N-MFP LIVE N 2013-11-30 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 53 101 2364821261.73 32143529.70 9557814.24 2387406977.19 0.0025 1.0002 2013-11-29 1.0002 2013-11-29 C000048773 1.00 1021874490.96 1.00 74184808.68 125769264.76 51584456.08 0.0001 1.0000 2013-11-29 1.0000 2013-11-29 C000048775 1.00 113993107.55 1.00 28236879.05 36790814.28 8553935.23 0.0001 1.0001 2013-11-29 1.0001 2013-11-29 C000048776 1.00 145031048.74 1.00 -1556889.94 4314113.83 5871003.77 0.0001 1.0002 2013-11-29 1.0002 2013-11-29 C000048774 1.00 1106508329.94 1.00 -25682505.61 42583269.96 68265775.57 0.0001 1.0003 2013-11-29 1.0003 2013-11-29 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366AZG0 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 7000000.00 7000000.00 0.0029 N 7000769.30 7000769.30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.22% 06366LDW5 Certificate of Deposit First Tier Security 2013-12-17 2014-08-14 N N N 18000000.00 18000000.00 0.0075 N 18003492.00 18003492.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3C2 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 8000000.00 8000000.00 0.0034 N 8001119.20 8001119.20 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3D0 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 8000000.00 8000000.00 0.0034 N 8001199.20 8001199.20 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3E8 Certificate of Deposit First Tier Security 2014-01-14 2014-01-14 N N N 11000000.00 11000000.00 0.0046 N 11001686.30 11001686.30 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F4S6 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 8000000.00 8000000.00 0.0034 N 8000892.00 8000892.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FRV4 Certificate of Deposit First Tier Security 2013-12-03 2014-01-03 N N N 11000000.00 11000000.00 0.0046 N 11001419.00 11001419.00 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 0.0080 N 19002954.50 19002954.50 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-12-11 2014-05-09 N N N 8000000.00 8000000.00 0.0034 N 8001344.00 8001344.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4P6 Certificate of Deposit First Tier Security 2013-12-11 2014-01-13 N N N 25000000.00 25000000.00 0.0105 N 25002025.00 25002025.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBF8 Certificate of Deposit First Tier Security 2013-12-16 2013-12-16 N N N 10000000.00 10000000.00 0.0042 N 10000330.00 10000330.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBT8 Certificate of Deposit First Tier Security 2013-12-17 2013-12-17 N N N 41000000.00 41000000.00 0.0172 N 41001430.90 41001430.90 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GBZ4 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 18000000.00 18000000.00 0.0075 N 18000698.40 18000698.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GSB9 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 9000000.00 9000000.00 0.0038 N 9000164.70 9000164.70 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.72% 06538E6Z5 Certificate of Deposit First Tier Security 2014-01-02 2014-04-02 N N N 8000000.00 8012317.43 0.0034 N 8013168.00 8013168.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.21% 05572W2N5 Certificate of Deposit First Tier Security 2013-12-11 2013-12-11 N N N 5000000.00 5000000.00 0.0021 N 5000116.50 5000116.50 BNP Paribas New York Branch BNP Paribas New York Branch, 0.22% 05572W2G0 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 10000000.00 10000000.00 0.0042 N 10000155.00 10000155.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606YZK5 Certificate of Deposit First Tier Security 2013-12-16 2014-08-13 N N N 22000000.00 22000000.00 0.0092 N 22006974.00 22006974.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.27% 13606YRX6 Certificate of Deposit First Tier Security 2013-12-05 2014-05-02 N N N 7000000.00 7000000.00 0.0029 N 7000042.00 7000042.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-12-03 2014-05-02 N N N 7000000.00 7000000.00 0.0029 N 6999538.00 6999538.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYF2 Certificate of Deposit First Tier Security 2013-12-02 2013-12-02 N N N 19000000.00 19000000.00 0.0080 N 18999967.70 18999967.70 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYH8 Certificate of Deposit First Tier Security 2013-12-03 2013-12-03 N N N 21000000.00 21000000.00 0.0088 N 20999953.80 20999953.80 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYL9 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 10000000.00 10000000.00 0.0042 N 9999972.00 9999972.00 Credit Suisse Credit Suisse, 0.29% 22550DR76 Certificate of Deposit First Tier Security 2014-01-07 2014-01-07 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 11000000.00 11000000.00 0.0046 N 11000528.00 11000528.00 Credit Suisse Credit Suisse, 0.30% 22549TDM7 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 9000000.00 9000000.00 0.0038 N 9001912.50 9001912.50 Credit Suisse Credit Suisse, 0.32% 22549TLL0 Certificate of Deposit First Tier Security 2013-12-06 2014-06-06 N N N 12000000.00 12000000.00 0.0050 N 11998788.00 11998788.00 Credit Suisse Credit Suisse, 0.32% 22549TLT3 Certificate of Deposit First Tier Security 2013-12-09 2014-06-09 N N N 4000000.00 4000000.00 0.0017 N 3999592.00 3999592.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.21% 25155B2R5 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 11000000.00 11000000.00 0.0046 N 11000940.50 11000940.50 DnB NOR Bank ASA DnB NOR Bank ASA, 0.20% 23330LE93 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 2000000.00 2000010.48 0.0008 N 2000128.20 2000128.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.20% 23330LD52 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 4000000.00 4000371.94 0.0017 N 4000944.00 4000944.00 Fortis Bank New York Branch Fortis Bank New York Branch, 0.21% 34959TAQ9 Certificate of Deposit First Tier Security 2013-12-18 2013-12-18 N N N 10000000.00 10000000.00 0.0042 N 10000264.00 10000264.00 KBC Bank NV KBC Bank NV, 0.22% 4823T0XL8 Certificate of Deposit First Tier Security 2013-12-03 2013-12-03 N N N 23000000.00 23000000.00 0.0096 N 23000154.10 23000154.10 KBC Bank NV KBC Bank NV, 0.22% 4823T0XM6 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 16000000.00 16000000.00 0.0067 N 16000132.80 16000132.80 KBC Bank NV KBC Bank NV, 0.22% 4823T0XN4 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 24000000.00 24000000.00 0.0101 N 24000000.00 24000000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682AGJ9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 2000000.00 2000000.00 0.0008 N 2000465.60 2000465.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.20% 60688LEA0 Certificate of Deposit First Tier Security 2013-12-17 2013-12-17 N N N 1000000.00 1000004.43 0.0004 N 1000015.00 1000015.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEL6 Certificate of Deposit First Tier Security 2014-01-23 2014-01-23 N N N 8000000.00 8000000.00 0.0034 N 8000732.00 8000732.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEZ5 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 8000000.00 8000000.00 0.0034 N 8000838.40 8000838.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LFP6 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 8000000.00 8000000.00 0.0034 N 8000309.60 8000309.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LGS9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 9000000.00 9000000.00 0.0038 N 9000418.50 9000418.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHN9 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 4000000.00 4000000.00 0.0017 N 3999999.60 3999999.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHP4 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 8000000.00 8000000.00 0.0034 N 7999999.20 7999999.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHS8 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 8000000.00 8000000.00 0.0034 N 7999999.20 7999999.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688LCT1 Certificate of Deposit First Tier Security 2013-12-13 2013-12-13 N N N 8000000.00 8000000.00 0.0034 N 8000248.80 8000248.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688LCV6 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 4000000.00 4000000.00 0.0017 N 4000186.40 4000186.40 National Bank of Canada National Bank of Canada, 0.30% 63307UEA5 Certificate of Deposit First Tier Security 2013-12-10 2014-02-07 N N N 4000000.00 4000000.00 0.0017 N 4000128.00 4000128.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2013-12-23 2014-02-20 N N N 28000000.00 28000000.00 0.0117 N 28001428.00 28001428.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2013-12-20 2014-05-19 N N N 21000000.00 20996404.26 0.0088 N 21007350.00 21007350.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NNZ5 Certificate of Deposit First Tier Security 2013-12-03 2014-06-03 N N N 8000000.00 8000000.00 0.0034 N 7998808.00 7998808.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HRD0 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 8000000.00 8000000.00 0.0034 N 8000738.40 8000738.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2013-12-19 2014-02-19 N N N 4000000.00 4000000.00 0.0017 N 3999824.00 3999824.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CZY1 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 10000000.00 10000000.00 0.0042 N 10000349.00 10000349.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CB43 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 8000000.00 8000000.00 0.0034 N 8000372.80 8000372.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CG48 Certificate of Deposit First Tier Security 2014-01-02 2014-01-02 N N N 8000000.00 8000000.00 0.0034 N 8000376.80 8000376.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CL75 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 10000000.00 10000000.00 0.0042 N 10000624.00 10000624.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CR20 Certificate of Deposit First Tier Security 2014-01-21 2014-01-21 N N N 8000000.00 8000000.00 0.0034 N 8000588.00 8000588.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C2H4 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 10000000.00 10000000.00 0.0042 N 10000201.00 10000201.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C6H0 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 8000000.00 8000000.00 0.0034 N 7999999.20 7999999.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UAD4 Certificate of Deposit First Tier Security 2014-03-12 2014-03-12 N N N 8000000.00 8000000.00 0.0034 N 7999999.20 7999999.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBE1 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 10000000.00 10000000.00 0.0042 N 9999999.00 9999999.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBR2 Certificate of Deposit First Tier Security 2014-03-24 2014-03-24 N N N 9000000.00 9000000.00 0.0038 N 8999999.10 8999999.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2013-12-16 2014-05-15 N N N 16000000.00 16000000.00 0.0067 N 16000704.00 16000704.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFE8 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 7000000.00 7000000.00 0.0029 N 7000389.20 7000389.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFH1 Certificate of Deposit First Tier Security 2014-02-24 2014-02-24 N N N 8000000.00 8000000.00 0.0034 N 8000578.40 8000578.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFK4 Certificate of Deposit First Tier Security 2014-02-25 2014-02-25 N N N 8000000.00 8000000.00 0.0034 N 8000584.80 8000584.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KDJ9 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 8000000.00 8000000.00 0.0034 N 8000399.20 8000399.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFN8 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 12000000.00 12000000.00 0.0050 N 12000806.40 12000806.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFY4 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 8000000.00 8000000.00 0.0034 N 8000620.80 8000620.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.20% 86958CH98 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 5000000.00 5000013.51 0.0021 N 5000218.50 5000218.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112TMH4 Certificate of Deposit First Tier Security 2014-04-07 2014-04-07 N N N 13000000.00 13000000.00 0.0054 N 13002325.70 13002325.70 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112WA49 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 7000000.00 7000000.00 0.0029 N 7000511.00 7000511.00 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2013-12-31 2014-04-30 N N N 20000000.00 20000000.00 0.0084 N 20003460.00 20003460.00 Citibank NA Citibank NA, 0.21% 17304UMW7 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 17000000.00 17000000.00 0.0071 N 17002189.60 17002189.60 Citibank NA Citibank NA, 0.31% 17304UJJ0 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 11000000.00 11000000.00 0.0046 N 11001527.90 11001527.90 Citibank NA Citibank NA, 0.31% 17304UJM3 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 3000000.00 3000000.00 0.0013 N 3000416.70 3000416.70 Citibank NA Citibank NA, 0.31% 17304UJS0 Certificate of Deposit First Tier Security 2013-12-31 2013-12-31 N N N 11000000.00 11000000.00 0.0046 N 11002444.20 11002444.20 Citibank NA Citibank NA, 0.31% 17304UKE9 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 18000000.00 18000000.00 0.0075 N 18005936.40 18005936.40 Citibank NA Citibank NA, 0.31% 17304UKG4 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 25000000.00 25000000.00 0.0105 N 25008370.00 25008370.00 Citibank NA Citibank NA, 0.31% 17304UKL3 Certificate of Deposit First Tier Security 2014-02-05 2014-02-05 N N N 8000000.00 8000000.00 0.0034 N 8002718.40 8002718.40 Citibank NA Citibank NA, 0.32% 17304UJB7 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 11000000.00 11000000.00 0.0046 N 11001667.60 11001667.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.15% 22536GYM7 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 10000000.00 10000000.00 0.0042 N 10000000.00 10000000.00 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.30% 31677NFK7 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 4000000.00 4000000.00 0.0017 N 4001246.00 4001246.00 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.31% 31677NFL5 Certificate of Deposit First Tier Security 2014-02-12 2014-02-12 N N N 4000000.00 4000000.00 0.0017 N 4001499.20 4001499.20 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.32% 31677NFM3 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 4000000.00 4000000.00 0.0017 N 4001709.20 4001709.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562UDH2 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 10000000.00 10000000.00 0.0042 N 10000000.00 10000000.00 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2013-12-12 2014-03-12 N N N 5000000.00 5000000.00 0.0021 N 4999145.00 4999145.00 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 0.0038 N 9000225.00 9000225.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2013-12-09 2014-04-08 N N N 8000000.00 8000000.00 0.0034 N 8000008.00 8000008.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2013-12-24 2014-03-24 N N N 12000000.00 12000000.00 0.0050 N 12000468.00 12000468.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2013-12-27 2014-03-25 N N N 16000000.00 16000000.00 0.0067 N 16000640.00 16000640.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFU9 0000833029 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 16000000.00 16000000.00 0.0067 N 16004849.60 16004849.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFV7 0000833029 Certificate of Deposit First Tier Security 2014-03-05 2014-03-05 N N N 4000000.00 4000000.00 0.0017 N 4001278.80 4001278.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFW5 0000833029 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 4000000.00 4000000.00 0.0017 N 4001345.20 4001345.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFX3 0000833029 Certificate of Deposit First Tier Security 2014-03-17 2014-03-17 N N N 4000000.00 4000000.00 0.0017 N 4001438.40 4001438.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GTS4 Financial Company Commercial Paper First Tier Security 2013-12-03 2013-12-03 N N N 5000000.00 4999933.33 0.0021 N 4999950.00 4999950.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GUR4 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 4000000.00 3998853.33 0.0017 N 3999350.00 3999350.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GVC6 Financial Company Commercial Paper First Tier Security 2014-02-05 2014-02-05 N N N 2000000.00 1999120.00 0.0008 N 1999440.80 1999440.80 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.12% 06737HZ28 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 40000000.00 39999866.67 0.0168 N 39999600.00 39999600.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N1B44 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 14000000.00 13994438.89 0.0059 N 13995388.40 13995388.40 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.24% 0556N0Z24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 10000000.00 9999933.33 0.0042 N 9999900.00 9999900.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CD3 Financial Company Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 9000000.00 8993625.00 0.0038 N 8994305.70 8994305.70 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CK7 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 10000000.00 9992500.00 0.0042 N 9993064.00 9993064.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CR2 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 7000000.00 6994458.34 0.0029 N 6994699.60 6994699.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272DZL7 Financial Company Commercial Paper First Tier Security 2013-12-20 2013-12-20 N N N 1000000.00 999868.06 0.0004 N 999965.00 999965.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AEC6 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-03-28 N N N 24000000.00 24004113.13 0.0101 N 24006936.00 24006936.00 Credit Suisse Credit Suisse, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 8000000.00 7992471.11 0.0033 N 7993686.40 7993686.40 Credit Suisse Credit Suisse, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 4000000.00 3996048.89 0.0017 N 3996660.40 3996660.40 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBS5 Financial Company Commercial Paper First Tier Security 2014-02-26 2014-02-26 N N N 36000000.00 35980860.00 0.0151 N 35981427.60 35981427.60 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AD2 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 8000000.00 7997945.56 0.0034 N 7998900.00 7998900.00 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AM2 Financial Company Commercial Paper First Tier Security 2014-01-21 2014-01-21 N N N 8000000.00 7997506.67 0.0033 N 7998637.60 7998637.60 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 29997250.00 0.0126 N 29998866.00 29998866.00 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 20997818.33 0.0088 N 20999113.80 20999113.80 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 8998790.00 0.0038 N 8999502.30 8999502.30 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE17 Financial Company Commercial Paper First Tier Security 2014-05-01 2014-05-01 N N N 2000000.00 1998154.45 0.0008 N 1998937.60 1998937.60 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE25 Financial Company Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 2000000.00 1998142.22 0.0008 N 1998913.40 1998913.40 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE58 Financial Company Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 2000000.00 1998105.55 0.0008 N 1998848.60 1998848.60 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAP9 Financial Company Commercial Paper First Tier Security 2013-12-03 2014-02-03 N N N 9000000.00 9000000.00 0.0038 N 9000738.00 9000738.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2013-12-09 2014-03-07 N N N 22000000.00 22000000.00 0.0092 N 21995490.00 21995490.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAN4 Financial Company Commercial Paper First Tier Security 2013-12-24 2013-12-24 N N N 10000000.00 10000000.00 0.0042 N 10000580.00 10000580.00 Nationwide Building Society Nationwide Building Society, 0.23% 6385E0ZA4 Financial Company Commercial Paper First Tier Security 2013-12-10 2013-12-10 N N N 2000000.00 1999885.00 0.0008 N 1999917.60 1999917.60 Nationwide Building Society Nationwide Building Society, 0.23% 6385E1A35 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 2000000.00 1999578.33 0.0008 N 1999722.00 1999722.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.20% 83050UA99 Financial Company Commercial Paper First Tier Security 2014-01-09 2014-01-09 N N N 4000000.00 3999133.33 0.0017 N 3999570.40 3999570.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050TZJ3 Financial Company Commercial Paper First Tier Security 2013-12-18 2013-12-18 N N N 9000000.00 8999065.00 0.0038 N 8999729.10 8999729.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCK2 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 22000000.00 21984160.00 0.0092 N 21986533.80 21986533.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCR7 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 6000000.00 5995440.00 0.0025 N 5996011.20 5996011.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.12% 83365RZ24 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 53000000.00 52999823.33 0.0222 N 52999735.00 52999735.00 Swedbank AB Swedbank AB, 0.24% 87019SBA1 Financial Company Commercial Paper First Tier Security 2014-02-10 2014-02-10 N N N 16000000.00 15992426.67 0.0067 N 15994062.40 15994062.40 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 6000000.00 5996708.33 0.0025 N 5998191.00 5998191.00 Ciesco LP Ciesco LP, 0.29% 17178BZG3 Asset Backed Commercial Paper First Tier Security 2013-12-16 2013-12-16 N N Y GUARANTOR CITIBANK NA N/A N/A 4000000.00 3999516.67 0.0017 N 3999691.60 3999691.60 Ciesco LP Ciesco LP, 0.31% 17178CB36 Asset Backed Commercial Paper First Tier Security 2014-02-03 2014-02-03 N N Y GUARANTOR CITIBANK NA N/A N/A 5000000.00 4997244.45 0.0021 N 4998331.50 4998331.50 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346LZH2 Asset Backed Commercial Paper First Tier Security 2013-12-17 2013-12-17 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 8908000.00 8907208.18 0.0037 N 8907354.17 8907354.17 Gotham Funding Corp. Gotham Funding Corp., 0.20% 38346MA61 Asset Backed Commercial Paper First Tier Security 2014-01-06 2014-01-06 N N Y LIQUIDITY BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 11000000.00 10997800.00 0.0046 N 10998083.80 10998083.80 Govco, Inc. Govco, Inc., 0.27% 38362WBB6 Asset Backed Commercial Paper First Tier Security 2014-02-11 2014-02-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 32000000.00 31982720.00 0.0134 N 31982963.20 31982963.20 Govco, Inc. Govco, Inc., 0.28% 38362VZK2 Asset Backed Commercial Paper First Tier Security 2013-12-19 2013-12-19 N N Y LIQUIDITY CITIBANK NA N/A N/A 6000000.00 5999160.00 0.0025 N 5999273.40 5999273.40 Govco, Inc. Govco, Inc., 0.29% 38362VZC0 Asset Backed Commercial Paper First Tier Security 2013-12-12 2013-12-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999734.17 0.0013 N 2999774.70 2999774.70 Liberty Street Funding LLC Liberty Street Funding LLC, 0.19% 53127UBE9 Asset Backed Commercial Paper First Tier Security 2014-02-14 2014-02-14 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 5000000.00 4998020.83 0.0021 N 4997957.50 4997957.50 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.20% 82124MA67 Asset Backed Commercial Paper First Tier Security 2014-01-06 2014-01-06 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A LIQUIDITY BARCLAYS BANK PLC N/A N/A 11000000.00 10997800.00 0.0046 N 10998315.90 10998315.90 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.25% 82124MAE0 Asset Backed Commercial Paper First Tier Security 2014-01-14 2014-01-14 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 10000000.00 9996944.45 0.0042 N 9998071.00 9998071.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZG0 Other Commercial Paper Second Tier Security 2013-12-16 2013-12-16 N N N 1000000.00 999891.67 0.0004 N 999878.80 999878.80 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 2000000.00 1999768.89 0.0008 N 1999740.00 1999740.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 1000000.00 999884.45 0.0004 N 999870.00 999870.00 AT&T, Inc. AT&T, Inc., 0.26% 0020A2ZH8 Other Commercial Paper Second Tier Security 2013-12-17 2013-12-17 N N N 3000000.00 2999653.33 0.0013 N 2999610.00 2999610.00 Credit Suisse Credit Suisse, 0.27% 22533HAA0 Other Commercial Paper First Tier Security 2013-12-05 2013-12-05 N N N 10000000.00 10000000.00 0.0042 N 10000030.00 10000030.00 Devon Energy Corp. Devon Energy Corp., 0.32% 25179JAB6 Other Commercial Paper Second Tier Security 2013-12-26 2013-12-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 10000000.00 10000000.00 0.0042 N 9999590.00 9999590.00 Jpmorgan Securities LLC Jpmorgan Securities LLC, 0.30% 46590EEP9 Other Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 27000000.00 26961075.01 0.0113 N 26958919.50 26958919.50 Northeast Utilities Northeast Utilities, 0.22% 66439TZ27 Other Commercial Paper Second Tier Security 2013-12-02 2013-12-02 N N N 2000000.00 1999987.78 0.0008 N 1999968.40 1999968.40 PNC Bank NA PNC Bank NA, 0.27% 69354BAP7 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 3000000.00 3000000.00 0.0013 N 3000392.40 3000392.40 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BD89 Other Commercial Paper First Tier Security 2014-04-08 2014-04-08 N N N 8000000.00 7994595.56 0.0033 N 7996735.20 7996735.20 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE21 Other Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 3000000.00 2997593.34 0.0013 N 2998408.80 2998408.80 The Coca-Cola Co. The Coca-Cola Co., 0.19% 19121BE54 Other Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 3000000.00 2997545.84 0.0013 N 2998338.30 2998338.30 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2013-12-12 2014-03-13 N N N 8000000.00 8000000.00 0.0034 N 8000024.00 8000024.00 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 3000000.00 2999788.20 0.0013 N 2999901.00 2999901.00 U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796BU2 Treasury Debt First Tier Security 2014-01-16 2014-01-16 N N N 25000000.00 24995847.23 0.0105 N 24999525.00 24999525.00 U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796BX6 Treasury Debt First Tier Security 2014-08-21 2014-08-21 N N N 11000000.00 10989459.90 0.0046 N 10992399.00 10992399.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 25000000.00 24986500.00 0.0105 N 24990825.00 24990825.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796CF4 Treasury Debt First Tier Security 2014-10-16 2014-10-16 N N N 14000000.00 13982322.09 0.0059 N 13988562.00 13988562.00 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 8991978.75 0.0038 N 8995491.00 8995491.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 16000000.00 16068074.02 0.0067 N 16066256.00 16066256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828SR2 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 4800000.00 4802864.49 0.0020 N 4802438.40 4802438.40 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 6018995.58 0.0025 N 6019218.00 6019218.00 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 23004925.35 0.0096 N 23004485.00 23004485.00 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 10079726.81 0.0042 N 10079300.00 10079300.00 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 5015821.06 0.0021 N 5016600.00 5016600.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 5000000.00 5082541.05 0.0021 N 5082225.00 5082225.00 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 6085017.84 0.0025 N 6086250.00 6086250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 7000000.00 7004268.29 0.0029 N 7005740.00 7005740.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828TQ3 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 7000000.00 7004407.24 0.0029 N 7006013.00 7006013.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 4000000.00 4072959.85 0.0017 N 4073124.00 4073124.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828CJ7 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 3000000.00 3061942.10 0.0013 N 3062694.00 3062694.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828CT5 Treasury Debt First Tier Security 2014-08-15 2014-08-15 N N N 3000000.00 3085785.69 0.0013 N 3086250.00 3086250.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2013-12-11 2014-09-11 N N N 13000000.00 12998009.59 0.0054 N 13003003.00 13003003.00 Fannie Mae Fannie Mae, 0.16% 3135G0YU1 Government Agency Debt First Tier Security 2013-12-21 2015-10-21 N N N 24000000.00 23995382.15 0.0101 N 23996520.00 23996520.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313381JE6 Government Agency Debt First Tier Security 2013-12-25 2014-06-25 N N N 18000000.00 17997938.19 0.0075 N 18003204.00 18003204.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130A0AF7 Government Agency Debt First Tier Security 2013-12-23 2015-10-23 N N N 20720000.00 20720000.00 0.0087 N 20720973.84 20720973.84 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 3999843.47 0.0017 N 4000880.00 4000880.00 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 0.0092 N 22005786.00 22005786.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A0A91 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 7000000.00 7000000.00 0.0029 N 7001785.00 7001785.00 Freddie Mac Freddie Mac, 0.13% 313397YP0 Government Agency Debt First Tier Security 2014-06-26 2014-06-26 N N N 11000000.00 10991777.49 0.0046 N 10994335.00 10994335.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2013-12-16 2015-10-16 N N N 22000000.00 22000000.00 0.0092 N 22009306.00 22009306.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2013-12-16 2015-07-16 N N N 10500000.00 10498274.74 0.0044 N 10499622.00 10499622.00 Freddie Mac Freddie Mac, 0.16% 3134G4DU9 Government Agency Debt First Tier Security 2013-12-17 2015-07-17 N N N 10500000.00 10498271.83 0.0044 N 10499622.00 10499622.00 Freddie Mac Freddie Mac, 0.16% 3134G4C97 Government Agency Debt First Tier Security 2013-12-26 2015-06-26 N N N 21000000.00 20996709.04 0.0088 N 20999853.00 20999853.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.37% 25746UBV0 Other Note Second Tier Security 2013-12-21 2014-01-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0025 N 5997972.00 5997972.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JCX4 Other Note First Tier Security 2013-12-27 2014-05-27 N N N 14000000.00 14000000.00 0.0059 N 13999118.00 13999118.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2013-12-16 2014-05-15 N N N 4000000.00 4000000.00 0.0017 N 3999684.00 3999684.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 10600000.00 10741540.17 0.0045 N 10743842.00 10743842.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 12/06/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-12-06 2013-12-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev. Massachusetts Indl. Fin. Agcy. Poll. Cont. Rev., 0.30% Bonds (New England Pwr. Co. Proj.) Series 1992, tender 12/04/2013, CP Mode 575856BE8 Other Municipal Debt Second Tier Security 2013-12-04 2013-12-04 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 2200000.00 2200000.00 0.0009 N 2200022.00 2200022.00 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 2013-12-06 2013-12-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7200000.00 7200000.00 0.0030 N 7200000.00 7200000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.17% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-12-02 2013-12-02 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., 0.16% (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 2013-12-06 2013-12-06 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 Credit Agricole CIB Credit Agricole CIB, 0.12% 44T99HHL8 Other Instrument Time Deposits First Tier Security 2013-12-02 2013-12-02 N N N 25000000.00 25000000.00 0.0105 N 25000000.00 25000000.00 Credit Agricole CIB Credit Agricole CIB, 0.12% 44T99HHK0 Other Instrument Time Deposits First Tier Security 2013-12-02 2013-12-02 N N N 61000000.00 61000000.00 0.0256 N 61000000.00 61000000.00 ING Bank NV ING Bank NV, 0.15% 48M994QS0 0001017255 Other Instrument Time Deposits First Tier Security 2013-12-04 2013-12-04 N N N 10000000.00 10000000.00 0.0042 N 10000000.00 10000000.00 RBS Citizens NA RBS Citizens NA, 0.25% 13C990QR5 Other Instrument Time Deposits Second Tier Security 2013-12-04 2013-12-04 N N N 11000000.00 11000000.00 0.0046 N 11000000.00 11000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08066 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-07-01 2043-12-01 0.468 - 7 Government Agency Debt 1564629.56 1147887.82 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2043-12-01 0.486 - 6.5 Government Agency Debt 1905403.70 1666372.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-11-20 2.5 - 5.5 Government Agency Debt 348053.44 306085.54 Unrated Security 2013-12-02 2013-12-02 N N N 3050222.00 3050221.98 0.0013 N 3050221.98 3050221.98 ING Financial Markets LLC ING Financial Markets LLC, 0.10% 48P995CP5 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 5395000.00 4424922.87 First Tier Security 2013-12-04 2013-12-04 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4335000.00 4335000.00 0.0018 N 4335000.00 4335000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.15% 48P995DS8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 Government Agency Debt 3505000.00 2874764.53 First Tier Security 2013-12-06 2013-12-06 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2815000.00 2815000.00 0.0012 N 2815000.00 2815000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 11/29/2013 due 12/02/2013 48Q99D6J8_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-12-19 2043-08-15 0 - 9.125 Treasury Debt 8997921.28 9258107.34 FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2043-11-01 1.789 - 6.5 Government Agency Debt 4903505.42 3380630.67 FEDERAL NATIONAL MORTGAGE ASSOC 2021-12-25 2045-09-01 1.75 - 8.356 Government Agency Debt 4764854.05 3199622.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2055-01-15 1.75 - 7 Government Agency Debt 11396036.35 7349071.07 Unrated Security 2013-12-02 2013-12-02 N N N 22718778.00 22718778.02 0.0095 N 22718778.02 22718778.02 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.27% 47Z9955Q2 0001197610 Other Repurchase Agreement N ARES CAP CORP 2018-11-30 2018-11-30 4.875 - 4.875 Other Instrument CORPORATE 6102.00 6216.62 BANK AMER CORP 2020-07-01 2020-07-01 5.625 - 5.625 Other Instrument CORPORATE 2137315.00 2498267.43 BRISTOL MYERS SQUIBB CO 2044-03-01 2044-03-01 4.5 - 4.5 Other Instrument CORPORATE 370.00 357.94 JPMORGAN CHASE & CO 2014-09-15 2014-09-15 5.125 - 5.125 Other Instrument CORPORATE 278959.00 291890.07 MORGAN STANLEY FOR EQUITY ISSUES SEE 61746S FORM 2016-10-18 2016-10-18 0.696 - 0.696 Other Instrument CORPORATE 5596.00 5550.02 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 2023-01-17 2023-01-17 4.25 - 4.25 Other Instrument CORPORATE 8268.00 8173.52 TARGET CORP 2037-10-15 2037-10-15 6.5 - 6.5 Other Instrument CORPORATE 328.00 400.50 VERIZON COMMUNICATIONS INC 2043-09-15 2043-09-15 6.55 - 6.55 Other Instrument CORPORATE 282962.00 325521.76 VODAFONE GROUP PLC NEW 2017-02-27 2017-02-27 5.625 - 5.625 Other Instrument CORPORATE 12331.00 14094.76 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.46% 47Z9955G4 0001197610 Other Repurchase Agreement N CONSOL ENERGY INC 2017-04-01 2017-04-01 8 - 8 Other Instrument CORPORATE 131098.00 140325.84 FIRST DATA CORP 2016-03-31 2016-03-31 11.25 - 11.25 Other Instrument CORPORATE 99399.00 102846.90 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2018-05-15 2020-01-15 5 - 8.125 Other Instrument CORPORATE 27010.00 30636.31 FRONTIER COMMUNICATIONS CORP 2024-04-15 2024-04-15 7.625 - 7.625 Other Instrument CORPORATE 685.00 709.83 HARRAHS OPER INC 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument CORPORATE 742716.00 797027.11 MARIPOSA BORROWER INC / MARIPOSA MERGER SUB LLC 2021-10-15 2021-10-15 N/A Other Instrument CORPORATE 345.00 357.48 MIDAMERICAN ENERGY HLDGS CO NEW 2037-09-15 2037-09-15 6.5 - 6.5 Other Instrument CORPORATE 153.00 181.63 MIDSTATES PETE CO INC & MIDSTATES PETE CO LLC 2021-06-01 2021-06-01 9.25 - 9.25 Other Instrument CORPORATE 217.00 236.64 NOBLE ENERGY INC 2043-11-15 2043-11-15 5.25 - 5.25 Other Instrument CORPORATE 306.00 306.66 OMEGA HEALTHCARE INVS INC 2024-03-15 2024-03-15 5.875 - 5.875 Other Instrument CORPORATE 1667.00 1703.80 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2018-11-15 2018-11-15 7.375 - 7.375 Other Instrument CORPORATE 766.00 814.16 TENET HEALTHCARE CORP 2022-04-01 2022-04-01 N/A Other Instrument CORPORATE 846.00 932.05 COMISION FEDERAL DE ELECTRIC 2021-05-26 2021-05-26 4.875 - 4.875 Other Instrument CORPORATE 3224.00 3297.85 First Tier Security 2013-12-06 2013-12-06 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.36% 48R99GDS2 0000315030 Other Repurchase Agreement N PENN NATL GAMING 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 285151.00 4123283.46 SPIRIT RLTY CAP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 127944.00 1276881.12 First Tier Security 2013-12-02 2013-12-02 N N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L9946U8 0000315030 Other Repurchase Agreement N HOLOGIC INC 2043-12-15 2043-12-15 2 - 2 Other Instrument EQUITY 24275.00 26128.45 PENNYMAC CORP 2020-05-01 2020-05-01 5.375 - 5.375 Other Instrument EQUITY 3129333.00 3005507.03 QUANTUM CORP 2015-11-15 2015-11-15 3.5 - 3.5 Other Instrument EQUITY 4000.00 3785.44 WEBMD HEALTH CORP 2016-03-31 2016-03-31 2.25 - 2.25 Other Instrument EQUITY 207000.00 208022.06 First Tier Security 2014-01-16 2014-01-16 N N N 3000000.00 3000000.00 0.0013 Y 3000000.00 3000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.87% 48R99GDA1 0000315030 Other Repurchase Agreement N HOLOGIC INC 2043-12-15 2043-12-15 2 - 2 Other Instrument EQUITY 404.00 434.85 MERRIMACK PHARMACEUTICALS INC 2020-07-15 2020-07-15 4.5 - 4.5 Other Instrument EQUITY 2630.00 2228.61 QUANTUM CORP 2015-11-15 2015-11-15 3.5 - 3.5 Other Instrument EQUITY 923000.00 873491.31 WEBMD HEALTH CORP 2016-03-31 2016-03-31 2.25 - 2.25 Other Instrument EQUITY 203000.00 204002.31 First Tier Security 2014-02-24 2014-02-24 N N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.98% 48R99GCC8 0000315030 Other Repurchase Agreement N BAYVIEW COMMERCIAL ASSET TRUST 2007 5 2037-10-25 2037-10-25 N/A Other Instrument MORTGAGE 317.00 182.05 ASSET BACKED CTF CL IO 2037-09-25 2037-09-25 N/A Other Instrument ASSET BACKED 12798.00 569.47 COMM 2001-J2 2034-07-16 2034-07-16 N/A Other Instrument MORTGAGE 2058.00 2076.06 COOLIDGE FUNDING 2040-07-09 2040-07-09 0.663 - 0.663 Other Instrument ASSET BACKED 12759.00 683.81 GREENPOINT CREDIT MANUFACTURED HOUSING CONTRACT TRUST 2032-03-13 2032-03-13 0.668 - 0.668 Other Instrument ASSET BACKED 955.00 350.33 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.395 - 5.566 Other Instrument MORTGAGE 1315549.00 889711.78 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 3521.00 307.30 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2037-06-25 2037-06-25 N/A Other Instrument ASSET BACKED 2177.00 1488.17 NATIONAL COLLEGIATE TRUST 2028-03-27 2028-03-27 0.42 - 0.42 Other Instrument ASSET BACKED 5068.00 4469.19 TABERNA PREFERRED FUNDING 2035-11-05 2035-11-05 0.668 - 0.668 Other Instrument ASSET BACKED 1256.00 466.84 TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.618 - 0.618 Other Instrument ASSET BACKED 9014614.00 4416095.82 TERWIN MORTGAGE TRUST 2038-04-25 2038-04-25 0.366 - 0.366 Other Instrument MORTGAGE 195830.00 85216.41 First Tier Security 2014-03-04 2014-03-04 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 5000000.00 5000000.00 0.0021 Y 5000000.00 5000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.18% 48N9988H4 0000318336 Other Repurchase Agreement N FIDELITY NATIONAL INFORMATION 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 107876.00 5484415.84 PUBLIC STORAGE, INC. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 13600.00 2096984.00 SIMON PROPERTY GROUP 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 4200.00 637266.00 SOUTHWEST AIRLINES 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 94811.00 1796668.45 TIFFANY & CO. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 8905.00 785064.80 First Tier Security 2013-12-02 2013-12-02 N N N 10000000.00 10000000.00 0.0042 N 10000000.00 10000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.19% 48N9987U6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-10-16 2051-05-16 2.45 - 4.397 Government Agency Debt 2849526.00 3092707.60 First Tier Security 2013-12-04 2013-12-04 N N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48N998TR9 0000318336 Other Repurchase Agreement N TRUMAN CAPITAL MORTGAGE LOAN T 2034-01-25 2034-01-25 1.866 - 1.866 Other Instrument ASSET BACKED 2285000.00 2166345.37 First Tier Security 2014-01-06 2014-01-06 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48N998VF2 0000318336 Other Repurchase Agreement N CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 4220000.00 4323106.32 MORGAN STANLEY ABS CAPITAL I, 2036-02-25 2036-02-25 0.506 - 0.506 Other Instrument ASSET BACKED 5000.00 2348.62 First Tier Security 2014-01-10 2014-01-10 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998VX3 0000318336 Other Repurchase Agreement N TRITON AVIATION FINANCE 2025-06-15 2025-06-15 1.019 - 1.019 Other Instrument ASSET BACKED 9325000.00 2162886.09 First Tier Security 2014-04-16 2014-04-16 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998XE3 0000318336 Other Repurchase Agreement N AERCO LIMITED 2025-07-15 2025-07-15 0.701 - 0.701 Other Instrument ASSET BACKED 11630000.00 1878075.07 TRUMAN CAPITAL MORTGAGE LOAN T 2034-01-25 2034-01-25 1.866 - 1.866 Other Instrument ASSET BACKED 300000.00 284421.71 First Tier Security 2014-04-21 2014-04-21 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9983C0 0000318336 Other Repurchase Agreement N TRITON AVIATION FINANCE 2025-06-15 2025-06-15 1.019 - 1.019 Other Instrument ASSET BACKED 9320000.00 2161726.36 First Tier Security 2014-05-02 2014-05-02 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9984P0 0000318336 Other Repurchase Agreement N MERRILL LYNCH MORTGAGE 2034-10-25 2034-10-25 1.816 - 1.816 Other Instrument ASSET BACKED 4290000.00 2368135.94 MORGAN STANLEY ABS CAPITAL I, 2036-02-25 2036-02-25 0.506 - 0.506 Other Instrument ASSET BACKED 10000.00 4697.24 NATIONSTAR HOME EQUITY LOAN TR 2037-03-25 2037-03-25 0.396 - 0.396 Other Instrument ASSET BACKED 4911000.00 3762553.27 NOVASTAR HOME EQUITY LOAN 2033-09-25 2033-09-25 2.416 - 2.416 Other Instrument ASSET BACKED 4000000.00 347387.73 First Tier Security 2014-05-09 2014-05-09 N N N 6000000.00 6000000.00 0.0025 Y 6000000.00 6000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48N998BH0 0000318336 Other Repurchase Agreement N MORGAN STANLEY ABS CAPITAL I, 2035-07-25 2035-07-25 0.816 - 0.816 Other Instrument ASSET BACKED 1400000.00 1084703.56 First Tier Security 2014-01-21 2014-01-21 N N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.76% 48K99WYY8 0000318336 Other Repurchase Agreement N CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 4235000.00 4338472.82 First Tier Security 2013-12-06 2013-12-06 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.27% 48K991SF4 0000058056 Other Repurchase Agreement N MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 149588.00 3262514.28 First Tier Security 2013-12-06 2013-12-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.29% 48M99D8G6 0000877559 Other Repurchase Agreement N CLEAR CHANNEL COMMUNICATIONS, 2021-02-01 2021-02-01 14 - 14 Other Instrument CORPORATE 3000000.00 2854333.34 DIGICEL GROUP LIMITED 2020-09-30 2020-09-30 8.25 - 8.25 Other Instrument CORPORATE 679000.00 720447.24 HARRAH'S OPERATING COMPANY, IN 2018-12-15 2018-12-15 10 - 10 Other Instrument CORPORATE 300000.00 148666.67 AI INTELSAT JACKSON HOLDINGS, 2019-11-01 2019-11-01 8.5 - 8.5 Other Instrument CORPORATE 4000000.00 4421833.04 LONE PINE RES CDA LTD 2017-02-15 2017-02-15 10.375 - 10.375 Other Instrument CORPORATE 450000.00 264631.25 MIRABELA NICKEL LTD 2018-04-15 2018-04-15 8.75 - 8.75 Other Instrument CORPORATE 1540000.00 386443.74 J.C. PENNY 2020-06-01 2020-06-01 5.65 - 5.65 Other Instrument CORPORATE 1100000.00 882750.01 RYERSON INC / JOSEPH T RYERSON 2017-10-15 2017-10-15 9 - 9 Other Instrument CORPORATE 3448000.00 3697979.97 AI SABINE PASS LNG, L.P. 2016-11-30 2016-11-30 7.5 - 7.5 Other Instrument CORPORATE 245000.00 272664.56 THOMPSON CREEK METALS COMPANY 2018-06-01 2019-05-01 7.375 - 12.5 Other Instrument CORPORATE 2526000.00 2491061.11 KCG HLDGS INC 2018-06-15 2018-06-15 8.25 - 8.25 Other Instrument CORPORATE 250000.00 267156.24 HARBINGER GROUP INC. 2019-07-15 2019-07-15 7.875 - 7.875 Other Instrument CORPORATE 500000.00 553203.11 GRD HLDG III CORP 2019-06-01 2019-06-01 10.75 - 10.75 Other Instrument CORPORATE 1000000.00 1093881.96 AFFINION GROUP, INC. 2018-12-15 2018-12-15 7.875 - 7.875 Other Instrument CORPORATE 8000000.00 7507999.90 CENVEO CORPORATION 2017-05-15 2017-05-15 11.5 - 11.5 Other Instrument CORPORATE 4500000.00 4679499.86 First Tier Security 2013-12-02 2013-12-02 N N N 28000000.00 28000000.00 0.0117 N 28000000.00 28000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.49% 45A99N8X6 Other Repurchase Agreement N APPLE COMPUTER, INC. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 3984.00 2175104.64 First Tier Security 2014-02-27 2014-02-27 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.53% 45A99N8V0 Other Repurchase Agreement N J P MORGAN CHASE & CO 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 75673.00 4349684.04 First Tier Security 2014-04-30 2014-04-30 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N8S7 Other Repurchase Agreement N WEBMD HEALTH CORP. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 4365000.00 4351616.91 First Tier Security 2014-02-14 2014-02-14 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.61% 45A99N8M0 Other Repurchase Agreement N UNITED THERAPEUTICS 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 2235000.00 4357943.81 First Tier Security 2013-12-09 2013-12-09 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N8R9 Other Repurchase Agreement N WEBMD HEALTH CORP. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 4366000.00 4352613.84 First Tier Security 2014-02-27 2014-02-27 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N8U2 Other Repurchase Agreement N WEBMD HEALTH CORP. 2013-11-30 2013-11-30 N/A Other Instrument OTHER NOTE 4365000.00 4351616.91 First Tier Security 2014-03-17 2014-03-17 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48M996TR4 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-10-15 2040-01-15 5.982 - 6.482 Government Agency Debt 48690000.00 4120956.79 First Tier Security 2013-12-04 2013-12-04 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996TD5 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 3.715 - 3.715 Other Instrument GOVERNMENT AGENCY 495000.00 277781.77 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.911 - 5.911 Other Instrument GOVERNMENT AGENCY 6394000.00 4044431.72 First Tier Security 2014-03-13 2014-03-13 N N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996TB9 0001287279 Other Repurchase Agreement N CWALT, INC. 2004-2CB 2035-03-25 2035-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 4500000.00 761685.47 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.713 - 2.713 Other Instrument GOVERNMENT AGENCY 1613000.00 846824.29 J.P. MORGAN MORTGAGE TRUST 200 2036-05-25 2036-05-25 2.823 - 2.823 Other Instrument GOVERNMENT AGENCY 4400000.00 2083454.35 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.911 - 5.911 Other Instrument GOVERNMENT AGENCY 995000.00 629372.78 First Tier Security 2014-02-27 2014-02-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0017 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996QM8 0001287279 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING 2036-09-25 2036-09-25 0.366 - 0.366 Other Instrument GOVERNMENT AGENCY 11848000.00 4100529.98 INDYMAC INDX MORTGAGE LOAN TRU 2035-12-25 2035-12-25 4.753 - 4.753 Other Instrument GOVERNMENT AGENCY 4715000.00 3466994.04 First Tier Security 2014-02-27 2014-02-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0029 Y 7000000.00 7000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 48M996GL1 0001287279 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING 2036-09-25 2036-09-25 0.366 - 0.366 Other Instrument GOVERNMENT AGENCY 31285000.00 10827572.62 First Tier Security 2014-02-27 2014-02-27 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0042 Y 10000000.00 10000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Q99VHQ0 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2041-09-25 4 - 4 Government Agency Debt 10594519.00 11330362.49 First Tier Security 2013-12-04 2013-12-04 N N N 11000000.00 11000000.00 0.0046 N 11000000.00 11000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.56% 48Q99VHH0 0000728612 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2047-01-20 2047-01-20 2.819 - 2.819 Other Instrument MORTGAGE 1723807.00 363514.48 KODIAK CDO 2037-08-07 2037-08-07 0.888 - 0.888 Other Instrument ASSET BACKED 6421347.00 2041924.13 LNR CDO 2037-07-24 2037-07-24 1.566 - 1.566 Other Instrument ASSET BACKED 2094180.00 1920928.49 First Tier Security 2013-12-03 2013-12-03 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% 48Q99VCY8 0000728612 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2016-03-15 3.25 - 3.25 Other Instrument EQUITY 6028000.00 7563998.03 ISH FLTNG RT BD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 303.66 First Tier Security 2014-01-06 2014-01-06 N N N 7000000.00 7000000.00 0.0029 Y 7000000.00 7000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Q99VEE0 0000728612 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2047-01-20 2047-01-20 2.819 - 2.819 Other Instrument MORTGAGE 423745.00 89358.87 BRAVO MORTGAGE ASSET TRUST 2036-07-25 2036-07-25 0.566 - 0.566 Other Instrument ASSET BACKED 2021216.00 781769.74 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument MORTGAGE 12916336.00 895928.73 LNR CDO 2037-07-24 2037-07-24 1.566 - 1.566 Other Instrument ASSET BACKED 40616.00 37255.84 RAAC 2037-06-25 2037-06-25 0.816 - 0.816 Other Instrument ASSET BACKED 74375.00 54132.59 RAIT CRE CDO 2046-11-20 2046-11-20 0.478 - 0.478 Other Instrument ASSET BACKED 458052.00 301804.50 XEROX CORP 2013-12-03 2013-12-03 N/A Other Commercial Paper 947.00 946.94 First Tier Security 2014-01-10 2014-01-10 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48E99Y7U9 Other Repurchase Agreement N PWRSHS BLD AM BD PT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 78206.00 2161222.81 First Tier Security 2013-12-02 2013-12-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48E99Y7X3 Other Repurchase Agreement N BARCL SPADR NCCDP-5 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 42387.00 1075782.06 CHARTER COMM-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 700.00 94486.00 GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5610.00 943714.20 SPDR S&P HOMEBLDRS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1445.00 46283.35 First Tier Security 2013-12-03 2013-12-03 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. 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Mizuho Securities U.S.A., Inc., 0.30% 48E99Y8L8 Other Repurchase Agreement N GOLDMAN SACHS GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6492.00 1092084.24 First Tier Security 2013-12-06 2013-12-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0004 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.52% 48E99Y6L0 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-16 2039-05-16 5.965 - 5.965 Government Agency Debt 100000.00 7609.27 CAPITAL AUTO RECEIVABLES ASSET TRUST 2018-04-20 2018-04-20 1.68 - 1.68 Other Instrument ASSET BACKED 2069259.00 2097767.18 CHASE ISSUANCE TRUST (PREVIOUSLY BANC ONE ISSUANCE TRUST) 2019-04-15 2019-04-15 0.418 - 0.418 Other Instrument ASSET BACKED 2784.00 2747.23 First Tier Security 2013-12-02 2013-12-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y5U1 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2036-04-15 2036-04-15 6.476 - 6.476 Government Agency Debt 17671572.00 901984.15 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2043-05-01 3.5 - 6.43 Government Agency Debt 1465525.00 63529.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2054-08-15 2054-08-15 3.07 - 3.07 Government Agency Debt 1040.00 1074.88 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 379195.00 214918.78 STRUCTURED ASSET MORTGAGE INVESTMENTS 2035-04-19 2035-04-19 0.843 - 0.843 Other Instrument MORTGAGE 18530.00 7139.53 First Tier Security 2014-01-21 2014-01-21 N N N 1000000.00 1000000.00 0.0004 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y6V8 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 2215133.00 1253995.65 SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST (SURF) 2036-09-25 2036-09-25 0.666 - 0.666 Other Instrument ASSET BACKED 2141747.00 1067234.67 First Tier Security 2014-02-03 2014-02-03 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y7G0 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 4293629.00 2430640.55 First Tier Security 2014-02-10 2014-02-10 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.94% 48E99YYW5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 3.174 - 3.174 Government Agency Debt 143864.00 149478.03 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2043-05-01 2.729 - 7.034 Government Agency Debt 108553985.00 2800967.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-16 2054-04-16 0.425 - 5 Government Agency Debt 190086.00 30197.64 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 1177532.00 784348.18 CWALT ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.416 - 0.416 Other Instrument MORTGAGE 14642.00 3019.96 HARBORVIEW MORTGAGE LOAN TRUST 2047-11-25 2047-11-25 1.166 - 1.166 Other Instrument MORTGAGE 18115406.00 152330.38 STRUCTURED ASSET MORTGAGE INVESTMENTS 2035-04-19 2035-04-19 0.843 - 0.843 Other Instrument MORTGAGE 383930.00 147926.57 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2044-12-15 2044-12-15 5.339 - 5.339 Other Instrument MORTGAGE 132163.00 141218.20 First Tier Security 2013-12-04 2013-12-04 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y2G5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2043-04-01 1.789 - 6.426 Government Agency Debt 1302449.00 632516.55 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2043-05-01 2.309 - 6.23 Government Agency Debt 113550.00 30104.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-16 2042-12-20 3 - 5.965 Government Agency Debt 334989.00 32034.49 CWALT ALTERNATIVE LOAN TRUST 2036-09-25 2036-09-25 6.25 - 6.25 Other Instrument MORTGAGE 1527.00 787.00 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 507602.00 338111.15 LEHMAN XS TRUST 2037-02-25 2037-02-25 0.336 - 0.336 Other Instrument MORTGAGE 3142590.00 1100661.92 First Tier Security 2014-01-09 2014-01-09 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y6J5 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2043-04-01 1.789 - 2.294 Government Agency Debt 36821.00 33727.67 FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2043-09-01 2.309 - 6.43 Government Agency Debt 20423925.00 1845906.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-20 2042-12-20 3 - 3 Government Agency Debt 2509.00 2460.56 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.67 - 1.67 Other Instrument ASSET BACKED 307367.00 204735.62 First Tier Security 2014-02-27 2014-02-27 N N N 2000000.00 2000000.00 0.0008 Y 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99QWT8 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2033-09-01 2043-07-01 3 - 4 Government Agency Debt 1952368.00 2040041.16 First Tier Security 2013-12-06 2013-12-06 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99QWG6 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-04-15 2039-04-15 5.826 - 5.826 Government Agency Debt 608345.00 12827.90 FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2043-11-01 3 - 6.03 Government Agency Debt 14385707.00 3073912.57 First Tier Security 2013-12-06 2013-12-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QWR2 0000050916 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2037-04-25 2037-04-25 0.378 - 0.378 Other Instrument MORTGAGE 2277620.00 670468.36 J P MORGAN CHASE COML MTG SECS TR 2013-C16 2046-12-15 2046-12-15 N/A Other Instrument MORTGAGE 1623726.00 1448272.66 First Tier Security 2013-12-04 2013-12-04 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 35J99R8R2 0000808379 Other Repurchase Agreement N NELNET STUDENT LOAN TRUST 2002 2037-09-22 2037-09-22 0.53 - 0.53 Other Instrument ASSET BACKED 8885000.00 6301637.29 Second Tier Security 2013-12-04 2013-12-04 N N N 6000000.00 6000000.00 0.0025 N 6000000.00 6000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.24% 60S99BGC9 Other Repurchase Agreement N CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32871.00 1743806.55 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 347.00 16132.03 HOME DEPOT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 619.00 49928.54 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 63805.00 2399068.00 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 371.00 31267.88 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 147.12 SLM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 106.40 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 647.00 52808.14 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 607.00 26871.89 First Tier Security 2013-12-06 2013-12-06 N N N 4000000.00 4000000.00 0.0017 N 4000000.00 4000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BFJ5 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5008.00 2734167.68 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19.00 300.77 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 719.00 28896.61 FORD MOTOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9.00 153.27 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 882.00 33163.20 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4314.00 368847.00 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 69.00 5075.64 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 855.00 69785.10 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 44.27 First Tier Security 2013-12-02 2013-12-02 N N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BFN6 Other Repurchase Agreement N BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 132876.00 2103427.08 FIDELITY NATIONAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 640.00 32537.60 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 46.00 1729.60 NV ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 278.00 6621.96 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 147.12 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 191.00 15589.42 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 44.27 First Tier Security 2013-12-03 2013-12-03 N N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BFV8 Other Repurchase Agreement N COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41330.00 2057407.40 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 321.00 14923.29 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 149.49 NV ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119.00 2834.58 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 960.00 82080.00 WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 73251.00 3242821.77 First Tier Security 2013-12-04 2013-12-04 N N N 5000000.00 5000000.00 0.0021 N 5000000.00 5000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVQ8 0000230611 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 100000.00 128520.83 KILROY RLTY L P 2014-11-15 2014-11-15 4.25 - 4.25 Other Instrument EQUITY 22000.00 31455.22 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 4000.00 4478.08 MERITAGE HOMES CORP FORMERLY MERITAGE CORP TO 09 2032-09-15 2032-09-15 1.875 - 1.875 Other Instrument EQUITY 2841000.00 3095224.52 NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 26000.00 35170.06 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 8000.00 12150.11 First Tier Security 2013-12-06 2013-12-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0013 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVR6 0000230611 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 23963.00 39334.60 ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS INC FORMER 2020-07-01 2020-07-01 1.25 - 1.25 Other Instrument EQUITY 36216.00 40068.98 CORNERSTONE ONDEMAND INC 2018-07-01 2018-07-01 1.5 - 1.5 Other Instrument EQUITY 1171.00 1373.64 ELECTRONIC ARTS 2016-07-15 2016-07-15 0.75 - 0.75 Other Instrument EQUITY 149000.00 156307.21 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 4000.00 4671.63 HEALTHWAYS INC 2018-07-01 2018-07-01 1.5 - 1.5 Other Instrument EQUITY 52591.00 49172.59 JETBLUE AWYS CORP 2039-10-15 2039-10-15 6.75 - 6.75 Other Instrument EQUITY 1000.00 1982.00 KILROY RLTY L P 2014-11-15 2014-11-15 4.25 - 4.25 Other Instrument EQUITY 10000.00 14297.83 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2029-11-15 2029-11-15 4 - 4 Other Instrument EQUITY 104000.00 64641.78 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 1550000.00 1735254.28 MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 1.625 Other Instrument EQUITY 154.00 307.47 NORTHSTAR RLTY FIN LTD PARTNERSHIP 2033-06-15 2033-06-15 5.375 - 5.375 Other Instrument EQUITY 24403.00 26632.61 ROYAL GOLD INC 2019-06-15 2019-06-15 2.875 - 2.875 Other Instrument EQUITY 5000.00 4812.39 SANDISK CORP 2017-08-15 2017-08-15 1.5 - 1.5 Other Instrument EQUITY 12000.00 17182.00 SEACOR HLDGS INC 2028-11-15 2028-11-15 N/A Other Instrument EQUITY 5226.00 5228.86 First Tier Security 2013-12-06 2013-12-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0008 N 2000000.00 2000000.00