N-MFP LIVE N 2013-05-31 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 72 2039924990.47 1024461.72 3581285.79 2037368166.40 0.0028 1.0002 2013-05-31 1.0002 2013-05-31 C000048773 1.00 863164331.03 1.00 13056352.36 40407798.25 27351445.89 0.0002 1.0000 2013-05-31 1.0000 2013-05-31 C000048775 1.00 71692958.94 1.00 -10799264.58 2883162.14 13682426.72 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000048776 1.00 146438910.37 1.00 -2728682.25 5230108.24 7958790.49 0.0001 1.0002 2013-05-31 1.0002 2013-05-31 C000048774 1.00 956071966.06 1.00 58134872.85 115391998.60 57257125.75 0.0001 1.0003 2013-05-31 1.0003 2013-05-31 Bank of Montreal Bank of Montreal, 0.19% 06366X7J5 Certificate of Deposit First Tier Security 2013-08-14 2013-08-14 N N N 5000000.00 5000000.00 0.0025 N 5000208.00 5000208.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366XX49 Certificate of Deposit First Tier Security 2013-06-03 2013-06-03 N N N 5000000.00 5000000.00 0.0025 N 5000025.00 5000025.00 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 0.0054 N 11000586.30 11000586.30 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 4000671.60 4000671.60 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 2000335.80 2000335.80 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.37% 06366WRL0 Certificate of Deposit First Tier Security 2013-07-08 2013-09-06 N N N 14000000.00 14000000.00 0.0069 N 14005362.00 14005362.00 Bank of Nova Scotia Bank of Nova Scotia, 0.18% 06417FWT3 Certificate of Deposit First Tier Security 2013-09-27 2013-09-27 N N N 22000000.00 22000000.00 0.0108 N 21999274.00 21999274.00 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 0.0098 N 20001166.00 20001166.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-06-04 2013-07-08 N N N 11000000.00 10999885.60 0.0054 N 11001012.00 11001012.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FRV4 Certificate of Deposit First Tier Security 2013-06-03 2014-01-03 N N N 11000000.00 11000000.00 0.0054 N 11000638.00 11000638.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-06-11 2013-10-11 N N N 7000000.00 7000000.00 0.0034 N 7001981.00 7001981.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-06-11 2013-11-08 N N N 8000000.00 8000000.00 0.0039 N 8001256.00 8001256.00 Bank of Nova Scotia Bank of Nova Scotia, 0.36% 06417FBP4 Certificate of Deposit First Tier Security 2013-08-12 2013-09-12 N N N 7000000.00 7000000.00 0.0034 N 7003633.00 7003633.00 Bank of Nova Scotia Bank of Nova Scotia, 0.50% 06417FGH7 Certificate of Deposit First Tier Security 2013-08-16 2013-09-17 N N N 6000000.00 6000000.00 0.0029 N 6006222.00 6006222.00 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 0.0039 N 8000543.20 8000543.20 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 0.0029 N 6000389.40 6000389.40 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 0.0039 N 8000532.00 8000532.00 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 0.0034 N 7000477.40 7000477.40 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 0.0069 N 14001071.00 14001071.00 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 0.0049 N 10000798.00 10000798.00 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 0.0054 N 11000755.70 11000755.70 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 0.0088 N 18003321.00 18003321.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606YZK5 Certificate of Deposit First Tier Security 2013-06-17 2014-02-18 N N N 22000000.00 22000000.00 0.0108 N 21995336.00 21995336.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-06-05 2013-11-01 N N N 7000000.00 7000000.00 0.0034 N 7000000.00 7000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2013-06-03 2013-06-21 Y CANADIAN IMPERIAL BK NY BRH CD N/A N/A N N 7000000.00 7000000.00 0.0034 N 6999314.00 6999314.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606XQ84 Certificate of Deposit First Tier Security 2013-07-17 2013-09-17 N N N 20000000.00 20000000.00 0.0098 N 20013280.00 20013280.00 Credit Agricole CIB Credit Agricole CIB, 0.14% 22532UVG6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 24000000.00 24000000.00 0.0118 N 23999899.20 23999899.20 Credit Agricole CIB Credit Agricole CIB, 0.15% 22532UVD3 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 25000000.00 25000000.00 0.0123 N 24999945.00 24999945.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GPY1 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 9000000.00 9000000.00 0.0044 N 8999960.40 8999960.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GQB0 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 7000000.00 7000000.00 0.0034 N 6999960.80 6999960.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GQC8 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 11000000.00 11000000.00 0.0054 N 10999926.30 10999926.30 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GQD6 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 9000000.00 9000000.00 0.0044 N 9000000.00 9000000.00 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-08-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 11000000.00 11000000.00 0.0054 N 10999054.00 10999054.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.25% 60682AFH4 Certificate of Deposit First Tier Security 2013-08-19 2013-08-19 N N N 11000000.00 11000000.00 0.0054 N 11000488.40 11000488.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.15% 60688RJB0 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 7000000.00 7000000.00 0.0034 N 6999976.90 6999976.90 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 3999999.99 0.0020 N 4000033.20 4000033.20 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 2999999.99 0.0015 N 3000030.00 3000030.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RHY2 Certificate of Deposit First Tier Security 2013-09-27 2013-09-27 N N N 7000000.00 7000000.00 0.0034 N 7000231.00 7000231.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RJE4 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 7000000.00 7000000.00 0.0034 N 7000000.00 7000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REE9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 7000000.00 7000000.00 0.0034 N 7000717.50 7000717.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REQ2 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 4000000.00 4000000.00 0.0020 N 4000426.80 4000426.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688RGY3 Certificate of Deposit First Tier Security 2013-09-18 2013-09-18 N N N 8000000.00 8000000.00 0.0039 N 8000488.00 8000488.00 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 0.0034 N 7000298.90 7000298.90 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 0.0034 N 7000427.00 7000427.00 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 0.0034 N 7000256.20 7000256.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873ETM3 Certificate of Deposit First Tier Security 2013-06-04 2013-06-04 N N N 51000000.00 51000000.00 0.0250 N 50999887.80 50999887.80 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 0.0103 N 21000325.50 21000325.50 National Bank of Canada National Bank of Canada, 0.32% 63307UDX6 Certificate of Deposit First Tier Security 2013-06-24 2013-08-20 N N N 28000000.00 28000000.00 0.0137 N 27998208.00 27998208.00 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-06-20 2013-11-15 N N N 21000000.00 20994466.87 0.0103 N 21004347.00 21004347.00 Royal Bank of Canada Royal Bank of Canada, 0.66% 78009JS22 Certificate of Deposit First Tier Security 2013-07-01 2013-08-30 N N N 27000000.00 27000000.00 0.0133 N 27025488.00 27025488.00 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 0.0039 N 8000432.80 8000432.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-06-19 2013-08-19 N N N 4000000.00 4000000.00 0.0020 N 3999296.00 3999296.00 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 0.0044 N 9000389.70 9000389.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEE8 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 2000000.00 2000000.00 0.0010 N 2000106.40 2000106.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEM0 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 11000000.00 11000000.00 0.0054 N 11000597.30 11000597.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CKF8 Certificate of Deposit First Tier Security 2013-08-14 2013-08-14 N N N 14000000.00 14000000.00 0.0069 N 13999998.60 13999998.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D4Y3 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 1000000.00 1000018.39 0.0005 N 1000037.40 1000037.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D6A3 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 2000000.00 2000040.12 0.0010 N 2000081.80 2000081.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-06-17 2013-11-15 N N N 16000000.00 16000000.00 0.0079 N 16003168.00 16003168.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAJ2 Certificate of Deposit First Tier Security 2013-10-04 2013-10-04 N N N 9000000.00 9000000.00 0.0044 N 8997797.70 8997797.70 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W2S6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 10000000.00 10000000.00 0.0049 N 10000153.00 10000153.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W2Y3 Certificate of Deposit First Tier Security 2013-06-10 2013-06-10 N N N 7000000.00 7000000.00 0.0034 N 7000213.50 7000213.50 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W3P1 Certificate of Deposit First Tier Security 2013-06-17 2013-06-17 N N N 7000000.00 7000000.00 0.0034 N 7000363.30 7000363.30 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W3W6 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 7000000.00 7000000.00 0.0034 N 7000555.10 7000555.10 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.30% 86562W5S3 Certificate of Deposit First Tier Security 2013-08-12 2013-08-12 N N N 7000000.00 7000000.00 0.0034 N 7000707.70 7000707.70 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-06-17 2013-11-15 N N N 5000000.00 5000000.00 0.0025 N 5001120.00 5001120.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-06-20 2013-12-20 N N N 7000000.00 7000000.00 0.0034 N 7001533.00 7001533.00 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 4000026.62 0.0020 N 4001115.20 4001115.20 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 0.0039 N 8004427.20 8004427.20 UBS AG UBS AG, 0.32% 90267RRU5 Certificate of Deposit First Tier Security 2013-10-31 2013-10-31 N N N 17000000.00 17000000.00 0.0083 N 17005769.80 17005769.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTV0 0000859994 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 4000000.00 3999957.81 0.0020 N 4000726.80 4000726.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTU2 0000859994 Certificate of Deposit First Tier Security 2013-08-23 2013-08-23 N N N 4000000.00 3999953.93 0.0020 N 4000792.80 4000792.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% XS0941175779 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 2000000.00 2000012.76 0.0010 N 2000079.20 2000079.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0918199703 Certificate of Deposit First Tier Security 2013-07-12 2013-07-12 N N N 4000000.00 4000011.39 0.0020 N 4000372.80 4000372.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0925175605 Certificate of Deposit First Tier Security 2013-07-26 2013-07-26 N N N 2000000.00 2000007.64 0.0010 N 2000248.60 2000248.60 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 2000007.50 0.0010 N 2000178.80 2000178.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HES5 0000833029 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 18000000.00 18000000.00 0.0088 N 17993457.00 17993457.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEU0 0000833029 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 16000000.00 16000000.00 0.0079 N 16001686.40 16001686.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEV8 0000833029 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 13000000.00 13000000.00 0.0064 N 13001457.30 13001457.30 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-06-03 2013-06-03 N N N 16000000.00 16000000.00 0.0079 N 16000000.00 16000000.00 Citibank NA Citibank NA, 0.25% 17304UDP2 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 10000000.00 10000000.00 0.0049 N 10000944.00 10000944.00 Citibank NA Citibank NA, 0.28% 17304UEP1 Certificate of Deposit First Tier Security 2013-08-22 2013-08-22 N N N 9000000.00 9000000.00 0.0044 N 9002696.40 9002696.40 Citibank NA Citibank NA, 0.28% 17304UEU0 Certificate of Deposit First Tier Security 2013-08-27 2013-08-27 N N N 5000000.00 5000000.00 0.0025 N 5001588.00 5001588.00 Citibank NA Citibank NA, 0.28% 17304UFE5 Certificate of Deposit First Tier Security 2013-08-30 2013-08-30 N N N 3000000.00 3000000.00 0.0015 N 3000985.50 3000985.50 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 2000233.20 2000233.20 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 0.0034 N 7001102.50 7001102.50 Citibank NA Citibank NA, 0.29% 17304UDM9 Certificate of Deposit First Tier Security 2013-07-22 2013-07-22 N N N 5000000.00 5000000.00 0.0025 N 5001227.00 5001227.00 Citibank NA Citibank NA, 0.29% 17304UDS6 Certificate of Deposit First Tier Security 2013-07-23 2013-07-23 N N N 10000000.00 10000000.00 0.0049 N 10002502.00 10002502.00 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 8000311.20 8000311.20 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 5997833.34 0.0029 N 5998657.80 5998657.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GSN6 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 14000000.00 13991226.67 0.0069 N 13992578.60 13992578.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GRP2 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-07-03 N N N 3000000.00 2999333.33 0.0015 N 2999582.10 2999582.10 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GSD8 Financial Company Commercial Paper First Tier Security 2013-07-30 2013-07-30 N N N 3000000.00 2998770.84 0.0015 N 2999150.10 2999150.10 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.27% 06741GRS6 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 2000000.00 1999235.00 0.0010 N 1999524.20 1999524.20 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.22% 06737HU80 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 19000000.00 18995703.89 0.0093 N 18996570.50 18996570.50 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HUN7 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 12000000.00 11996090.00 0.0059 N 11996637.60 11996637.60 BAT International Finance PLC BAT International Finance PLC, 0.24% 05531MT57 Financial Company Commercial Paper Second Tier Security 2013-06-05 2013-06-05 N N N 1000000.00 999973.33 0.0005 N 999969.40 999969.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 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 5997708.34 0.0029 N 5998345.20 5998345.20 Credit Suisse Credit Suisse, 0.27% 2254EAW33 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 7000000.00 6995065.00 0.0034 N 6996003.70 6996003.70 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 8996263.75 0.0044 N 8997473.70 8997473.70 General Electric Capital Corp. General Electric Capital Corp., 0.18% 36959HWR4 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 5000000.00 4997100.00 0.0025 N 4997497.50 4997497.50 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-06-24 2013-12-24 N N N 10000000.00 10000000.00 0.0049 N 9998880.00 9998880.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-11-26 N N N 13000000.00 13000000.00 0.0064 N 13000676.00 13000676.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-09-03 N N N 5000000.00 5000000.00 0.0025 N 5000625.00 5000625.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J2YS1 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 13000000.00 12980716.67 0.0064 N 12987093.60 12987093.60 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.11% 53943RT41 Financial Company Commercial Paper First Tier Security 2013-06-04 2013-06-04 N N N 60000000.00 59999449.99 0.0294 N 59999202.00 59999202.00 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 20998139.17 0.0103 N 20998903.80 20998903.80 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 999871.11 0.0005 N 999921.10 999921.10 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 1999597.22 0.0010 N 1999732.00 1999732.00 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 1999565.00 0.0010 N 1999707.80 1999707.80 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 10998166.66 0.0054 N 10998948.40 10998948.40 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 1999855.56 0.0010 N 1999975.60 1999975.60 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 5999263.33 0.0029 N 5999835.00 5999835.00 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 6349788.33 0.0031 N 6349873.00 6349873.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562KUC6 Financial Company Commercial Paper First Tier Security 2013-07-12 2013-07-12 N N N 14000000.00 13996013.89 0.0069 N 13996766.00 13996766.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FW52 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 4000000.00 3997493.33 0.0020 N 3997708.00 3997708.00 Swedbank AB Swedbank AB, 0.24% 87019RWD4 Financial Company Commercial Paper First Tier Security 2013-09-13 2013-09-13 N N N 8000000.00 7994453.33 0.0039 N 7994983.20 7994983.20 Swedbank AB Swedbank AB, 0.24% 87019RWP7 Financial Company Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N N 15000000.00 14988600.00 0.0074 N 14989522.50 14989522.50 Swedbank AB Swedbank AB, 0.24% 87019RWQ5 Financial Company Commercial Paper First Tier Security 2013-09-24 2013-09-24 N N N 3000000.00 2997700.00 0.0015 N 2997889.50 2997889.50 Swedbank AB Swedbank AB, 0.24% 87019RWT9 Financial Company Commercial Paper First Tier Security 2013-09-27 2013-09-27 N N N 4000000.00 3996853.34 0.0020 N 3997100.00 3997100.00 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 5999865.00 0.0029 N 5999926.80 5999926.80 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 999955.00 0.0005 N 999978.60 999978.60 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.13% 89116ETA1 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-06-10 N N N 11000000.00 10999642.50 0.0054 N 10999833.90 10999833.90 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.23% 89116EYJ6 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 5000000.00 4994569.45 0.0025 N 4996105.00 4996105.00 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 2997640.00 0.0015 N 2998720.80 2998720.80 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 5996000.00 0.0029 N 5997833.40 5997833.40 UBS Finance, Inc. UBS Finance, Inc., 0.33% 90262CXG7 Financial Company Commercial Paper First Tier Security 2013-10-16 2013-10-16 N N N 13000000.00 12983674.16 0.0064 N 12988439.10 12988439.10 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 21984600.00 0.0108 N 21992742.20 21992742.20 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 3996927.78 0.0020 N 3998486.00 3998486.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-07-01 N N N 4000000.00 4000000.00 0.0020 N 4000288.00 4000288.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-07-08 N N N 4000000.00 4000000.00 0.0020 N 4000336.00 4000336.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FV8 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-07-08 N N N 2000000.00 2000000.00 0.0010 N 2000164.00 2000164.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-06-10 2013-06-10 N N N 2000000.00 2000000.00 0.0010 N 2000032.00 2000032.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 7000000.00 7000000.00 0.0034 N 7000273.00 7000273.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-06-19 2013-06-19 N N N 4000000.00 4000000.00 0.0020 N 4000180.00 4000180.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-06-21 2013-06-21 N N N 4000000.00 4000000.00 0.0020 N 4000204.00 4000204.00 Ciesco LP Ciesco LP, 0.30% 17178BW35 Asset Backed Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N Y GUARANTOR CITIBANK NA N/A N/A 4000000.00 3996866.67 0.0020 N 3997502.00 3997502.00 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 6641714.02 0.0033 N 6641812.03 6641812.03 Govco, Inc. Govco, Inc., 0.29% 38362VUJ0 Asset Backed Commercial Paper First Tier Security 2013-07-18 2013-07-18 N N Y LIQUIDITY CITIBANK NA N/A N/A 11000000.00 10995835.28 0.0054 N 10996157.70 10996157.70 Govco, Inc. Govco, Inc., 0.30% 38362VV18 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998983.33 0.0010 N 1999066.60 1999066.60 Govco, Inc. Govco, Inc., 0.30% 38362VV18 Asset Backed Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999491.67 0.0005 N 999533.30 999533.30 Govco, Inc. Govco, Inc., 0.30% 38362VV91 Asset Backed Commercial Paper First Tier Security 2013-08-09 2013-08-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2998275.00 0.0015 N 2998384.20 2998384.20 Govco, Inc. Govco, Inc., 0.30% 38362VVC4 Asset Backed Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998800.00 0.0010 N 1998868.60 1998868.60 Govco, Inc. Govco, Inc., 0.30% 38362VVG5 Asset Backed Commercial Paper First Tier Security 2013-08-16 2013-08-16 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999366.67 0.0005 N 999399.00 999399.00 Govco, Inc. Govco, Inc., 0.30% 38362VVL4 Asset Backed Commercial Paper First Tier Security 2013-08-20 2013-08-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999333.33 0.0005 N 999361.00 999361.00 Govco, Inc. Govco, Inc., 0.30% 38362VVU4 Asset Backed Commercial Paper First Tier Security 2013-08-28 2013-08-28 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999266.66 0.0005 N 999258.00 999258.00 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 999913.89 0.0005 N 999935.80 999935.80 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 1999810.56 0.0010 N 1999860.00 1999860.00 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 1999793.33 0.0010 N 1999848.40 1999848.40 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 7998828.89 0.0039 N 7999120.00 7999120.00 Govco, Inc. Govco, Inc., 0.31% 38362VU84 Asset Backed Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999362.78 0.0010 N 1999470.20 1999470.20 Liberty Street Funding LLC Liberty Street Funding LLC, 0.10% 53127TT37 Asset Backed Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 35000000.00 34999805.57 0.0172 N 34999685.00 34999685.00 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4VD3 Asset Backed Commercial Paper First Tier Security 2013-08-13 2013-08-13 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 40000000.00 39983777.78 0.0196 N 39989312.00 39989312.00 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 1000000.00 999750.00 0.0005 N 999775.30 999775.30 Credit Suisse Credit Suisse, 0.30% 22533HAA0 Other Commercial Paper First Tier Security 2013-06-05 2013-12-05 N N N 10000000.00 10000000.00 0.0049 N 9998510.00 9998510.00 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-06-24 2013-07-01 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 10000000.00 10000000.00 0.0049 N 9998430.00 9998430.00 Sempra Global Sempra Global, 0.26% 81685LTD7 Other Commercial Paper Second Tier Security 2013-06-13 2013-06-13 N N N 1000000.00 999913.33 0.0005 N 999933.20 999933.20 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-06-03 2013-06-28 Y VERIZON COMMUNICATIONS INC N/A N/A N N 8000000.00 8000000.00 0.0039 N 8000000.00 8000000.00 Viacom, Inc. Viacom, Inc., 0.26% 9255M2TE2 Other Commercial Paper Second Tier Security 2013-06-14 2013-06-14 N N N 3000000.00 2999718.34 0.0015 N 2999694.00 2999694.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.31% 92780JT35 Other Commercial Paper Second Tier Security 2013-06-03 2013-06-03 N N N 1000000.00 999982.78 0.0005 N 999981.70 999981.70 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796BJ7 Treasury Debt First Tier Security 2014-05-29 2014-05-29 N N N 9000000.00 8987782.50 0.0044 N 8988093.00 8988093.00 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 10090676.73 0.0050 N 10093360.00 10093360.00 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 3029339.54 0.0015 N 3029766.00 3029766.00 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 18006864.59 0.0088 N 18012654.00 18012654.00 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 23069306.76 0.0113 N 23079074.00 23079074.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828CA6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 10000000.00 10271700.57 0.0050 N 10271090.00 10271090.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QS2 Treasury Debt First Tier Security 2014-06-15 2014-06-15 N N N 5000000.00 5030560.44 0.0025 N 5029885.00 5029885.00 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 12062636.53 0.0059 N 12063744.00 12063744.00 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 12996983.15 0.0064 N 13002028.00 13002028.00 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 3024786.60 0.0015 N 3025314.00 3025314.00 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 4073746.44 0.0020 N 4074376.00 4074376.00 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 8010644.48 0.0039 N 8014376.00 8014376.00 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 17005727.54 0.0083 N 17005304.00 17005304.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-06-21 2013-07-15 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0029 N 5999466.00 5999466.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008FBC7 Other Note First Tier Security 2013-07-01 2013-08-30 N N N 27000000.00 27000000.00 0.0133 N 27005778.00 27005778.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008KZV8 Other Note First Tier Security 2013-08-07 2013-09-06 N N N 21000000.00 20998877.23 0.0103 N 21002100.00 21002100.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-06-27 2013-11-27 N N N 14000000.00 14000000.00 0.0069 N 13992398.00 13992398.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JDE5 Other Note First Tier Security 2013-06-17 2013-11-15 N N N 4000000.00 4000000.00 0.0020 N 3999652.00 3999652.00 Bank of America NA Bank of America NA, 0.24% 06052WYW7 Other Note First Tier Security 2013-07-22 2013-07-22 N N N 7000000.00 7000000.00 0.0034 N 7000000.00 7000000.00 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 0.0098 N 20000998.00 20000998.00 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 5000214.50 5000214.50 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-06-11 2014-09-11 N N N 13000000.00 12996727.04 0.0064 N 13004784.00 13004784.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381JE6 Government Agency Debt First Tier Security 2013-06-25 2014-06-25 N N N 18000000.00 17996106.58 0.0088 N 18005310.00 18005310.00 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 1999970.38 0.0010 N 2000050.00 2000050.00 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 3999592.21 0.0020 N 4000000.00 4000000.00 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 999777.07 0.0005 N 1000011.00 1000011.00 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 1000670.52 0.0005 N 1000897.00 1000897.00 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 1999830.77 0.0010 N 2000412.00 2000412.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.15% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7650000.00 7650000.00 0.0038 N 7650000.00 7650000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.30% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-06-03 2013-06-03 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 2013-06-07 2013-06-07 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., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992 A, tender 06/25/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-06-25 2013-06-25 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0025 N 5000050.00 5000050.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.45% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-07-01 2013-08-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0015 Y 2999796.00 2999796.00 ING Bank NV ING Bank NV, 0.12% 48M994CC0 0001017255 Other Instrument Time Deposits First Tier Security 2013-06-04 2013-06-04 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 ING Bank NV ING Bank NV, 0.15% 48M994BR8 0001017255 Other Instrument Time Deposits First Tier Security 2013-06-04 2013-06-04 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_04197 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-02-20 0.38 - 7.5 Government Agency Debt 13499744.20 6620091.17 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.51 - 6 Government Agency Debt 24761976.74 11123517.15 FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2038-12-15 0.574 - 5.5 Government Agency Debt 5605652.68 1333046.84 Unrated Security 2013-06-03 2013-06-03 N N N 18593665.00 18593664.54 0.0091 N 18593664.54 18593664.54 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2025-04-15 2052-11-16 0.548 - 7 Government Agency Debt 998999.28 658746.38 FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2052-11-25 0.7 - 7 Government Agency Debt 2100999.82 1417076.12 FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2043-04-01 0.549 - 7 Government Agency Debt 720017.95 467863.96 Unrated Security 2013-06-03 2013-06-03 N N N 2479155.00 2479155.27 0.0012 N 2479155.27 2479155.27 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CTK5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2043-03-01 0.599 - 4 Government Agency Debt 3244025.00 2954109.08 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2043-02-01 2.223 - 5 Government Agency Debt 215000.00 111754.02 First Tier Security 2013-06-03 2013-06-03 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, 0.18% 47Y99CWA3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2041-09-15 4 - 5 Government Agency Debt 3847700.00 2020591.59 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2042-08-01 2.5 - 4.5 Government Agency Debt 30000.00 22954.16 First Tier Security 2013-06-07 2013-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-02-01 2048-04-01 0 - 6.5 Government Agency Debt 645452.49 373347.63 US TREASURY 2014-03-31 2042-02-15 0.25 - 4.625 Treasury Debt 598074.52 634013.23 FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2043-06-25 0 - 7.5 Government Agency Debt 340891.25 250015.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-02-16 2050-11-16 1.5 - 5.37 Government Agency Debt 11150.00 10494.15 Unrated Security 2013-06-03 2013-06-03 N N N 1239578.00 1239577.64 0.0006 N 1239577.64 1239577.64 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.18% 47V99FYE9 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-05-31 2014-05-31 2.25 - 2.25 Treasury Debt 5642000.00 5758366.25 FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-11-01 2.295 - 2.295 Government Agency Debt 61982.00 62374.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2043-01-20 3 - 5 Government Agency Debt 4731.00 3244.32 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2043-05-01 3 - 3.5 Government Agency Debt 288139.00 296482.77 First Tier Security 2013-06-07 2013-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0029 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FUW3 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-05-31 2014-05-31 2.25 - 2.25 Treasury Debt 2600.00 2653.63 FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2043-01-01 2.065 - 3.504 Government Agency Debt 12142944.00 12146462.61 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-06-01 2.113 - 3.5 Government Agency Debt 22390.00 22012.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2045-07-16 1.75 - 5 Government Agency Debt 81291.00 79872.80 First Tier Security 2013-06-07 2013-06-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0059 N 12000000.00 12000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2044-09-01 0.75 - 9 Government Agency Debt 40334834.30 16829651.11 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2043-06-01 1.772 - 11 Government Agency Debt 15499181.84 5295560.88 FEDERAL HOME LOAN BANK 2013-08-02 2013-08-02 0 - 0 Government Agency Debt 173121.98 173109.86 FEDERAL FARM CREDIT 2014-11-19 2022-04-22 0.17 - 4.875 Government Agency Debt 258883.65 260847.28 FEDERAL AGRICULTURE MORTGAGE CORP 2020-04-03 2023-05-02 1.475 - 2.375 Government Agency Debt 64757.25 62863.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2040-10-15 3.2 - 8 Government Agency Debt 10773193.66 3432137.28 US TREASURY 2014-07-15 2042-11-15 0 - 4.25 Treasury Debt 149401.98 106466.67 Unrated Security 2013-06-03 2013-06-03 N N N 25646434.00 25646433.85 0.0126 N 25646433.85 25646433.85 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2043-05-01 2.193 - 4.694 Government Agency Debt 2471918.20 1447339.54 FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2043-05-01 2.112 - 5.625 Government Agency Debt 362543.69 284405.81 Unrated Security 2013-06-03 2013-06-03 N N N 1697777.00 1697776.82 0.0008 N 1697776.82 1697776.82 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2043-06-01 2.054 - 5.96 Government Agency Debt 13755594.53 4186425.49 US TREASURY 2013-06-27 2020-05-31 0 - 4.125 Treasury Debt 950250.81 951992.53 FEDERAL NATIONAL MORTGAGE ASSOC 2016-05-01 2046-06-01 0.674 - 5.994 Government Agency Debt 29843279.97 12094449.59 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-15 2041-07-15 4 - 4 Government Agency Debt 266534.57 206838.22 Unrated Security 2013-06-03 2013-06-03 N N N 17097623.00 17097622.57 0.0084 N 17097622.57 17097622.57 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 5/31/2013 due 06/03/2013 48L9982E9_08395 Government Agency Repurchase Agreement Y US TREASURY 2020-05-31 2020-05-31 1.375 - 1.375 Treasury Debt 91937.76 90759.76 FEDERAL AGRICULTURE MORTGAGE CORP 2013-10-01 2020-03-06 0 - 2.17 Government Agency Debt 28063.61 27599.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-03-20 2042-10-20 2 - 6 Government Agency Debt 472654.15 413622.02 FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2043-06-25 0 - 5.71 Government Agency Debt 5163018.83 4140047.00 FINANCE CORPORATION 2019-03-26 2019-03-26 0 - 0 Government Agency Debt 9935.86 8953.10 FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2043-06-01 2.215 - 3.5 Government Agency Debt 2786268.82 2518545.18 Unrated Security 2013-06-03 2013-06-03 N N N 7052769.00 7052769.31 0.0035 N 7052769.31 7052769.31 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 47Z995PQ0 0001197610 Other Repurchase Agreement N NBCUNIVERSAL MEDIA LLC 2043-01-15 2043-01-15 4.45 - 4.45 Other Instrument CORPORATE 11350.00 11360.67 PPL CAP FDG INC 2043-06-01 2043-06-01 4.7 - 4.7 Other Instrument CORPORATE 254978.00 246456.64 PETROBAS INTL FIN CO 2014-09-15 2014-09-15 7.75 - 7.75 Other Instrument CORPORATE 5351.00 5826.50 STATOIL ASA FORMERLY STATOIL ASA 01/01/2007 & FO 2040-08-17 2040-08-17 5.1 - 5.1 Other Instrument CORPORATE 56.00 64.04 TURLOCK CORP 2022-11-02 2022-11-02 2.75 - 2.75 Other Instrument CORPORATE 428127.00 417903.45 V F CORP 2021-09-01 2021-09-01 3.5 - 3.5 Other Instrument CORPORATE 10542.00 11132.57 KT CORP MEDIUM TERM NTS BOOK ENTRY REG S 2015-07-15 2015-07-15 4.875 - 4.875 Other Instrument CORPORATE 1096134.00 1192969.22 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 2538.00 3154.91 BB&T CORP SR MEDIUM TERM NTS BOOK ENTRY 2014-03-28 2014-03-28 2.05 - 2.05 Other Instrument CORPORATE 912063.00 927120.40 ALTRIA GROUP INC 2021-05-05 2021-05-05 4.75 - 4.75 Other Instrument CORPORATE 6193.00 6911.14 BM&F BOVESPA SA BOLSA DE VALORES ME 2020-07-16 2020-07-16 5.5 - 5.5 Other Instrument CORPORATE 293114.00 327738.09 First Tier Security 2013-06-07 2013-06-07 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., 0.33% 47Z995RH8 0001197610 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-25 2043-05-25 5.95 - 6.4 Government Agency Debt 103977251.00 19211703.29 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-15 2027-02-15 6.501 - 6.501 Government Agency Debt 52944942.00 6267133.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-16 2042-03-20 5 - 5.852 Government Agency Debt 35219140.00 7482069.44 First Tier Security 2013-06-03 2013-06-03 N N N 32000000.00 32000000.00 0.0157 N 32000000.00 32000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.48% 48L994KA6 0000315030 Other Repurchase Agreement N DIGITAL RIV INC 2030-11-01 2030-11-01 2 - 2 Other Instrument EQUITY 1092000.00 1080170.00 First Tier Security 2013-06-03 2013-06-03 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994DX4 0000315030 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 373.00 446.13 DIGITAL RIV INC 2030-11-01 2030-11-01 2 - 2 Other Instrument EQUITY 860000.00 850683.33 FIRST MARBLEHEAD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 630.00 756.00 WEBMD HEALTH CORP 2016-03-31 2016-03-31 2.25 - 2.25 Other Instrument EQUITY 1000.00 994.44 TITAN MACHY INC NOTE 3. 2019-05-01 2019-05-01 N/A Other Instrument EQUITY 275372.00 266768.00 SUPERNUS PHARMACEUTICALS INC 2019-05-01 2019-05-01 N/A Other Instrument EQUITY 887.00 1180.82 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 1823.00 5474.70 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 902000.00 1320045.68 MOLYCORP INC DEL 2017-09-01 2017-09-01 6 - 6 Other Instrument EQUITY 766000.00 645837.58 MEDIVATION INC 2017-04-01 2017-04-01 2.625 - 2.625 Other Instrument EQUITY 63000.00 81664.07 ISIS PHARMACEUTICALS INC DEL 2019-10-01 2019-10-01 2.75 - 2.75 Other Instrument EQUITY 15000.00 22643.75 IXIA 2015-12-15 2015-12-15 3 - 3 Other Instrument EQUITY 23000.00 26940.67 GILEAD SCIENCES INC 2014-05-01 2014-05-01 1 - 1 Other Instrument EQUITY 7000.00 17308.99 IAS OPER PARTNERSHIP LP 2018-03-15 2018-03-15 N/A Other Instrument EQUITY 2816.00 2796.44 First Tier Security 2013-06-21 2013-06-21 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.20% 48K99WXF0 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-16 2053-05-16 2.04 - 2.623 Government Agency Debt 3394000.00 3093026.61 First Tier Security 2013-06-06 2013-06-06 N N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 48K99WPK8 0000318336 Other Repurchase Agreement N FREEPORT-MCMORAN COPPER & GOLD 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 67853.00 2161118.05 First Tier Security 2013-07-17 2013-07-17 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WMJ4 0000318336 Other Repurchase Agreement N MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.728 - 5.728 Other Instrument GOVERNMENT AGENCY 25000.00 95713.68 MORGAN STANLEY ABS CAPITAL I I 2034-01-25 2034-01-25 0.763 - 0.763 Other Instrument ASSET BACKED 8239000.00 4072007.15 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.363 - 0.363 Other Instrument ASSET BACKED 100000.00 72258.72 MASTR ADJUSTABLE RATE MORTGAGE 2046-12-25 2046-12-25 1.378 - 1.378 Other Instrument GOVERNMENT AGENCY 325000.00 84389.85 First Tier Security 2013-07-09 2013-07-09 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WNP9 0000318336 Other Repurchase Agreement N FIRST HORIZON MORTGAGE PASS-TH 2037-02-25 2037-02-25 5.779 - 5.779 Other Instrument GOVERNMENT AGENCY 8015000.00 14102.27 GSAMP TRUST 2004-HE2 2035-03-25 2035-03-25 5.664 - 5.664 Other Instrument GOVERNMENT AGENCY 1853000.00 5935.77 INDYMAC INDX MORTGAGE LOAN TRU 2035-05-25 2035-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 5780700.00 34307.43 INDY MAC BANK 2034-05-25 2034-05-25 5.5 - 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2.942 Other Instrument GOVERNMENT AGENCY 3452000.00 644300.65 MORGAN STANLEY MORTGAGE LOAN T 2036-06-25 2036-06-25 2.42 - 2.42 Other Instrument GOVERNMENT AGENCY 1306000.00 12929.32 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.728 - 5.728 Other Instrument GOVERNMENT AGENCY 15000.00 57428.21 NEWCASTLE CDO VIII 1 & VIII 2, 2052-11-25 2052-11-25 5.145 - 5.145 Other Instrument ASSET BACKED 280000.00 208160.56 RESIDENTIAL ACCREDIT LOANS, IN 2033-01-25 2033-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 3562005.00 355781.40 STRUCTURED ADJUSTABLE RATE MOR 2035-09-25 2035-09-25 2.885 - 2.885 Other Instrument GOVERNMENT AGENCY 10450000.00 307925.67 WAMU MORTGAGE PASS-THROUGH CER 2037-03-25 2037-03-25 4.955 - 4.955 Other Instrument GOVERNMENT AGENCY 10000.00 4498.44 WASHINGTON MUTUAL MORTGAGE PAS 2037-04-25 2037-04-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 635000.00 235012.11 WELLS FARGO ALTERNATIVE LOAN 2 2037-07-25 2037-07-25 7 - 7 Other Instrument GOVERNMENT AGENCY 10000.00 2287.57 First Tier Security 2013-07-15 2013-07-15 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WPT9 0000318336 Other Repurchase Agreement N CREDIT SUISSE FIRST BOSTON 200 2035-06-25 2035-06-25 4.757 - 4.757 Other Instrument GOVERNMENT AGENCY 430000.00 19164.09 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.515 - 0.518 Other Instrument ASSET BACKED 12620000.00 4983035.33 GREENPOINT MORTGAGE FUNDING GR 2046-10-25 2046-10-25 0.413 - 0.413 Other Instrument GOVERNMENT AGENCY 15000.00 7685.50 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.473 - 0.473 Other Instrument ASSET BACKED 100000.00 78147.87 RAMP SERIES 2007-RZ1 TRUST 2037-02-25 2037-02-25 0.353 - 0.353 Other Instrument ASSET BACKED 300000.00 202380.73 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.691 - 5.691 Other Instrument GOVERNMENT AGENCY 106800.00 113908.50 First Tier Security 2013-07-18 2013-07-18 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WQH4 0000318336 Other Repurchase Agreement N IMPAC SECURED ASSETS CORP. 2034-11-25 2034-11-25 1.093 - 1.093 Other Instrument GOVERNMENT AGENCY 40000.00 34806.17 MORGAN STANLEY ABS CAPITAL I, 2035-12-25 2035-12-25 0.503 - 0.503 Other Instrument ASSET BACKED 1000000.00 831338.88 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.478 - 0.478 Other Instrument ASSET BACKED 60000.00 13832.86 STRUCTURED ADJUSTABLE RATE MOR 2034-09-25 2034-09-25 1.393 - 1.393 Other Instrument GOVERNMENT AGENCY 1545000.00 1021.49 COMM 2004-LNB4 2037-10-15 2037-10-15 4.84 - 4.84 Other Instrument GOVERNMENT AGENCY 1215000.00 1259256.80 FREMF 2011-K704 MORTGAGE TR MU 2030-10-25 2030-10-25 4.532 - 4.532 Other Instrument GOVERNMENT AGENCY 20000.00 21644.21 First Tier Security 2013-07-22 2013-07-22 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WRD2 0000318336 Other Repurchase Agreement N ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.515 - 0.515 Other Instrument ASSET BACKED 20000.00 8147.14 GSAA HOME EQUITY TRUST 2007-6 2047-05-25 2047-05-25 0.493 - 0.493 Other Instrument ASSET BACKED 13000.00 7253.38 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.498 - 0.498 Other Instrument ASSET BACKED 130000.00 35718.44 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.728 - 5.728 Other Instrument GOVERNMENT AGENCY 5000.00 19142.74 RAMP SERIES 2006-RS4 TRUST 2036-07-25 2036-07-25 0.473 - 0.473 Other Instrument ASSET BACKED 2668500.00 2085375.92 CONSECO FINANCE SECURITIZATION 2031-05-01 2031-05-01 8.06 - 8.06 Other Instrument ASSET BACKED 13000.00 5828.43 First Tier Security 2013-07-25 2013-07-25 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.69% 48K99WLG1 0000318336 Other Repurchase Agreement N STRUCTURED ADJUSTABLE RATE MOR 2036-08-25 2036-08-25 4.561 - 4.561 Other Instrument GOVERNMENT AGENCY 30000.00 6807.72 WACHOVIA BANK COMMERCIAL MORTG 2041-01-15 2041-01-15 5.306 - 5.306 Other Instrument GOVERNMENT AGENCY 5000.00 5167.81 WAMU MORTGAGE PASS-THROUGH CER 2037-03-25 2037-03-25 4.955 - 4.955 Other Instrument GOVERNMENT AGENCY 5000.00 2249.22 BANKAMERICA MANUFACTURED HOUSI 2022-02-10 2022-02-10 7.07 - 7.07 Other Instrument ASSET BACKED 4920600.00 2147619.36 ALTERNATIVE LOAN TRUST 2007-1T 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000.00 5189.33 First Tier Security 2013-07-02 2013-07-02 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.15 - 5.15 Other Instrument ASSET BACKED 40000.00 30781.91 MERRILL LYNCH FIRST FRANKLIN M 2037-06-25 2037-06-25 0.323 - 0.323 Other Instrument ASSET BACKED 5162200.00 2031410.62 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.728 - 5.728 Other Instrument GOVERNMENT AGENCY 5000.00 19142.74 NEWCASTLE CDO VIII 1 & VIII 2, 2052-11-25 2052-11-25 0.533 - 0.533 Other Instrument ASSET BACKED 30000.00 22287.43 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.478 - 0.478 Other Instrument ASSET BACKED 250000.00 57636.92 First Tier Security 2013-11-04 2013-11-04 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 48K99WUU0 0000318336 Other Repurchase Agreement N COBALT CMBS COMMERCIAL MORTGAG 2048-08-15 2048-08-15 5.289 - 5.289 Other Instrument GOVERNMENT AGENCY 20000.00 13177.97 CWALT, INC., 2005-43 2035-12-25 2035-12-25 1.543 - 1.543 Other Instrument GOVERNMENT AGENCY 25000.00 13920.64 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.515 - 0.515 Other Instrument ASSET BACKED 8690000.00 3539930.58 FREMF 2011-K14 MORTGAGE TR CLA 2047-02-25 2047-02-25 N/A Other Instrument GOVERNMENT AGENCY 1085000.00 1204263.23 STRUCTURED ASSET MORTGAGE INVE 2046-05-25 2046-05-25 0.453 - 0.453 Other Instrument GOVERNMENT AGENCY 39741300.00 905342.84 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.503 - 0.503 Other Instrument GOVERNMENT AGENCY 10299000.00 372048.46 RALI SERIES 2003-QS4 TRUST 2033-06-25 2033-06-25 5.75 - 5.75 Other Instrument GOVERNMENT AGENCY 80000.00 39370.23 MORGAN STANLEY CAPITAL I TRUST 2049-12-12 2049-12-12 6.089 - 6.089 Other Instrument GOVERNMENT AGENCY 185000.00 215474.58 J P MORGAN CHASE COML MTG SECS 2029-08-15 2029-08-15 3.949 - 3.949 Other Instrument GOVERNMENT AGENCY 387858.00 398827.19 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.498 - 0.498 Other Instrument ASSET BACKED 3135000.00 861364.03 First Tier Security 2013-11-12 2013-11-12 N N N 7000000.00 7000000.00 0.0034 Y 7000000.00 7000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 48K991HN9 0000058056 Other Repurchase Agreement N ALERE 3% CPP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23200.00 5498400.00 First Tier Security 2013-06-06 2013-06-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 48K991HW9 0000058056 Other Repurchase Agreement N ISHS DJ US FINL SER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44453.00 3287299.35 First Tier Security 2013-06-07 2013-06-07 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 48K991HR0 0000058056 Other Repurchase Agreement N ADOBE SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25454.00 1099358.26 First Tier Security 2013-06-07 2013-06-07 Y DEUTSCHE BC SEC INC(NON GOV) 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, 0.27% 48M99DFG8 0000877559 Other Repurchase Agreement N THE CLEVELAND ELECTRIC 2018-11-15 2018-11-15 8.875 - 8.875 Other Instrument CORPORATE 10000.00 13171.08 DOMINION RESOURCES INC 2066-06-30 2066-06-30 7.5 - 7.5 Other Instrument CORPORATE 175000.00 199973.95 GEORGIA POWER COMPANY 2043-03-15 2043-03-15 4.3 - 4.3 Other Instrument CORPORATE 477500.00 472776.72 VERIZON COMMUNICATIONS 2017-11-01 2017-11-01 1.1 - 1.1 Other Instrument CORPORATE 370000.00 364843.22 First Tier Security 2013-06-03 2013-06-03 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 ING Financial Markets LLC ING Financial Markets LLC, 0.45% 48M99DDE5 0000877559 Other Repurchase Agreement N FPL GROUP CAPITAL INC 2015-12-15 2015-12-15 7.875 - 7.875 Other Instrument CORPORATE 870500.00 1048964.47 GENERAL ELEC CAPT CORP 2014-06-04 2014-06-04 5.5 - 5.5 Other Instrument CORPORATE 28000.00 30173.89 J. C. PENNEY COMPANY, INC. 2017-04-01 2017-04-01 7.95 - 7.95 Other Instrument CORPORATE 6000.00 6063.17 First Tier Security 2013-06-03 2013-06-03 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 ING Financial Markets LLC ING Financial Markets LLC, 0.45% 48M99DGT9 0000877559 Other Repurchase Agreement N DOMINION RESOURCES INC 2066-06-30 2066-06-30 7.5 - 7.5 Other Instrument CORPORATE 5000.00 5713.54 HBOS PLC 2018-05-21 2018-05-21 6.75 - 6.75 Other Instrument CORPORATE 1915000.00 2158296.04 First Tier Security 2013-06-07 2013-06-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.50% 48M99DEE4 0000877559 Other Repurchase Agreement N THE CLEVELAND ELECTRIC 2018-11-15 2018-11-15 8.875 - 8.875 Other Instrument CORPORATE 5000.00 6585.54 CASE EQUIPMENT CORPORATION 2016-01-15 2016-01-15 7.25 - 7.25 Other Instrument CORPORATE 938400.00 1064790.79 J. C. PENNEY COMPANY, INC. 2017-04-01 2017-04-01 7.95 - 7.95 Other Instrument CORPORATE 4000.00 4042.12 SHINGLE SPRINGS TRIBAL GAMING 2015-06-15 2015-06-15 9.375 - 9.375 Other Instrument CORPORATE 5000.00 5197.92 First Tier Security 2013-06-07 2013-06-07 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., 0.60% 45A99N7V1 Other Repurchase Agreement N INTERNATIONAL PAPER CAPITAL TR 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 92913.00 4351115.79 First Tier Security 2013-11-01 2013-11-01 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N7U3 Other Repurchase Agreement N AVIS BUDGET GROUP INC COM < 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 1781000.00 3690842.88 SALESFORCE.COM SR CPFD 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 365000.00 661684.05 First Tier Security 2013-08-09 2013-08-09 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N MONSANTO COMPANY 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 51869.00 5444688.93 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% 45A99N7W9 Other Repurchase Agreement N MONSANTO COMPANY 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 10360.00 1087489.20 First Tier Security 2013-08-29 2013-08-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N MONSANTO COMPANY 2013-05-31 2013-05-31 N/A Other Instrument OTHER NOTE 103689.00 10884234.33 First Tier Security 2013-08-19 2013-08-19 N N N 10000000.00 10000000.00 0.0049 Y 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996BF9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2038-07-15 2041-11-15 5.801 - 6.251 Government Agency Debt 205906767.00 15450484.40 First Tier Security 2013-06-05 2013-06-05 N N N 15000000.00 15000000.00 0.0074 N 15000000.00 15000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.416 - 5.416 Other Instrument GOVERNMENT AGENCY 4325000.00 4326620.47 First Tier Security 2013-07-05 2013-07-05 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 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.416 - 5.416 Other Instrument GOVERNMENT AGENCY 860000.00 860322.22 CREDIT SUISSE COMMERCIAL MORTG 2017-04-15 2017-04-15 5.613 - 5.613 Other Instrument GOVERNMENT AGENCY 2565000.00 2385433.81 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 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.416 - 5.416 Other Instrument GOVERNMENT AGENCY 4325000.00 4326620.47 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, 0.58% 48M992DN9 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2035-10-25 2035-10-25 0.873 - 0.873 Other Instrument MORTGAGE 6439259.00 4918592.87 XEROX CORP 2013-06-25 2013-06-25 N/A Other Commercial Paper 3620005.00 3618854.56 First Tier Security 2013-06-04 2013-06-04 N N N 8000000.00 8000000.00 0.0039 N 8000000.00 8000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M992CL4 0000728612 Other Repurchase Agreement N HARTFORD FIN WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 240913.00 5401269.46 First Tier Security 2013-07-22 2013-07-22 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48J99M9F1 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2035-05-25 2035-10-25 0.403 - 0.873 Other Instrument MORTGAGE 250762.00 36077.74 MRU STUDENT LOAN TRUST 2041-01-25 2041-01-25 3.276 - 3.276 Other Instrument ASSET BACKED 5568.00 3328.17 MORGAN STANLEY DEAN WITTER CAPITAL I TRUST 2032-12-18 2032-12-18 1.265 - 1.265 Other Instrument MORTGAGE 335383251.00 109729.91 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-01-25 2035-01-25 1.843 - 1.843 Other Instrument ASSET BACKED 235000.00 218309.49 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2031-04-25 2031-04-25 0.503 - 0.503 Other Instrument MORTGAGE 1120459.00 538079.13 XEROX CORP 2013-06-25 2013-06-25 N/A Other Commercial Paper 7960.00 7957.47 BAYVIEW COMMERCIAL ASSET TRUST 2036-07-25 2036-07-25 0.523 - 0.523 Other Instrument ASSET BACKED 1485752.00 318912.00 FEDERAL NATIONAL MORTGAGE ASSOC 2044-08-25 2044-08-25 6.016 - 6.016 Government Agency Debt 8181306.00 214137.26 BAYVIEW COMMERCIAL ASSET TRUST 2036-12-25 2037-01-25 0.473 - 0.523 Other Instrument ASSET BACKED 2504733.00 704223.81 First Tier Security 2013-07-10 2013-07-10 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 48E99YPR6 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-05-25 2043-06-25 0 - 4 Government Agency Debt 7539220.00 1017036.02 FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-11-01 2.295 - 2.295 Government Agency Debt 1000.00 1006.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-04-20 2052-10-16 0.01 - 11.554 Government Agency Debt 226709583.00 7222092.00 First Tier Security 2013-06-03 2013-06-03 N N N 8000000.00 8000000.00 0.0039 N 8000000.00 8000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.31% 48E99YPP0 Other Repurchase Agreement N ARES CAP CORP 2016-06-01 2016-06-01 5.125 - 5.125 Other Instrument EQUITY 38000.00 41728.75 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 189.30 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69.00 11442.27 DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 591000.00 997193.48 First Tier Security 2013-06-07 2013-06-07 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., 0.31% 48E99YPE5 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 927206.00 996583.67 DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 27000.00 45557.06 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 49.00 8125.67 First Tier Security 2013-06-07 2013-06-07 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., 0.32% 48E99YMX6 Other Repurchase Agreement N CHEVRON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61.00 7631.71 ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 968135.00 1040575.16 DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 1000.00 1687.30 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 497.49 First Tier Security 2013-06-03 2013-06-03 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., 0.32% 48E99YNU1 Other Repurchase Agreement N DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 617000.00 1041063.24 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 56.00 9286.48 First Tier Security 2013-06-07 2013-06-07 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., 0.32% 48E99YNS6 Other Repurchase Agreement N DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 1000.00 1687.30 ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 968135.00 1040575.16 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 49.00 8125.67 First Tier Security 2013-06-07 2013-06-07 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., 0.52% 48E99YNY3 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2042-09-11 2042-09-11 6.151 - 6.151 Other Instrument MORTGAGE 1015004.00 1115951.67 First Tier Security 2013-06-07 2013-06-07 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., 0.95% 48E99YEU1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.7 - 1.7 Other Instrument ASSET BACKED 4817223.00 2989043.52 First Tier Security 2013-06-04 2013-06-04 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YLA7 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.7 - 1.7 Other Instrument ASSET BACKED 3920790.00 2432814.91 First Tier Security 2013-08-01 2013-08-01 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YMB4 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 5.75 - 5.75 Other Instrument MORTGAGE 123323.00 74995.96 FEDERAL NATIONAL MORTGAGE ASSOC 2046-02-25 2046-02-25 5.865 - 5.865 Government Agency Debt 17475.00 585.07 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.7 - 1.7 Other Instrument ASSET BACKED 1509963.00 936918.45 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 49971.00 50571.40 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.736 - 5.736 Other Instrument MORTGAGE 36311.00 41714.98 First Tier Security 2013-08-12 2013-08-12 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 1.10% 48E99YLK5 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2047-11-16 1.75 - 5 Government Agency Debt 10482.00 7131.66 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2042-09-01 3 - 3.5 Government Agency Debt 1092823.00 1010905.12 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2042-10-01 2.5 - 3.504 Government Agency Debt 3000.00 2208.80 HOMEBANC MORTGAGE TRUST 2035-03-25 2035-03-25 0.893 - 0.893 Other Instrument MORTGAGE 9911.00 1831.82 First Tier Security 2013-09-09 2013-09-09 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 1.40% 48E99YLB5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2027-07-01 3 - 3 Government Agency Debt 1000.00 924.98 FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2042-10-01 3.5 - 3.504 Government Agency Debt 4441.00 1914.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-16 2045-07-16 1.75 - 1.75 Government Agency Debt 375.00 374.72 LONG BEACH MORTGAGE LOAN TRUST 2036-02-25 2036-02-25 0.493 - 0.493 Other Instrument ASSET BACKED 1649568.00 1075497.24 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.736 - 5.736 Other Instrument MORTGAGE 422.00 484.80 AMERICREDIT AUTO RECEIVABLES 2018-10-09 2018-10-09 2.68 - 2.68 Other Instrument ASSET BACKED 1851.00 1892.18 First Tier Security 2013-10-30 2013-10-30 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.22% 42T99QVM4 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2042-02-25 3 - 4.5 Government Agency Debt 138078.00 47119.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-11-20 2040-11-20 5.201 - 5.201 Government Agency Debt 23115438.00 2022458.76 First Tier Security 2013-06-04 2013-06-04 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2043-05-15 3 - 3 Government Agency Debt 10335000.00 10328943.35 First Tier Security 2013-07-05 2013-07-05 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, 0.80% 40Q995HQ4 Other Repurchase Agreement N FEDERAL FARM CREDIT 2016-08-25 2016-08-25 5.125 - 5.125 Government Agency Debt 885000.00 1024559.49 First Tier Security 2013-06-07 2013-06-07 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SVL9 0000230611 Other Repurchase Agreement N ASIAN DEVELOPMENT BANK 2013-07-15 2013-07-15 1.625 - 1.625 Other Instrument OTHER NOTE 32000.00 32246.68 GENCORP INC 2039-12-31 2039-12-31 4.062 - 4.062 Other Instrument EQUITY 1000.00 1625.17 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 1582000.00 2126471.67 First Tier Security 2013-06-07 2013-06-07 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, 0.48% 23M99SVK1 0000230611 Other Repurchase Agreement N EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 2146000.00 2158111.79 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 6000.00 4221.25 First Tier Security 2013-06-07 2013-06-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994TH8 0000276523 Other Repurchase Agreement N ALLSTATE CORP 2035-05-09 2035-05-09 5.55 - 5.55 Other Instrument CORPORATE 532057.00 640070.78 SANDRIDGE ENERGY INC 2020-01-15 2020-01-15 8.75 - 8.75 Other Instrument CORPORATE 5616.00 6222.84 TRANSALTA CORP 2040-03-15 2040-03-15 6.5 - 6.5 Other Instrument CORPORATE 2416606.00 2504020.01 First Tier Security 2013-06-06 2013-06-06 N N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PU3 0000276523 Other Repurchase Agreement N MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-12-28 2017-12-28 5.95 - 5.95 Other Instrument CORPORATE 224.00 263.61 METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2015-09-29 2015-09-29 2.5 - 2.5 Other Instrument CORPORATE 2260.00 2354.71 LIVE NATION INC FORMERLY LIVE NATION INC 01/25/2 2018-05-15 2018-05-15 8.125 - 8.125 Other Instrument CORPORATE 58115.00 62756.13 KINDER MORGAN ENERGY PARTNERS L P 2022-09-01 2022-09-01 3.95 - 3.95 Other Instrument CORPORATE 353400.00 370663.10 ISLE CAPRI CASINOS INC 2020-06-15 2020-06-15 8.875 - 8.875 Other Instrument CORPORATE 8.00 8.76 HUGHES SATELLITE SYS CORP 2019-06-15 2019-06-15 6.5 - 6.5 Other Instrument CORPORATE 1019.00 1115.81 GENWORTH FINL INC 2018-05-22 2018-05-22 6.515 - 6.515 Other Instrument CORPORATE 372.00 429.30 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2021-08-02 2021-08-02 5.875 - 5.875 Other Instrument CORPORATE 2846.00 3316.05 CREDIT SUISSE FIRST BOSTON USA INC 2015-01-15 2015-01-15 4.875 - 4.875 Other Instrument CORPORATE 9.00 9.77 COVENTRY HEALTH CARE INC 2014-08-15 2014-08-15 6.3 - 6.3 Other Instrument CORPORATE 1194.00 1292.30 CONSTELLATION BRANDS INC 2021-05-01 2023-05-01 3.75 - 4.25 Other Instrument CORPORATE 8727.00 8527.95 CCO HLDGS LLC / CCO HLDGS CAP CORP 2018-04-30 2018-04-30 7.875 - 7.875 Other Instrument CORPORATE 115218.00 122804.10 FINANCE CORPORATION 2017-05-11 2017-05-30 N/A Government Agency Debt 12695.00 12116.65 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2045-08-25 3.684 - 5.33 Government Agency Debt 121832.00 135158.28 MORGAN STANLEY 2015-04-28 2015-04-28 6 - 6 Other Instrument CORPORATE 695702.00 758781.30 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 14023.00 19026.02 VERIZON COMMUNICATIONS INC 2014-03-28 2014-03-28 1.95 - 1.95 Other Instrument CORPORATE 457294.00 464433.50 SYMBION INC DEL 2015-08-23 2015-08-23 11 - 11 Other Instrument CORPORATE 937.00 974.43 SURGICAL CARE AFFILIATES LLC 2015-07-15 2015-07-15 8.875 - 8.875 Other Instrument CORPORATE 97385.00 101258.76 SANDRIDGE ENERGY INC 2020-01-15 2020-01-15 8.75 - 8.75 Other Instrument CORPORATE 7516.00 8328.15 PUBLIC SVC CO COLO REORGANIZED AS NEW CENTY ENER 2023-03-15 2023-03-15 2.5 - 2.5 Other Instrument CORPORATE 3987.00 3877.20 MORGAN STANLEY 2014-04-01 2014-04-01 4.75 - 4.75 Other Instrument CORPORATE 29000.00 30069.42 First Tier Security 2013-07-03 2013-07-03 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PV1 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2020-08-25 5.33 - 5.33 Government Agency Debt 236969.00 263636.78 FINANCE CORPORATION 2017-06-06 2017-06-06 N/A Government Agency Debt 18030.00 17186.02 WOLVERINE WORLD WIDE INC 2020-10-15 2020-10-15 6.125 - 6.125 Other Instrument CORPORATE 21768.00 23326.07 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 1033.00 1401.55 TYSON FOODS INC FORMERLY TYSONS FOODS INC TO 03/ 2022-06-15 2022-06-15 4.5 - 4.5 Other Instrument CORPORATE 1651.00 1800.07 SIMON PPTY GROUP L P 2040-02-01 2040-02-01 6.75 - 6.75 Other Instrument CORPORATE 369000.00 498847.41 SANDRIDGE ENERGY INC 2020-01-15 2020-01-15 8.75 - 8.75 Other Instrument CORPORATE 3311.00 3668.77 PUBLIC SVC CO COLO REORGANIZED AS NEW CENTY ENER 2023-03-15 2023-03-15 2.5 - 2.5 Other Instrument CORPORATE 527463.00 512936.67 PACIFIC LIFE INS CO - INS PRODS 2039-06-15 2039-06-15 9.25 - 9.25 Other Instrument CORPORATE 394195.00 583890.61 CONSTELLATION BRANDS INC 2021-05-01 2021-05-01 3.75 - 3.75 Other Instrument CORPORATE 12212.00 11913.06 CREDIT SUISSE FIRST BOSTON USA INC 2015-01-15 2015-01-15 4.875 - 4.875 Other Instrument CORPORATE 15.00 16.28 GOLDMAN SACHS GROUP INC 2015-01-15 2015-01-15 5.35 - 5.35 Other Instrument CORPORATE 6732.00 7541.33 HEALTH CARE PPTY INVS INC NAME CHANGED TO HCP IN 2013-12-15 2013-12-15 5.65 - 5.65 Other Instrument CORPORATE 13928.00 14300.99 ISLE CAPRI CASINOS INC 2020-06-15 2020-06-15 8.875 - 8.875 Other Instrument CORPORATE 15.00 16.43 LIVE NATION INC FORMERLY LIVE NATION INC 01/25/2 2018-05-15 2018-05-15 8.125 - 8.125 Other Instrument CORPORATE 9948.00 10742.46 PACIFIC GAS & ELEC CO 2041-12-15 2041-12-15 4.5 - 4.5 Other Instrument CORPORATE 140700.00 146491.21 First Tier Security 2013-07-08 2013-07-08 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00