N-MFP LIVE N 2013-06-30 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 58 84 2332977118.05 13104614.44 12540119.21 2333541613.28 0.0027 1.0002 2013-06-28 1.0002 2013-06-28 C000048773 1.00 928585140.20 1.00 59467355.58 82303366.64 22836011.06 0.0001 1.0000 2013-06-28 1.0000 2013-06-28 C000048775 1.00 71182106.10 1.00 2291211.65 7480304.92 5189093.27 0.0001 1.0001 2013-06-28 1.0001 2013-06-28 C000048776 1.00 148753042.65 1.00 1482146.32 7548457.15 6066310.83 0.0001 1.0002 2013-06-28 1.0002 2013-06-28 C000048774 1.00 1185021324.33 1.00 215796497.44 257940794.57 42144297.13 0.0001 1.0003 2013-06-28 1.0003 2013-06-28 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 0.0021 N 5000130.50 5000130.50 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.08% 06366AHM7 Certificate of Deposit First Tier Security 2013-07-05 2013-07-05 N N N 8000000.00 8000000.00 0.0034 N 8000000.00 8000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366ADQ2 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 3000000.00 3000000.00 0.0013 N 2999591.70 2999591.70 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366ADR0 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 23000000.00 22999999.68 0.0099 N 22996736.30 22996736.30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AGE6 Certificate of Deposit First Tier Security 2013-09-20 2013-09-20 N N N 3000000.00 3000000.00 0.0013 N 2999510.10 2999510.10 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AGF3 Certificate of Deposit First Tier Security 2013-09-24 2013-09-24 N N N 3000000.00 3000000.00 0.0013 N 2999487.00 2999487.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366AGX4 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 6000000.00 6000000.00 0.0026 N 5998962.00 5998962.00 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 0.0009 N 2000283.20 2000283.20 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 0.0017 N 4000566.40 4000566.40 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 0.0060 N 14005782.00 14005782.00 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 0.0094 N 21999443.40 21999443.40 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FKK5 Certificate of Deposit First Tier Security 2013-07-05 2013-07-08 N N N 11000000.00 10999978.36 0.0047 N 11000231.00 11000231.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FRV4 Certificate of Deposit First Tier Security 2013-07-03 2014-01-03 N N N 11000000.00 11000000.00 0.0047 N 11002200.00 11002200.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FYW4 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 19000000.00 19000000.00 0.0081 N 19000959.50 19000959.50 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FLB4 Certificate of Deposit First Tier Security 2013-07-11 2013-10-11 N N N 7000000.00 7000000.00 0.0030 N 7001925.00 7001925.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-07-11 2013-12-06 N N N 8000000.00 8000000.00 0.0034 N 8000520.00 8000520.00 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 0.0030 N 7002898.00 7002898.00 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 0.0026 N 6004344.00 6004344.00 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 0.0034 N 8000279.20 8000279.20 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 0.0026 N 6000127.80 6000127.80 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 0.0034 N 8000186.40 8000186.40 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 0.0030 N 7000176.40 7000176.40 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 0.0060 N 14000488.60 14000488.60 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 0.0043 N 10000388.00 10000388.00 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 0.0047 N 11000621.50 11000621.50 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 0.0077 N 18002523.60 18002523.60 BNP Paribas New York Branch BNP Paribas New York Branch, 0.17% 05572WB39 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 2000000.00 2000011.10 0.0009 N 2000046.60 2000046.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2013-07-16 2014-02-18 N N N 22000000.00 22000000.00 0.0094 N 22012320.00 22012320.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-07-03 2013-11-29 N N N 7000000.00 7000000.00 0.0030 N 7000175.00 7000175.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-07-05 2013-12-03 N N N 7000000.00 7000000.00 0.0030 N 7004431.00 7004431.00 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 0.0086 N 20012580.00 20012580.00 Credit Agricole CIB Credit Agricole CIB, 0.15% 22532UXB5 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 19000000.00 19000000.00 0.0081 N 18999958.20 18999958.20 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-09-26 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 11000000.00 11000000.00 0.0047 N 10998922.00 10998922.00 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 0.0047 N 11000475.20 11000475.20 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 0.0030 N 7000529.20 7000529.20 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 0.0030 N 7000375.90 7000375.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RKF9 Certificate of Deposit First Tier Security 2013-10-16 2013-10-16 N N N 8000000.00 8000000.00 0.0034 N 8000488.00 8000488.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RKS1 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 8000000.00 8000000.00 0.0034 N 8000496.80 8000496.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RLC5 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 10000000.00 10000000.00 0.0043 N 10000660.00 10000660.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.27% 60688RLS0 Certificate of Deposit First Tier Security 2013-10-30 2013-10-30 N N N 8000000.00 8000000.00 0.0034 N 8000550.40 8000550.40 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 0.0030 N 7000803.60 7000803.60 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 0.0017 N 4000489.20 4000489.20 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 0.0034 N 8000727.20 8000727.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873EUN9 Certificate of Deposit First Tier Security 2013-07-02 2013-07-02 N N N 24000000.00 24000000.00 0.0103 N 23999973.60 23999973.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.16% 63873EUP4 Certificate of Deposit First Tier Security 2013-07-03 2013-07-03 N N N 31000000.00 31000000.00 0.0133 N 30999956.60 30999956.60 National Bank of Canada National Bank of Canada, 0.27% 63307UDZ1 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 11000000.00 11000000.00 0.0047 N 11000854.70 11000854.70 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2013-07-10 2013-09-06 N N N 4000000.00 4000000.00 0.0017 N 4000736.00 4000736.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-07-22 2013-09-20 N N N 28000000.00 28000000.00 0.0120 N 28004312.00 28004312.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-07-22 2013-12-17 N N N 21000000.00 20994892.86 0.0090 N 21004011.00 21004011.00 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 0.0116 N 27022005.00 27022005.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2013-07-19 2013-09-19 N N N 4000000.00 4000000.00 0.0017 N 3999996.00 3999996.00 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 0.0009 N 2000066.60 2000066.60 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 0.0047 N 11000383.90 11000383.90 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 0.0060 N 14000729.40 14000729.40 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 1000010.16 0.0004 N 1000066.40 1000066.40 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 2000023.63 0.0009 N 2000153.00 2000153.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-07-15 2013-12-15 N N N 16000000.00 16000000.00 0.0069 N 16002624.00 16002624.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.27% 86563KBC6 Certificate of Deposit First Tier Security 2013-10-22 2013-10-22 N N N 8000000.00 8000000.00 0.0034 N 7999484.80 7999484.80 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 0.0039 N 8999753.40 8999753.40 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAR4 Certificate of Deposit First Tier Security 2013-10-10 2013-10-10 N N N 11000000.00 11000000.00 0.0047 N 10999681.00 10999681.00 Sumitomo Mitsui Trust Banking Corp. Sumitomo Mitsui Trust Banking Corp., 0.28% 86563KAT0 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 7000000.00 7000000.00 0.0030 N 6999794.90 6999794.90 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 0.0030 N 7000786.10 7000786.10 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CYT5 Certificate of Deposit First Tier Security 2013-09-05 2013-09-05 N N N 9000000.00 9000082.45 0.0039 N 8999740.80 8999740.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZA5 Certificate of Deposit First Tier Security 2013-09-12 2013-09-12 N N N 4000000.00 4000040.53 0.0017 N 3999873.20 3999873.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZC1 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 4000000.00 4000041.08 0.0017 N 3999871.60 3999871.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZH0 Certificate of Deposit First Tier Security 2013-09-17 2013-09-17 N N N 3000000.00 3000032.48 0.0013 N 2999898.60 2999898.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.18% 86958CZJ6 Certificate of Deposit First Tier Security 2013-09-19 2013-09-19 N N N 7000000.00 7000077.73 0.0030 N 6999757.80 6999757.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.19% 86958CYE8 Certificate of Deposit First Tier Security 2013-08-22 2013-08-22 N N N 5000000.00 4999999.90 0.0021 N 5000229.00 5000229.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WWF0 Certificate of Deposit First Tier Security 2013-07-15 2013-11-15 N N N 5000000.00 5000000.00 0.0021 N 5001660.00 5001660.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WA49 Certificate of Deposit First Tier Security 2013-07-22 2013-12-20 N N N 7000000.00 7000000.00 0.0030 N 7001638.00 7001638.00 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 4000009.98 0.0017 N 4000431.20 4000431.20 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 0.0034 N 8003246.40 8003246.40 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 0.0073 N 17005300.60 17005300.60 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 3999974.46 0.0017 N 4000516.80 4000516.80 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 3999970.58 0.0017 N 4000590.80 4000590.80 HSBC Bank PLC HSBC Bank PLC, 0.23% 35X99QBK9 0001140465 Certificate of Deposit First Tier Security 2013-12-09 2013-12-09 N N N 9000000.00 9000000.00 0.0039 N 9001227.60 9001227.60 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 2000008.88 0.0009 N 2000130.00 2000130.00 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 4000003.06 0.0017 N 4000155.20 4000155.20 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 2000003.47 0.0009 N 2000155.40 2000155.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HFL9 0000833029 Certificate of Deposit First Tier Security 2013-09-05 2013-09-05 N N N 9000000.00 9000000.00 0.0039 N 9000344.70 9000344.70 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% 39K99HFM7 0000833029 Certificate of Deposit First Tier Security 2013-09-06 2013-09-06 N N N 4000000.00 4000000.00 0.0017 N 4000155.20 4000155.20 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 0.0077 N 17996326.20 17996326.20 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 0.0069 N 16001188.80 16001188.80 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 0.0056 N 13001053.00 13001053.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HFN5 0000833029 Certificate of Deposit First Tier Security 2013-10-07 2013-10-07 N N N 4000000.00 4000000.00 0.0017 N 4000224.00 4000224.00 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 0.0039 N 9002198.70 9002198.70 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 0.0021 N 5001333.00 5001333.00 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 0.0013 N 3000839.70 3000839.70 Citibank NA Citibank NA, 0.28% 17304UGE4 Certificate of Deposit First Tier Security 2013-09-24 2013-09-24 N N N 21000000.00 21000000.00 0.0090 N 21006671.70 21006671.70 Citibank NA Citibank NA, 0.28% 17304UFS4 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 16000000.00 16000000.00 0.0069 N 16005139.20 16005139.20 Citibank NA Citibank NA, 0.28% 17304UGF1 Certificate of Deposit First Tier Security 2013-09-25 2013-09-25 N N N 8000000.00 8000000.00 0.0034 N 8002570.40 8002570.40 Citibank NA Citibank NA, 0.28% 17304UGR5 Certificate of Deposit First Tier Security 2013-09-26 2013-09-26 N N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Citibank NA Citibank NA, 0.28% 17304UFU9 Certificate of Deposit First Tier Security 2013-09-26 2013-09-26 N N N 5000000.00 5000000.00 0.0021 N 5001624.50 5001624.50 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 0.0021 N 5000700.00 5000700.00 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 0.0043 N 10001458.00 10001458.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.18% 05253AWR7 Financial Company Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N N 5000000.00 4997850.00 0.0021 N 4998397.00 4998397.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.18% 05253AWS5 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 10000000.00 9995650.00 0.0043 N 9996750.00 9996750.00 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 5998833.34 0.0026 N 5999305.20 5999305.20 Bank of Nova Scotia Bank of Nova Scotia, 0.19% 06416JXJ7 Financial Company Commercial Paper First Tier Security 2013-10-18 2013-10-18 N N N 8000000.00 7995397.78 0.0034 N 7995088.80 7995088.80 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 13994026.67 0.0060 N 13995196.60 13995196.60 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 2999958.33 0.0013 N 2999954.10 2999954.10 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 2999395.83 0.0013 N 2999568.90 2999568.90 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 1999685.00 0.0009 N 1999804.80 1999804.80 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 11998390.00 0.0051 N 11998695.60 11998695.60 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HWS4 Financial Company Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N N 16000000.00 15991106.66 0.0069 N 15990000.00 15990000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DZL7 Financial Company Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N N 1000000.00 998805.55 0.0004 N 999091.00 999091.00 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 5998958.33 0.0026 N 5999262.60 5999262.60 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 6996640.00 0.0030 N 6997568.20 6997568.20 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 8998101.25 0.0039 N 8998937.10 8998937.10 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 4997850.00 0.0021 N 4998418.00 4998418.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959HZG5 Financial Company Commercial Paper First Tier Security 2013-12-16 2013-12-16 N N N 30000000.00 29969200.01 0.0128 N 29967510.00 29967510.00 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959HZJ9 Financial Company Commercial Paper First Tier Security 2013-12-18 2013-12-18 N N N 21000000.00 20978183.32 0.0090 N 20976687.90 20976687.90 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959HZP5 Financial Company Commercial Paper First Tier Security 2013-12-23 2013-12-23 N N N 9000000.00 8990375.00 0.0039 N 8989453.80 8989453.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-09-03 N N N 5000000.00 5000000.00 0.0021 N 5001095.00 5001095.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-07-24 2013-12-24 N N N 10000000.00 10000000.00 0.0043 N 10002340.00 10002340.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-11-26 N N N 13000000.00 13000000.00 0.0056 N 13003653.00 13003653.00 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 12983966.67 0.0056 N 12987912.60 12987912.60 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 10000000.00 9999955.56 0.0043 N 9999833.00 9999833.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.16% 6323A0U22 Financial Company Commercial Paper First Tier Security 2013-07-02 2013-07-02 N N N 24000000.00 23999893.33 0.0103 N 23999599.20 23999599.20 National Australia Funding, Inc. National Australia Funding, Inc., 0.18% 63253JWQ9 Financial Company Commercial Paper First Tier Security 2013-09-24 2013-09-24 N N N 11000000.00 10995325.00 0.0047 N 10995501.00 10995501.00 Nationwide Building Society Nationwide Building Society, 0.20% 6385E0VK6 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 2000000.00 1999455.56 0.0009 N 1999296.00 1999296.00 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 11000000.00 0.0047 N 10999917.50 10999917.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXR7 Financial Company Commercial Paper First Tier Security 2013-10-25 2013-10-25 N N N 7000000.00 6994248.33 0.0030 N 6994470.00 6994470.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXV8 Financial Company Commercial Paper First Tier Security 2013-10-29 2013-10-29 N N N 7000000.00 6994050.00 0.0030 N 6994212.40 6994212.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TXW6 Financial Company Commercial Paper First Tier Security 2013-10-30 2013-10-30 N N N 11000000.00 10990572.09 0.0047 N 10990818.30 10990818.30 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 13998930.56 0.0060 N 13999295.80 13999295.80 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 3998276.67 0.0017 N 3998681.20 3998681.20 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 7996053.33 0.0034 N 7996549.60 7996549.60 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 14991600.00 0.0064 N 14992459.50 14992459.50 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 2998300.00 0.0013 N 2998472.10 2998472.10 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 3997653.34 0.0017 N 3997873.20 3997873.20 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 4995527.78 0.0021 N 4996862.00 4996862.00 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 2998240.00 0.0013 N 2998935.90 2998935.90 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 6000000.00 5990333.33 0.0026 N 5989699.20 5989699.20 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 5997250.00 0.0026 N 5998758.00 5998758.00 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 12987249.16 0.0056 N 12991261.40 12991261.40 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 21991016.67 0.0094 N 21995600.00 21995600.00 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 3998094.45 0.0017 N 3999050.40 3999050.40 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 4000000.00 4000000.00 0.0017 N 4000060.00 4000060.00 Westpac Banking Corp. Westpac Banking Corp., 0.24% 9612C4FV8 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 2000000.00 2000000.00 0.0009 N 2000024.00 2000024.00 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 3997866.67 0.0017 N 3998344.80 3998344.80 Ciesco LP Ciesco LP, 0.30% 17178BWB7 Asset Backed Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999400.00 0.0004 N 999531.30 999531.30 Ciesco LP Ciesco LP, 0.30% 17178BWS0 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999275.00 0.0004 N 999425.00 999425.00 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 10998493.61 0.0047 N 10998533.70 10998533.70 Govco, Inc. Govco, Inc., 0.29% 38362VW66 Asset Backed Commercial Paper First Tier Security 2013-09-06 2013-09-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998920.55 0.0009 N 1998883.80 1998883.80 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 999741.67 0.0004 N 999768.60 999768.60 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 2000000.00 1999483.33 0.0009 N 1999537.20 1999537.20 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 2999025.00 0.0013 N 2999103.90 2999103.90 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 1999300.00 0.0009 N 1999350.00 1999350.00 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 999616.67 0.0004 N 999639.30 999639.30 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 999583.33 0.0004 N 999601.00 999601.00 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 999516.66 0.0004 N 999523.90 999523.90 Govco, Inc. Govco, Inc., 0.30% 38362VWL3 Asset Backed Commercial Paper First Tier Security 2013-09-20 2013-09-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3997300.00 0.0017 N 3997237.20 3997237.20 Govco, Inc. Govco, Inc., 0.30% 38362VWR0 Asset Backed Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2997850.00 0.0013 N 2997774.00 2997774.00 Govco, Inc. Govco, Inc., 0.30% 38362VWR0 Asset Backed Commercial Paper First Tier Security 2013-09-25 2013-09-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2997850.00 0.0013 N 2997782.40 2997782.40 Govco, Inc. Govco, Inc., 0.30% 38362VWS8 Asset Backed Commercial Paper First Tier Security 2013-09-26 2013-09-26 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998550.00 0.0009 N 1998500.00 1998500.00 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 1999879.44 0.0009 N 1999866.60 1999866.60 Liberty Street Funding LLC Liberty Street Funding LLC, 0.19% 53127TW58 Asset Backed Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 9000000.00 8996865.00 0.0039 N 8996274.00 8996274.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TWP4 Asset Backed Commercial Paper First Tier Security 2013-09-23 2013-09-23 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 8000000.00 7996266.66 0.0034 N 7995592.00 7995592.00 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.20% 56274LUN2 Asset Backed Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 16000000.00 15998133.34 0.0069 N 15998187.20 15998187.20 Market Street Funding LLC Market Street Funding LLC, 0.19% 5705X4W59 Asset Backed Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 12000000.00 11995820.00 0.0051 N 11997009.60 11997009.60 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 39992766.08 0.0171 N 39993356.00 39993356.00 Comcast Corp. Comcast Corp., 0.30% 2003A2U12 Other Commercial Paper Second Tier Security 2013-07-01 2013-07-01 N N N 1000000.00 1000000.00 0.0004 N 999981.70 999981.70 Credit Suisse Credit Suisse, 0.29% 22533HAA0 Other Commercial Paper First Tier Security 2013-07-05 2013-12-05 N N N 10000000.00 10000000.00 0.0043 N 9995370.00 9995370.00 Devon Energy Corp. Devon Energy Corp., 0.34% 25179JAB6 Other Commercial Paper Second Tier Security 2013-07-23 2013-07-29 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 10000000.00 10000000.00 0.0043 N 9998580.00 9998580.00 Sempra Global Sempra Global, 0.24% 81685LUA1 Other Commercial Paper Second Tier Security 2013-07-10 2013-07-10 N N N 1000000.00 999940.00 0.0004 N 999939.00 999939.00 Sempra Global Sempra Global, 0.24% 81685LUC7 Other Commercial Paper Second Tier Security 2013-07-12 2013-07-12 N N N 2000000.00 1999853.33 0.0009 N 1999853.80 1999853.80 Sempra Global Sempra Global, 0.24% 81685LUJ2 Other Commercial Paper Second Tier Security 2013-07-18 2013-07-18 N N N 1000000.00 999886.67 0.0004 N 999885.00 999885.00 Sempra Global Sempra Global, 0.30% 81685LV28 Other Commercial Paper Second Tier Security 2013-08-02 2013-08-02 N N N 2000000.00 1999466.67 0.0009 N 1999539.20 1999539.20 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.32% 88159BV97 Other Commercial Paper Second Tier Security 2013-08-09 2013-08-09 N N N 6000000.00 5997920.00 0.0026 N 5997997.80 5997997.80 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.27% 92780JUB5 Other Commercial Paper Second Tier Security 2013-07-11 2013-07-11 N N N 1000000.00 999925.00 0.0004 N 999915.10 999915.10 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796BR9 Treasury Debt First Tier Security 2013-12-26 2013-12-26 N N N 26000000.00 25987119.71 0.0111 N 25987780.00 25987780.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796BP3 Treasury Debt First Tier Security 2014-06-26 2014-06-26 N N N 9000000.00 8986050.00 0.0039 N 8986950.00 8986950.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 6000000.00 6046940.99 0.0026 N 6046404.00 6046404.00 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 10075730.02 0.0043 N 10078120.00 10078120.00 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 3022065.27 0.0013 N 3022500.00 3022500.00 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 18005733.06 0.0077 N 18010548.00 18010548.00 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 23058752.43 0.0099 N 23067390.00 23067390.00 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 10240229.46 0.0044 N 10239840.00 10239840.00 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 5028171.18 0.0022 N 5026365.00 5026365.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828KY5 Treasury Debt First Tier Security 2014-06-30 2014-06-30 N N N 6000000.00 6146665.85 0.0026 N 6144846.00 6144846.00 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 12031318.27 0.0052 N 12032340.00 12032340.00 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 12997977.71 0.0056 N 13001014.00 13001014.00 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 3014871.96 0.0013 N 3015468.00 3015468.00 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 8008732.29 0.0034 N 8011560.00 8011560.00 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 4060498.58 0.0017 N 4061564.00 4061564.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.39% 25746UBS7 Other Note Second Tier Security 2013-07-22 2013-08-12 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0026 N 5999556.00 5999556.00 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 0.0116 N 27003753.00 27003753.00 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 20999224.48 0.0090 N 21001344.00 21001344.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2013-07-15 2013-12-13 N N N 4000000.00 4000000.00 0.0017 N 3999712.00 3999712.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2013-07-29 2013-12-27 N N N 14000000.00 14000000.00 0.0060 N 13992608.00 13992608.00 Bank of America NA Bank of America NA, 0.23% 06052WA52 Other Note First Tier Security 2013-08-26 2013-08-26 N N N 10000000.00 10000000.00 0.0043 N 9999836.00 9999836.00 Bank of America NA Bank of America NA, 0.23% 06052WA78 Other Note First Tier Security 2013-08-27 2013-08-27 N N N 5000000.00 5000000.00 0.0021 N 4999916.50 4999916.50 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 0.0030 N 7000186.20 7000186.20 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 0.0021 N 5000037.50 5000037.50 Fannie Mae Fannie Mae, 0.17% 3135G0PG2 Government Agency Debt First Tier Security 2013-07-11 2014-09-11 N N N 13000000.00 12996937.30 0.0056 N 13006526.00 13006526.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313381JE6 Government Agency Debt First Tier Security 2013-07-25 2014-06-25 N N N 18000000.00 17996406.85 0.0077 N 18007236.00 18007236.00 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 3999633.40 0.0017 N 3999120.00 3999120.00 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 999857.65 0.0004 N 999978.00 999978.00 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 1000441.93 0.0004 N 1000569.00 1000569.00 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 1999876.92 0.0009 N 2000216.00 2000216.00 Federal Home Loan Bank Federal Home Loan Bank, 0.23% 313383P70 Government Agency Debt First Tier Security 2014-07-25 2014-07-25 N N N 22000000.00 22000000.00 0.0094 N 21989858.00 21989858.00 Freddie Mac Freddie Mac, 0.19% 3134G4C97 Government Agency Debt First Tier Security 2013-07-26 2015-06-26 N N N 21000000.00 20995828.77 0.0090 N 21000105.00 21000105.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.09% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2013-07-05 2013-07-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7650000.00 7650000.00 0.0033 N 7650000.00 7650000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.33% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-07-01 2013-07-01 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0008 N 1900000.00 1900000.00 Palm Beach County Rev. Palm Beach County Rev., 0.18% (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 2013-07-05 2013-07-05 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0005 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 1990 A2, tender 08/08/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-08-08 2013-08-08 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Credit Agricole CIB Credit Agricole CIB, 0.10% 07D996BG3 0001330437 Other Instrument Time Deposits First Tier Security 2013-07-01 2013-07-01 N N N 31000000.00 31000000.00 0.0133 N 31000000.00 31000000.00 ING Bank NV ING Bank NV, 0.15% 48M994EA2 0001017255 Other Instrument Time Deposits First Tier Security 2013-07-02 2013-07-02 N N N 15000000.00 15000000.00 0.0064 N 15000000.00 15000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.574 - 5.5 Government Agency Debt 18764832.60 5442555.03 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-03-01 0.503 - 6 Government Agency Debt 89857808.26 20458321.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.378 - 5.5 Government Agency Debt 48156652.18 22980414.50 Unrated Security 2013-07-01 2013-07-01 N N N 47656895.00 47656895.32 0.0204 N 47656895.32 47656895.32 Bny Mellon Capital Mkts Llc In a joint trading account with Bny Mellon Capital Mkts Llc at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-10-15 2043-07-01 0.493 - 5 Government Agency Debt 8273725.74 7799003.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2043-05-20 2.5 - 4 Government Agency Debt 99167.74 39253.49 FEDERAL NATIONAL MORTGAGE ASSOC 2023-03-25 2043-06-01 3 - 5.5 Government Agency Debt 4259427.20 1727444.56 Unrated Security 2013-07-01 2013-07-01 N N N 9359995.00 9359994.99 0.0040 N 9359994.99 9359994.99 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-06-30 2043-05-15 0 - 11.25 Treasury Debt 159377853.23 163668141.96 Unrated Security 2013-07-01 2013-07-01 N N N 160273887.00 160273886.83 0.0687 N 160273886.83 160273886.83 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2030-11-16 2043-05-20 0.542 - 6.5 Government Agency Debt 2307456.31 1650856.80 Unrated Security 2013-07-01 2013-07-01 N N N 1602739.00 1602738.87 0.0007 N 1602738.87 1602738.87 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 47Y99C2M0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 7380000.00 7141373.10 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 7000000.00 7000000.00 0.0030 N 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.14% 47Y99C3C1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 Government Agency Debt 1055000.00 1020887.35 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FUW3 0000812291 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2023-03-28 2023-03-28 2.5 - 2.5 Government Agency Debt 32000.00 30475.52 FEDERAL HOME LOAN MORTGAGE CORP 2037-12-15 2043-06-01 2.065 - 3.5 Government Agency Debt 12249739.00 11301605.79 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-04-01 2.115 - 4 Government Agency Debt 32599.00 31561.06 FEDERAL AGRICULTURE MORTGAGE CORP 2013-12-30 2013-12-30 N/A Government Agency Debt 69000.00 68964.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2042-11-15 2.5 - 4.5 Government Agency Debt 1613456.00 817022.06 First Tier Security 2013-07-05 2013-07-05 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 12000000.00 12000000.00 0.0051 N 12000000.00 12000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 6/28/2013 due 07/01/2013 48N99XDA8_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2015-08-24 2015-08-24 0 - 0 Government Agency Debt 31631.22 31750.16 US TREASURY 2013-08-15 2014-07-15 0 - 4.75 Treasury Debt 14883384.07 14950959.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-15 2055-01-15 3 - 9 Government Agency Debt 18723357.75 7476137.71 Unrated Security 2013-07-01 2013-07-01 N N N 21986484.00 21986483.99 0.0094 N 21986483.99 21986483.99 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 47Z995SE4 0001197610 Other Repurchase Agreement N TIME WARNER CABLE INC 2018-07-01 2018-07-01 6.75 - 6.75 Other Instrument CORPORATE 1662790.00 2004189.89 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2013-10-25 2013-10-25 1.25 - 1.25 Other Instrument CORPORATE 12279.00 12337.79 VERIZON GLOBAL FDG CORP 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument CORPORATE 882797.00 1142959.48 First Tier Security 2013-07-05 2013-07-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994MU0 0000315030 Other Repurchase Agreement N FIRST MARBLEHEAD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 630.00 693.00 GILEAD SCIENCES INC 2014-05-01 2014-05-01 1 - 1 Other Instrument EQUITY 7000.00 15826.74 IXIA 2015-12-15 2015-12-15 3 - 3 Other Instrument EQUITY 23000.00 27179.41 ISIS PHARMACEUTICALS INC DEL 2019-10-01 2019-10-01 2.75 - 2.75 Other Instrument EQUITY 15000.00 26480.94 CTRIP COM INTL LTD 0.5 15SEP17 144A 2017-09-15 2017-09-15 N/A Other Instrument EQUITY 14000.00 24196.35 ANNALY CAP MGMT INC FORMERLY ANNALY MTG MGMT IN 2015-05-15 2015-05-15 5 - 5 Other Instrument EQUITY 16000.00 16235.56 ALLIANCE DATA SYS CORP 2014-05-15 2014-05-15 4.75 - 4.75 Other Instrument EQUITY 23000.00 87199.98 ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 373.00 465.29 WORKDAY INC 2018-07-15 2018-07-15 0.75 - 0.75 Other Instrument EQUITY 1106914.00 1124215.07 VECTOR GROUP LTD 2019-01-15 2019-01-15 N/A Other Instrument EQUITY 35926.00 42918.64 SUPERNUS PHARMACEUTICALS INC 2019-05-01 2019-05-01 N/A Other Instrument EQUITY 887.00 1112.08 ROYAL GOLD INC 2019-06-15 2019-06-15 2.875 - 2.875 Other Instrument EQUITY 2000.00 1802.08 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 5400.00 15103.97 MOLYCORP INC DEL 2017-09-01 2017-09-01 6 - 6 Other Instrument EQUITY 766000.00 571727.08 PENNYMAC CORP 2020-05-01 2020-05-01 5.375 - 5.375 Other Instrument EQUITY 102971.00 99407.22 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 882000.00 1198965.69 NORTHSTAR RLTY FIN 7.5 15MAR31 144A 2031-03-15 2031-03-15 N/A Other Instrument EQUITY 6000.00 9267.53 First Tier Security 2013-08-20 2013-08-20 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 48K99W5P9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-16 2041-05-16 1.5 - 1.5 Government Agency Debt 5515000.00 5152644.81 First Tier Security 2013-07-03 2013-07-03 N N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 48K99WPK8 0000318336 Other Repurchase Agreement N CISCO SYSTEMS, INC. 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 87771.00 2161799.73 First Tier Security 2013-07-17 2013-07-17 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WMJ4 0000318336 Other Repurchase Agreement N FORT SHERIDAN ABS CDO, LTD 2041-11-05 2041-11-05 0.538 - 0.538 Other Instrument ASSET BACKED 18165000.00 3966269.43 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 115000.00 112776.63 CWALT, INC., 2005-43 2035-12-25 2035-12-25 1.828 - 1.828 Other Instrument GOVERNMENT AGENCY 165000.00 6471.37 IXIS REAL ESTATE CAPITAL TRUST 2036-08-25 2036-08-25 0.453 - 0.453 Other Instrument ASSET BACKED 555000.00 227223.58 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 40000.00 13848.65 RESIDENTIAL ACCREDIT LOANS, IN 2033-01-25 2033-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000.00 1448.44 First Tier Security 2013-07-09 2013-07-09 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WNP9 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-43 2035-12-25 2035-12-25 1.828 - 1.828 Other Instrument GOVERNMENT AGENCY 1425000.00 55889.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-16 2047-11-16 0.526 - 0.526 Government Agency Debt 480000.00 31567.45 FEDERAL HOME LOAN MORTGAGE CORP 2042-01-15 2042-01-15 5 - 5 Government Agency Debt 305000.00 45995.89 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 115000.00 112776.63 HARBORVIEW MORTGAGE LOAN TRUST 2037-09-19 2037-09-19 0.382 - 0.382 Other Instrument GOVERNMENT AGENCY 3005000.00 1495964.20 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 40000.00 13848.65 RALI SERIES 2006-QH1 TRUST 2036-12-25 2036-12-25 0.423 - 0.423 Other Instrument GOVERNMENT AGENCY 5730000.00 263390.64 RALI SERIES 2005-QS9 TRUST 2046-02-25 2046-02-25 0.523 - 0.523 Other Instrument GOVERNMENT AGENCY 8000000.00 103083.46 STRUCTURED ASSET MORTGAGE INVE 2046-05-25 2046-05-25 0.453 - 0.453 Other Instrument GOVERNMENT AGENCY 15000000.00 387483.65 STRUCTURED ASSET MORTGAGE INVE 2037-01-25 2037-01-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 10000000.00 348594.08 WAMU MORTGAGE PASS-THROUGH CER 2046-06-25 2046-06-25 0.543 - 0.543 Other Instrument GOVERNMENT AGENCY 12689000.00 1117742.65 WAMU MORTGAGE PASS-THROUGH CER 2046-07-25 2046-07-25 0.513 - 0.513 Other Instrument GOVERNMENT AGENCY 16000000.00 346772.70 First Tier Security 2013-07-15 2013-07-15 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WPT9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 5000.00 4949.85 ALTERNATIVE LOAN TRUST 2006-OA 2046-07-20 2046-07-20 0.402 - 0.402 Other Instrument GOVERNMENT AGENCY 4645000.00 1021173.57 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 115000.00 39814.87 INDYMAC INDX MORTGAGE LOAN TRU 2037-01-25 2037-01-25 3.264 - 3.264 Other Instrument GOVERNMENT AGENCY 195000.00 140253.60 INDYMAC INDX MORTGAGE LOAN TRU 2035-07-25 2035-07-25 2.228 - 2.228 Other Instrument GOVERNMENT AGENCY 27570000.00 362428.65 IMPAC SECURED ASSETS TRUST 200 2037-03-25 2037-03-25 0.353 - 0.353 Other Instrument GOVERNMENT AGENCY 40000.00 22355.64 HOMEBANC MORTGAGE TRUST 2006-2 2036-12-25 2036-12-25 0.373 - 0.373 Other Instrument GOVERNMENT AGENCY 1740000.00 576166.46 FORT SHERIDAN ABS CDO, LTD 2041-11-05 2041-11-05 0.538 - 0.538 Other Instrument ASSET BACKED 10275000.00 2243513.26 DEUTSCHE MORTGAGE SECURITIES, 2047-10-28 2047-10-28 N/A Other Instrument GOVERNMENT AGENCY 3415000.00 239350.52 CWALT, INC., 2005-43 2036-01-25 2036-01-25 0.943 - 0.943 Other Instrument GOVERNMENT AGENCY 1535000.00 433627.02 AMERICAN HOME MORTGAGE INVESTM 2047-03-25 2047-03-25 0.423 - 0.423 Other Instrument GOVERNMENT AGENCY 845000.00 282290.03 BEAR STEARNS ASSET BACKED SECU 2037-07-25 2037-07-25 6.357 - 6.357 Other Instrument GOVERNMENT AGENCY 5000.00 730.52 CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.443 - 0.443 Other Instrument GOVERNMENT AGENCY 145000.00 41519.55 First Tier Security 2013-07-18 2013-07-18 N N N 5000000.00 5000000.00 0.0021 Y 5000000.00 5000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WQH4 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.363 - 0.363 Other Instrument ASSET BACKED 60000.00 42151.25 FIRST FRANKLIN MORTGAGE LOAN T 2036-04-25 2036-04-25 0.353 - 0.353 Other Instrument ASSET BACKED 10000.00 4632.30 RALI SERIES 2005-QS9 TRUST 2035-11-25 2036-02-25 0.693 - 0.893 Other Instrument GOVERNMENT AGENCY 7113000.00 2117350.32 First Tier Security 2013-07-22 2013-07-22 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WRD2 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2037-07-25 2037-07-25 6.357 - 6.357 Other Instrument GOVERNMENT AGENCY 260000.00 37987.17 RESIDENTIAL ACCREDIT LOANS, IN 2033-01-25 2033-01-25 6 - 6 Other Instrument GOVERNMENT AGENCY 15000.00 1448.44 GSAA HOME EQUITY TRUST 2006-17 2036-11-25 2036-11-25 0.433 - 0.433 Other Instrument ASSET BACKED 435000.00 175814.50 CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.443 - 0.443 Other Instrument GOVERNMENT AGENCY 25000.00 7158.54 AIRPLANES PASS THROUGH TRUST 2019-03-15 2019-03-15 0.743 - 0.743 Other Instrument ASSET BACKED 4794900.00 1575317.72 AMERICAN HOME MORTGAGE INVESTM 2047-03-25 2047-03-25 0.423 - 0.423 Other Instrument GOVERNMENT AGENCY 1095000.00 365807.79 First Tier Security 2013-07-25 2013-07-25 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.69% 48K99WLG1 0000318336 Other Repurchase Agreement N COMMERCIAL MORTGAGE TRUST 2007 2049-12-10 2049-12-10 6.252 - 6.252 Other Instrument ASSET BACKED 250000.00 228010.54 FIRST FRANKLIN MORTGAGE LOAN T 2036-04-25 2036-04-25 0.353 - 0.353 Other Instrument ASSET BACKED 480000.00 222350.34 INDYMAC INDX MORTGAGE LOAN TRU 2037-01-25 2037-01-25 3.264 - 3.264 Other Instrument GOVERNMENT AGENCY 25000.00 17981.23 RALI SERIES 2005-QS9 TRUST 2035-11-25 2036-02-25 0.693 - 0.893 Other Instrument GOVERNMENT AGENCY 1205000.00 371867.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 10000.00 9899.71 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.353 - 0.353 Other Instrument ASSET BACKED 1717500.00 1277650.20 CWHEQ REVOLVING HOME EQUITY LO 2036-02-15 2036-02-15 0.522 - 0.522 Other Instrument ASSET BACKED 70000.00 36613.23 First Tier Security 2013-07-02 2013-07-02 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 48K99WSG4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2051-05-16 2051-05-16 2.637 - 2.637 Government Agency Debt 15000.00 14849.56 RALI SERIES 2005-QS9 TRUST 2035-11-25 2036-02-25 0.693 - 0.893 Other Instrument GOVERNMENT AGENCY 2925000.00 908228.58 INDYMAC INDX MORTGAGE LOAN TRU 2037-01-25 2037-01-25 3.264 - 3.264 Other Instrument GOVERNMENT AGENCY 15000.00 10788.74 CSFB MORTGAGE-BACKED PASS-THRO 2044-05-25 2044-05-25 1.043 - 1.043 Other Instrument ASSET BACKED 60000.00 44018.03 COMMERCIAL MORTGAGE TRUST 2007 2049-12-10 2049-12-10 6.252 - 6.252 Other Instrument ASSET BACKED 200000.00 182408.43 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.353 - 0.353 Other Instrument ASSET BACKED 1347400.00 1002332.39 First Tier Security 2013-11-04 2013-11-04 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.76% 48K99WYY8 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.443 - 0.443 Other Instrument GOVERNMENT AGENCY 30000.00 8590.25 IMPAC SECURED ASSETS TRUST 200 2037-03-25 2037-03-25 0.353 - 0.353 Other Instrument GOVERNMENT AGENCY 30000.00 16766.73 DEUTSCHE ALT-A SECURITIES MORT 2037-06-25 2037-06-25 0.393 - 0.393 Other Instrument GOVERNMENT AGENCY 45000.00 11701.79 CWABS ASSET-BACKED CERTIFICATE 2047-05-25 2047-05-25 0.363 - 0.363 Other Instrument ASSET BACKED 5000.00 4352.84 ACE SECURITIES CORP. 2032-06-25 2032-06-25 1.168 - 1.168 Other Instrument ASSET BACKED 3445000.00 792351.71 ALTERNATIVE LOAN TRUST 2006-OA 2046-09-25 2046-09-25 0.383 - 0.383 Other Instrument GOVERNMENT AGENCY 30000.00 10238.21 SANTANDER DRIVE AUTO 2019-04-15 2019-04-15 5.95 - 5.95 Other Instrument ASSET BACKED 3987300.00 3481825.15 First Tier Security 2013-12-06 2013-12-06 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 48K99WUU0 0000318336 Other Repurchase Agreement N GSR MORTGAGE LOAN TRUST 2007-2 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 535000.00 127257.25 CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.433 - 0.433 Other Instrument ASSET BACKED 745000.00 437943.12 CWMBS, INC., 2005-19 2036-05-25 2036-05-25 6 - 6 Other Instrument GOVERNMENT AGENCY 385000.00 251235.14 CWABS ASSET-BACKED CERTIFICATE 2036-03-25 2036-03-25 0.443 - 0.443 Other Instrument GOVERNMENT AGENCY 410000.00 117400.11 BOMBARDIER CAPITAL MORTGAGE SE 2020-01-15 2020-01-15 7.44 - 7.44 Other Instrument ASSET BACKED 180000.00 60252.67 BAYVIEW FINANCIAL REVOLVING AS 2040-02-28 2040-02-28 1.193 - 1.193 Other Instrument ASSET BACKED 40000.00 17457.00 INDYMAC INDX MORTGAGE LOAN TRU 2035-09-25 2035-09-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 1440000.00 348910.55 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.353 - 0.353 Other Instrument ASSET BACKED 8345000.00 6207854.96 First Tier Security 2013-11-12 2013-11-12 N N N 7000000.00 7000000.00 0.0030 Y 7000000.00 7000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.45% 48M99DGT9 0000877559 Other Repurchase Agreement N GOLDMAN SACHS GROUP, INC. (THE 2037-10-01 2037-10-01 6.75 - 6.75 Other Instrument CORPORATE 2040000.00 2102500.51 First Tier Security 2013-07-01 2013-07-01 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.50% 48M99DEE4 0000877559 Other Repurchase Agreement N GOLDMAN SACHS GROUP, INC. (THE 2037-10-01 2037-10-01 6.75 - 6.75 Other Instrument CORPORATE 1020000.00 1051250.25 First Tier Security 2013-07-05 2013-07-05 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N7V1 Other Repurchase Agreement N QUALCOMM INCORPORATED 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 71270.00 4353171.60 First Tier Security 2013-11-01 2013-11-01 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. 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Morgan Clearing Corp., 0.65% 45A99N7W9 Other Repurchase Agreement N ARRAY BIOPHARMA 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 1133000.00 1088068.62 First Tier Security 2013-09-26 2013-09-26 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.67% 45A99N7S8 Other Repurchase Agreement N ENCORE CAPITAL GROUP INC 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 4182000.00 4048288.91 TAKE-2 INTERACTIVE SOFTWARE 2013-06-30 2013-06-30 N/A Other Instrument OTHER NOTE 7095000.00 6841892.97 First Tier Security 2013-08-19 2013-08-19 N N N 10000000.00 10000000.00 0.0043 Y 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48M996ED1 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-25 2043-05-25 5.907 - 6.547 Government Agency Debt 120890647.00 13390555.94 First Tier Security 2013-07-03 2013-07-03 N N N 13000000.00 13000000.00 0.0056 N 13000000.00 13000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 46S99V2X3 0001287279 Other Repurchase Agreement N LB COMMERCIAL MORTGAGE TRUST 2 2044-07-15 2044-07-15 6.081 - 6.081 Other Instrument GOVERNMENT AGENCY 2340000.00 2270358.11 MORGAN STANLEY CAPITAL I TRUST 2049-12-12 2049-12-12 1.643 - 1.643 Other Instrument GOVERNMENT AGENCY 2590000.00 2058860.93 First Tier Security 2013-07-16 2013-07-16 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.25% 48M992LW0 0000728612 Other Repurchase Agreement N VGD LNG TRM BD ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26309.00 2234949.55 WSDMTR INT SMCP-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 60370.00 3165199.10 First Tier Security 2013-07-02 2013-07-02 N N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.26% 48M992LR1 0000728612 Other Repurchase Agreement N IAMGOLD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1320334.00 5400166.06 First Tier Security 2013-07-03 2013-07-03 N N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.33% 48M992MA7 0000728612 Other Repurchase Agreement N ALLEN PARK MICH 2019-05-01 2019-05-01 6.625 - 6.625 Other Municipal Debt 20000.00 17171.79 BRAZOS RIVER AUTH TEX POLLUTN CTL REV 2032-07-01 2032-07-01 6.3 - 6.3 Other Municipal Debt 440000.00 52129.00 TATE & LYLE INTL FIN PLC 2014-11-15 2014-11-15 5 - 5 Other Instrument CORPORATE 8290035.00 8708865.99 PUERTO RICO COMWLTH AQUEDUCT & SWR AUTH REV 2027-07-01 2027-07-01 5.35 - 5.35 Other Municipal Debt 50000.00 41106.63 DETROIT MICH RETIREMENT SYS FDG TR 2006 CTFS PARTN 2035-06-15 2035-06-15 5.989 - 5.989 Other Municipal Debt 1882491.00 652170.18 First Tier Security 2013-07-01 2013-07-01 N N N 9000000.00 9000000.00 0.0039 N 9000000.00 9000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48M992LB6 0000728612 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.421 - 5.421 Other Instrument MORTGAGE 521687.00 434700.65 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 1.339 - 1.339 Other Instrument MORTGAGE 55261553.00 994332.46 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 5.287 - 5.287 Other Instrument MORTGAGE 24225720.00 1829358.67 GSR MORTGAGE LOAN TRUST 2037-04-25 2037-04-25 6.507 - 6.507 Other Instrument MORTGAGE 3978615.00 403912.71 GREENPOINT MTA TRUST 2045-06-25 2045-06-25 0.473 - 0.473 Other Instrument MORTGAGE 11929027.00 658098.17 First Tier Security 2013-07-02 2013-07-02 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48M992KG6 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 5229000.00 11884344.83 First Tier Security 2013-08-20 2013-08-20 N N N 11000000.00 11000000.00 0.0047 Y 11000000.00 11000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48M992GB2 0000728612 Other Repurchase Agreement N LEHMAN XS TRUST 2037-02-25 2037-02-25 0.363 - 0.363 Other Instrument MORTGAGE 82047.00 24985.03 GSAA HOME EQUITY TRUST 2037-05-25 2037-05-25 0.313 - 0.313 Other Instrument ASSET BACKED 251456.00 23737.65 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument MORTGAGE 13570719.00 1005685.27 ML-CFC COMMERCIAL MORTGAGE TRUST 2048-08-12 2048-08-12 5.45 - 5.45 Other Instrument MORTGAGE 1405362.00 1079353.46 RAMP 2036-02-25 2036-02-25 0.623 - 0.623 Other Instrument ASSET BACKED 96802.00 42790.35 First Tier Security 2013-08-09 2013-08-09 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.52% 48E99YSV4 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2038-04-25 2038-06-25 5.857 - 6.5 Government Agency Debt 68255611.00 2060089.29 First Tier Security 2013-07-05 2013-07-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 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 1.693 - 1.693 Other Instrument ASSET BACKED 3920790.00 2232509.59 First Tier Security 2013-08-01 2013-08-01 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YMB4 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.693 - 1.693 Other Instrument ASSET BACKED 1509963.00 859777.46 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-05-25 2035-05-25 0.633 - 0.633 Other Instrument ASSET BACKED 32348.00 27194.79 BA CREDIT CARD TRUST 2013-08-15 2013-08-15 0.593 - 0.593 Other Instrument ASSET BACKED 20800.00 20794.63 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 5.75 - 5.75 Other Instrument MORTGAGE 123323.00 70683.08 FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-25 2046-02-25 4 - 5.865 Government Agency Debt 233854.00 47019.78 FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 2.43 - 2.43 Government Agency Debt 11585.00 10813.94 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.736 - 5.736 Other Instrument MORTGAGE 36311.00 40745.77 First Tier Security 2013-08-12 2013-08-12 N N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YQH7 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2043-01-01 3.5 - 4 Government Agency Debt 10382.00 10400.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2042-11-15 2.5 - 6.508 Government Agency Debt 22121567.00 3915435.09 BA CREDIT CARD TRUST 2013-08-15 2013-08-15 0.593 - 0.593 Other Instrument ASSET BACKED 156938.00 156897.48 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 45082.00 45169.01 First Tier Security 2013-09-04 2013-09-04 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 1.10% 48E99YLK5 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-05-25 2035-05-25 0.633 - 0.633 Other Instrument ASSET BACKED 3839.00 3227.43 BA CREDIT CARD TRUST 2013-08-15 2013-08-15 0.593 - 0.593 Other Instrument ASSET BACKED 297.00 296.92 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6.25 - 6.25 Other Instrument MORTGAGE 1527.00 834.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2040-10-15 4.5 - 4.5 Government Agency Debt 1000.00 490.02 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-01-01 1.033 - 6.187 Government Agency Debt 1307404.00 1009061.58 FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2043-01-01 2.065 - 3.5 Government Agency Debt 12365.00 10836.11 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 1037.00 1039.00 First Tier Security 2013-09-09 2013-09-09 N N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 1.40% 48E99YLB5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-03-15 2043-01-01 2.065 - 6.241 Government Agency Debt 22379486.00 1014335.05 FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2043-01-01 3 - 5.757 Government Agency Debt 104012.00 17906.33 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-15 2042-11-15 2.5 - 2.5 Government Agency Debt 1412.00 1305.40 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 5.736 - 5.736 Other Instrument MORTGAGE 422.00 473.54 DELL INC 2015-09-10 2015-09-10 2.3 - 2.3 Other Instrument CORPORATE 1037.00 1039.00 First Tier Security 2013-10-30 2013-10-30 N N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.23% 42T99QVR3 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-05-15 2039-05-15 5.907 - 5.907 Government Agency Debt 7616828.00 1597723.68 FEDERAL NATIONAL MORTGAGE ASSOC 2043-05-01 2043-05-01 4 - 4 Government Agency Debt 25621.00 26419.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-20 2039-11-20 6.458 - 6.458 Government Agency Debt 5162857.00 477044.87 First Tier Security 2013-07-02 2013-07-02 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.00% 35J99R7L6 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2032-12-25 2042-08-25 5.957 - 7.557 Government Agency Debt 107102857.00 4122519.92 First Tier Security 2013-07-02 2013-07-02 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-16 2052-11-16 1.9 - 2.56 Government Agency Debt 11045000.00 10335660.41 First Tier Security 2013-08-02 2013-08-02 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0043 Y 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 1.00% 40Q995HS0 Other Repurchase Agreement N BEAR STEARNS ARM TRUST 2000-2 2033-01-25 2033-01-25 2.49 - 2.49 Other Instrument GOVERNMENT AGENCY 53655000.00 2883741.63 CITICORP MORTGAGE SECURITIES, 2034-06-25 2034-06-25 N/A Other Instrument GOVERNMENT AGENCY 4290185.00 268337.65 First Tier Security 2013-07-09 2013-07-09 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SVL9 0000230611 Other Repurchase Agreement N ALLIANT TECHSYSTEMS INC 2024-08-15 2024-08-15 3 - 3 Other Instrument EQUITY 422000.00 488133.03 ASIAN DEVELOPMENT BANK 2013-07-15 2013-07-15 1.625 - 1.625 Other Instrument OTHER NOTE 32000.00 32251.44 XILINX INC 2037-03-15 2037-03-15 3.125 - 3.125 Other Instrument EQUITY 964000.00 1343161.42 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 20000.00 19551.63 MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 213653.47 NOVELLUS SYS INC 2041-05-15 2041-05-15 2.625 - 2.625 Other Instrument EQUITY 30000.00 42506.56 First Tier Security 2013-07-05 2013-07-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 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 2097889.66 HORSEHEAD HLDG CORP 2017-07-01 2017-07-01 3.8 - 3.8 Other Instrument EQUITY 1000.00 1066.18 MASTEC INC 2014-12-15 2014-12-15 4.25 - 4.25 Other Instrument EQUITY 100000.00 213653.47 NOVELLUS SYS INC 2041-05-15 2041-05-15 2.625 - 2.625 Other Instrument EQUITY 20000.00 28337.71 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 6000.00 4013.13 First Tier Security 2013-07-05 2013-07-05 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.20% 45C994TP0 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2020-08-25 5.164 - 5.164 Government Agency Debt 3896820.00 4090398.43 BERKLEY W R CORP 2019-09-15 2019-09-15 7.375 - 7.375 Other Instrument CORPORATE 4951826.00 6067376.80 VERIZON COMMUNICATIONS INC 2018-11-01 2018-11-01 8.75 - 8.75 Other Instrument CORPORATE 4156143.00 5474779.81 TRANSALTA CORP 2040-03-15 2040-03-15 6.5 - 6.5 Other Instrument CORPORATE 6025334.00 5983200.18 PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP 2022-06-01 2022-06-01 3.65 - 3.65 Other Instrument CORPORATE 6379255.00 6286229.51 NEWS AMER INC 2039-08-15 2039-08-15 6.9 - 6.9 Other Instrument CORPORATE 1621028.00 1928231.71 GOOGLE INC 2021-05-19 2021-05-19 3.625 - 3.625 Other Instrument CORPORATE 6228505.00 6532500.16 LINCOLN NATL CORP IND 2020-02-15 2020-02-15 6.25 - 6.25 Other Instrument CORPORATE 5650479.00 6608575.78 First Tier Security 2013-07-01 2013-07-01 N N N 41000000.00 41000000.00 0.0176 N 41000000.00 41000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994TM7 0000276523 Other Repurchase Agreement N DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2016-08-16 2016-08-16 1.35 - 1.35 Other Instrument CORPORATE 881932.00 894146.76 MICROSOFT CORP 2040-10-01 2040-10-01 4.5 - 4.5 Other Instrument CORPORATE 2252341.00 2267510.52 First Tier Security 2013-07-03 2013-07-03 N N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PU3 0000276523 Other Repurchase Agreement N FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2018-05-15 2021-08-02 5 - 5.875 Other Instrument CORPORATE 14027.00 15169.21 EASTON BELL SPORTS INC 2016-12-01 2016-12-01 9.75 - 9.75 Other Instrument CORPORATE 1932.00 2083.80 CAISSE CENTRALE DESJARDINS 2013-09-16 2013-09-16 1.7 - 1.7 Other Instrument CORPORATE 418.00 420.68 AMERICAN EXPRESS BK FSB MEDIUM TERM BK NTS BOOK 2017-06-12 2017-06-12 0.492 - 0.492 Other Instrument CORPORATE 32000.00 31437.06 AETNA INC NEW FORMERLY AETNA U S HEALTHCARE INC 2017-11-07 2017-11-07 1.5 - 1.5 Other Instrument CORPORATE 44350.00 43150.55 FINANCE CORPORATION 2017-05-11 2017-05-30 N/A Government Agency Debt 12695.00 12006.17 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2045-08-25 3.562 - 5.164 Government Agency Debt 427211.00 421653.62 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 14023.00 18050.33 SYMBION INC DEL 2015-08-23 2015-08-23 11 - 11 Other Instrument CORPORATE 349915.00 361530.23 QVC INC FORMERLY QVC NETWORK INC TO 06/27/1994 2020-10-15 2020-10-15 7.375 - 7.375 Other Instrument CORPORATE 14151.00 15647.96 PPL CAP FDG INC 2043-06-01 2043-06-01 4.7 - 4.7 Other Instrument CORPORATE 7653.00 6859.38 NEWS AMER INC 2018-05-18 2039-08-15 6.9 - 7.25 Other Instrument CORPORATE 559757.00 687297.41 GENERAL ELEC CO 2017-12-06 2017-12-06 5.25 - 5.25 Other Instrument CORPORATE 9938.00 11253.68 MORGAN STANLEY 2021-07-28 2021-07-28 5.5 - 5.5 Other Instrument CORPORATE 6297.00 6855.88 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-12-28 2017-12-28 5.95 - 5.95 Other Instrument CORPORATE 399872.00 444033.86 JEFFERIES GROUP INC NEW 2016-03-15 2016-03-15 5.5 - 5.5 Other Instrument CORPORATE 3213.00 3504.54 ISLE CAPRI CASINOS INC 2021-03-15 2021-03-15 5.875 - 5.875 Other Instrument CORPORATE 15824.00 15329.77 GLENCORE FDG LLC 2019-01-15 2019-01-15 2.5 - 2.5 Other Instrument CORPORATE 3810.00 3456.39 GEORGIA PAC CORP 2025-12-01 2025-12-01 7.375 - 7.375 Other Instrument CORPORATE 2925.00 3740.20 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2017-09-15 2017-09-15 5.25 - 5.25 Other Instrument CORPORATE 1984.00 2235.67 First Tier Security 2013-07-03 2013-07-03 N N N 2000000.00 2000000.00 0.0009 N 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 5.164 - 5.164 Government Agency Debt 236969.00 248740.67 FINANCE CORPORATION 2017-06-06 2017-06-06 N/A Government Agency Debt 18030.00 17020.68 UNITED TECHNOLOGIES CORP 2017-06-01 2017-06-01 1.8 - 1.8 Other Instrument CORPORATE 11344.00 11385.18 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument CORPORATE 1033.00 1329.67 BANCO DE CREDITO DEL PERU 2016-03-16 2016-03-16 4.75 - 4.75 Other Instrument CORPORATE 255000.00 267356.87 REYNOLDS AMERN INC 2037-06-15 2037-06-15 7.25 - 7.25 Other Instrument CORPORATE 5281.00 6354.75 AETNA INC NEW FORMERLY AETNA U S HEALTHCARE INC 2017-11-07 2017-11-07 1.5 - 1.5 Other Instrument CORPORATE 74929.00 72902.55 AMERICAN EXPRESS BK FSB MEDIUM TERM BK NTS BOOK 2017-06-12 2017-06-12 0.492 - 0.492 Other Instrument CORPORATE 5000.00 4912.04 GENERAL ELEC CAP CORP INTERNOTES BOOK ENTRY 2022-01-15 2022-01-15 5.4 - 5.4 Other Instrument CORPORATE 7644.00 8493.71 GENESIS ENERGY L P / GENESIS ENERGY FIN CORP 2021-02-15 2021-02-15 5.75 - 5.75 Other Instrument CORPORATE 614430.00 612808.59 GLENCORE FDG LLC 2019-01-15 2019-01-15 2.5 - 2.5 Other Instrument CORPORATE 24503.00 22228.86 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-12-28 2017-12-28 5.95 - 5.95 Other Instrument CORPORATE 30316.00 33664.10 MORGAN STANLEY 2021-07-28 2021-07-28 5.5 - 5.5 Other Instrument CORPORATE 3666.00 3991.37 NEWS AMER INC 2039-08-15 2039-08-15 6.9 - 6.9 Other Instrument CORPORATE 300191.00 357080.70 PPL CAP FDG INC 2043-06-01 2043-06-01 4.7 - 4.7 Other Instrument CORPORATE 3638.00 3260.74 PACIFIC GAS & ELEC CO 2041-12-15 2041-12-15 4.5 - 4.5 Other Instrument CORPORATE 140700.00 134702.66 PACIFIC LIFE INS CO - INS PRODS 2039-06-15 2039-06-15 9.25 - 9.25 Other Instrument CORPORATE 224195.00 297009.11 QVC INC FORMERLY QVC NETWORK INC TO 06/27/1994 2020-10-15 2020-10-15 7.375 - 7.375 Other Instrument CORPORATE 10534.00 11648.34 First Tier Security 2013-07-08 2013-07-08 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00