531000.00 1682369.37 GREENPOINT MORTGAGE FUNDING TR 2046-11-25 2046-11-25 0.48 - 0.48 Other Instrument GOVERNMENT AGENCY 595000.00 12685.99 First Tier Security 2013-01-07 2013-01-07 N N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.50% 45A99N7F6 Other Repurchase Agreement N NEXEN INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 81050.00 2176192.50 First Tier Security 2013-01-17 2013-01-17 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N ALLIANCE DATA SRA CUM 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 1772000.00 5437504.27 First Tier Security 2013-04-11 2013-04-11 N N N 5000000.00 5000000.00 0.0024 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 45A99N7H2 Other Repurchase Agreement N WALTER INVESTMENT MANAGEMENT C 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 2345000.00 2474795.75 ANNALY MORTGAGE MANAGEMENT 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 2921000.00 2968346.49 First Tier Security 2013-02-19 2013-02-19 N N N 5000000.00 5000000.00 0.0024 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N NEXEN INC 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 202709.00 5442736.65 First Tier Security 2013-04-17 2013-04-17 N N N 5000000.00 5000000.00 0.0024 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N7J8 Other Repurchase Agreement N ANNALY MORTGAGE MANAGEMENT 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 5356000.00 5442815.40 First Tier Security 2013-03-21 2013-03-21 N N N 5000000.00 5000000.00 0.0024 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.79% 45A99N6E0 Other Repurchase Agreement N WALTER INVESTMENT MANAGEMENT C 2012-12-31 2012-12-31 N/A Other Instrument OTHER NOTE 5163000.00 5448772.05 First Tier Security 2013-01-11 2013-01-11 N N N 5000000.00 5000000.00 0.0024 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.30% 46S99VSN7 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2038-02-25 2042-03-25 0.04 - 6.29 Government Agency Debt 281029694.00 27811413.97 First Tier Security 2013-01-02 2013-01-02 N N N 27000000.00 27000000.00 0.0131 N 27000000.00 27000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.38% 46S99VSY3 0001287279 Other Repurchase Agreement N NEWS AMERICA INCORPORATED 2028-11-30 2028-11-30 7.625 - 7.625 Other Instrument CORPORATE 1285000.00 1673216.81 WESTERN UNION COMPANY 2016-10-01 2016-10-01 5.93 - 5.93 Other Instrument CORPORATE 385000.00 428674.51 First Tier Security 2013-01-04 2013-01-04 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VQY5 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2020-03-06 2020-03-06 1.513 - 1.513 Other Instrument GOVERNMENT AGENCY 4285000.00 4321301.35 First Tier Security 2013-01-07 2013-01-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.68% 46S99VTA4 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2020-03-06 2020-03-06 1.513 - 1.513 Other Instrument GOVERNMENT AGENCY 1075000.00 1084107.11 First Tier Security 2013-01-04 2013-01-04 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 46S99VRE8 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2020-03-06 2020-03-06 1.513 - 1.513 Other Instrument GOVERNMENT AGENCY 4285000.00 4321301.35 First Tier Security 2013-03-18 2013-03-18 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.92% 46S99VMA1 0001287279 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORPORA 2020-03-06 2020-03-06 1.513 - 1.513 Other Instrument GOVERNMENT AGENCY 3225000.00 3252321.32 First Tier Security 2013-03-20 2013-03-20 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 47X99M4D7 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2040-12-15 5.942 - 5.942 Government Agency Debt 54761284.00 14530841.40 FEDERAL NATIONAL MORTGAGE ASSOC 2039-05-25 2041-12-25 5.792 - 6.343 Government Agency Debt 233448385.00 41089683.97 First Tier Security 2013-01-02 2013-01-02 N N N 54000000.00 54000000.00 0.0263 N 54000000.00 54000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.30% 47X99MXR4 0000728612 Other Repurchase Agreement N CAISSE DES DEPOTS ET CONSIGNATIONS 2013-04-25 2013-04-25 N/A Other Commercial Paper 3829292.00 3825790.11 DEUTSCHE BK AG N Y INSTL CTF DEP PROGRAM 2013-04-10 2013-04-10 0.29 - 0.29 Certificate of Deposit 1340155.00 1340020.98 PFIZER INC 2013-02-28 2013-02-28 N/A Other Commercial Paper 129.00 128.98 First Tier Security 2013-01-02 2013-01-02 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.38% 47X99MYR3 0000728612 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 1528.23 EPR PPTS 9% CCP-E 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 92.00 2714.00 ISHS BRCLY 1-3 CRED 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 102427.00 10795805.80 XINYUAN REAL SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 213.00 751.89 First Tier Security 2013-01-02 2013-01-02 N N N 10000000.00 10000000.00 0.0049 N 10000000.00 10000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.57% 47X99M3S5 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2037-05-25 2037-05-25 6.46 - 6.46 Other Instrument MORTGAGE 54542955.00 7277865.86 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2036-10-25 2036-10-25 6.34 - 6.34 Other Instrument MORTGAGE 51691014.00 5410730.21 RALI 2035-08-25 2035-08-25 4.943 - 4.943 Other Instrument MORTGAGE 140463100.00 8206994.74 MASTR RESECURITIZATION TRUST 2035-07-28 2035-07-28 N/A Other Instrument MORTGAGE 42625364.00 8265332.66 First Tier Security 2013-01-02 2013-01-02 N N N 27000000.00 27000000.00 0.0131 N 27000000.00 27000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.62% 47X99M3Q9 0000728612 Other Repurchase Agreement N ISCHUS CDO 2040-08-06 2040-08-06 0.483 - 0.483 Other Instrument ASSET BACKED 62945843.00 5400186.05 First Tier Security 2013-01-07 2013-01-07 N N N 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YBP5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2029-07-25 2029-07-25 7 - 7 Government Agency Debt 176118.00 40251.39 FEDERAL HOME LOAN MORTGAGE CORP 2029-11-15 2029-11-15 7 - 7 Government Agency Debt 27853188.00 4082800.47 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.39% 48E99YBH3 Other Repurchase Agreement N MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119191.00 3164521.05 FMC CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 862.00 49366.74 CHEVRON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 252.00 26825.40 First Tier Security 2013-01-02 2013-01-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.39% 48E99YBJ9 Other Repurchase Agreement N ISHS DJ US MEDICAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4200.00 279846.00 HALLIBURTON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 758.00 25779.58 FMC CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1738.00 99535.26 COMPUTER SCIENCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3600.00 140544.00 APACHE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25114.00 1935033.70 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 477.00 41775.66 NOBLE CORP N 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 719.00 24481.95 VERIZON COMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1888.00 80995.20 PROSHS SHRT S&P500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17695.00 612600.90 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.39% 48E99YBL4 Other Repurchase Agreement N ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 15000.00 21363.13 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2598.00 93450.06 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 63.00 5517.54 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 116422.00 3091004.10 HALLIBURTON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13.00 442.13 XL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1137.00 28072.53 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.41% 48E99YBM2 Other Repurchase Agreement N ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 24000.00 34181.00 CHEVRON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 212.90 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22888.00 3205006.64 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.42% 48E99YAD3 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-25 2028-01-25 3 - 3 Government Agency Debt 209280.00 32125.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2041-07-20 3.5 - 5 Government Agency Debt 15156.00 9352.85 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2019-12-11 2019-12-11 2.1 - 2.1 Other Instrument CORPORATE 1996247.00 2008620.40 LLOYDS TSB BK PLC 2021-01-21 2021-01-21 6.375 - 6.375 Other Instrument CORPORATE 2541728.00 3203424.52 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.54% 48E99YBN0 Other Repurchase Agreement N AVIS BUDGET RENTAL CAR FUNDING (AESOP) 2018-02-20 2018-02-20 4.72 - 4.72 Other Instrument ASSET BACKED 961630.00 1051911.88 First Tier Security 2013-01-07 2013-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.82% 47H993WC8 Other Repurchase Agreement N AMERICAN HOME MORTGAGE ASSETS TRUST 2047-06-25 2047-06-25 0.4 - 0.4 Other Instrument MORTGAGE 2796480.00 1090206.35 First Tier Security 2013-01-03 2013-01-03 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 47H993YC6 Other Repurchase Agreement N DEUTSCHE MORTGAGE SECURITIES, MORTGAGE LOAN TRUST 2034-03-25 2034-03-25 4.87 - 4.87 Other Instrument MORTGAGE 3651045.00 1078068.40 AMERICAN AXLE & MFG INC 2017-03-01 2017-03-01 7.875 - 7.875 Other Instrument CORPORATE 1616.00 1714.98 DOMINOS PIZZA MASTER ISSUES 2042-01-25 2042-01-25 N/A Other Instrument ASSET BACKED 1252.00 1419.53 NATIONAL COLLEGIATE TRUST 2031-09-25 2031-09-25 0.708 - 0.708 Other Instrument ASSET BACKED 1500000.00 432.43 GMAC INC FORMERLY GMAC LLC 06/30/2009 & NAME CHA 2049-01-01 2049-01-01 N/A Other Instrument CORPORATE 99.00 91.58 First Tier Security 2013-02-08 2013-02-08 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAF8 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-10-25 2036-10-25 6.392 - 6.392 Government Agency Debt 64586.00 2697.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2040-10-15 1.161 - 6.439 Government Agency Debt 110372.00 14415.39 DOMINOS PIZZA MASTER ISSUES 2042-01-25 2042-01-25 N/A Other Instrument ASSET BACKED 11687.00 13250.82 GSR MORTGAGE LOAN TRUST 2034-11-25 2034-11-25 0.51 - 0.51 Other Instrument MORTGAGE 12000000.00 954515.38 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2036-04-25 2036-04-25 6 - 6 Other Instrument MORTGAGE 1209.00 843.66 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.51 - 0.51 Other Instrument MORTGAGE 1069258.00 94117.07 First Tier Security 2013-02-22 2013-02-22 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAX9 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2042-11-01 3.5 - 4 Government Agency Debt 2000.00 1847.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2040-10-15 1.161 - 4.5 Government Agency Debt 14305.00 3743.84 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.51 - 0.51 Other Instrument MORTGAGE 3009684.00 264915.15 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-06-25 2035-06-25 0.84 - 0.84 Other Instrument ASSET BACKED 2607970.00 811495.95 First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.97% 47H993UY2 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.708 - 1.708 Other Instrument ASSET BACKED 3084517.00 1155342.86 First Tier Security 2013-01-22 2013-01-22 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.43% 42T99QQQ1 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-25 2040-12-25 6.39 - 6.39 Government Agency Debt 100000.00 20740.61 US EDUCATION LOAN TRUST IV 2045-12-01 2045-12-01 N/A Other Instrument ASSET BACKED 3123131.00 2156278.35 First Tier Security 2013-01-07 2013-01-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.43% 42T99QQP3 0000050916 Other Repurchase Agreement N EDISON MISSION ENERGY 2016-06-15 2027-05-15 7.625 - 7.75 Other Instrument CORPORATE 989629.00 524503.37 ENERGY FUTURE HLDGS CORP 2020-01-15 2020-01-15 10 - 10 Other Instrument CORPORATE 3.00 3.50 FIRST DATA CORP 2016-03-31 2016-03-31 11.25 - 11.25 Other Instrument CORPORATE 310322.00 312940.34 HEALTH MGMT ASSOCS INC NEW 2020-01-15 2020-01-15 7.375 - 7.375 Other Instrument CORPORATE 208.00 228.65 BUILDING MATLS CORP AMER 2020-03-15 2020-03-15 7.5 - 7.5 Other Instrument CORPORATE 2708.00 3045.37 BERRY PLASTICS CORP 2021-01-15 2021-01-15 9.75 - 9.75 Other Instrument CORPORATE 17411.00 20848.95 AMERICAN ROCK SALT CO LLC / AMERN ROCK SALT CAP 2018-05-01 2018-05-01 8.25 - 8.25 Other Instrument CORPORATE 113881.00 104628.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-06-15 2038-06-15 5 - 5 Government Agency Debt 3396.00 1393.82 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2040-12-25 5 - 6.39 Government Agency Debt 102000.00 23127.69 PRECISION DRILLING CORP 2021-12-15 2021-12-15 6.5 - 6.5 Other Instrument CORPORATE 4173.00 4456.30 TEREX CORP NEW 2020-04-01 2020-04-01 6.5 - 6.5 Other Instrument CORPORATE 64986.00 69859.95 TEKNI-PLEX INC 2019-06-01 2019-06-01 9.75 - 9.75 Other Instrument CORPORATE 12844.00 14032.07 First Tier Security 2013-01-07 2013-01-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.43% 42T99QRA5 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-13 2017-02-13 5 - 5 Government Agency Debt 2000.00 2387.08 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2041-07-15 2041-07-15 5.308 - 5.308 Other Instrument MORTGAGE 1992575.00 2103266.29 First Tier Security 2013-01-07 2013-01-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5R5 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-25 2042-10-25 3.5 - 4 Government Agency Debt 6610000.00 7217035.18 First Tier Security 2013-01-16 2013-01-16 N N N 7000000.00 7000000.00 0.0034 Y 7000000.00 7000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5S3 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-25 2042-10-25 3.5 - 3.5 Government Agency Debt 985000.00 1032364.64 First Tier Security 2013-01-18 2013-01-18 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R5P9 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-05-25 4 - 4.5 Government Agency Debt 9270000.00 10311634.82 First Tier Security 2013-02-04 2013-02-04 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0049 Y 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.85% 40Q995HK7 Other Repurchase Agreement N GMACM HOME EQUITY LOAN TRUST 2 2036-12-25 2036-12-25 0.39 - 0.39 Other Instrument ASSET BACKED 10615000.00 3242910.66 First Tier Security 2013-01-07 2013-01-07 N N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVF2 0000230611 Other Repurchase Agreement N AMERICAN STORES CO MEDIUM TERM NTS-BOOK ENTRY 2028-03-20 2028-03-20 7.1 - 7.1 Other Instrument CORPORATE 1506.00 1261.15 ARCHER DANIELS MIDLAND CO L 2014-02-15 2014-02-15 0.875 - 0.875 Other Instrument EQUITY 819000.00 821707.25 CADETS TR 2013-07-15 2013-07-15 N/A Other Instrument CORPORATE 11921.00 12444.37 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2018-11-15 2024-07-15 5 - 5 Other Instrument CORPORATE 1607.00 1793.61 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-09-15 2019-09-15 6 - 6 Other Instrument CORPORATE 29845.00 29889.37 GILEAD SCIENCES INC 2016-05-01 2016-05-01 1.625 - 1.625 Other Instrument EQUITY 32000.00 53386.83 TIME WARNER INC NEW 2041-03-29 2041-03-29 6.25 - 6.25 Other Instrument CORPORATE 390.00 491.32 KOHLS CORP 2021-11-01 2021-11-01 4 - 4 Other Instrument CORPORATE 812926.00 868629.50 MBNA CORP SR MEDIUM TERM NTS BOOK ENTRY 2015-06-15 2015-06-15 5 - 5 Other Instrument CORPORATE 363.00 393.34 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument CORPORATE 131216.00 132765.33 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 2018-06-15 8.45 - 8.45 Other Instrument CORPORATE 22134.00 25979.91 SABRE INC 2019-05-15 2019-05-15 8.5 - 8.5 Other Instrument CORPORATE 150061.00 161069.64 HBOS PLC MEDIUM TERM SUB NTS BOOK ENTRY 144A 2033-11-01 2033-11-01 6 - 6 Other Instrument CORPORATE 210.00 191.70 First Tier Security 2013-01-07 2013-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVE5 0000230611 Other Repurchase Agreement N REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 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