N-MFP LIVE N 2013-03-31 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 48 77 1990006789.51 13177988.82 17546393.57 1985638384.76 0.0031 1.0002 2013-03-28 1.0002 2013-03-28 C000048773 1.00 862620959.56 1.00 -13096437.81 46067606.04 59164043.85 0.0005 1.0000 2013-03-28 1.0000 2013-03-28 C000048775 1.00 83731237.52 1.00 -3158747.67 9127669.22 12286416.89 0.0001 1.0002 2013-03-28 1.0002 2013-03-28 C000048776 1.00 147975561.58 1.00 -4302182.95 4946568.26 9248751.21 0.0001 1.0002 2013-03-28 1.0002 2013-03-28 C000048774 1.00 891310626.10 1.00 16148464.59 51398048.96 35249584.37 0.0003 1.0003 2013-03-28 1.0003 2013-03-28 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XS45 Certificate of Deposit First Tier Security 2013-06-24 2013-06-24 N N N 11000000.00 11000000.00 0.0055 N 11000268.40 11000268.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XK92 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 4000000.00 4000000.00 0.0020 N 4000365.60 4000365.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XL75 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 2000000.00 2000000.00 0.0010 N 2000182.80 2000182.80 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366WRL0 Certificate of Deposit First Tier Security 2013-04-08 2013-09-06 N N N 14000000.00 14000000.00 0.0071 N 14008624.00 14008624.00 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 0.0050 N 10000956.00 10000956.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FQW3 Certificate of Deposit First Tier Security 2013-06-21 2013-06-21 N N N 20000000.00 20000000.00 0.0101 N 20000000.00 20000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-04-04 2013-07-08 N N N 11000000.00 10999697.00 0.0055 N 11000594.00 11000594.00 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 5000000.00 5000000.00 0.0025 N 5000233.00 5000233.00 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 16999976.39 0.0086 N 17000792.20 17000792.20 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-04-11 2013-10-11 N N N 7000000.00 7000000.00 0.0035 N 7000749.00 7000749.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-04-11 2013-09-06 N N N 8000000.00 8000000.00 0.0040 N 8000248.00 8000248.00 Bank of Nova Scotia Bank of Nova Scotia, 0.37% 06417FBP4 Certificate of Deposit First Tier Security 2013-05-13 2013-09-12 N N N 7000000.00 7000000.00 0.0035 N 7003934.00 7003934.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417FGH7 Certificate of Deposit First Tier Security 2013-05-16 2013-09-17 N N N 6000000.00 6000000.00 0.0030 N 6007632.00 6007632.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538FVQ4 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 8000000.00 8000000.00 0.0040 N 8000000.00 8000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSK1 Certificate of Deposit First Tier Security 2013-07-09 2013-07-09 N N N 6000000.00 6000000.00 0.0030 N 6000171.00 6000171.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSQ8 Certificate of Deposit First Tier Security 2013-07-10 2013-07-10 N N N 8000000.00 8000000.00 0.0040 N 8000230.40 8000230.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSR6 Certificate of Deposit First Tier Security 2013-07-11 2013-07-11 N N N 7000000.00 7000000.00 0.0035 N 7000203.00 7000203.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTD6 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 14000000.00 14000000.00 0.0071 N 14000425.60 14000425.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTZ7 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 10000000.00 10000000.00 0.0050 N 10000310.00 10000310.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FVB7 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 11000000.00 11000000.00 0.0055 N 11000000.00 11000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FPR9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 18000000.00 18000000.00 0.0091 N 18003439.80 18003439.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-04-03 2013-08-30 N N N 7000000.00 7000000.00 0.0035 N 6996493.00 6996493.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-04-05 2013-08-30 N N N 7000000.00 7000000.00 0.0035 N 7001449.00 7001449.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.39% 13606XQ84 Certificate of Deposit First Tier Security 2013-04-17 2013-09-17 N N N 20000000.00 20000000.00 0.0101 N 20015780.00 20015780.00 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-06-27 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 11000000.00 11000000.00 0.0055 N 10998361.00 10998361.00 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 0.0081 N 16003260.80 16003260.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCG6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 4000000.00 3999999.79 0.0020 N 3999923.20 3999923.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCH4 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 3000000.00 2999999.87 0.0015 N 2999941.50 2999941.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBB8 Certificate of Deposit First Tier Security 2013-06-14 2013-06-14 N N N 7000000.00 7000000.00 0.0035 N 7000604.80 7000604.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBG7 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 7000000.00 7000000.00 0.0035 N 7000651.70 7000651.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6W3 Certificate of Deposit First Tier Security 2013-05-21 2013-05-21 N N N 7000000.00 7000000.00 0.0035 N 7001048.60 7001048.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6Z6 Certificate of Deposit First Tier Security 2013-05-24 2013-05-24 N N N 7000000.00 7000000.00 0.0035 N 7001106.70 7001106.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G7D4 Certificate of Deposit First Tier Security 2013-05-29 2013-05-29 N N N 7000000.00 7000000.00 0.0035 N 7001204.00 7001204.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60688RAV5 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 7000000.00 7000000.00 0.0035 N 7000727.30 7000727.30 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 0.0055 N 11000503.80 11000503.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G6E3 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 7000000.00 7000000.00 0.0035 N 7001094.80 7001094.80 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.19% 63873ERG8 Certificate of Deposit First Tier Security 2013-04-02 2013-04-02 N N N 42000000.00 42000000.00 0.0212 N 41999823.60 41999823.60 National Bank of Canada National Bank of Canada, 0.27% 63307UDH1 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 21000000.00 21000000.00 0.0106 N 20999997.90 20999997.90 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-04-22 2013-09-17 N N N 21000000.00 20993190.48 0.0106 N 20990424.00 20990424.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78009JS22 Certificate of Deposit First Tier Security 2013-04-02 2013-08-30 N N N 27000000.00 27000000.00 0.0136 N 27043794.00 27043794.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGK6 Certificate of Deposit First Tier Security 2013-06-13 2013-06-13 N N N 8000000.00 8000000.00 0.0040 N 8000682.40 8000682.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-04-19 2013-06-19 N N N 4000000.00 4000000.00 0.0020 N 3998428.00 3998428.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D5Q9 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 6000000.00 6000000.00 0.0030 N 6000306.00 6000306.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D5Y2 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 2000000.00 2000000.00 0.0010 N 2000104.20 2000104.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D6X3 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 11000000.00 11000000.00 0.0055 N 11000671.00 11000671.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CCH3 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 9000000.00 9000000.00 0.0045 N 8999775.00 8999775.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-04-15 2013-09-16 N N N 16000000.00 16000000.00 0.0081 N 16002896.00 16002896.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB66 Certificate of Deposit First Tier Security 2013-04-04 2013-05-09 N N N 14000000.00 14000000.00 0.0071 N 14001512.00 14001512.00 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 0.0055 N 11000713.90 11000713.90 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WY69 Certificate of Deposit First Tier Security 2013-04-09 2013-04-09 N N N 7000000.00 7000000.00 0.0035 N 7000233.10 7000233.10 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2R8 Certificate of Deposit First Tier Security 2013-05-31 2013-05-31 N N N 7000000.00 7000000.00 0.0035 N 7001118.60 7001118.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2S6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 10000000.00 10000000.00 0.0050 N 10000956.00 10000956.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2Y3 Certificate of Deposit First Tier Security 2013-06-10 2013-06-10 N N N 7000000.00 7000000.00 0.0035 N 7000717.50 7000717.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3P1 Certificate of Deposit First Tier Security 2013-06-17 2013-06-17 N N N 7000000.00 7000000.00 0.0035 N 7000785.40 7000785.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3W6 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 7000000.00 7000000.00 0.0035 N 7000873.60 7000873.60 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 0.0020 N 4000209.60 4000209.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-04-15 2013-11-15 N N N 5000000.00 5000000.00 0.0025 N 5000305.00 5000305.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-04-20 2013-12-20 N N N 7000000.00 7000000.00 0.0035 N 6999986.00 6999986.00 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 4000060.44 0.0020 N 4001441.20 4001441.20 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 0.0040 N 8003368.00 8003368.00 UBS AG UBS AG, 0.31% 90267RMH9 Certificate of Deposit First Tier Security 2013-04-08 2013-05-07 N N N 9000000.00 9000000.00 0.0045 N 9000747.00 9000747.00 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 7000020.40 0.0035 N 7000558.60 7000558.60 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4D0 Certificate of Deposit First Tier Security 2013-05-10 2013-05-10 N N N 3000000.00 3000016.23 0.0015 N 3000322.20 3000322.20 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4H1 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 4000000.00 4000000.00 0.0020 N 4000434.00 4000434.00 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 0.0020 N 4000182.80 4000182.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% XS0911651718 Certificate of Deposit First Tier Security 2013-06-28 2013-06-28 N N N 2000000.00 2000024.43 0.0010 N 2000229.80 2000229.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-04-09 2013-05-09 N N N 11000000.00 11000000.00 0.0055 N 11001573.00 11001573.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 9000000.00 9000000.00 0.0045 N 9000477.00 9000477.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-04-19 2013-04-19 N N N 9000000.00 9000000.00 0.0045 N 9000621.00 9000621.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0850948158 0000833029 Certificate of Deposit First Tier Security 2013-04-29 2013-04-29 N N N 10000000.00 10000000.00 0.0050 N 10001090.00 10001090.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-04-03 2013-06-03 N N N 16000000.00 16000000.00 0.0081 N 16001904.00 16001904.00 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 0.0091 N 18001274.40 18001274.40 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 0.0045 N 9001813.50 9001813.50 Citibank NA Citibank NA, 0.28% 17304UBP4 Certificate of Deposit First Tier Security 2013-05-28 2013-05-28 N N N 5000000.00 5000000.00 0.0025 N 5001270.00 5001270.00 Citibank NA Citibank NA, 0.29% 1730D27A4 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 5000000.00 5000000.00 0.0025 N 5000525.00 5000525.00 Citibank NA Citibank NA, 0.29% 1730D27F3 Certificate of Deposit First Tier Security 2013-04-16 2013-04-16 N N N 9000000.00 9000000.00 0.0045 N 9000997.20 9000997.20 Citibank NA Citibank NA, 0.29% 1730D27E6 Certificate of Deposit First Tier Security 2013-04-17 2013-04-17 N N N 9000000.00 9000000.00 0.0045 N 9001049.40 9001049.40 Citibank NA Citibank NA, 0.29% 17304UBH2 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 4000000.00 4000000.00 0.0020 N 4000977.20 4000977.20 Citibank NA Citibank NA, 0.29% 17304UCP3 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 2000000.00 2000000.00 0.0010 N 2000606.40 2000606.40 Citibank NA Citibank NA, 0.29% 17304UDA5 Certificate of Deposit First Tier Security 2013-06-27 2013-06-27 N N N 7000000.00 7000000.00 0.0035 N 7002299.50 7002299.50 Citibank NA Citibank NA, 0.30% 1730D26U1 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 14000000.00 14000000.00 0.0071 N 14000513.80 14000513.80 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 0.0040 N 8001890.40 8001890.40 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.20% 05253AV56 Financial Company Commercial Paper First Tier Security 2013-08-05 2013-08-05 N N N 6000000.00 5995833.34 0.0030 N 5995830.00 5995830.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GRA5 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 2000000.00 1999548.89 0.0010 N 1999684.60 1999684.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GPW9 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 2000000.00 1999866.67 0.0010 N 1999898.00 1999898.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GQB4 Financial Company Commercial Paper First Tier Security 2013-04-11 2013-04-11 N N N 1000000.00 999916.67 0.0005 N 999938.60 999938.60 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HR92 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 7000000.00 6999611.11 0.0035 N 6999689.90 6999689.90 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 4000000.00 4000000.00 0.0020 N 4000136.00 4000136.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-28 N N N 10000000.00 10000000.00 0.0050 N 10000440.00 10000440.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 2000000.00 2000000.00 0.0010 N 2000090.00 2000090.00 Credit Agricole North America Credit Agricole North America, 0.18% 22532AR34 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N N 38000000.00 37999620.00 0.0191 N 37998860.00 37998860.00 Credit Suisse Credit Suisse, 0.25% 2254EAUS0 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-07-26 N N N 6000000.00 5995166.67 0.0030 N 5995399.80 5995399.80 Credit Suisse Credit Suisse, 0.26% 2254EAT37 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 10000000.00 9995537.50 0.0050 N 9996464.00 9996464.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0V17 Financial Company Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N N 9000000.00 8992527.50 0.0045 N 8992314.00 8992314.00 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 8998875.00 0.0045 N 8999450.10 8999450.10 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 6998590.28 0.0035 N 6999345.50 6999345.50 Groupe BPCE SA Groupe BPCE SA, 0.20% 05571BR13 Financial Company Commercial Paper First Tier Security 2013-04-01 2013-04-01 N N N 45000000.00 45000000.00 0.0227 N 44998965.00 44998965.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-04-26 2013-04-26 N N N 28000000.00 28000064.42 0.0141 N 28001064.00 28001064.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-09-03 N N N 5000000.00 5000000.00 0.0025 N 4999990.00 4999990.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TC7 Financial Company Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N N 21000000.00 20987819.99 0.0106 N 20990010.30 20990010.30 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TH6 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 1000000.00 999379.72 0.0005 N 999489.30 999489.30 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TS2 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-06-26 N N N 2000000.00 1998614.45 0.0010 N 1998850.00 1998850.00 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TU7 Financial Company Commercial Paper First Tier Security 2013-06-28 2013-06-28 N N N 2000000.00 1998582.23 0.0010 N 1998814.20 1998814.20 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P0U15 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 11000000.00 10994438.88 0.0055 N 10994434.00 10994434.00 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 8999812.50 0.0045 N 8999790.30 8999790.30 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTB7 Financial Company Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N N 2000000.00 1998974.45 0.0010 N 1999208.40 1999208.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTJ0 Financial Company Commercial Paper First Tier Security 2013-06-18 2013-06-18 N N N 6000000.00 5996620.00 0.0030 N 5997211.80 5997211.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.27% 83365RR23 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 34000000.00 33999745.00 0.0171 N 33999197.60 33999197.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562KT61 Financial Company Commercial Paper First Tier Security 2013-06-06 2013-06-06 N N N 6350000.00 6347206.01 0.0032 N 6347242.20 6347242.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 5000000.00 4998298.61 0.0025 N 4998559.50 4998559.50 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 1999893.06 0.0010 N 1999920.60 1999920.60 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 7996951.11 0.0040 N 7997695.20 7997695.20 Swedbank AB Swedbank AB, 0.26% 87019RSQ0 Financial Company Commercial Paper First Tier Security 2013-05-24 2013-05-24 N N N 6000000.00 5997703.33 0.0030 N 5998099.80 5998099.80 Swedbank AB Swedbank AB, 0.27% 87019RT48 Financial Company Commercial Paper First Tier Security 2013-06-04 2013-06-04 N N N 6000000.00 5997120.00 0.0030 N 5997733.20 5997733.20 Swedbank AB Swedbank AB, 0.27% 87019RT71 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 1000000.00 999497.50 0.0005 N 999605.60 999605.60 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.24% 89116EWT6 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 3000000.00 2996420.00 0.0015 N 2996492.40 2996492.40 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 9996625.00 0.0050 N 9997927.00 9997927.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW51 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 6000000.00 5993458.34 0.0030 N 5993730.00 5993730.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVC8 Financial Company Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N N 22000000.00 21971552.78 0.0111 N 21976306.00 21976306.00 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVK0 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 4000000.00 3994555.56 0.0020 N 3995328.00 3995328.00 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 10997140.00 0.0055 N 10998496.30 10998496.30 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 9998625.00 0.0050 N 9999417.00 9999417.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-07-01 N N N 4000000.00 4000000.00 0.0020 N 4000112.00 4000112.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-06-03 N N N 5000000.00 5000000.00 0.0025 N 5000170.00 5000170.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FV8 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-07-08 N N N 2000000.00 2000000.00 0.0010 N 2000054.00 2000054.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-07-08 N N N 4000000.00 4000000.00 0.0020 N 4000112.00 4000112.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-04-10 2013-06-10 N N N 2000000.00 2000000.00 0.0010 N 2000078.00 2000078.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-04-17 2013-06-17 N N N 7000000.00 7000000.00 0.0035 N 7000315.00 7000315.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-06-19 N N N 4000000.00 4000000.00 0.0020 N 4000184.00 4000184.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-04-22 2013-06-21 N N N 4000000.00 4000000.00 0.0020 N 4000188.00 4000188.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-04-29 2013-05-29 N N N 5000000.00 5000000.00 0.0025 N 5000235.00 5000235.00 Ciesco LP Ciesco LP, 0.31% 17178BSV8 Asset Backed Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N Y GUARANTOR CITIBANK NA N/A N/A 4000000.00 3998002.22 0.0020 N 3998342.00 3998342.00 Ciesco LP Ciesco LP, 0.31% 17178BT62 Asset Backed Commercial Paper First Tier Security 2013-06-06 2013-06-06 N N Y GUARANTOR CITIBANK NA N/A N/A 6642000.00 6638225.13 0.0033 N 6638857.67 6638857.67 Ciesco LP Ciesco LP, 0.34% 17178BRR8 Asset Backed Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999773.33 0.0005 N 999838.40 999838.40 Govco, Inc. Govco, Inc., 0.25% 38362VRC9 Asset Backed Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 17000000.00 16998701.39 0.0086 N 16998158.90 16998158.90 Govco, Inc. Govco, Inc., 0.31% 38362VRN5 Asset Backed Commercial Paper First Tier Security 2013-04-22 2013-04-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999638.33 0.0010 N 1999638.80 1999638.80 Govco, Inc. Govco, Inc., 0.31% 38362VS95 Asset Backed Commercial Paper First Tier Security 2013-05-09 2013-05-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 12000000.00 11996073.33 0.0060 N 11996247.60 11996247.60 Govco, Inc. Govco, Inc., 0.31% 38362VSE4 Asset Backed Commercial Paper First Tier Security 2013-05-14 2013-05-14 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999259.44 0.0010 N 1999292.40 1999292.40 Govco, Inc. Govco, Inc., 0.31% 38362VSH7 Asset Backed Commercial Paper First Tier Security 2013-05-17 2013-05-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999207.78 0.0010 N 1999241.60 1999241.60 Govco, Inc. Govco, Inc., 0.31% 38362VTB9 Asset Backed Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999388.61 0.0005 N 999385.40 999385.40 Govco, Inc. Govco, Inc., 0.31% 38362VTC7 Asset Backed Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998760.00 0.0010 N 1998750.20 1998750.20 Govco, Inc. Govco, Inc., 0.31% 38362VTD5 Asset Backed Commercial Paper First Tier Security 2013-06-13 2013-06-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998742.77 0.0010 N 1998729.60 1998729.60 Govco, Inc. Govco, Inc., 0.31% 38362VTJ2 Asset Backed Commercial Paper First Tier Security 2013-06-18 2013-06-18 N N Y LIQUIDITY CITIBANK NA N/A N/A 8000000.00 7994626.67 0.0040 N 7994496.80 7994496.80 Govco, Inc. Govco, Inc., 0.33% 38362VS12 Asset Backed Commercial Paper First Tier Security 2013-05-01 2013-05-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999175.00 0.0015 N 2999254.80 2999254.80 Govco, Inc. Govco, Inc., 0.33% 38362VS79 Asset Backed Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N Y LIQUIDITY CITIBANK NA N/A N/A 13000000.00 12995710.00 0.0065 N 12996142.90 12996142.90 Govco, Inc. Govco, Inc., 0.34% 38362VS20 Asset Backed Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 21000000.00 20993851.67 0.0106 N 20994630.30 20994630.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.21% 56274LRR7 Asset Backed Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 17000000.00 16997619.99 0.0086 N 16997487.40 16997487.40 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.26% 03523KSV0 Other Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 1000000.00 999581.11 0.0005 N 999445.40 999445.40 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 10999828.89 0.0055 N 10999541.30 10999541.30 Comcast Corp. Comcast Corp., 0.30% 2003A2RS7 Other Commercial Paper Second Tier Security 2013-04-26 2013-04-26 N N N 5000000.00 4998958.33 0.0025 N 4998836.00 4998836.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-04-25 2013-04-29 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 10000000.00 10000000.00 0.0050 N 9998020.00 9998020.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.32% 5956A2RG9 Other Commercial Paper Second Tier Security 2013-04-16 2013-04-16 N N N 1000000.00 999866.66 0.0005 N 999853.80 999853.80 Northeast Utilities Northeast Utilities, 0.32% 66439TR18 Other Commercial Paper Second Tier Security 2013-04-01 2013-04-01 N N N 1000000.00 1000000.00 0.0005 N 999973.30 999973.30 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-04-02 2013-05-13 Y VERIZON COMMUNICATIONS INC N/A N/A N N 8000000.00 8000000.00 0.0040 N 8000000.00 8000000.00 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 38994712.78 0.0196 N 38998323.00 38998323.00 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 3999250.00 0.0020 N 3999712.00 3999712.00 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 8393493.49 0.0042 N 8397001.20 8397001.20 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.21% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 10000000.00 10121068.38 0.0051 N 10122660.00 10122660.00 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 9005447.22 0.0045 N 9005625.00 9005625.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828JM3 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 3000000.00 3044130.55 0.0015 N 3044532.00 3044532.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.20% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 18000000.00 18009165.35 0.0091 N 18011952.00 18011952.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.20% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 23000000.00 23090767.26 0.0116 N 23097037.00 23097037.00 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 12126317.01 0.0061 N 12130776.00 12130776.00 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 12994960.86 0.0065 N 13000000.00 13000000.00 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 3044946.36 0.0015 N 3046524.00 3046524.00 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 8014532.58 0.0040 N 8018128.00 8018128.00 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 4100683.76 0.0021 N 4101720.00 4101720.00 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 18024884.29 0.0091 N 18027414.00 18027414.00 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 6002738.41 0.0030 N 6004452.00 6004452.00 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 17030683.28 0.0086 N 17035853.00 17035853.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-04-22 2013-05-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0030 N 5999226.00 5999226.00 Royal Bank of Canada Royal Bank of Canada, 0.35% 78008KZV8 Other Note First Tier Security 2013-05-06 2013-09-06 N N N 21000000.00 20998171.15 0.0106 N 21000021.00 21000021.00 Royal Bank of Canada Royal Bank of Canada, 0.41% 78008FBC7 Other Note First Tier Security 2013-04-02 2013-08-30 N N N 27000000.00 27000000.00 0.0136 N 27005508.00 27005508.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-04-15 2013-09-13 N N N 23000000.00 23000000.00 0.0116 N 23021551.00 23021551.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-04-29 2013-09-27 N N N 14000000.00 14000000.00 0.0071 N 13998866.00 13998866.00 Bank of America NA Bank of America NA, 0.29% 06052WWN9 Other Note First Tier Security 2013-06-20 2013-06-20 N N N 20000000.00 20000000.00 0.0101 N 19999532.00 19999532.00 Bank of America NA Bank of America NA, 0.29% 06052WXC2 Other Note First Tier Security 2013-07-01 2013-07-01 N N N 5000000.00 5000000.00 0.0025 N 4999077.00 4999077.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-04-11 2014-09-11 N N N 13000000.00 12996299.52 0.0065 N 13002249.00 13002249.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-04-25 2014-06-25 N N N 18000000.00 17995496.05 0.0091 N 18002340.00 18002340.00 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 1999880.04 0.0010 N 2000182.00 2000182.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313382MH3 Government Agency Debt First Tier Security 2014-03-25 2014-03-25 N N N 4000000.00 3999508.45 0.0020 N 3999648.00 3999648.00 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 999613.24 0.0005 N 999980.00 999980.00 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 1001135.31 0.0005 N 1001529.00 1001529.00 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 1999736.92 0.0010 N 2000496.00 2000496.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.14% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2013-04-05 2013-04-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7650000.00 7650000.00 0.0039 N 7650000.00 7650000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.25% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-04-01 2013-04-01 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0010 N 1900000.00 1900000.00 Palm Beach County Rev. Palm Beach County Rev., 0.22% (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 2013-04-05 2013-04-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0006 N 1100000.00 1100000.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 04/01/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-04-01 2013-04-01 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.48% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-06-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0015 Y 2999544.00 2999544.00 Bank of America NA In a joint trading account with Bank of America NA at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-10-01 2042-03-01 0.514 - 9.5 Government Agency Debt 2447249.45 520137.21 FEDERAL HOME LOAN MORTGAGE CORP 2015-08-01 2040-03-01 0.576 - 8 Government Agency Debt 974353.28 227354.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.382 - 7 Government Agency Debt 1162586.79 555410.68 Unrated Security 2013-04-01 2013-04-01 N N N 1275297.00 1275296.91 0.0006 N 1275296.91 1275296.91 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_07629 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-03-01 1.915 - 5.975 Government Agency Debt 682628.09 186693.96 US TREASURY 2015-12-15 2015-12-15 0.25 - 0.25 Treasury Debt 708729.87 707680.54 FEDERAL NATIONAL MORTGAGE ASSOC 2015-11-01 2048-08-01 1.375 - 5.994 Government Agency Debt 1933863.31 617077.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-06-20 2063-02-20 1.75 - 4 Government Agency Debt 24560.80 12784.67 Unrated Security 2013-04-01 2013-04-01 N N N 1494341.00 1494341.37 0.0008 N 1494341.37 1494341.37 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_06399 Government Agency Repurchase Agreement Y US TREASURY 2040-02-15 2042-08-15 2.75 - 4.625 Treasury Debt 157444.80 147235.97 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-25 2043-04-25 0 - 4.75 Government Agency Debt 42329.52 42525.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-10-20 2.5 - 4.75 Government Agency Debt 348795.72 323946.34 Unrated Security 2013-04-01 2013-04-01 N N N 498114.00 498113.79 0.0003 N 498113.79 498113.79 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CPT0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2042-09-01 2.079 - 4 Government Agency Debt 15000.00 11695.25 FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-25 2043-03-01 2.125 - 5 Government Agency Debt 3564600.00 3078187.14 First Tier Security 2013-04-05 2013-04-05 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 In a joint trading account with ING Financial Markets LLC at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2043-04-01 1.203 - 6 Government Agency Debt 1125243.86 781027.83 FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-25 2046-08-01 0.534 - 6.518 Government Agency Debt 2738001.30 558976.43 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-08-20 2039-01-20 0.703 - 5.848 Government Agency Debt 39678.43 30379.27 Unrated Security 2013-04-01 2013-04-01 N N N 1342742.00 1342741.52 0.0007 N 1342741.52 1342741.52 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-06-30 2017-11-30 0.375 - 8.875 Treasury Debt 2653970.63 2811580.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-04-20 2054-04-16 0.452 - 9 Government Agency Debt 5645216.62 4921990.82 Unrated Security 2013-04-01 2013-04-01 N N N 7579992.00 7579992.46 0.0038 N 7579992.46 7579992.46 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.26%, dated 3/28/2013 due 04/01/2013 48J99B9N8_55501 Government Agency Repurchase Agreement Y US TREASURY 2017-08-31 2017-08-31 0.625 - 0.625 Treasury Debt 7.62 7.62 FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2043-03-01 2.114 - 5.723 Government Agency Debt 444294.52 305179.26 FEDERAL NATIONAL MORTGAGE ASSOC 2042-07-01 2042-11-01 2.186 - 2.441 Government Agency Debt 51040.10 48267.32 Unrated Security 2013-04-01 2013-04-01 N N N 346514.00 346513.94 0.0002 N 346513.94 346513.94 Commerz Markets LLC Commerz Markets LLC, 0.21% 48L997AF9 Treasury Repurchase Agreement Y US TREASURY 2014-08-15 2015-01-31 2.125 - 4.25 Treasury Debt 58321200.00 61203576.01 Unrated Security 2013-04-01 2013-04-01 N N N 60000000.00 60000000.00 0.0302 N 60000000.00 60000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z995LD3 0001197610 Other Repurchase Agreement N BANK AMER CORP 2014-06-15 2014-06-15 5.375 - 5.375 Other Instrument CORPORATE 8090.00 8619.56 AXIS BK LTD DUBAI BRH MEDIUM TERM BK NTS BOOK EN 2016-05-02 2016-05-02 4.75 - 4.75 Other Instrument CORPORATE 372.00 398.67 PETROLIAM NATIONAL 2015-08-15 2015-08-15 7.75 - 7.75 Other Instrument CORPORATE 696075.00 823936.90 WELLPOINT INC 2016-01-15 2016-01-15 5.25 - 5.25 Other Instrument CORPORATE 5688.00 6393.74 KOREA FIN CORP 2017-08-07 2017-08-07 2.25 - 2.25 Other Instrument CORPORATE 5759.00 5869.98 INTESA SANPAOLO S P A 2018-01-16 2018-01-16 3.875 - 3.875 Other Instrument CORPORATE 2348804.00 2281041.01 INTERNATIONAL BUSINESS MACHS CORP 2016-07-22 2016-07-22 1.95 - 1.95 Other Instrument CORPORATE 23247.00 24197.22 HANA BK SR MEDIUM TERM NT PROGRAM REG S 2016-11-03 2016-11-03 4 - 4 Other Instrument CORPORATE 110.00 120.98 First Tier Security 2013-04-05 2013-04-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 45H99M4R8 0000315030 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 373.00 406.54 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 103000.00 138931.98 DIGITAL RIV INC 2030-11-01 2030-11-01 2 - 2 Other Instrument EQUITY 287000.00 283245.08 OPKO HEALTH INC 2033-02-01 2033-02-01 N/A Other Instrument EQUITY 1494676.00 1649374.97 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 903000.00 1167411.07 UNITED RENTALS INC 2015-11-15 2015-11-15 4 - 4 Other Instrument EQUITY 1000.00 4831.66 First Tier Security 2013-04-23 2013-04-23 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.27% 48K99WKV9 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-25 2042-05-25 4 - 4 Government Agency Debt 36334961.00 4120120.79 First Tier Security 2013-04-04 2013-04-04 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.29% 48K99WKY3 0000318336 Other Repurchase Agreement N CONVENTRY HEALTH CARE 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 716176.00 33481228.00 First Tier Security 2013-04-01 2013-04-01 N N N 31000000.00 31000000.00 0.0156 N 31000000.00 31000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.48% 47A99P6R2 0000318336 Other Repurchase Agreement N CITIGROUP, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 145895.00 6486491.70 First Tier Security 2013-04-18 2013-04-18 N N N 6000000.00 6000000.00 0.0030 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 47A99P9S7 0000318336 Other Repurchase Agreement N BIOMARIN PHARMACEUTICAL, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 361000.00 1083225.63 First Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 48K99WCN6 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.364 - 0.364 Other Instrument ASSET BACKED 2000000.00 1471275.45 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.454 - 0.454 Other Instrument ASSET BACKED 50000.00 9568.48 CWHEQ HOME EQUITY LOAN TRUST, 2036-10-25 2036-10-25 0.424 - 0.424 Other Instrument ASSET BACKED 2000.00 636.85 CWHEQ HOME EQUITY LOAN TRUST S 2037-05-25 2037-05-25 5.649 - 5.649 Other Instrument ASSET BACKED 300000.00 104866.08 GCMO FIRST HORZ 06-FA8 D12/28/ 2037-02-25 2037-02-25 6.426 - 6.426 Other Instrument GOVERNMENT AGENCY 175000.00 18470.60 GRAMERCY REAL ESTATE CDO 2007- 2056-08-15 2056-08-15 0.57 - 0.57 Other Instrument ASSET BACKED 20000.00 13654.77 HSI ASSET SECURITIZATION CORPO 2037-05-25 2037-05-25 0.374 - 0.374 Other Instrument ASSET BACKED 30000.00 27231.05 TBW MORTGAGE-BACKED TRUST SERI 2036-05-25 2036-05-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 2364500.00 515917.05 First Tier Security 2013-05-20 2013-05-20 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P4S2 0000318336 Other Repurchase Agreement N GMACM HOME EQUITY LOAN TRUST 2 2037-08-25 2037-08-25 5.952 - 5.952 Other Instrument ASSET BACKED 405000.00 321974.60 FREMF 2012-K707 MTG TR MULTIFA 2047-01-25 2047-01-25 3.882 - 3.882 Other Instrument GOVERNMENT AGENCY 15000.00 16010.40 COUNTRYWIDE HOME LOAN TRUST 2034-02-15 2034-02-15 0.503 - 0.503 Other Instrument ASSET BACKED 15194600.00 617342.58 ALTERNATIVE LOAN TRUST 2007-OA 2047-11-25 2047-11-25 1.424 - 1.424 Other Instrument GOVERNMENT AGENCY 740000.00 398851.29 HOME EQUITY LOAN TRUST 2007-HS 2037-02-25 2037-02-25 0.314 - 0.314 Other Instrument ASSET BACKED 6500000.00 797065.27 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.654 - 0.654 Other Instrument GOVERNMENT AGENCY 30000.00 6006.05 CWABS ASSET-BACKED CERTIFICATE 2037-07-25 2037-07-25 0.344 - 0.344 Other Instrument ASSET BACKED 10000.00 6243.79 First Tier Security 2013-04-02 2013-04-02 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P5J1 0000318336 Other Repurchase Agreement N PHH ALTERNATIVE MORTGAGE TRUST 2037-05-25 2037-05-25 5.246 - 5.246 Other Instrument GOVERNMENT AGENCY 165000.00 16262.87 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 2037-05-25 0.264 - 0.264 Other Instrument ASSET BACKED 20629100.00 1025622.69 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.536 - 0.536 Other Instrument ASSET BACKED 2000000.00 575806.56 GRAMERCY REAL ESTATE CDO 2007- 2056-08-15 2056-08-15 0.57 - 0.57 Other Instrument ASSET BACKED 130000.00 88756.00 GMAC MORTGAGE SECURITIES II, I 2036-11-25 2036-11-25 0.414 - 0.414 Other Instrument ASSET BACKED 6000.00 1789.77 FIRST HORIZON MORTGAGE PASS-TH 2036-08-25 2036-08-25 5.447 - 5.447 Other Instrument GOVERNMENT AGENCY 80000.00 24449.10 CWABS ASSET-BACKED CERTIFICATE 2046-12-25 2046-12-25 0.354 - 0.354 Other Instrument ASSET BACKED 300000.00 155692.36 CITICORP MORTGAGE SECURITIES T 2037-01-25 2037-01-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 150000.00 22859.86 STRUCTURED ASSET MORTGAGE INVE 2047-09-25 2047-09-25 0.484 - 0.484 Other Instrument GOVERNMENT AGENCY 9607700.00 87631.53 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.525 - 0.525 Other Instrument ASSET BACKED 8000000.00 2079647.06 First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P6J0 0000318336 Other Repurchase Agreement N BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 20000.00 7074.41 CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.264 - 0.264 Other Instrument ASSET BACKED 1150000.00 87272.43 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 6.216 - 6.216 Other Instrument GOVERNMENT AGENCY 1600000.00 537663.32 RAMP SERIES 2004-RS8 TRUST 2035-12-25 2035-12-25 0.734 - 0.734 Other Instrument ASSET BACKED 20000.00 11999.04 RALI SERIES 2006-QS12 TRUST 2036-09-25 2036-09-25 0.473 - 0.473 Other Instrument GOVERNMENT AGENCY 1765300.00 10265.91 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.663 - 5.663 Other Instrument GOVERNMENT AGENCY 2220000.00 2336678.11 LEHMAN MORTGAGE TRUST 2008-4 2037-01-25 2037-01-25 0.584 - 0.584 Other Instrument GOVERNMENT AGENCY 3108600.00 1047882.19 INDYMAC INDX MORTGAGE LOAN TRU 2035-09-25 2035-09-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 25000.00 22357.53 GS MTG SECS TR 2012-GCJ7 2045-05-10 2045-05-10 5 - 5 Other Instrument GOVERNMENT AGENCY 115000.00 94423.28 GCMO FIRST HORZ 06-FA8 D12/28/ 2037-02-25 2037-02-25 6.426 - 6.426 Other Instrument GOVERNMENT AGENCY 45000.00 4749.58 CWHEQ HOME EQUITY LOAN TRUST, 2036-10-25 2036-10-25 0.424 - 0.424 Other Instrument ASSET BACKED 170000.00 54132.25 CITICORP MORTGAGE SECURITIES T 2037-01-25 2037-01-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 345000.00 52577.68 CITIGROUP MORTGAGE LOAN TRUST 2037-07-25 2037-07-25 2.865 - 2.865 Other Instrument GOVERNMENT AGENCY 191000.00 59428.68 First Tier Security 2013-04-15 2013-04-15 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7B6 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.189 - 5.189 Other Instrument ASSET BACKED 4496700.00 3158463.45 CSMC SERIES 2010-UD1 2049-12-18 2049-12-18 5.766 - 5.766 Other Instrument GOVERNMENT AGENCY 870000.00 983532.48 BEAR STEARNS ALT-A TRUST 2002- 2035-07-25 2035-07-25 5.335 - 5.335 Other Instrument GOVERNMENT AGENCY 65000.00 22520.77 WAMU MORTGAGE PASS-THROUGH CER 2046-07-25 2046-07-25 1.155 - 1.155 Other Instrument GOVERNMENT AGENCY 2415000.00 776808.07 SANTANDER DRIVE AUTO 2019-02-15 2019-02-15 6.77 - 6.77 Other Instrument ASSET BACKED 40000.00 44595.05 INDYMAC INDX MORTGAGE LOAN TRU 2037-02-25 2037-02-25 0.474 - 0.474 Other Instrument GOVERNMENT AGENCY 4088000.00 229363.43 HARBORVIEW MORTGAGE LOAN TRUST 2038-01-19 2038-01-19 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 355000.00 134894.77 CWALT, INC., 2005-79CB 2036-05-25 2036-05-25 4.596 - 4.596 Other Instrument GOVERNMENT AGENCY 360000.00 30661.34 First Tier Security 2013-04-19 2013-04-19 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% 45K99P4M8 0000877559 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 35000.00 35918.45 ENBRIDGE ENERGY PARTNERS L.P. 2037-10-01 2037-10-01 8.05 - 8.05 Other Instrument CORPORATE 907800.00 1044173.00 First Tier Security 2013-04-01 2013-04-01 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N EQT CORPORATION < 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 31946.00 2176161.52 First Tier Security 2013-05-17 2013-05-17 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N VIRGIN MEDIA INC + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 2076000.00 5440903.28 First Tier Security 2013-06-19 2013-06-19 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N VIRGIN MEDIA INC + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 2077000.00 5443524.14 First Tier Security 2013-05-10 2013-05-10 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N VERISIGN, INC. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 3673000.00 5446221.56 First Tier Security 2013-04-11 2013-04-11 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N VIRGIN MEDIA INC + 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 4148000.00 10871323.13 First Tier Security 2013-08-19 2013-08-19 N N N 10000000.00 10000000.00 0.0050 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N MEDTRONIC CORP. 2013-03-31 2013-03-31 N/A Other Instrument OTHER NOTE 117198.00 5452050.96 First Tier Security 2013-04-17 2013-04-17 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99V4A1 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-11-25 2042-06-25 5.996 - 6.446 Government Agency Debt 125968276.00 22660557.33 First Tier Security 2013-04-03 2013-04-03 N N N 22000000.00 22000000.00 0.0111 N 22000000.00 22000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N HARBORVIEW MORTGAGE LOAN TRUST 2046-10-19 2046-10-19 0.413 - 0.413 Other Instrument GOVERNMENT AGENCY 13225000.00 4321608.24 First Tier Security 2013-05-03 2013-05-03 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.57% 46S99V3J3 0001287279 Other Repurchase Agreement N HARBORVIEW MORTGAGE LOAN TRUST 2046-10-19 2046-10-19 0.413 - 0.413 Other Instrument GOVERNMENT AGENCY 9920000.00 3241614.65 First Tier Security 2013-06-18 2013-06-18 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 46S99V2X3 0001287279 Other Repurchase Agreement N HARBORVIEW MORTGAGE LOAN TRUST 2046-10-19 2046-10-19 0.413 - 0.413 Other Instrument GOVERNMENT AGENCY 13225000.00 4321608.24 First Tier Security 2013-07-16 2013-07-16 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 48J99MXD9 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-01-20 2041-01-20 3 - 3 Government Agency Debt 7810336.00 8240185.65 First Tier Security 2013-04-02 2013-04-02 N N N 8000000.00 8000000.00 0.0040 N 8000000.00 8000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 48J99MXX5 0000728612 Other Repurchase Agreement N SBA COMMUNICATIONS CORP 2013-05-01 2013-05-01 1.875 - 1.875 Other Instrument EQUITY 8759000.00 15121592.35 First Tier Security 2013-04-01 2013-04-01 N N N 14000000.00 14000000.00 0.0071 N 14000000.00 14000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.66% to 0.00% 48J99MXE7 0000728612 Other Repurchase Agreement N DUKE FGD 2046-04-09 2046-04-09 0 - 2.001 Other Instrument ASSET BACKED 8500000.00 12263.27 DUKE FUNDING 2045-03-09 2045-03-09 0.872 - 0.872 Other Instrument ASSET BACKED 10000000.00 100.00 DHCDO 2007 2052-05-15 2052-05-15 N/A Other Instrument ASSET BACKED 8155343.00 1820034.54 LEXINGTON CAPITAL 2046-10-25 2046-10-25 3.358 - 3.358 Other Instrument ASSET BACKED 2750000.00 6752.23 COMMODORE CDO 2047-12-05 2047-12-05 3.458 - 3.458 Other Instrument ASSET BACKED 9750000.00 27130.36 CAMBER 2042-06-12 2042-06-12 N/A Other Instrument ASSET BACKED 3052126.00 6.10 MKP CBO 2046-01-06 2046-01-06 3.555 - 3.555 Other Instrument ASSET BACKED 2000000.00 19621.31 TORO ABS CDO 2042-02-07 2042-02-07 3.046 - 3.046 Other Instrument ASSET BACKED 2000000.00 23.27 SHERWOOD FUNDING CDO 2039-11-06 2039-11-06 N/A Other Instrument ASSET BACKED 3000000.00 10.98 NORTHLAKE CDO 2038-03-06 2038-03-06 4.278 - 4.278 Other Instrument ASSET BACKED 2000000.00 5526.99 NEWCASTLE MORTGAGE SECURITIES TRUST 2037-04-25 2037-04-25 0.432 - 0.432 Other Instrument ASSET BACKED 13083082.00 6749001.83 First Tier Security 2013-04-02 2013-04-02 N N N 8000000.00 8000000.00 0.0040 N 8000000.00 8000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48J99MSG8 0000728612 Other Repurchase Agreement N NEPTUNE CDO 2045-02-07 2045-02-07 0.571 - 0.571 Other Instrument ASSET BACKED 28481419.00 2252870.42 First Tier Security 2013-04-30 2013-04-30 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YGW5 Other Repurchase Agreement N HSBC 8% PSCS-2 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 55482.00 1566811.68 ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 553061.00 576710.96 PRICELINE COM INC 2015-03-15 2015-03-15 1.25 - 1.25 Other Instrument EQUITY 1000.00 2295.45 First Tier Security 2013-04-05 2013-04-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.40% 48E99YFB2 Other Repurchase Agreement N SPDR S&P BRIC 40 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 255.00 5921.10 MECHEL OJSC SP ADS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 105987.00 542653.44 JPMRG 6.625% CS36-S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17528.00 444510.08 ENDURO RTY TR TR UNIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 309.00 4950.18 CTRIP INTL SP ADS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3713.00 82242.95 First Tier Security 2013-04-05 2013-04-05 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., 0.53% 48E99YGT2 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2042-09-11 2042-09-11 6.152 - 6.152 Other Instrument MORTGAGE 1015004.00 1051361.60 First Tier Security 2013-04-05 2013-04-05 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., 0.95% 48E99YDD0 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 4841317.00 2536850.11 First Tier Security 2013-05-03 2013-05-03 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YCX7 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2046-02-25 2046-02-25 5.854 - 5.854 Government Agency Debt 17475.00 663.54 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 1509963.00 791220.61 CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-06-17 2019-06-17 6.51 - 6.51 Other Instrument ASSET BACKED 1959.00 1939.42 CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT 2027-01-15 2027-01-15 7.875 - 7.875 Other Instrument CORPORATE 399516.00 401900.61 DOMINO'S PIZZA MASTER ISSUER 2042-01-25 2042-01-25 5.216 - 5.216 Other Instrument ASSET BACKED 1026.00 1161.49 First Tier Security 2013-05-13 2013-05-13 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEB3 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 2413055.00 1264440.82 First Tier Security 2013-05-23 2013-05-23 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEU1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.702 - 1.702 Other Instrument ASSET BACKED 4817223.00 2524224.85 First Tier Security 2013-06-04 2013-06-04 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QTU9 0000050916 Other Repurchase Agreement N ALLY FINL INC 2015-06-26 2015-06-26 4.625 - 4.625 Other Instrument CORPORATE 171943.00 181934.51 LEAR CORP 2023-01-15 2023-01-15 N/A Other Instrument CORPORATE 909718.00 896874.55 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-10-30 2014-10-30 1.45 - 1.45 Other Instrument CORPORATE 1386.00 1414.97 First Tier Security 2013-04-02 2013-04-02 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R6J2 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-15 2042-06-15 3.5 - 3.5 Government Agency Debt 1965000.00 2063822.17 First Tier Security 2013-04-17 2013-04-17 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R6K9 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-06-15 2042-02-15 3.5 - 4 Government Agency Debt 8852852.00 4120670.88 First Tier Security 2013-04-19 2013-04-19 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2044-04-25 0.754 - 1.902 Government Agency Debt 490941531.00 10308000.14 First Tier Security 2013-05-03 2013-05-03 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0050 Y 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.80% 40Q995HN1 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2048-03-15 2053-03-15 2.45 - 2.81 Government Agency Debt 2891800.00 3062713.64 First Tier Security 2013-04-08 2013-04-08 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.49% 23M99SVJ4 0000230611 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 7000.00 14211.90 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 27000.00 35220.94 MICROCHIP TECHNOLOGY INC 2037-12-15 2037-12-15 2.125 - 2.125 Other Instrument EQUITY 1516000.00 2150567.07 BARNES GROUP INC 2027-03-15 2027-03-15 3.375 - 3.375 Other Instrument EQUITY 2000.00 2184.94 First Tier Security 2013-04-05 2013-04-05 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% 23M99SVH8 0000230611 Other Repurchase Agreement N LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 1155000.00 2205480.52 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 89000.00 116098.65 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 35000.00 36753.04 First Tier Security 2013-04-05 2013-04-05 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% 23M99SVG0 0000230611 Other Repurchase Agreement N EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 7000.00 13959.49 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 1143000.00 2182566.44 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 90000.00 117403.13 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 35000.00 36753.04 First Tier Security 2013-04-05 2013-04-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994PG4 0000276523 Other Repurchase Agreement N METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2022-04-11 2022-04-11 3.875 - 3.875 Other Instrument CORPORATE 1918727.00 2108576.77 First Tier Security 2013-04-03 2013-04-03 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994PJ8 0000276523 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-02-01 2043-02-01 2.5 - 2.5 Government Agency Debt 1000.00 989.76 DU PONT E I DE NEMOURS & CO 2014-03-25 2014-03-25 1.75 - 1.75 Other Instrument CORPORATE 4146696.00 4200046.70 First Tier Security 2013-04-04 2013-04-04 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00