UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
N-MFP

MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS

OF MONEY MARKET FUNDS
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1. Identity Information

Report for
2013-11-29
CIK Number of Registrant
0000856517
EDGAR Series Identifier
S000009540
Total number of share classes in the series
3
Do you anticipate that this will be the fund's final filing on Form N-MFP?
   Yes X No
Is the fund liquidating?
   Yes X No
Is the fund merging with, or being acquired by, another fund?
   Yes X No
Successor fund CIK Successor fund Securities Act File Number Successor fund EDGAR Series Identifier
If this is not a final filing: has the fund acquired or merged with another fund since the last filing?
   Yes X No
Acquired or merged fund CIK Acquired or merged fund Securities Act File Number Acquired or merged fund EDGAR Series Identifier

Part I - Information about the Fund

A. Series-Level Information

Item 1. Securities Act File Number
33-31602
Item 2. Investment Adviser
Adviser SEC File Number
FEDERATED INVESTMENT MGMT CO 801-34612
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Sub Advisor SEC File Number
Item 4. Independent Public Accountant
Name City State
ERNST & YOUNG BOSTON MA
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name
FEDERATED ADMINISTRATIVE SERVICES
Item 6. Transfer Agent
Name CIK Number SEC File Number
STATE STREET BANK AND TRUST CO 0000839287 085-05003
Item 7. Master-Feeder Funds. Is this a feeder fund?
   Yes X No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund?
   Yes X No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts?
   Yes X No
Item 10. Category. Indicate the category that most closely identifies the money market fund
Prime
Item 11. Dollar weighted average portfolio maturity
37 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments
71 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$2,518,689,078.48
Item 14. Total value of other assets, to the nearest cent
$886,083.46
Item 15. Total value of liabilities, to the nearest cent
$515,900.14
Item 16. Net assets of the series, to the nearest cent
$2,519,059,261.80
Item 17. 7-day gross yield
0.24%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2013-11-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2013-11-29

B. Class-Level Information.
For each Class of the Series, disclose the following:

Item 19. EDGAR Class Identifier
C000026071
Item 20. Minimum Initial Investment
$25,000.00
Item 21. Net assets of the Class, to the nearest cent
$2,082,057,222.07
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-50,575,524.97
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$141,857,073.71
b. Gross redemptions for the month ended, to the nearest cent
$192,432,598.68
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-11-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-11-29
Item 19. EDGAR Class Identifier
C000026070
Item 20. Minimum Initial Investment
$25,000.00
Item 21. Net assets of the Class, to the nearest cent
$232,544,428.25
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$10,880,375.96
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$52,832,061.94
b. Gross redemptions for the month ended, to the nearest cent
$41,951,685.98
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-11-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-11-29
Item 19. EDGAR Class Identifier
C000040003
Item 20. Minimum Initial Investment
$250.00
Item 21. Net assets of the Class, to the nearest cent
$204,457,611.48
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-3,309,152.94
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$10,381,112.80
b. Gross redemptions for the month ended, to the nearest cent
$13,690,265.74
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-11-29
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-11-29

Part II - Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following:

Item 26. Name of the Issuer
Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield)
Caisse des Depots et Consignations (CDC), 0.250%, 1/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12800BAG7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,998,402.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,999,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,150.00
Item 26. Name of the Issuer
Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield)
Canadian Imperial Bank of Commerce, 0.286%, 5/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13606YHL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-05-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,131,062.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,131,062.00
Item 26. Name of the Issuer
BJ Financing, LLC
Item 27. The title of the issue (including coupon or yield)
BJ Financing, LLC, Series 2007A, 0.160%, 12/1/2037
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05549FAA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BMO Harris Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BMO Harris Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,885,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,885,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,885,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,885,000.00
Item 26. Name of the Issuer
Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto Dominion Bank, 0.060%, 12/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
891999005
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
TIME DEPOSIT - CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$55,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$55,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$55,000,000.00
Item 26. Name of the Issuer
Aspirus Wausau Hospital, Inc.
Item 27. The title of the issue (including coupon or yield)
Wisconsin Health & Educational Facilities Authority (Aspirus Wausau Hospital, Inc.) , (Series 1998 B), 0.050%, 8/15/2021
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
97710BLV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
JPMorgan Chase Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
JPMorgan Chase Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,970,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,970,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,970,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,970,000.00
Item 26. Name of the Issuer
Santander Drive Auto Receivables Trust 2013-4
Item 27. The title of the issue (including coupon or yield)
Santander Drive Auto Receivables Trust 2013-4, Class A1, 0.250%, 7/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
80283HAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-07-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,747,862.07
Item 41. The total current amortized cost, to the nearest cent
$1,747,862.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,747,862.07
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,747,862.07
Item 26. Name of the Issuer
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp., 0.890%, 6/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36962G5E0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-06-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$680,000.00
Item 41. The total current amortized cost, to the nearest cent
$682,192.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$682,048.84
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$682,048.84
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp., 0.220%, 1/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562CQ39
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$40,001,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$40,001,600.00
Item 26. Name of the Issuer
Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield)
Bank of Nova Scotia, Toronto, 0.250%, 1/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417FZW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,004,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,004,500.00
Item 26. Name of the Issuer
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield)
Mizuho Bank Ltd., 0.210%, 12/19/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688LEP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,500.00
Item 26. Name of the Issuer
Citibank NA, New York
Item 27. The title of the issue (including coupon or yield)
Citibank NA, New York, 0.250%, 12/23/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
17304UKM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$35,004,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$35,004,550.00
Item 26. Name of the Issuer
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield)
Barclays Capital, Inc., 0.200%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FMAR 2B1054 G
b. Maturity date: 2042-12-01
from:
to:
c. Coupon or yield: 2.112
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $71,394.11
f. Value of collateral, to the nearest cent: $72,238.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNPL PN AG0853
b. Maturity date: 2048-11-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: G1PN
e. The principal amount, to the nearest cent: $55,627.50
f. Value of collateral, to the nearest cent: $58,111.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2006-47 SA
b. Maturity date: 2036-08-16
from:
to:
c. Coupon or yield: 6.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $409,516.53
f. Value of collateral, to the nearest cent: $91,190.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2007-018 S
b. Maturity date: 2037-04-16
from:
to:
c. Coupon or yield: 6.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $516,477.05
f. Value of collateral, to the nearest cent: $111,806.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2011-2O FI
b. Maturity date: 2060-12-20
from:
to:
c. Coupon or yield: 1.177
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $4,507,958.44
f. Value of collateral, to the nearest cent: $236,899.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-173 Z
b. Maturity date: 2053-10-16
from:
to:
c. Coupon or yield: 3.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $667,131.38
f. Value of collateral, to the nearest cent: $393,269.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2007-041 SN
b. Maturity date: 2037-07-20
from:
to:
c. Coupon or yield: 6.532
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $323,411.60
f. Value of collateral, to the nearest cent: $62,191.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2010-020 SE
b. Maturity date: 2040-02-20
from:
to:
c. Coupon or yield: 6.082
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,405,908.63
f. Value of collateral, to the nearest cent: $242,079.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2010-157 SP
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 4.082
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,017,758.36
f. Value of collateral, to the nearest cent: $118,528.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2012-096 SA
b. Maturity date: 2042-08-20
from:
to:
c. Coupon or yield: 5.932
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $54,694.56
f. Value of collateral, to the nearest cent: $10,673.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2012-H20 BI
b. Maturity date: 2062-09-20
from:
to:
c. Coupon or yield: 1.483
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $2,296,469.51
f. Value of collateral, to the nearest cent: $67,540.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2012-H29 FI
b. Maturity date: 2062-10-20
from:
to:
c. Coupon or yield: 1.475
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $1,306,431.10
f. Value of collateral, to the nearest cent: $184,875.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-089 BS
b. Maturity date: 2043-04-20
from:
to:
c. Coupon or yield: 6.132
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $281,534.31
f. Value of collateral, to the nearest cent: $42,374.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-129 DS
b. Maturity date: 2043-04-20
from:
to:
c. Coupon or yield: 5.982
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,287,746.38
f. Value of collateral, to the nearest cent: $429,045.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-140 IA
b. Maturity date: 2038-02-16
from:
to:
c. Coupon or yield: 1.242
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $3,108,929.44
f. Value of collateral, to the nearest cent: $277,201.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-168 PS
b. Maturity date: 2043-08-20
from:
to:
c. Coupon or yield: 6.58
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $1,756,875.00
f. Value of collateral, to the nearest cent: $378,834.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-168 US
b. Maturity date: 2043-11-20
from:
to:
c. Coupon or yield: 11.547
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $568,091.00
f. Value of collateral, to the nearest cent: $580,284.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-173 AI
b. Maturity date: 2053-10-16
from:
to:
c. Coupon or yield: 1.687
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $6,491,776.00
f. Value of collateral, to the nearest cent: $719,140.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRA 2013-173 IO
b. Maturity date: 2053-10-16
from:
to:
c. Coupon or yield: 0.748
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRA
e. The principal amount, to the nearest cent: $9,656,577.25
f. Value of collateral, to the nearest cent: $616,232.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNRM 2013-168 HT
b. Maturity date: 2043-11-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRM
e. The principal amount, to the nearest cent: $239,710.00
f. Value of collateral, to the nearest cent: $249,793.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRA 3852SC 04/15/40
b. Maturity date: 2040-04-15
from:
to:
c. Coupon or yield: 6.476
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $488,224.07
f. Value of collateral, to the nearest cent: $95,713.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRA 4077MS 07/15/42
b. Maturity date: 2042-07-15
from:
to:
c. Coupon or yield: 5.826
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,018,310.03
f. Value of collateral, to the nearest cent: $211,288.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRA S12231 08/15/42
b. Maturity date: 2042-08-15
from:
to:
c. Coupon or yield: 5.826
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $218,725.18
f. Value of collateral, to the nearest cent: $51,040.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRA S13121 10/15/41
b. Maturity date: 2041-10-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGRA
e. The principal amount, to the nearest cent: $1,097,500.46
f. Value of collateral, to the nearest cent: $235,441.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRA S13218 08/15/43
b. Maturity date: 2043-08-15
from:
to:
c. Coupon or yield: 5.796
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGRA
e. The principal amount, to the nearest cent: $12,364,014.75
f. Value of collateral, to the nearest cent: $2,957,694.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRA S13220 08/15/43
b. Maturity date: 2043-08-15
from:
to:
c. Coupon or yield: 5.776
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGRA
e. The principal amount, to the nearest cent: $2,063,119.71
f. Value of collateral, to the nearest cent: $489,023.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRM 3927DP 07/15/41
b. Maturity date: 2041-07-15
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $10,740.30
f. Value of collateral, to the nearest cent: $10,949.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC FGRM 4002DI 03/15/30
b. Maturity date: 2030-03-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,826,976.82
f. Value of collateral, to the nearest cent: $184,998.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX HX469077
b. Maturity date: 2018-10-01
from:
to:
c. Coupon or yield: 3.172
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $616,042.48
f. Value of collateral, to the nearest cent: $652,170.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX HX469287
b. Maturity date: 2018-10-01
from:
to:
c. Coupon or yield: 3.141
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $619,470.42
f. Value of collateral, to the nearest cent: $653,982.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LB821821
b. Maturity date: 2035-06-01
from:
to:
c. Coupon or yield: 2.037
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $583,378.46
f. Value of collateral, to the nearest cent: $618,604.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LB833479
b. Maturity date: 2035-09-01
from:
to:
c. Coupon or yield: 3.112
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $532,565.54
f. Value of collateral, to the nearest cent: $564,235.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LB901919
b. Maturity date: 2036-11-01
from:
to:
c. Coupon or yield: 2.694
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $544,577.88
f. Value of collateral, to the nearest cent: $585,179.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LB933286
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 4.678
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $585,835.44
f. Value of collateral, to the nearest cent: $632,782.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LB968035
b. Maturity date: 2038-02-01
from:
to:
c. Coupon or yield: 2.552
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $563,255.32
f. Value of collateral, to the nearest cent: $604,403.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LBAC0035
b. Maturity date: 2038-09-01
from:
to:
c. Coupon or yield: 2.076
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $568,156.51
f. Value of collateral, to the nearest cent: $592,433.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LBAD2092
b. Maturity date: 2040-02-01
from:
to:
c. Coupon or yield: 3.785
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $499,932.05
f. Value of collateral, to the nearest cent: $535,566.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX LBAE5751
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 3.313
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $591,125.08
f. Value of collateral, to the nearest cent: $625,365.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX S1745900
b. Maturity date: 2036-09-01
from:
to:
c. Coupon or yield: 2.505
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $602,943.65
f. Value of collateral, to the nearest cent: $642,525.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX WS775851
b. Maturity date: 2044-03-01
from:
to:
c. Coupon or yield: 1.349
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $612,414.80
f. Value of collateral, to the nearest cent: $623,582.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNAR XX.XXX WS836851
b. Maturity date: 2035-10-01
from:
to:
c. Coupon or yield: 2.03
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $242,137.15
f. Value of collateral, to the nearest cent: $254,982.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 02.500 CQAL4096
b. Maturity date: 2033-05-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $134,959.51
f. Value of collateral, to the nearest cent: $123,015.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 04.500 CLAJ0762
b. Maturity date: 2041-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $1,984,500.70
f. Value of collateral, to the nearest cent: $2,129,143.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNRA CL055DS R07F055
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 14.575
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $91,703.18
f. Value of collateral, to the nearest cent: $106,232.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNRA RC015IS R06F015
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 6.41
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $668,238.91
f. Value of collateral, to the nearest cent: $116,599.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNRM CL015EI R10F015
b. Maturity date: 2040-01-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $49,676.67
f. Value of collateral, to the nearest cent: $8,485.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNRM CL089DI R03F089
b. Maturity date: 2033-09-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $256,772.53
f. Value of collateral, to the nearest cent: $35,868.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MEVFEDERAL HOME LN MTG C
b. Maturity date: 2023-07-25
from:
to:
c. Coupon or yield: 3.531
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,095,549.50
f. Value of collateral, to the nearest cent: $6,226,858.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FANNIE MAE REMIC TRUS
b. Maturity date: 2027-03-18
from:
to:
c. Coupon or yield: 6.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $113,917.16
f. Value of collateral, to the nearest cent: $128,696.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Barclays Capital, Inc.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,001,686.85
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,001,686.85
Item 26. Name of the Issuer
Westpac Banking Corp. Ltd., Sydney
Item 27. The title of the issue (including coupon or yield)
Westpac Banking Corp. Ltd., Sydney, 0.288%, 1/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C4GQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,001,923.43
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,005,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,005,400.00
Item 26. Name of the Issuer
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp., 5.500%, 6/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36962G2Z6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-06-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-06-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,775,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,949,877.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$6,950,506.38
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$6,950,506.38
Item 26. Name of the Issuer
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield)
Bank of America N.A., 0.260%, 12/11/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06052WL35
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,000,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,000,270.00
Item 26. Name of the Issuer
JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield)
JPMorgan Chase Bank, N.A., 0.420%, 7/30/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48125PC50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-07-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,013,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,013,400.00
Item 26. Name of the Issuer
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield)
Bank of America N.A., REPO, 0.090%, 12/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
03199U009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNMA GNII SF MA0022 M
b. Maturity date: 2042-04-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $63,828,116.51
f. Value of collateral, to the nearest cent: $65,492,895.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC 04.000 FGPC A94605 G
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $58,964,401.22
f. Value of collateral, to the nearest cent: $61,536,493.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 03.500 CLAK6732
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,803,539.42
f. Value of collateral, to the nearest cent: $25,118,847.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 03.500 CLAO8046
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $59,143,151.52
f. Value of collateral, to the nearest cent: $59,895,110.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 04.000 CLAJ9279
b. Maturity date: 2041-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $51,896,326.41
f. Value of collateral, to the nearest cent: $54,346,669.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 05.000 CL555678
b. Maturity date: 2033-08-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,644,526.68
f. Value of collateral, to the nearest cent: $24,767,040.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMA FNMS 06.500 CLAD0922
b. Maturity date: 2039-09-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,039,731.50
f. Value of collateral, to the nearest cent: $41,259,355.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$325,896,000.00
Item 41. The total current amortized cost, to the nearest cent
$325,896,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
12.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$325,896,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$325,896,000.00
Item 26. Name of the Issuer
Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield)
Toyota Motor Credit Corp., 0.243%, 10/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89236TAT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-10-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Support Agreement
b. The identity of the enhancement provider
Toyota Motor Corp.
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,995,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,995,850.00
Item 26. Name of the Issuer
Bank of Montreal
Item 27. The title of the issue (including coupon or yield)
Bank of Montreal, 0.256%, 6/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366AEZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-06-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$30,005,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$30,005,100.00
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc., 0.460%, 12/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BH3EQT CORP
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $5.88
f. Value of collateral, to the nearest cent: $5.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BHEMACYS INC
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $2,450,041.18
f. Value of collateral, to the nearest cent: $1,311,752.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BOPPG&E CORP
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $17.65
f. Value of collateral, to the nearest cent: $7.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BMBMASCO CORP
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $11.76
f. Value of collateral, to the nearest cent: $2.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BTZWALGREEN CO
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $29.41
f. Value of collateral, to the nearest cent: $17.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BUJWHIRLPOOL CORP
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $11.76
f. Value of collateral, to the nearest cent: $17.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BX3HEALTHWAYS INC
b. Maturity date: 2018-07-01
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1.76
f. Value of collateral, to the nearest cent: $1.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RWKMASTERCARD INC
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $174,270.59
f. Value of collateral, to the nearest cent: $1,325,153.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01CPNNEWPARK RES INC
b. Maturity date: 2017-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,470.59
f. Value of collateral, to the nearest cent: $1,989.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BFYDANAHER CORP DEL
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $1,226,500.00
f. Value of collateral, to the nearest cent: $924,290.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01M78AMERIPRISE FINL INC
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $1,244,117.65
f. Value of collateral, to the nearest cent: $1,350,240.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02FODGROUP 1 AUTOMOTIVE IN
b. Maturity date: 2036-06-15
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,352.94
f. Value of collateral, to the nearest cent: $1,683.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3TREYNOLDS AMERICAN INC
b. Maturity date: 2049-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COMN
e. The principal amount, to the nearest cent: $410,905.88
f. Value of collateral, to the nearest cent: $207,754.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,000,000.00
Item 26. Name of the Issuer
Sheffield Receivables Corp.
Item 27. The title of the issue (including coupon or yield)
Sheffield Receivables Corp., 0.210%, 1/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82124MAD2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity Agreement
b. The identity of the enhancement provider
Barclays Bank PLC
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The type of enhancement
Letter Of Credit(LOC) - Stand-by
b. The identity of the enhancement provider
Barclays Bank PLC
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,987,458.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,990,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,990,500.00
Item 26. Name of the Issuer
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.210%, 12/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538GDW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.80%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,100,402.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,100,402.00
Item 26. Name of the Issuer
Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield)
Toyota Motor Credit Corp., 0.244%, 7/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89236TAN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-07-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Support Agreement
b. The identity of the enhancement provider
Toyota Motor Corp.
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,995,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,995,650.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA) LLC, 0.650%, 1/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OAK
b. Maturity date: 2019-01-15
from:
to:
c. Coupon or yield: 5.26
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $313,008.51
f. Value of collateral, to the nearest cent: $264,289.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MSAC
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.846
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $19,137.44
f. Value of collateral, to the nearest cent: $6,926.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MSAC
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.816
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $119,187.49
f. Value of collateral, to the nearest cent: $36,419.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GT 1999-5 A5
b. Maturity date: 2030-03-01
from:
to:
c. Coupon or yield: 7.86
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $458,618.73
f. Value of collateral, to the nearest cent: $419,714.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCM 2000-A A2
b. Maturity date: 2030-06-15
from:
to:
c. Coupon or yield: 7.575
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $744,430.06
f. Value of collateral, to the nearest cent: $464,914.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCM 2000-A A4
b. Maturity date: 2030-06-15
from:
to:
c. Coupon or yield: 8.29
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,182,967.43
f. Value of collateral, to the nearest cent: $802,536.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDS 2006-A A
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.296
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $900,103.49
f. Value of collateral, to the nearest cent: $222,023.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OAK 1998-B M1
b. Maturity date: 2024-05-15
from:
to:
c. Coupon or yield: 6.8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $124,628.57
f. Value of collateral, to the nearest cent: $104,079.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OAK 2001-D A4
b. Maturity date: 2031-09-15
from:
to:
c. Coupon or yield: 6.93
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $253,404.64
f. Value of collateral, to the nearest cent: $239,741.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO 2006-8 A
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.306
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $673,939.99
f. Value of collateral, to the nearest cent: $746,021.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CFAB 2004-1 2B
b. Maturity date: 2032-12-25
from:
to:
c. Coupon or yield: 2.716
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3,375.52
f. Value of collateral, to the nearest cent: $552.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWHEL 2006-A A
b. Maturity date: 2032-04-15
from:
to:
c. Coupon or yield: 0.3577
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,548,707.22
f. Value of collateral, to the nearest cent: $787,692.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2006-S6 A3
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 5.658
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $662,551.05
f. Value of collateral, to the nearest cent: $828,925.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO 2006-9 A1
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.316
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $395,539.60
f. Value of collateral, to the nearest cent: $288,398.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMSI 2004-R4 M2
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 1.466
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $27,678.22
f. Value of collateral, to the nearest cent: $15,089.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWHEL 2006-C 2A
b. Maturity date: 2036-05-15
from:
to:
c. Coupon or yield: 0.3477
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,541,527.06
f. Value of collateral, to the nearest cent: $1,714,058.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INABS 2006-H2 A
b. Maturity date: 2036-06-28
from:
to:
c. Coupon or yield: 0.321
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $821,815.37
f. Value of collateral, to the nearest cent: $615,730.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LBMLT 2003-2 M2
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 2.066
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,259.24
f. Value of collateral, to the nearest cent: $10,808.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LBMLT 2005-1 M4
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.016
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $642,857.14
f. Value of collateral, to the nearest cent: $377,259.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LXS 2006-4N A2A
b. Maturity date: 2046-04-25
from:
to:
c. Coupon or yield: 0.386
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $361,733.06
f. Value of collateral, to the nearest cent: $259,540.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMSI 2004-R10 M6
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.536
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $89,743.96
f. Value of collateral, to the nearest cent: $46,990.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWHEL 2006-H 2A1A
b. Maturity date: 2036-11-15
from:
to:
c. Coupon or yield: 0.3177
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,246,485.12
f. Value of collateral, to the nearest cent: $688,777.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FFML 2007-FFC A2A
b. Maturity date: 2027-06-25
from:
to:
c. Coupon or yield: 0.316
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $346,685.44
f. Value of collateral, to the nearest cent: $185,131.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP 2002-HE2 B1
b. Maturity date: 2032-10-20
from:
to:
c. Coupon or yield: 4.668
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $61,679.46
f. Value of collateral, to the nearest cent: $47,934.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LBMLT 2005-WL1 M4
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.866
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $214,285.71
f. Value of collateral, to the nearest cent: $120,063.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP 2005-RS9 AI4
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.486
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3,743,346.70
f. Value of collateral, to the nearest cent: $2,335,664.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP 2003-RS9 MII2
b. Maturity date: 2033-10-25
from:
to:
c. Coupon or yield: 1.966
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $83,013.35
f. Value of collateral, to the nearest cent: $15,028.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP 2004-RS6 MII2
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 1.466
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $110,300.46
f. Value of collateral, to the nearest cent: $32,136.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMS2 2005-HS1 AII
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.376
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $410,151.22
f. Value of collateral, to the nearest cent: $254,789.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMS2 2005-HS2 AII
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.346
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $73,177.97
f. Value of collateral, to the nearest cent: $39,652.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A EMCM 2001-A M1
b. Maturity date: 2040-05-25
from:
to:
c. Coupon or yield: 0.8702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $28,948.78
f. Value of collateral, to the nearest cent: $19,049.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A EMCM 2003-B M1
b. Maturity date: 2041-11-25
from:
to:
c. Coupon or yield: 1.6702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $161,427.14
f. Value of collateral, to the nearest cent: $103,029.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A SAFT 2013-1 A3
b. Maturity date: 2043-07-25
from:
to:
c. Coupon or yield: 3.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $394.78
f. Value of collateral, to the nearest cent: $383.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A CWL 2006-SD1 M1
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.8002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $150,000.00
f. Value of collateral, to the nearest cent: $51,112.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A ELAT 2007-2 A2C
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 1.266
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $312,642.86
f. Value of collateral, to the nearest cent: $185,846.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABS CONSECO FIN 00-1
b. Maturity date: 2031-05-01
from:
to:
c. Coupon or yield: 8.06
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $992,488.32
f. Value of collateral, to the nearest cent: $709,776.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A CWL 2006-SD2 1A3
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.626
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $147,243.77
f. Value of collateral, to the nearest cent: $123,390.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A RAAC 2005-RP3 M2
b. Maturity date: 2039-05-25
from:
to:
c. Coupon or yield: 1.816
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $171,428.57
f. Value of collateral, to the nearest cent: $128,003.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A BSSP 2007-EMX1 M2
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 2.166
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $139,328.57
f. Value of collateral, to the nearest cent: $71,085.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A MLMS 2005-ACR1 M4
b. Maturity date: 2035-06-28
from:
to:
c. Coupon or yield: 0.814
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $120,000.00
f. Value of collateral, to the nearest cent: $52,194.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A MSDWC 2002-NC2 M1
b. Maturity date: 2032-04-25
from:
to:
c. Coupon or yield: 1.516
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $219,820.13
f. Value of collateral, to the nearest cent: $203,413.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABS BOMBARDIER CAP 00A
b. Maturity date: 2030-06-15
from:
to:
c. Coupon or yield: 7.83
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $692,607.39
f. Value of collateral, to the nearest cent: $445,002.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABS CONSECO FIN (00-4)
b. Maturity date: 2032-05-01
from:
to:
c. Coupon or yield: 8.31
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $829,728.70
f. Value of collateral, to the nearest cent: $620,426.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CNF 2000-2 A5 SERIES 00 A5
b. Maturity date: 2031-12-01
from:
to:
c. Coupon or yield: 8.85
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $557,043.18
f. Value of collateral, to the nearest cent: $411,177.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GT 97-4 M1 ASSETBK HOME EQUITY
b. Maturity date: 2028-09-15
from:
to:
c. Coupon or yield: 7.22
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $227,142.86
f. Value of collateral, to the nearest cent: $215,766.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$15,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,000,000.00
Item 26. Name of the Issuer
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield)
Wells Fargo Securities, LLC, 0.400%, 1/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EAWAMU
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 4.6086
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $374,103.22
f. Value of collateral, to the nearest cent: $333,595.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BCMWYETH
b. Maturity date: 2016-02-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $54,600.00
f. Value of collateral, to the nearest cent: $61,286.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XT5GSAMP TR
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.2502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $48.53
f. Value of collateral, to the nearest cent: $31.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JRGSAMP TR
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.1695
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $127,113.89
f. Value of collateral, to the nearest cent: $126,780.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030P6WFMBS 2006
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,217,599.88
f. Value of collateral, to the nearest cent: $1,216,589.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BJ1HARSCO CORP
b. Maturity date: 2018-05-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $10,632.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KYBTEEKAY CORP
b. Maturity date: 2020-01-15
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $555.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BIWPOLYONE CORP
b. Maturity date: 2020-09-15
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $123.30
f. Value of collateral, to the nearest cent: $138.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RX6MERCK AND CO
b. Maturity date: 2036-11-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $42,500.00
f. Value of collateral, to the nearest cent: $48,587.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZZYPNC FDG CORP
b. Maturity date: 2015-09-21
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $50,900.00
f. Value of collateral, to the nearest cent: $54,428.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BNK
b. Maturity date: 2015-02-01
from:
to:
c. Coupon or yield: 4.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $28,200.00
f. Value of collateral, to the nearest cent: $30,008.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSECSMC 2006-C5
b. Maturity date: 2039-12-15
from:
to:
c. Coupon or yield: 5.373
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $100.70
f. Value of collateral, to the nearest cent: $89.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DS6OWENS CORNING
b. Maturity date: 2036-12-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $225.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2017-11-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $41,500.00
f. Value of collateral, to the nearest cent: $41,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2017-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $12,400.00
f. Value of collateral, to the nearest cent: $12,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK NA
b. Maturity date: 2017-03-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $1,600.00
f. Value of collateral, to the nearest cent: $1,499.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO CO
b. Maturity date: 2015-12-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $1,463.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO CO
b. Maturity date: 2016-07-20
from:
to:
c. Coupon or yield: 0.7721
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $278,000.00
f. Value of collateral, to the nearest cent: $279,408.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO CO
b. Maturity date: 2017-02-07
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $3,528.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO CO
b. Maturity date: 2020-03-06
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $8,700.00
f. Value of collateral, to the nearest cent: $8,868.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G4SIMS HEALTH INC
b. Maturity date: 2018-03-01
from:
to:
c. Coupon or yield: 12.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $23,600.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02HBOPPL SUPPLY LLC
b. Maturity date: 2021-12-15
from:
to:
c. Coupon or yield: 4.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $240,995.00
f. Value of collateral, to the nearest cent: $234,126.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01W0BREGIONS BANK,LA
b. Maturity date: 2018-05-15
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $700.00
f. Value of collateral, to the nearest cent: $836.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORPRATION'
b. Maturity date: 2014-11-14
from:
to:
c. Coupon or yield: 5.05
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $1,038.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML CFC COMM MTG
b. Maturity date: 2046-07-12
from:
to:
c. Coupon or yield: 5.485
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $196,978.60
f. Value of collateral, to the nearest cent: $193,554.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BHNFIRST UNION CORP
b. Maturity date: 2035-04-15
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $6,200.00
f. Value of collateral, to the nearest cent: $7,726.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BHNFIRST UNION CORP
b. Maturity date: 2035-10-15
from:
to:
c. Coupon or yield: 6.55
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $1,947.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2015-02-13
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $215,900.00
f. Value of collateral, to the nearest cent: $218,562.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2015-04-15
from:
to:
c. Coupon or yield: 3.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,503,900.00
f. Value of collateral, to the nearest cent: $1,572,749.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2015-06-26
from:
to:
c. Coupon or yield: 1.1702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $160,400.00
f. Value of collateral, to the nearest cent: $162,531.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2016-04-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $4,000.00
f. Value of collateral, to the nearest cent: $6,429.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2016-10-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $28,938.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2016-11-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $6,000.00
f. Value of collateral, to the nearest cent: $7,044.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2018-02-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $1,100.00
f. Value of collateral, to the nearest cent: $1,035.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2018-03-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $563.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2018-03-07
from:
to:
c. Coupon or yield: 1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $8,000.00
f. Value of collateral, to the nearest cent: $9,259.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2018-04-06
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $6,321.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-01-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $3,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-03-27
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $300.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-08-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $9,000.00
f. Value of collateral, to the nearest cent: $9,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BANK NA
b. Maturity date: 2016-03-15
from:
to:
c. Coupon or yield: 5.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $83,568.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BANK,NA
b. Maturity date: 2014-11-01
from:
to:
c. Coupon or yield: 4.8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $547,600.00
f. Value of collateral, to the nearest cent: $571,329.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP EDNOTES
b. Maturity date: 2018-03-15
from:
to:
c. Coupon or yield: 5.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $961.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO COML
b. Maturity date: 2045-10-15
from:
to:
c. Coupon or yield: 4.693
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $49,712.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO.
b. Maturity date: 2016-12-15
from:
to:
c. Coupon or yield: 2.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100,400.00
f. Value of collateral, to the nearest cent: $106,500.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BPEPNM RESOURCES INC
b. Maturity date: 2015-05-15
from:
to:
c. Coupon or yield: 9.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,000.00
f. Value of collateral, to the nearest cent: $4,459.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ETHMESA WEST CAPITAL
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $92.34
f. Value of collateral, to the nearest cent: $88.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FL8GE COMM MORT CORP
b. Maturity date: 2045-11-10
from:
to:
c. Coupon or yield: 5.3104
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $23.30
f. Value of collateral, to the nearest cent: $24.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RAUCREDIT SUISSE INC
b. Maturity date: 2016-08-16
from:
to:
c. Coupon or yield: 5.85
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $41,800.00
f. Value of collateral, to the nearest cent: $47,897.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RX6MERCK & CO,INC NJ
b. Maturity date: 2019-06-30
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $117.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TK0CEDAR FAIR CNANDA
b. Maturity date: 2018-08-01
from:
to:
c. Coupon or yield: 9.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $132,500.00
f. Value of collateral, to the nearest cent: $148,388.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KIFNSTAR ELECTRIC CO
b. Maturity date: 2040-03-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $55,871.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2014-06-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $1,068.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2015-09-10
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $113,324.20
f. Value of collateral, to the nearest cent: $114,332.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2034-06-15
from:
to:
c. Coupon or yield: 5.95
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,300.00
f. Value of collateral, to the nearest cent: $4,816.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2037-06-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $26,600.00
f. Value of collateral, to the nearest cent: $31,248.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2044-01-15
from:
to:
c. Coupon or yield: 5.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $299.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & COMP
b. Maturity date: 2015-10-28
from:
to:
c. Coupon or yield: 0.4381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $682,000.00
f. Value of collateral, to the nearest cent: $682,202.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2014-02-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $12,706.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2014-06-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $31,342.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01SLZCROSSTEX ENERGY LP
b. Maturity date: 2018-02-15
from:
to:
c. Coupon or yield: 8.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $1,083.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I84DIAGEO FINANCE B V
b. Maturity date: 2015-01-15
from:
to:
c. Coupon or yield: 3.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $42,100.00
f. Value of collateral, to the nearest cent: $43,943.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MCKINTL LEASE FINANCE
b. Maturity date: 2014-06-01
from:
to:
c. Coupon or yield: 5.65
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,500.00
f. Value of collateral, to the nearest cent: $4,723.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO COMPANY
b. Maturity date: 2015-04-08
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $12,000.00
f. Value of collateral, to the nearest cent: $19,087.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIF
b. Maturity date: 2017-10-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $253.30
f. Value of collateral, to the nearest cent: $253.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIF
b. Maturity date: 2018-01-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $1,400.00
f. Value of collateral, to the nearest cent: $1,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G13HOST HOTELS RESORTS
b. Maturity date: 2020-11-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $3,324.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G3EPEABOBY ENERGY CORP
b. Maturity date: 2021-11-15
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,200.00
f. Value of collateral, to the nearest cent: $2,254.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GDBCORP OFFICE PROP LP
b. Maturity date: 2024-02-15
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $203,798.50
f. Value of collateral, to the nearest cent: $210,411.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM <
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 3.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,600.00
f. Value of collateral, to the nearest cent: $2,638.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO MTG BKD
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 2.6329
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $435,512.89
f. Value of collateral, to the nearest cent: $447,654.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BPWTHE RYLAND GROUP INC
b. Maturity date: 2022-10-01
from:
to:
c. Coupon or yield: 5.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,100.00
f. Value of collateral, to the nearest cent: $3,977.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C5OEXPRESS SCRIPTS HLDG
b. Maturity date: 2017-02-15
from:
to:
c. Coupon or yield: 2.65
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $55,200.00
f. Value of collateral, to the nearest cent: $57,597.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C99CSFB MORTGAGE BACKED
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $136,388.11
f. Value of collateral, to the nearest cent: $131,057.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01WA5WELLS FARGO COMM MTG
b. Maturity date: 2043-11-17
from:
to:
c. Coupon or yield: 5.5848
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,872,095.20
f. Value of collateral, to the nearest cent: $1,958,807.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02BRRHUGHES SATEKKUTE SYS
b. Maturity date: 2019-06-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $318,500.00
f. Value of collateral, to the nearest cent: $342,387.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GKYNISSAN AUTO LEASE TR
b. Maturity date: 2018-09-17
from:
to:
c. Coupon or yield: 0.74
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $706,376.90
f. Value of collateral, to the nearest cent: $707,618.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LIOIAI INTELSAT BERMUDA
b. Maturity date: 2023-06-01
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,087.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MEVFED HOME LN MTG CORP
b. Maturity date: 2022-01-25
from:
to:
c. Coupon or yield: 1.693
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $3,920.00
f. Value of collateral, to the nearest cent: $3,881.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSJCREDIT ACCEP AUTO LN
b. Maturity date: 2019-09-16
from:
to:
c. Coupon or yield: 3.96
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $382,500.00
f. Value of collateral, to the nearest cent: $392,743.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUENEW CENTURY HME EQTY
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.8102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $509,542.50
f. Value of collateral, to the nearest cent: $380,946.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUHRENAISSANCE HM EQ LN
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.5002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $585,717.61
f. Value of collateral, to the nearest cent: $523,781.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUQSILVERADO CLO 2006-1
b. Maturity date: 2020-04-11
from:
to:
c. Coupon or yield: 0.6461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $174,703.60
f. Value of collateral, to the nearest cent: $171,839.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MSSTRUCTURED ASSET SEC
b. Maturity date: 2034-02-25
from:
to:
c. Coupon or yield: 2.4254
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $112.83
f. Value of collateral, to the nearest cent: $110.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO MTG 2011
b. Maturity date: 2035-10-27
from:
to:
c. Coupon or yield: 5.5249
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $300,933.80
f. Value of collateral, to the nearest cent: $308,074.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BE7VERIZON COMMUNICATION
b. Maturity date: 2017-11-01
from:
to:
c. Coupon or yield: 1.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $123,534.80
f. Value of collateral, to the nearest cent: $120,600.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO CORN
b. Maturity date: 2014-11-17
from:
to:
c. Coupon or yield: 4.35
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $309.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BTWVULCAN MATERIALS CO,N
b. Maturity date: 2037-11-30
from:
to:
c. Coupon or yield: 7.15
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $102.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C33CABLEVISION SYSTEMS C
b. Maturity date: 2017-09-15
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $215,200.00
f. Value of collateral, to the nearest cent: $253,447.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01CDTCORPORACION AZUCARERA
b. Maturity date: 2022-08-02
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CBND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $9,707.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01EONSUMITOMO BMITSUI BANK
b. Maturity date: 2016-07-19
from:
to:
c. Coupon or yield: 1.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $40,000.00
f. Value of collateral, to the nearest cent: $40,586.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ETUOMEGA HEALTHCARE INVE
b. Maturity date: 2022-10-15
from:
to:
c. Coupon or yield: 6.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $164,500.00
f. Value of collateral, to the nearest cent: $180,250.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01F5VGOLDEN TREE LOAN OPPO
b. Maturity date: 2022-05-01
from:
to:
c. Coupon or yield: 0.5019
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $3,673.60
f. Value of collateral, to the nearest cent: $3,543.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01IV3TRINITY ACQUISITION P
b. Maturity date: 2043-08-15
from:
to:
c. Coupon or yield: 6.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $713,800.00
f. Value of collateral, to the nearest cent: $732,154.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01OD0TOYS R US PROPERTY CO
b. Maturity date: 2017-12-01
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $502,879.70
f. Value of collateral, to the nearest cent: $540,358.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01PLLRIO TINTO FIN USA PLC
b. Maturity date: 2022-03-22
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $39,000.00
f. Value of collateral, to the nearest cent: $37,886.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01PR0GENERAL ELEC CAPT COR
b. Maturity date: 2023-01-09
from:
to:
c. Coupon or yield: 3.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $23,500.00
f. Value of collateral, to the nearest cent: $22,762.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RD2GEORGIA POWER COMPANY
b. Maturity date: 2040-09-01
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $31,800.00
f. Value of collateral, to the nearest cent: $30,839.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RD2SOUTHERN CALIF EDISON
b. Maturity date: 2023-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $241,317.80
f. Value of collateral, to the nearest cent: $241,964.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RXIALERE INC INNOVATIONS
b. Maturity date: 2020-06-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $160,371.00
f. Value of collateral, to the nearest cent: $169,852.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01T0KLINN ENERGY, LLC/LINN
b. Maturity date: 2019-11-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $507,208.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01U4ZJP CHASE BANK COLUMBU
b. Maturity date: 2020-04-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $1,248.20
f. Value of collateral, to the nearest cent: $1,248.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01U4ZJP MORGAN CHASE BK NA
b. Maturity date: 2019-09-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $41,916.60
f. Value of collateral, to the nearest cent: $41,916.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0289LWFRBS COML MTG 2012 C
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 2.87
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $16,461.70
f. Value of collateral, to the nearest cent: $15,727.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0289LWFRBS COML MTG TR 201
b. Maturity date: 2045-12-15
from:
to:
c. Coupon or yield: 4.3954
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,269.60
f. Value of collateral, to the nearest cent: $2,192.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIFORNIA
b. Maturity date: 2018-03-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $25,500.00
f. Value of collateral, to the nearest cent: $25,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4COUNTRYWIDE HME LN TR
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 4.867
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $863,224.05
f. Value of collateral, to the nearest cent: $883,327.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02HQQCABELAS CREDIT CARD M
b. Maturity date: 2020-06-15
from:
to:
c. Coupon or yield: 1.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $287,866.40
f. Value of collateral, to the nearest cent: $289,545.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J0JSBA TELECOMMUNICATION
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 8.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $147,500.00
f. Value of collateral, to the nearest cent: $162,815.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JKNVORNADO REALTY L.P IN
b. Maturity date: 2015-04-01
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $8,197.00
f. Value of collateral, to the nearest cent: $8,536.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JPLHUTCHISON WHAMPOA INT
b. Maturity date: 2014-01-24
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $51,461.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02L0EDUKE ENERGY CAROLINAS
b. Maturity date: 2020-06-15
from:
to:
c. Coupon or yield: 4.3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $220.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MEVFED HOME LOAN MTG COR
b. Maturity date: 2022-04-25
from:
to:
c. Coupon or yield: 1.583
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $12,184.38
f. Value of collateral, to the nearest cent: $11,940.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02PUCGULF STREAM-COMPASS C
b. Maturity date: 2019-10-28
from:
to:
c. Coupon or yield: 1.1381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $2,209.00
f. Value of collateral, to the nearest cent: $2,122.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT-A TR
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.7102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $84,775.04
f. Value of collateral, to the nearest cent: $70,831.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMPAC CMB TRUST SERIE
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.5702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $475,567.09
f. Value of collateral, to the nearest cent: $438,618.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWFRBS COML MTG TR 201
b. Maturity date: 2044-03-15
from:
to:
c. Coupon or yield: 1.6758
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,056,057.24
f. Value of collateral, to the nearest cent: $73,479.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XVWCARLYLE HIGH YIEDL PA
b. Maturity date: 2021-05-21
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $417,017.90
f. Value of collateral, to the nearest cent: $260,375.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030FSGALLATIN CLO III 2007
b. Maturity date: 2021-05-15
from:
to:
c. Coupon or yield: 0.6151
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $2,526.90
f. Value of collateral, to the nearest cent: $2,407.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GSBANC OF AMERICA FUNDI
b. Maturity date: 2046-12-20
from:
to:
c. Coupon or yield: 2.4375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $425,734.30
f. Value of collateral, to the nearest cent: $433,607.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JVHONDA AUTO RECEIVABLE
b. Maturity date: 2016-05-15
from:
to:
c. Coupon or yield: 0.56
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $15,244.60
f. Value of collateral, to the nearest cent: $15,273.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDYMAC INDX MTGE LOA
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.0183
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $387,488.77
f. Value of collateral, to the nearest cent: $334,314.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KEJP MORGAN TRUSTT 2003
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 2.7665
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $429,005.60
f. Value of collateral, to the nearest cent: $421,542.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KWMETROPOLITAN MORTGAGE
b. Maturity date: 2027-10-25
from:
to:
c. Coupon or yield: 6.5369
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $409,474.96
f. Value of collateral, to the nearest cent: $375,819.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KYMERRILL LYNCH MORTGAG
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.9652
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $80,832.10
f. Value of collateral, to the nearest cent: $71,766.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M8RESIDENTIAL ASSET SEC
b. Maturity date: 2032-07-25
from:
to:
c. Coupon or yield: 6.15
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $366,210.38
f. Value of collateral, to the nearest cent: $353,872.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWACHOVIA BNK COMM MOR
b. Maturity date: 2044-12-15
from:
to:
c. Coupon or yield: 5.5141
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $62,500.00
f. Value of collateral, to the nearest cent: $66,782.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO MTGE BCKD
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 5.2407
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $353,633.42
f. Value of collateral, to the nearest cent: $360,912.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NUWELLS FARGO MTGE 2007
b. Maturity date: 2037-12-28
from:
to:
c. Coupon or yield: 5.9693
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,290,459.88
f. Value of collateral, to the nearest cent: $1,297,106.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO MTG LN TR
b. Maturity date: 2036-06-27
from:
to:
c. Coupon or yield: 5.6911
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,595,512.80
f. Value of collateral, to the nearest cent: $2,340,359.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO MTG TR SE
b. Maturity date: 2036-06-27
from:
to:
c. Coupon or yield: 5.0869
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $996,333.07
f. Value of collateral, to the nearest cent: $1,000,593.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0322SWAMU MORTGAGE PASS TH
b. Maturity date: 2048-03-15
from:
to:
c. Coupon or yield: 0.735
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $18,310.38
f. Value of collateral, to the nearest cent: $18,430.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0322SWAMU MTG PASS THRU CE
b. Maturity date: 2048-03-15
from:
to:
c. Coupon or yield: 3.56
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $177,000.00
f. Value of collateral, to the nearest cent: $173,571.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 032M5FREDDIE MAC STRUCTURE
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 4.286
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $7.70
f. Value of collateral, to the nearest cent: $8.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033X4WFRBS COML MTG TR 201
b. Maturity date: 2046-06-15
from:
to:
c. Coupon or yield: 4.0025
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $79.60
f. Value of collateral, to the nearest cent: $66.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 034CVWELLS FARGO COMMERCIA
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 3.4808
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $739,565.00
f. Value of collateral, to the nearest cent: $605,773.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 035ETEXETER AUTOMOBILE REC
b. Maturity date: 2020-08-17
from:
to:
c. Coupon or yield: 6.81
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $11,129.10
f. Value of collateral, to the nearest cent: $11,588.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Wells Fargo Securities, LLC
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,004,894.23
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,004,894.23
Item 26. Name of the Issuer
LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield)
LMA-Americas LLC, 0.230%, 1/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
50202UA38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Credit Agricole Corporate and Investment Bank
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$42,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$42,790,976.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.70%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$42,793,152.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$42,793,152.00
Item 26. Name of the Issuer
Nationwide Building Society
Item 27. The title of the issue (including coupon or yield)
Nationwide Building Society, 0.200%, 2/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6385E1B42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,997,111.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,997,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,997,360.00
Item 26. Name of the Issuer
Wells Fargo Bank, N.A.
Item 27. The title of the issue (including coupon or yield)
Wells Fargo Bank, N.A., 0.254%, 9/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9497P6P77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-09-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,000,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,000,200.00
Item 26. Name of the Issuer
ICICI Bank Ltd., New York (Series C-BA)
Item 27. The title of the issue (including coupon or yield)
ICICI Bank Ltd., New York (Series C-BA), 0.270%, 12/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
44926CZ62
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Bank of America N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,999,625.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,700.00
Item 26. Name of the Issuer
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.210%, 12/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538GBK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,250.00
Item 26. Name of the Issuer
Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield)
Societe Generale, Paris, 0.210%, 1/31/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83368NRG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$30,003,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$30,003,000.00
Item 26. Name of the Issuer
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield)
Wells Fargo Securities, LLC, 0.400%, 12/23/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EAWAMU
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 4.6086
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $130,082.59
f. Value of collateral, to the nearest cent: $115,997.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M2RALI TR
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $346,601.04
f. Value of collateral, to the nearest cent: $251,673.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP
b. Maturity date: 2016-01-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $337.50
f. Value of collateral, to the nearest cent: $373.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP
b. Maturity date: 2017-01-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $3,305.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP
b. Maturity date: 2033-08-01
from:
to:
c. Coupon or yield: 5.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,312.50
f. Value of collateral, to the nearest cent: $1,107.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01GAP144A/3 C7
b. Maturity date: 2021-07-31
from:
to:
c. Coupon or yield: 1.1874
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $187,500.00
f. Value of collateral, to the nearest cent: $177,903.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDX 2007
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 4.3527
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $518,716.73
f. Value of collateral, to the nearest cent: $360,264.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GTY144A 3(C)7
b. Maturity date: 2030-07-26
from:
to:
c. Coupon or yield: 10.026
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $197,612.90
f. Value of collateral, to the nearest cent: $206,346.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJPMCC 2007
b. Maturity date: 2051-02-15
from:
to:
c. Coupon or yield: 6.1918
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $153,471.08
f. Value of collateral, to the nearest cent: $171,590.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWBCMT 2007
b. Maturity date: 2047-04-15
from:
to:
c. Coupon or yield: 5.134
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $50,550.00
f. Value of collateral, to the nearest cent: $111.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BJ1HARSCO CORP
b. Maturity date: 2018-05-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,687.50
f. Value of collateral, to the nearest cent: $1,794.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FUTMAC CAP LTD
b. Maturity date: 2023-07-26
from:
to:
c. Coupon or yield: 1.1756
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $4,539.26
f. Value of collateral, to the nearest cent: $3,809.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BH3DYNCORP INTL
b. Maturity date: 2017-07-01
from:
to:
c. Coupon or yield: 10.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $67,797.49
f. Value of collateral, to the nearest cent: $72,553.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BHNWACHOVIA CORP
b. Maturity date: 2015-10-28
from:
to:
c. Coupon or yield: 0.5759
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $526,312.50
f. Value of collateral, to the nearest cent: $524,798.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BHNWACHOVIA CORP
b. Maturity date: 2016-10-15
from:
to:
c. Coupon or yield: 0.6136
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $401,475.00
f. Value of collateral, to the nearest cent: $398,055.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BLYLUBRIZOL CORP
b. Maturity date: 2019-02-01
from:
to:
c. Coupon or yield: 8.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $24,750.00
f. Value of collateral, to the nearest cent: $33,372.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FLCALLSTATE CORP
b. Maturity date: 2023-06-15
from:
to:
c. Coupon or yield: 3.15
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $40,397.40
f. Value of collateral, to the nearest cent: $39,605.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2016-10-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $937.50
f. Value of collateral, to the nearest cent: $937.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2017-03-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $3,750.00
f. Value of collateral, to the nearest cent: $3,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2017-10-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $2,062.50
f. Value of collateral, to the nearest cent: $2,062.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2017-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $8,400.00
f. Value of collateral, to the nearest cent: $8,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK NA
b. Maturity date: 2016-12-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $8,250.00
f. Value of collateral, to the nearest cent: $7,914.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK NA
b. Maturity date: 2017-03-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $3,804.68
f. Value of collateral, to the nearest cent: $3,564.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BANK
b. Maturity date: 2015-08-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $13,125.00
f. Value of collateral, to the nearest cent: $14,245.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LHAHSBC BANK USA
b. Maturity date: 2019-05-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $6,750.00
f. Value of collateral, to the nearest cent: $6,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01CJLMARKEL CORP,VA
b. Maturity date: 2019-09-30
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $203,971.01
f. Value of collateral, to the nearest cent: $249,174.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02BPDWPX ENERGY INC
b. Maturity date: 2022-01-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $82,038.38
f. Value of collateral, to the nearest cent: $82,448.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XWOKATONAH VI LTD
b. Maturity date: 2016-09-20
from:
to:
c. Coupon or yield: 2.4524
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $8,193.98
f. Value of collateral, to the nearest cent: $8,197.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BHJFIRST DATA CORP
b. Maturity date: 2016-03-31
from:
to:
c. Coupon or yield: 11.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $297,701.81
f. Value of collateral, to the nearest cent: $308,028.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01F6GREGATTA FDG LTD
b. Maturity date: 2020-06-15
from:
to:
c. Coupon or yield: 1.5544
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $31,695.49
f. Value of collateral, to the nearest cent: $29,426.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWESPORTFINAN ASA
b. Maturity date: 2015-01-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $29,775.08
f. Value of collateral, to the nearest cent: $31,103.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 027EPWACHOVIA CAP TR
b. Maturity date: 2027-01-15
from:
to:
c. Coupon or yield: 0.7436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $937.50
f. Value of collateral, to the nearest cent: $778.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML CFC COMM MTG
b. Maturity date: 2046-07-12
from:
to:
c. Coupon or yield: 5.485
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $556,004.85
f. Value of collateral, to the nearest cent: $546,341.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO
b. Maturity date: 2013-12-16
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $375.00
f. Value of collateral, to the nearest cent: $376.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEN SV EXPORT
b. Maturity date: 2014-09-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $225.00
f. Value of collateral, to the nearest cent: $186.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01MNBMETLIFE CAP TR X
b. Maturity date: 2068-04-08
from:
to:
c. Coupon or yield: 9.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $61,762.50
f. Value of collateral, to the nearest cent: $79,056.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINAS
b. Maturity date: 2014-01-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $3,900.00
f. Value of collateral, to the nearest cent: $5,077.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWAS EKSPORTFINANS
b. Maturity date: 2014-07-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $9,683.85
f. Value of collateral, to the nearest cent: $17,137.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA NA
b. Maturity date: 2017-09-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $9,375.00
f. Value of collateral, to the nearest cent: $9,508.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-01-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $2,625.00
f. Value of collateral, to the nearest cent: $2,625.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-03-27
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $562.50
f. Value of collateral, to the nearest cent: $562.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-07-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $562.50
f. Value of collateral, to the nearest cent: $562.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-09-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $1,050.00
f. Value of collateral, to the nearest cent: $1,050.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CA
b. Maturity date: 2016-11-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $5,887.50
f. Value of collateral, to the nearest cent: $5,887.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BANK NA
b. Maturity date: 2016-03-15
from:
to:
c. Coupon or yield: 0.5844
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $11,625.00
f. Value of collateral, to the nearest cent: $11,581.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BANK,NA
b. Maturity date: 2014-11-01
from:
to:
c. Coupon or yield: 4.8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $63,562.50
f. Value of collateral, to the nearest cent: $66,316.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP EDNOTES
b. Maturity date: 2019-06-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $75.00
f. Value of collateral, to the nearest cent: $71.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LCIFAIRFIELD STREET
b. Maturity date: 2039-11-28
from:
to:
c. Coupon or yield: 0.6121
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Collateralized Debt Obligation
e. The principal amount, to the nearest cent: $187,054.86
f. Value of collateral, to the nearest cent: $175,096.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BL5KIMCO REALTY CORP
b. Maturity date: 2017-05-01
from:
to:
c. Coupon or yield: 5.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $11,250.00
f. Value of collateral, to the nearest cent: $12,732.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ETHMESA WEST CAPITAL
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $191,271.99
f. Value of collateral, to the nearest cent: $183,400.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA S EKSPORTFINANS
b. Maturity date: 2016-02-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $50,775.00
f. Value of collateral, to the nearest cent: $60,803.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINANS
b. Maturity date: 2014-06-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $39,900.00
f. Value of collateral, to the nearest cent: $62,228.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINANS
b. Maturity date: 2014-07-23
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $50,175.04
f. Value of collateral, to the nearest cent: $57,997.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINANS
b. Maturity date: 2014-08-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $3,019.80
f. Value of collateral, to the nearest cent: $5,112.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GKLNISOURCE FIN CORP
b. Maturity date: 2013-12-11
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CP
e. The principal amount, to the nearest cent: $84,375.00
f. Value of collateral, to the nearest cent: $84,345.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I8RMAGNETITE VII LTD
b. Maturity date: 2025-01-15
from:
to:
c. Coupon or yield: 5.5271
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $186,015.60
f. Value of collateral, to the nearest cent: $173,702.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2016-01-15
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $18,000.00
f. Value of collateral, to the nearest cent: $19,951.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KN4WELLPOINT INC COM
b. Maturity date: 2023-01-15
from:
to:
c. Coupon or yield: 3.3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,425.00
f. Value of collateral, to the nearest cent: $1,359.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IKCWMBS INC 2005-19
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $86,173.51
f. Value of collateral, to the nearest cent: $82,878.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WLDB WBIN 03/01/15 AB9
b. Maturity date: 2015-03-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Tranches
e. The principal amount, to the nearest cent: $712.50
f. Value of collateral, to the nearest cent: $706.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & COMP
b. Maturity date: 2015-10-28
from:
to:
c. Coupon or yield: 0.4381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $74,061.60
f. Value of collateral, to the nearest cent: $74,083.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2013-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $675.00
f. Value of collateral, to the nearest cent: $752.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2014-02-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $150.00
f. Value of collateral, to the nearest cent: $190.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2014-07-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $1,875.00
f. Value of collateral, to the nearest cent: $2,263.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2016-04-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $22,012.50
f. Value of collateral, to the nearest cent: $32,611.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TDNSEAGATE HDD CAYMAN
b. Maturity date: 2023-06-01
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,273.40
f. Value of collateral, to the nearest cent: $2,217.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I8PROYAL BK OF CANADA
b. Maturity date: 2015-06-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $29,793.75
f. Value of collateral, to the nearest cent: $40,510.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MCKINTL LEASE FINANCE
b. Maturity date: 2014-06-01
from:
to:
c. Coupon or yield: 5.65
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $8,250.00
f. Value of collateral, to the nearest cent: $8,659.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSODUANE STREET CLO V
b. Maturity date: 2021-10-14
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $143,962.73
f. Value of collateral, to the nearest cent: $101,503.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BANK OF CANDA
b. Maturity date: 2015-07-06
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $31,387.50
f. Value of collateral, to the nearest cent: $43,418.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01XE4HCA HOLDINGS, INC.
b. Maturity date: 2021-05-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $25,422.30
f. Value of collateral, to the nearest cent: $27,914.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02FRBNORDEA BANK AB PUBL
b. Maturity date: 2015-03-20
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $10,125.00
f. Value of collateral, to the nearest cent: $10,387.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIF
b. Maturity date: 2017-10-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $1,537.50
f. Value of collateral, to the nearest cent: $1,537.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIF
b. Maturity date: 2018-01-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $7,173.60
f. Value of collateral, to the nearest cent: $7,173.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I85NUSTAR LOGOSTICS LP
b. Maturity date: 2020-09-01
from:
to:
c. Coupon or yield: 4.8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $16,450.76
f. Value of collateral, to the nearest cent: $15,677.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BANK OF CANADA
b. Maturity date: 2016-03-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $937.50
f. Value of collateral, to the nearest cent: $1,177.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KQ9GOLDMAN SACHS BK USA
b. Maturity date: 2017-09-19
from:
to:
c. Coupon or yield: 1.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $187.50
f. Value of collateral, to the nearest cent: $186.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GKYNISSAN AUTO LEASE TR
b. Maturity date: 2018-09-17
from:
to:
c. Coupon or yield: 0.74
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $72,608.66
f. Value of collateral, to the nearest cent: $72,736.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KRFAMERICAN CAMPUS OPER
b. Maturity date: 2023-04-15
from:
to:
c. Coupon or yield: 3.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $117,562.50
f. Value of collateral, to the nearest cent: $111,973.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MCKINTL LEASE FINL CORP
b. Maturity date: 2015-04-01
from:
to:
c. Coupon or yield: 4.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $35,475.00
f. Value of collateral, to the nearest cent: $36,894.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02VRHSNAAC AUTO REC 2012
b. Maturity date: 2018-12-17
from:
to:
c. Coupon or yield: 6.21
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $78,255.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XJFSHACKLETON I CLI LTD
b. Maturity date: 2023-08-12
from:
to:
c. Coupon or yield: 6.4647
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $187,500.00
f. Value of collateral, to the nearest cent: $187,078.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTTLONG BEACH MTG LN TR
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.0402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $135,965.33
f. Value of collateral, to the nearest cent: $112,927.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XZ2BEACON CONTAINER FIN
b. Maturity date: 2027-09-20
from:
to:
c. Coupon or yield: 3.72
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $332,198.96
f. Value of collateral, to the nearest cent: $346,528.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML CFC COMML MTGE TR
b. Maturity date: 2049-09-12
from:
to:
c. Coupon or yield: 5.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $7,875.00
f. Value of collateral, to the nearest cent: $8,847.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M5RAMP SERIES 2004 RS8
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.9952
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $47,113.96
f. Value of collateral, to the nearest cent: $46,513.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWACHOVIA BK COMM MTG
b. Maturity date: 2048-11-15
from:
to:
c. Coupon or yield: 0.3934
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,457,187.23
f. Value of collateral, to the nearest cent: $29,351.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BKHINTERN'L PAPER CAPITA
b. Maturity date: 2039-11-15
from:
to:
c. Coupon or yield: 7.3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $15,311.70
f. Value of collateral, to the nearest cent: $18,735.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO & CO CORN
b. Maturity date: 2014-11-17
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $75.00
f. Value of collateral, to the nearest cent: $77.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01E7EGLOBAL LEVERAGED CAPI
b. Maturity date: 2018-12-20
from:
to:
c. Coupon or yield: 2.1921
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $187,500.00
f. Value of collateral, to the nearest cent: $183,715.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01G2LNOBLE HOLDING INTERNA
b. Maturity date: 2022-03-15
from:
to:
c. Coupon or yield: 3.95
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $74,258.66
f. Value of collateral, to the nearest cent: $73,929.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01K7PMOMENTUM CAPITAL FD L
b. Maturity date: 2021-09-06
from:
to:
c. Coupon or yield: 1.6771
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $111,748.43
f. Value of collateral, to the nearest cent: $107,188.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KQ9GOLDMAN SACHS BANK US
b. Maturity date: 2016-10-12
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,225.00
f. Value of collateral, to the nearest cent: $3,233.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEBOLAGET SVENSK E
b. Maturity date: 2014-10-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $3,750.00
f. Value of collateral, to the nearest cent: $3,102.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEBOLAGET SVENSK E
b. Maturity date: 2014-11-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $9,375.00
f. Value of collateral, to the nearest cent: $7,575.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01NM3MARIPOSA BORROWER INC
b. Maturity date: 2021-10-15
from:
to:
c. Coupon or yield: 8.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $93,750.00
f. Value of collateral, to the nearest cent: $97,451.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01OD0TOYS R US PROPERTY CO
b. Maturity date: 2017-12-01
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $66,966.45
f. Value of collateral, to the nearest cent: $71,957.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01QZADOLE FOOD COMPANY INC
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $61,904.55
f. Value of collateral, to the nearest cent: $62,021.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RD2SOUTHERN CALIF EDISON
b. Maturity date: 2023-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $239,473.35
f. Value of collateral, to the nearest cent: $240,114.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01S4DWELLSFARGO COMMERCIAL
b. Maturity date: 2045-12-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $225,000.00
f. Value of collateral, to the nearest cent: $228,123.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01W0APNC BK N A PITTSBURGH
b. Maturity date: 2016-11-01
from:
to:
c. Coupon or yield: 1.15
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100,126.73
f. Value of collateral, to the nearest cent: $100,697.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0289LWFRBS COML MTG 2012 C
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 2.87
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $184,701.86
f. Value of collateral, to the nearest cent: $176,468.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0289LWFRBS COML MTG 2012 C
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 2.2612
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $91,999.80
f. Value of collateral, to the nearest cent: $11,698.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02FP9CHOICE HOTELS INT'L I
b. Maturity date: 2020-08-28
from:
to:
c. Coupon or yield: 5.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $97,125.00
f. Value of collateral, to the nearest cent: $102,895.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02FQCERP OPERATING LTD PAR
b. Maturity date: 2021-12-15
from:
to:
c. Coupon or yield: 4.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $25,015.69
f. Value of collateral, to the nearest cent: $27,243.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIFORNIA
b. Maturity date: 2018-03-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $1,050.00
f. Value of collateral, to the nearest cent: $1,050.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIFOR
b. Maturity date: 2017-02-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $9,750.00
f. Value of collateral, to the nearest cent: $9,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIFOR
b. Maturity date: 2018-02-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $7,575.00
f. Value of collateral, to the nearest cent: $7,575.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CREDIT SUISSE FIRST B
b. Maturity date: 2037-04-15
from:
to:
c. Coupon or yield: 0.4255
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,477,907.74
f. Value of collateral, to the nearest cent: $1,342,494.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GKFFORD CREDIT AUTO TR 2
b. Maturity date: 2017-04-15
from:
to:
c. Coupon or yield: 0.51
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $262,500.00
f. Value of collateral, to the nearest cent: $262,706.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02HJ5RIO TINTO FINANCE (US
b. Maturity date: 2018-07-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $9,150.00
f. Value of collateral, to the nearest cent: $11,151.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I37MARINA DISTRICT FINAN
b. Maturity date: 2015-10-15
from:
to:
c. Coupon or yield: 9.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $487.50
f. Value of collateral, to the nearest cent: $516.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I6MPLAINES EXPLORATION &
b. Maturity date: 2021-05-01
from:
to:
c. Coupon or yield: 6.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $48,750.00
f. Value of collateral, to the nearest cent: $53,576.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I8PROYAL BK OF CDA BD CD
b. Maturity date: 2015-08-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $10,350.00
f. Value of collateral, to the nearest cent: $13,285.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JKNVORNADO REALTY L.P IN
b. Maturity date: 2015-04-01
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $375.00
f. Value of collateral, to the nearest cent: $390.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KMYREGIONS FINANCIAL COR
b. Maturity date: 2024-09-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $375.00
f. Value of collateral, to the nearest cent: $441.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MEVFED HOME LOAN MTG COR
b. Maturity date: 2022-08-25
from:
to:
c. Coupon or yield: 1.3142
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $55,999.72
f. Value of collateral, to the nearest cent: $4,951.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02UY4SABINE PASS LIQUEFACT
b. Maturity date: 2023-04-15
from:
to:
c. Coupon or yield: 5.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $139,928.25
f. Value of collateral, to the nearest cent: $133,544.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSTFIRST FRANKLIN MTG 20
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.9502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $41,884.69
f. Value of collateral, to the nearest cent: $31,510.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUENEW CENTURY HOME EQUI
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.6802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $243,514.61
f. Value of collateral, to the nearest cent: $199,891.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWF RBS COML MTG R 201
b. Maturity date: 2044-02-15
from:
to:
c. Coupon or yield: 1.3042
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $23,050.87
f. Value of collateral, to the nearest cent: $943.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWF RBS COML MTG TR 20
b. Maturity date: 2044-02-15
from:
to:
c. Coupon or yield: 5.392
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $4,500.00
f. Value of collateral, to the nearest cent: $4,813.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWFRBS COML MTG TR 201
b. Maturity date: 2044-03-15
from:
to:
c. Coupon or yield: 4.74
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,875.00
f. Value of collateral, to the nearest cent: $1,986.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWFRBS COML MTG TR 201
b. Maturity date: 2044-11-15
from:
to:
c. Coupon or yield: 5.6362
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $937.50
f. Value of collateral, to the nearest cent: $1,052.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWFRBS COML MTG TR 201
b. Maturity date: 2045-06-15
from:
to:
c. Coupon or yield: 4.8481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $397,425.00
f. Value of collateral, to the nearest cent: $391,505.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWFRBS COML MTG TR 201
b. Maturity date: 2045-08-15
from:
to:
c. Coupon or yield: 4.8786
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $806,962.50
f. Value of collateral, to the nearest cent: $770,929.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWRRBS COML MTG 2011 C
b. Maturity date: 2044-06-15
from:
to:
c. Coupon or yield: 1.607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $11,272.26
f. Value of collateral, to the nearest cent: $11,749.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XVVKINGSLAND III LTD KIN
b. Maturity date: 2021-08-24
from:
to:
c. Coupon or yield: 7.151
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $88,826.33
f. Value of collateral, to the nearest cent: $88,914.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030FSGALLATIN CLO III 2007
b. Maturity date: 2021-05-15
from:
to:
c. Coupon or yield: 0.6151
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $204,414.08
f. Value of collateral, to the nearest cent: $194,765.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030G4WACHOVIA BANK COMM MT
b. Maturity date: 2045-07-15
from:
to:
c. Coupon or yield: 5.795
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,687.50
f. Value of collateral, to the nearest cent: $1,850.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030ILCHL MTG PASS 2007 -16
b. Maturity date: 2037-10-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $141,756.32
f. Value of collateral, to the nearest cent: $130,542.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JLGMACM MORTGAGE LOAN T
b. Maturity date: 2035-06-19
from:
to:
c. Coupon or yield: 5.1893
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $158,808.90
f. Value of collateral, to the nearest cent: $162,460.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JRGS MTG SECS TR 2011 G
b. Maturity date: 2044-03-10
from:
to:
c. Coupon or yield: 1.0998
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $4,398,174.61
f. Value of collateral, to the nearest cent: $186,102.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JVHONDA AUTO RECEIVABLE
b. Maturity date: 2016-05-15
from:
to:
c. Coupon or yield: 0.56
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $169,408.28
f. Value of collateral, to the nearest cent: $169,733.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDYMAC INDX MTGE LOA
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.0183
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $329,825.22
f. Value of collateral, to the nearest cent: $284,563.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030N2SLM STUDENT LOAN TRUS
b. Maturity date: 2023-04-25
from:
to:
c. Coupon or yield: 1.7384
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $16,052.51
f. Value of collateral, to the nearest cent: $17,006.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030N7FDIC GUARANTEED NOTES
b. Maturity date: 2038-04-25
from:
to:
c. Coupon or yield: 3.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $149,540.28
f. Value of collateral, to the nearest cent: $155,058.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NQWACHOVIA BANK CMML MT
b. Maturity date: 2042-04-15
from:
to:
c. Coupon or yield: 4.702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $9,303.75
f. Value of collateral, to the nearest cent: $58.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NQWACHOVIA BANK COMM MO
b. Maturity date: 2035-04-15
from:
to:
c. Coupon or yield: 0.847
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $866.17
f. Value of collateral, to the nearest cent: $16.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NQWACHOVIA BANK COMM MT
b. Maturity date: 2042-07-15
from:
to:
c. Coupon or yield: 5.179
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $168,750.00
f. Value of collateral, to the nearest cent: $180,058.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NQWACHOVIA BANK COMM MT
b. Maturity date: 2044-05-15
from:
to:
c. Coupon or yield: 4.793
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $78,606.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NR WACHOVIA BANK COMMER
b. Maturity date: 2043-12-15
from:
to:
c. Coupon or yield: 5.553
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $13,875.00
f. Value of collateral, to the nearest cent: $5,253.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWACHOVIA BANK COMMERC
b. Maturity date: 2046-05-15
from:
to:
c. Coupon or yield: 0.3371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $913,861.02
f. Value of collateral, to the nearest cent: $10,967.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWACHOVIA BANK COMML M
b. Maturity date: 2045-06-15
from:
to:
c. Coupon or yield: 5.997
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $792.96
f. Value of collateral, to the nearest cent: $858.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO MTGE BCKD
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 2.6265
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $123,283.55
f. Value of collateral, to the nearest cent: $126,495.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 031XGWFRBS COML MTG TR 201
b. Maturity date: 2045-03-15
from:
to:
c. Coupon or yield: 4.1844
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $381,787.50
f. Value of collateral, to the nearest cent: $328,515.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 031XGWFRBS COML TR 2013 C1
b. Maturity date: 2045-03-15
from:
to:
c. Coupon or yield: 1.5167
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $4,784,989.49
f. Value of collateral, to the nearest cent: $408,656.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 03237HAYCON ADVISORS FDG 2
b. Maturity date: 2023-08-15
from:
to:
c. Coupon or yield: 3.2751
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $18,892.88
f. Value of collateral, to the nearest cent: $18,871.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0323YBAYVIEW OPP MSTR FD I
b. Maturity date: 2033-03-28
from:
to:
c. Coupon or yield: 3.2281
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $317,632.28
f. Value of collateral, to the nearest cent: $286,893.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 032FBIRVINE CORE OFFICE TR
b. Maturity date: 2048-05-15
from:
to:
c. Coupon or yield: 1.1051
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $457,199.67
f. Value of collateral, to the nearest cent: $24,081.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EDUNITED AUTO CR SECURI
b. Maturity date: 2019-04-15
from:
to:
c. Coupon or yield: 4.4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $62,429.44
f. Value of collateral, to the nearest cent: $62,492.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EEWFRBS COML TR 2013 C1
b. Maturity date: 2045-05-15
from:
to:
c. Coupon or yield: 1.489
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $10,572,496.36
f. Value of collateral, to the nearest cent: $964,765.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033H4BAYVIEW OPPORTUNITY M
b. Maturity date: 2018-04-28
from:
to:
c. Coupon or yield: 3.721
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $257,552.50
f. Value of collateral, to the nearest cent: $255,621.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033H7FREMF 2013 K27 MTG TR
b. Maturity date: 2046-01-25
from:
to:
c. Coupon or yield: 3.4966
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $109,542.86
f. Value of collateral, to the nearest cent: $91,870.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 034OGWFRBS COML MTG TR 201
b. Maturity date: 2046-08-15
from:
to:
c. Coupon or yield: 4.4863
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $135,862.65
f. Value of collateral, to the nearest cent: $117,304.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Wells Fargo Securities, LLC
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$15,001,699.74
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,001,699.74
Item 26. Name of the Issuer
CNOS Building LLC
Item 27. The title of the issue (including coupon or yield)
CNOS Building LLC, 0.840%, 11/1/2020
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
126134AA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
U.S. Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
U.S. Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,815,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,815,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,815,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,815,000.00
Item 26. Name of the Issuer
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.200%, 3/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538GMC3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-03-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-03-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,998,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,998,750.00
Item 26. Name of the Issuer
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Co. LLC, 0.240%, 12/16/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P2ZG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,999,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,999,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,750.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp., 0.210%, 2/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562CZ96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$48,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$48,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$47,998,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$47,998,080.00
Item 26. Name of the Issuer
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp., 0.938%, 4/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36962G5X8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-04-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,019,769.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,021,441.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,021,441.00
Item 26. Name of the Issuer
ICICI Bank Ltd., New York (Series C-BA)
Item 27. The title of the issue (including coupon or yield)
ICICI Bank Ltd., New York (Series C-BA), 0.350%, 12/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
44926CZ62
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Bank of America N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$24,250,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,248,821.18
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.96%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,249,272.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,249,272.50
Item 26. Name of the Issuer
California Statewide Communities Development Authority
Item 27. The title of the issue (including coupon or yield)
California Statewide Communities Development Authority, Series 2005-B, 0.370%, 2/1/2035
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
130911A75
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Union Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Union Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,235,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,235,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,235,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,235,000.00
Item 26. Name of the Issuer
Bank of New York Mellon
Item 27. The title of the issue (including coupon or yield)
Bank of New York Mellon, 0.545%, 1/31/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06406HBV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,001,400.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,001,386.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,001,386.00
Item 26. Name of the Issuer
Royal Crest Dairy, Inc.
Item 27. The title of the issue (including coupon or yield)
Royal Crest Dairy, Inc., Series 2011, 0.267%, 11/1/2041
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
780204AA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
U.S. Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
U.S. Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$6,505,000.00
Item 41. The total current amortized cost, to the nearest cent
$6,505,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$6,505,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$6,505,000.00
Item 26. Name of the Issuer
Nationwide Building Society
Item 27. The title of the issue (including coupon or yield)
Nationwide Building Society, 0.220%, 12/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6385E0Z97
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,997,555.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,998,000.00
Item 26. Name of the Issuer
Eastside Catholic School
Item 27. The title of the issue (including coupon or yield)
Washington State Housing Finance Commission (Eastside Catholic School) , Series A, 0.050%, 7/1/2038
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
93978LDA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Wells Fargo Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Wells Fargo Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$19,705,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,705,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,705,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,705,000.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG, 0.270%, 8/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25153DBV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-08-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$40,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$40,000,000.00
Item 26. Name of the Issuer
Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield)
Credit Suisse Securities (USA) LLC, 0.650%, 1/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 1.516
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $93,734.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CXHE
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.846
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $97,659.71
f. Value of collateral, to the nearest cent: $19,235.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FFML
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.766
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $359,644.44
f. Value of collateral, to the nearest cent: $234,818.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.226
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $27,130.89
f. Value of collateral, to the nearest cent: $13,959.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $206,666.67
f. Value of collateral, to the nearest cent: $166,978.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.616
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $119,900.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASC
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.536
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $133,333.33
f. Value of collateral, to the nearest cent: $102,948.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SVHE
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.416
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $121,626.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SVHE
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.426
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $111,111.11
f. Value of collateral, to the nearest cent: $530.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AABST
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $84,444.44
f. Value of collateral, to the nearest cent: $51,299.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2002-6 M1
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 1.266
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,230.79
f. Value of collateral, to the nearest cent: $20,299.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2004-5 M5
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 2.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $60,530.10
f. Value of collateral, to the nearest cent: $40,862.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACCR 2007-1 M2
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $255,733.33
f. Value of collateral, to the nearest cent: $6,910.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-1 MF3
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.5549
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $39,281.08
f. Value of collateral, to the nearest cent: $12,062.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-12 M2
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.656
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $88,888.89
f. Value of collateral, to the nearest cent: $50,801.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-15 M1
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.616
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $271,111.11
f. Value of collateral, to the nearest cent: $121,819.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2007-5 2A4
b. Maturity date: 2047-09-25
from:
to:
c. Coupon or yield: 0.486
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $333,333.33
f. Value of collateral, to the nearest cent: $104,416.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FHLT 2004-3 M4
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.216
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $19,258.95
f. Value of collateral, to the nearest cent: $16,647.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FHLT 2004-B M4
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 1.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $33,473.14
f. Value of collateral, to the nearest cent: $20,006.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FHLT 2005-C M3
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.686
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $133,253.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FINA 2004-3 M4
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.546
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $27,095.89
f. Value of collateral, to the nearest cent: $15,623.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNLC 2005-1 M1
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $65,279.69
f. Value of collateral, to the nearest cent: $38,436.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEAT 2004-6 M4
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 1.266
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $25,539.88
f. Value of collateral, to the nearest cent: $18,599.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NSTR 2007-B M1
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.576
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $328,844.44
f. Value of collateral, to the nearest cent: $74,696.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMC 2005-2 M1
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 5.051
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $102,665.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAIL 2005-7 M2
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.676
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $44,444.44
f. Value of collateral, to the nearest cent: $23,895.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SVHE 2007-1 M1
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.486
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $311,111.11
f. Value of collateral, to the nearest cent: $7,064.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACE 2005-HE4 M6
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.896
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $88,888.89
f. Value of collateral, to the nearest cent: $10,705.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMSI 2005-R7 M4
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.776
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $177,777.78
f. Value of collateral, to the nearest cent: $96,434.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BNCMT 2007-3 A4
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 0.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,333.33
f. Value of collateral, to the nearest cent: $14,102.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSABS 2005-4 M3
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 1.066
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $199,333.33
f. Value of collateral, to the nearest cent: $85,049.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CRMSI 2007-2 M1
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 5.9229
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $298,400.00
f. Value of collateral, to the nearest cent: $149,942.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2004-15 MF3
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.311
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $104,208.49
f. Value of collateral, to the nearest cent: $59,059.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-11 MV5
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.826
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $177,777.78
f. Value of collateral, to the nearest cent: $25,761.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-16 MV3
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.696
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $111,111.11
f. Value of collateral, to the nearest cent: $36,075.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-AB1 M1
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.586
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $177,777.78
f. Value of collateral, to the nearest cent: $112,969.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-BC4 M7
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 1.316
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $174,044.44
f. Value of collateral, to the nearest cent: $50,301.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2006-17 2A3
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.406
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $311,111.11
f. Value of collateral, to the nearest cent: $140,297.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2006-22 2A4
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.386
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $63,370.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2006-23 2A4
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 0.386
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $72,300.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2007-10 2A3
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.346
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $311,111.11
f. Value of collateral, to the nearest cent: $242,558.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA 2005-10 M5
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.876
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $355,555.56
f. Value of collateral, to the nearest cent: $220,134.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA 2005-10 M6
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $232,933.33
f. Value of collateral, to the nearest cent: $82,267.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INABS 2005-B M5
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.826
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $306,666.67
f. Value of collateral, to the nearest cent: $146,151.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INHEL 2004-B M6
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.616
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $39,309.65
f. Value of collateral, to the nearest cent: $15,095.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LBMLT 2002-5 M2
b. Maturity date: 2032-11-25
from:
to:
c. Coupon or yield: 2.166
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $37,147.30
f. Value of collateral, to the nearest cent: $31,126.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MSHEL 2006-2 M1
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.506
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $216,222.22
f. Value of collateral, to the nearest cent: $101,564.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OOMLT 2005-4 M3
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.656
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $382,560.00
f. Value of collateral, to the nearest cent: $123,039.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMC 2006-3 AF3
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.586
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $110,337.81
f. Value of collateral, to the nearest cent: $67,640.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMC 2006-3 AF4
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.812
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $163,137.75
f. Value of collateral, to the nearest cent: $104,474.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMC 2007-2 AF6
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 5.879
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $340,584.83
f. Value of collateral, to the nearest cent: $189,353.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMC 2007-3 AF3
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 7.238
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $298,075.08
f. Value of collateral, to the nearest cent: $173,129.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACE 2006-CW1 A2C
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.306
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $43,679.27
f. Value of collateral, to the nearest cent: $31,427.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ARSI 2006-W2 A2C
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $245,972.97
f. Value of collateral, to the nearest cent: $104,910.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ARSI 2006-W4 A2D
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $212,476.38
f. Value of collateral, to the nearest cent: $76,635.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARR 2004-NC1 M2
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 1.516
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $33,449.00
f. Value of collateral, to the nearest cent: $15,539.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2004-ECC1 M3
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 1.466
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $64,716.58
f. Value of collateral, to the nearest cent: $49,781.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2005-AB3 2A3
b. Maturity date: 2035-09-27
from:
to:
c. Coupon or yield: 0.526
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $279,143.71
f. Value of collateral, to the nearest cent: $225,847.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWL 2006-BC5 2A4
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.406
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $271,511.11
f. Value of collateral, to the nearest cent: $106,846.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FFMER 2007-1 A2D
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.506
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $240,194.72
f. Value of collateral, to the nearest cent: $136,979.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FFMER 2007-2 A2C
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.406
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $259,926.52
f. Value of collateral, to the nearest cent: $159,981.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FFML 2004-FF1 B1
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 2.566
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $47,033.26
f. Value of collateral, to the nearest cent: $18,447.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA 2007-5 2A2A
b. Maturity date: 2047-04-25
from:
to:
c. Coupon or yield: 0.396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $209,394.24
f. Value of collateral, to the nearest cent: $119,723.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INABS 2006-B 2A4
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.446
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $355,555.56
f. Value of collateral, to the nearest cent: $196,895.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LBMLT 2006-3 2A4
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $229,457.76
f. Value of collateral, to the nearest cent: $105,852.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LXS 2005-5N 3A3C
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.666
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $246,729.67
f. Value of collateral, to the nearest cent: $134,860.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MABS 2006-AM3 A3
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $272,596.98
f. Value of collateral, to the nearest cent: $218,385.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MLMI 2006-HE1 M1
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.556
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $266,666.67
f. Value of collateral, to the nearest cent: $193,799.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MLMI 2006-HE3 A4
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.416
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $272,113.52
f. Value of collateral, to the nearest cent: $108,224.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MSAC 2004-HE9 M3
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.186
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $177,777.78
f. Value of collateral, to the nearest cent: $151,306.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OWNIT 2006-3 A2D
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $222,222.22
f. Value of collateral, to the nearest cent: $115,541.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SABR 2004-OP2 M3
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 1.516
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $18,116.57
f. Value of collateral, to the nearest cent: $7,411.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SABR 2005-OP1 M3
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.846
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $76,645.81
f. Value of collateral, to the nearest cent: $55,097.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SBM7 1997-LB6 B2
b. Maturity date: 2027-12-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $55,173.46
f. Value of collateral, to the nearest cent: $51,128.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABFC 2004-OPT4 M2
b. Maturity date: 2033-12-25
from:
to:
c. Coupon or yield: 1.346
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $38,347.29
f. Value of collateral, to the nearest cent: $9,861.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACE 2006-ASP3 A2D
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.406
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $355,555.56
f. Value of collateral, to the nearest cent: $176,831.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACE 2006-ASP5 A2B
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.296
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $81,637.28
f. Value of collateral, to the nearest cent: $38,209.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSABS 2004-FR3 M3
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 2.266
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $91,877.13
f. Value of collateral, to the nearest cent: $71,251.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSABS 2006-HE3 M1
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.526
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $266,666.67
f. Value of collateral, to the nearest cent: $190,630.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HASC 2006-HE2 2A2
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.276
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $38,174.06
f. Value of collateral, to the nearest cent: $16,734.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMAC 2006-CH1 M2
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $144,444.44
f. Value of collateral, to the nearest cent: $97,104.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMAC 2007-CH4 M1
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $282,888.89
f. Value of collateral, to the nearest cent: $130,395.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MLMI 2006-AR1 A2D
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.426
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $204,580.69
f. Value of collateral, to the nearest cent: $94,798.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MLMI 2006-FM1 A2C
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.326
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $111,111.11
f. Value of collateral, to the nearest cent: $56,719.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MSAC 2007-HE2 A2D
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.376
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $131,491.91
f. Value of collateral, to the nearest cent: $72,575.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MSAC 2007-HE7 A2B
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 1.166
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $333,333.33
f. Value of collateral, to the nearest cent: $199,637.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PPSI 2005-WHQ4 M2
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.656
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $111,111.11
f. Value of collateral, to the nearest cent: $73,977.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC 2005-EMX2 M4
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.816
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $219,316.12
f. Value of collateral, to the nearest cent: $134,908.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CMLTI 2007-AHL2 M1
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.446
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $321,200.00
f. Value of collateral, to the nearest cent: $702.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP 2007-FM1 A2C
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $333,252.45
f. Value of collateral, to the nearest cent: $168,786.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMAC 2005-OPT1 M4
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.786
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $175,239.98
f. Value of collateral, to the nearest cent: $113,028.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMAC 2007-CH2 MV2
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.466
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $297,466.67
f. Value of collateral, to the nearest cent: $28,076.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMAC 2007-CH2 MV3
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.516
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $369,200.00
f. Value of collateral, to the nearest cent: $22,475.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NHELI 2006-FM2 2A4
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.416
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $128,796.87
f. Value of collateral, to the nearest cent: $60,275.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SGMS 2006-FRE1 A2C
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $177,777.78
f. Value of collateral, to the nearest cent: $86,596.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A SAFT 2013-1 A3
b. Maturity date: 2043-07-25
from:
to:
c. Coupon or yield: 3.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,352.65
f. Value of collateral, to the nearest cent: $14,914.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSABS 2006-SD3 23A1
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 1.149
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $72,080.22
f. Value of collateral, to the nearest cent: $46,577.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A ELAT 2007-2 A2C
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 1.266
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,333.33
f. Value of collateral, to the nearest cent: $18,625.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A IRWHE 2006-3 1A
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 0.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $514,914.30
f. Value of collateral, to the nearest cent: $416,944.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A QUEST 2006-X2 A2
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $400,000.00
f. Value of collateral, to the nearest cent: $241,308.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A TMTS 2006-4SL A1
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $511,163.54
f. Value of collateral, to the nearest cent: $240,418.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A SGMS 2007-AHL1 A1
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.966
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $295,155.50
f. Value of collateral, to the nearest cent: $109,853.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A SVHE 2006-NLC1 A3
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $758,828.52
f. Value of collateral, to the nearest cent: $286,860.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A MSAC 2007-SEA1 1A2
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 2.066
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,491,196.65
f. Value of collateral, to the nearest cent: $332,164.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWABS ASSET-BACKED CERT
b. Maturity date: 2037-06-27
from:
to:
c. Coupon or yield: 0.426
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $142,222.22
f. Value of collateral, to the nearest cent: $1,155.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC RESIDENTIAL ASSET
b. Maturity date: 2039-01-27
from:
to:
c. Coupon or yield: 0.334
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $17,705.49
f. Value of collateral, to the nearest cent: $14,430.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MORGAN STANLEY CAPITAL I INC.
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 2.146
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,207.64
f. Value of collateral, to the nearest cent: $10,141.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NISOURCE FIN CORP DISC COML C/
b. Maturity date: 2013-12-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CP
e. The principal amount, to the nearest cent: $99,777.78
f. Value of collateral, to the nearest cent: $99,776.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,852.92
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,852.92
Item 26. Name of the Issuer
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp., 0.873%, 4/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36962G5B6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-04-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$37,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,583,112.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$37,587,712.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$37,587,712.50
Item 26. Name of the Issuer
Credit Suisse, Zurich
Item 27. The title of the issue (including coupon or yield)
Credit Suisse, Zurich, 0.240%, 1/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22549TGA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,002,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,002,500.00
Item 26. Name of the Issuer
Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield)
Rabobank Nederland NV, Utrecht, 0.275%, 3/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-03-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,981,882.69
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,983,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,983,700.00
Item 26. Name of the Issuer
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.090%, 12/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538GTF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,000.00
Item 26. Name of the Issuer
Kentucky Economic Development Finance Authority
Item 27. The title of the issue (including coupon or yield)
Kentucky Economic Development Finance Authority, Henderson County Health Care Corp., 0.370%, 12/1/2018
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
49126HAL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Federal Home Loan Bank of Cincinnati
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Federal Home Loan Bank of Cincinnati
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,985,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,985,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,985,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,985,000.00
Item 26. Name of the Issuer
FCAR Owner Trust, A1+/P1 Series
Item 27. The title of the issue (including coupon or yield)
FCAR Owner Trust, A1+/P1 Series, 0.250%, 12/12/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3024A0ZC2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,997,708.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,998,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,998,800.00
Item 26. Name of the Issuer
JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield)
JPMorgan Chase Bank, N.A., 0.367%, 12/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48125LAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-12-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$40,001,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$40,001,640.00
Item 26. Name of the Issuer
Northern Pines Funding LLC
Item 27. The title of the issue (including coupon or yield)
Northern Pines Funding LLC, 0.210%, 12/18/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
66560KZJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Deutsche Bank AG
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,998,512.49
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,998,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,998,950.00
Item 26. Name of the Issuer
Capital One Funding Corp.
Item 27. The title of the issue (including coupon or yield)
Capital One Funding Corp., Series 1996-C, 0.150%, 4/2/2018
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
14040GAS6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
JPMorgan Chase Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
JPMorgan Chase Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$555,000.00
Item 41. The total current amortized cost, to the nearest cent
$555,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$555,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$555,000.00
Item 26. Name of the Issuer
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Co. LLC, 0.300%, 3/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P3C76
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-03-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,960,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,976,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,976,000.00
Item 26. Name of the Issuer
Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding LLC, 0.300%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963UCE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-03-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,991,416.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,995,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,995,600.00
Item 26. Name of the Issuer
New Hampshire Health and Education Facilities Authority
Item 27. The title of the issue (including coupon or yield)
New Hampshire Health and Education Facilities Authority, 0.110%, 12/1/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
644614P37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Royal Bank of Canada, Montreal
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Royal Bank of Canada, Montreal
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,806,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,806,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,806,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,806,000.00
Item 26. Name of the Issuer
RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield)
RBS Securities, Inc., 0.410%, 12/5/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
75099K9L5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSCMS
b. Maturity date: 2044-02-11
from:
to:
c. Coupon or yield: 0.1461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $124,387,313.96
f. Value of collateral, to the nearest cent: $1,272,988.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GECMC
b. Maturity date: 2033-05-15
from:
to:
c. Coupon or yield: 2.347
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $800,302.48
f. Value of collateral, to the nearest cent: $12,872.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PRIME
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.486
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $347,375.00
f. Value of collateral, to the nearest cent: $228,945.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WFRBS
b. Maturity date: 2045-06-15
from:
to:
c. Coupon or yield: 1.7483
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $5,671,134.47
f. Value of collateral, to the nearest cent: $562,484.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CBS CORP 3.375
b. Maturity date: 2022-03-01
from:
to:
c. Coupon or yield: 3.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $239,375.00
f. Value of collateral, to the nearest cent: $232,604.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNR 1998-22 SA
b. Maturity date: 2028-04-18
from:
to:
c. Coupon or yield: 8.4325
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $36,688.00
f. Value of collateral, to the nearest cent: $8,295.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNR 2006-28 1P
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 1.7852
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,326,591.30
f. Value of collateral, to the nearest cent: $163,986.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR 2004-9 1AX
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 1.644
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $141,974.00
f. Value of collateral, to the nearest cent: $8,921.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2013-178 C
b. Maturity date: 2045-01-16
from:
to:
c. Coupon or yield: 3.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $218,750.00
f. Value of collateral, to the nearest cent: $204,197.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2013-6O TI
b. Maturity date: 2063-10-20
from:
to:
c. Coupon or yield: 0.4127
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRR
e. The principal amount, to the nearest cent: $1,684,273.88
f. Value of collateral, to the nearest cent: $8,684.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRM 2012-089 A
b. Maturity date: 2036-01-16
from:
to:
c. Coupon or yield: 1.537
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $281,866.02
f. Value of collateral, to the nearest cent: $281,838.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MYLAN INC 1.350
b. Maturity date: 2016-11-29
from:
to:
c. Coupon or yield: 1.35
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $829,375.00
f. Value of collateral, to the nearest cent: $830,950.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0 3/8 NOTE AN 15
b. Maturity date: 2015-06-30
from:
to:
c. Coupon or yield: 0.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Sovereign
e. The principal amount, to the nearest cent: $66,250.00
f. Value of collateral, to the nearest cent: $66,503.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABBVIE INC 2.900
b. Maturity date: 2022-11-06
from:
to:
c. Coupon or yield: 2.9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $363,750.00
f. Value of collateral, to the nearest cent: $345,520.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CCCIT 2006-A7 A7
b. Maturity date: 2018-12-17
from:
to:
c. Coupon or yield: 0.3144
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,500.00
f. Value of collateral, to the nearest cent: $12,403.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNHA ML AF5210 H
b. Maturity date: 2063-11-20
from:
to:
c. Coupon or yield: 2.378
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNHA
e. The principal amount, to the nearest cent: $1,464,789.38
f. Value of collateral, to the nearest cent: $1,589,222.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNHF RF 765145 H
b. Maturity date: 2061-06-20
from:
to:
c. Coupon or yield: 4.837
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNHF
e. The principal amount, to the nearest cent: $885,481.54
f. Value of collateral, to the nearest cent: $985,773.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2009-019 IO
b. Maturity date: 2051-03-16
from:
to:
c. Coupon or yield: 1.1337
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $967,569.39
f. Value of collateral, to the nearest cent: $45,101.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2012-023 IO
b. Maturity date: 2053-06-16
from:
to:
c. Coupon or yield: 1.5425
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,308,873.63
f. Value of collateral, to the nearest cent: $91,786.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2012-H10 AI
b. Maturity date: 2061-12-20
from:
to:
c. Coupon or yield: 1.2125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRR
e. The principal amount, to the nearest cent: $17,895,389.02
f. Value of collateral, to the nearest cent: $770,013.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2013-033 IO
b. Maturity date: 2054-04-16
from:
to:
c. Coupon or yield: 0.9729
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,210,159.28
f. Value of collateral, to the nearest cent: $76,488.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2013-109 SM
b. Maturity date: 2043-07-16
from:
to:
c. Coupon or yield: 5.9825
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRM
e. The principal amount, to the nearest cent: $2,659,410.12
f. Value of collateral, to the nearest cent: $470,433.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2013-150 IA
b. Maturity date: 2042-11-20
from:
to:
c. Coupon or yield: 3.1796
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,861,511.19
f. Value of collateral, to the nearest cent: $361,149.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRA 2013-H08 FA
b. Maturity date: 2063-03-20
from:
to:
c. Coupon or yield: 0.5258
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: GNRR
e. The principal amount, to the nearest cent: $638,399.76
f. Value of collateral, to the nearest cent: $627,006.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GNRM 2012-061 MN
b. Maturity date: 2042-04-16
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $828,765.62
f. Value of collateral, to the nearest cent: $848,115.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FFML 2005-FF10 A5
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.526
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $116.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR117 IO2 CL
b. Maturity date: 2022-01-01
from:
to:
c. Coupon or yield: 8.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $493.52
f. Value of collateral, to the nearest cent: $122.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR237 IO2 CL
b. Maturity date: 2023-08-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $126.24
f. Value of collateral, to the nearest cent: $28.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR240 PO1 CL
b. Maturity date: 2023-09-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7.91
f. Value of collateral, to the nearest cent: $7.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR252 IO2 CL
b. Maturity date: 2023-11-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $25.98
f. Value of collateral, to the nearest cent: $5.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR252 PO1 CL
b. Maturity date: 2023-11-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $25.98
f. Value of collateral, to the nearest cent: $25.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR254 IO2 CL
b. Maturity date: 2024-01-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,799.46
f. Value of collateral, to the nearest cent: $384.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR264 IO2 CL
b. Maturity date: 2024-07-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $825.24
f. Value of collateral, to the nearest cent: $151.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR273 IO2 CL
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,327.35
f. Value of collateral, to the nearest cent: $763.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR273 PO1 CL
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,689.93
f. Value of collateral, to the nearest cent: $1,614.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSMS 2012-GCJ7 AS
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 4.085
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $86,250.00
f. Value of collateral, to the nearest cent: $89,120.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HASC 2006-OPT4 M1
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.476
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $51,875.00
f. Value of collateral, to the nearest cent: $20,447.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CB RBS CAPITAL TRU
b. Maturity date: 2049-12-31
from:
to:
c. Coupon or yield: 6.425
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $37,500.00
f. Value of collateral, to the nearest cent: $35,965.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0289 IO2 CL
b. Maturity date: 2027-11-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $134.90
f. Value of collateral, to the nearest cent: $31.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0296 IO2 CL
b. Maturity date: 2024-04-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,838.75
f. Value of collateral, to the nearest cent: $2,152.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0296 PO1 CL
b. Maturity date: 2024-04-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $282.31
f. Value of collateral, to the nearest cent: $278.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0307 IO2 CL
b. Maturity date: 2030-06-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $254.29
f. Value of collateral, to the nearest cent: $45.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0379 IO2 CL
b. Maturity date: 2037-05-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $41,207.92
f. Value of collateral, to the nearest cent: $6,303.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0380 IO2 CL
b. Maturity date: 2037-07-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,739.05
f. Value of collateral, to the nearest cent: $1,388.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0380 PO1 CL
b. Maturity date: 2037-07-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,978.85
f. Value of collateral, to the nearest cent: $7,214.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0381 IO3 CL
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $196,962.00
f. Value of collateral, to the nearest cent: $25,087.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0381 IO9 CL
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $263,597.83
f. Value of collateral, to the nearest cent: $36,167.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0402 IO8 WL
b. Maturity date: 2039-11-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $1,174,694.25
f. Value of collateral, to the nearest cent: $219,603.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST SPO TR000003CL
b. Maturity date: 2017-02-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $644.58
f. Value of collateral, to the nearest cent: $631.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0315 PO1 CL
b. Maturity date: 2031-11-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $261,346.79
f. Value of collateral, to the nearest cent: $238,302.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0316 IO2 CL
b. Maturity date: 2031-11-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,595.15
f. Value of collateral, to the nearest cent: $3,376.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0318 IO2 CL
b. Maturity date: 2032-01-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,254.90
f. Value of collateral, to the nearest cent: $1,483.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0329 PO1 CL
b. Maturity date: 2033-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $98,050.91
f. Value of collateral, to the nearest cent: $90,631.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0332 PO1 CL
b. Maturity date: 2033-03-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $416.68
f. Value of collateral, to the nearest cent: $380.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0337 IO2 CL
b. Maturity date: 2033-07-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $37,255.10
f. Value of collateral, to the nearest cent: $6,556.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0337 PO1 CL
b. Maturity date: 2033-07-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $37,255.10
f. Value of collateral, to the nearest cent: $34,285.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0343 IO22 CI
b. Maturity date: 2018-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $45,918.73
f. Value of collateral, to the nearest cent: $2,923.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0344 IO2 CL
b. Maturity date: 2033-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $775,499.31
f. Value of collateral, to the nearest cent: $137,688.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0344 PO1 CL
b. Maturity date: 2033-12-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $338,508.52
f. Value of collateral, to the nearest cent: $312,444.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0345 IO2 CL
b. Maturity date: 2033-09-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $32,940.90
f. Value of collateral, to the nearest cent: $5,142.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0350 PO1 CL
b. Maturity date: 2034-03-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $89,781.35
f. Value of collateral, to the nearest cent: $83,577.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0360 IO2 CL
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,348.20
f. Value of collateral, to the nearest cent: $2,122.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0364 IO16 CL
b. Maturity date: 2035-10-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $3,585.26
f. Value of collateral, to the nearest cent: $586.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0372 IO2 CL
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,139.40
f. Value of collateral, to the nearest cent: $194.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0372 PO1 CL
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,139.40
f. Value of collateral, to the nearest cent: $1,059.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0377 PO1 CL
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,698.86
f. Value of collateral, to the nearest cent: $11,629.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0381 IO10 CL
b. Maturity date: 2037-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $160,305.52
f. Value of collateral, to the nearest cent: $21,211.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0384 IO14 WL
b. Maturity date: 2040-01-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $826,450.00
f. Value of collateral, to the nearest cent: $121,256.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0384 IO24 WL
b. Maturity date: 2037-09-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $97,962.50
f. Value of collateral, to the nearest cent: $15,076.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0385 IO12 WL
b. Maturity date: 2037-07-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $895,698.02
f. Value of collateral, to the nearest cent: $132,322.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0385 IO19 WL
b. Maturity date: 2037-08-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $1,241,060.59
f. Value of collateral, to the nearest cent: $210,398.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNST TR0401 IO10 WL
b. Maturity date: 2039-10-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNST
e. The principal amount, to the nearest cent: $1,118,701.32
f. Value of collateral, to the nearest cent: $192,603.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 05.000 FGPC G13689 G
b. Maturity date: 2024-10-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $0.57
f. Value of collateral, to the nearest cent: $0.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGRA 3852SW 05/15/41
b. Maturity date: 2041-05-15
from:
to:
c. Coupon or yield: 5.8323
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,406,163.47
f. Value of collateral, to the nearest cent: $1,447,336.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGRM 4176EI 09/15/25
b. Maturity date: 2025-09-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $8,190,094.28
f. Value of collateral, to the nearest cent: $970,377.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0147 S10022
b. Maturity date: 2023-02-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $228.65
f. Value of collateral, to the nearest cent: $40.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0170 S10045
b. Maturity date: 2021-03-01
from:
to:
c. Coupon or yield: 10
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,991.56
f. Value of collateral, to the nearest cent: $326.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0171 S10044
b. Maturity date: 2024-07-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $268.90
f. Value of collateral, to the nearest cent: $66.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0186 S10062
b. Maturity date: 2027-08-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,168.44
f. Value of collateral, to the nearest cent: $946.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0191 S10068
b. Maturity date: 2028-01-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $27,886.41
f. Value of collateral, to the nearest cent: $7,403.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0212 S10091
b. Maturity date: 2031-05-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,515.23
f. Value of collateral, to the nearest cent: $538.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0213 S10092
b. Maturity date: 2031-06-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $23,682.14
f. Value of collateral, to the nearest cent: $4,713.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0215 S10095
b. Maturity date: 2031-06-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,191.06
f. Value of collateral, to the nearest cent: $1,108.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0221 S10101
b. Maturity date: 2032-03-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,651.13
f. Value of collateral, to the nearest cent: $1,640.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0223 S10103
b. Maturity date: 2032-12-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $31,119.49
f. Value of collateral, to the nearest cent: $4,734.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0224 S10104
b. Maturity date: 2033-03-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,613.61
f. Value of collateral, to the nearest cent: $442.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0228 S10110
b. Maturity date: 2035-02-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,772.27
f. Value of collateral, to the nearest cent: $468.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0233 S10115
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $141,417.90
f. Value of collateral, to the nearest cent: $23,904.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0233 S10118
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $801,787.24
f. Value of collateral, to the nearest cent: $130,926.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0233 S10129
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $30,454.20
f. Value of collateral, to the nearest cent: $4,824.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0233 S10131
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $55,944.67
f. Value of collateral, to the nearest cent: $8,505.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0233 S10132
b. Maturity date: 2035-08-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $100,128.60
f. Value of collateral, to the nearest cent: $15,574.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0239 S10282
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $768.21
f. Value of collateral, to the nearest cent: $128.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0243 S10661
b. Maturity date: 2035-11-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $660,184.95
f. Value of collateral, to the nearest cent: $109,758.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GIO 0256 S11710
b. Maturity date: 2038-06-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FGSI
e. The principal amount, to the nearest cent: $1,298,634.23
f. Value of collateral, to the nearest cent: $162,043.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0184 S01013
b. Maturity date: 2026-12-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,775.02
f. Value of collateral, to the nearest cent: $1,695.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0186 S01062
b. Maturity date: 2027-08-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,763.93
f. Value of collateral, to the nearest cent: $4,496.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0191 S01262
b. Maturity date: 2028-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $27,886.41
f. Value of collateral, to the nearest cent: $26,470.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0213 S02390
b. Maturity date: 2031-06-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $23,682.14
f. Value of collateral, to the nearest cent: $21,777.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0223 S03602
b. Maturity date: 2032-12-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $31,119.49
f. Value of collateral, to the nearest cent: $28,202.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0224 S03627
b. Maturity date: 2033-03-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,613.61
f. Value of collateral, to the nearest cent: $2,380.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0225 S03628
b. Maturity date: 2033-12-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $75,390.02
f. Value of collateral, to the nearest cent: $70,079.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0226 S03651
b. Maturity date: 2034-01-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $533,388.44
f. Value of collateral, to the nearest cent: $490,836.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FGST GPO 0228 S03720
b. Maturity date: 2035-02-01
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,772.27
f. Value of collateral, to the nearest cent: $2,570.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNMS 03.500 CIAS1072
b. Maturity date: 2028-11-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Mortgages
e. The principal amount, to the nearest cent: $1,575,667.06
f. Value of collateral, to the nearest cent: $1,669,874.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL029SD R08F029
b. Maturity date: 2038-04-25
from:
to:
c. Coupon or yield: 6.734
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $117,285.71
f. Value of collateral, to the nearest cent: $17,430.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL047EI R04F047
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNRA
e. The principal amount, to the nearest cent: $167,914.93
f. Value of collateral, to the nearest cent: $2,378.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL066IB R12F066
b. Maturity date: 2042-06-25
from:
to:
c. Coupon or yield: 0.05
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $8,740,077.92
f. Value of collateral, to the nearest cent: $13,463.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL066SA R12F066
b. Maturity date: 2042-06-25
from:
to:
c. Coupon or yield: 5.834
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,916,463.31
f. Value of collateral, to the nearest cent: $673,416.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL103JS R13F103
b. Maturity date: 2043-10-25
from:
to:
c. Coupon or yield: 5.834
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNRA
e. The principal amount, to the nearest cent: $2,142,141.67
f. Value of collateral, to the nearest cent: $332,994.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL117SA R11F117
b. Maturity date: 2041-11-25
from:
to:
c. Coupon or yield: 6.384
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $944,469.03
f. Value of collateral, to the nearest cent: $212,397.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRA CL124SB R13F124
b. Maturity date: 2043-12-25
from:
to:
c. Coupon or yield: 5.778
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: FNRA
e. The principal amount, to the nearest cent: $6,726,967.13
f. Value of collateral, to the nearest cent: $1,586,207.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FNRM CL145KT R12F145
b. Maturity date: 2043-01-25
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $398,744.01
f. Value of collateral, to the nearest cent: $368,246.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FTRA 3385AX 11/15/17
b. Maturity date: 2017-11-15
from:
to:
c. Coupon or yield: 0.6197
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,192,487.02
f. Value of collateral, to the nearest cent: $10,060.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GCB ROYAL BANK OF SCOT
b. Maturity date: 2031-09-30
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $235,500.00
f. Value of collateral, to the nearest cent: $244,919.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A INVENTIV HEALTH INC
b. Maturity date: 2018-08-15
from:
to:
c. Coupon or yield: 10
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $237,500.00
f. Value of collateral, to the nearest cent: $209,461.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A ALTEGRITY INC 12.000
b. Maturity date: 2015-11-01
from:
to:
c. Coupon or yield: 12
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $7,689.50
f. Value of collateral, to the nearest cent: $7,064.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A CLEAR CHANNEL COMMUN
b. Maturity date: 2021-02-01
from:
to:
c. Coupon or yield: 14
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $237,861.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 144A VERTELLUS SPECIALTIE
b. Maturity date: 2015-10-01
from:
to:
c. Coupon or yield: 9.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,646,875.00
f. Value of collateral, to the nearest cent: $1,618,655.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMORGAN CHASE & CO 3.200
b. Maturity date: 2023-01-25
from:
to:
c. Coupon or yield: 3.2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $284,125.00
f. Value of collateral, to the nearest cent: $272,797.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CAESARS ENTERTAINMEN 8.500
b. Maturity date: 2020-02-15
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,324.13
f. Value of collateral, to the nearest cent: $3,335.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DIRECTV HOLDINGS/FIN 5.150
b. Maturity date: 2042-03-15
from:
to:
c. Coupon or yield: 5.15
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $18,125.00
f. Value of collateral, to the nearest cent: $16,032.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KRAFT FOODS GROUP IN 5.000
b. Maturity date: 2042-06-04
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $250,500.00
f. Value of collateral, to the nearest cent: $249,407.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK OF SCOTLAND 4.375
b. Maturity date: 2016-03-16
from:
to:
c. Coupon or yield: 4.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $33,125.00
f. Value of collateral, to the nearest cent: $35,802.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK OF SCOTLAND 5.625
b. Maturity date: 2020-08-24
from:
to:
c. Coupon or yield: 5.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,456.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK OF SCOTLAND 6.125
b. Maturity date: 2021-01-11
from:
to:
c. Coupon or yield: 6.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $708,750.00
f. Value of collateral, to the nearest cent: $832,107.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLND GRP 6.125
b. Maturity date: 2022-12-15
from:
to:
c. Coupon or yield: 6.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $104,375.00
f. Value of collateral, to the nearest cent: $109,285.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEAR CHANNEL COMMUN 11.000
b. Maturity date: 2016-08-01
from:
to:
c. Coupon or yield: 11
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $254,375.00
f. Value of collateral, to the nearest cent: $265,454.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST DATA CORPORATI 12.625
b. Maturity date: 2021-01-15
from:
to:
c. Coupon or yield: 12.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,118.13
f. Value of collateral, to the nearest cent: $2,594.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARRAHS OPERATING CO 11.250
b. Maturity date: 2017-06-01
from:
to:
c. Coupon or yield: 11.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $711,847.50
f. Value of collateral, to the nearest cent: $763,901.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOMENTIVE PERFORMANC 11.500
b. Maturity date: 2016-12-01
from:
to:
c. Coupon or yield: 11.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $8,237.88
f. Value of collateral, to the nearest cent: $6,102.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SITEL LLC/SITEL FIN 11.500
b. Maturity date: 2018-04-01
from:
to:
c. Coupon or yield: 11.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $14,218.50
f. Value of collateral, to the nearest cent: $12,306.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
Second Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-05
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
RBS Securities, Inc.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,374.98
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,374.98
Item 26. Name of the Issuer
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Co. LLC, 0.300%, 6/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P3F57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-06-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,961,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,966,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,966,750.00
Item 26. Name of the Issuer
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield)
Citigroup Global Markets, Inc., 0.560%, 12/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I8CWALT
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.2202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $162,760.33
f. Value of collateral, to the nearest cent: $126,844.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWL 2006
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.386
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $768,333.01
f. Value of collateral, to the nearest cent: $362,247.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MSC 2007
b. Maturity date: 2044-03-15
from:
to:
c. Coupon or yield: 5.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $234,520.58
f. Value of collateral, to the nearest cent: $222,291.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWABS INC
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 0.9202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $327,022.38
f. Value of collateral, to the nearest cent: $314,614.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030ICCWALT INC
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $205,569.24
f. Value of collateral, to the nearest cent: $184,448.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IICWMBS INC
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $216,022.04
f. Value of collateral, to the nearest cent: $193,006.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IECWHEL 2006
b. Maturity date: 2036-07-15
from:
to:
c. Coupon or yield: 0.3077
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $373,113.15
f. Value of collateral, to the nearest cent: $292,021.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IECWHEL 2006
b. Maturity date: 2036-10-15
from:
to:
c. Coupon or yield: 0.324
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $169,980.96
f. Value of collateral, to the nearest cent: $128,411.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJPMCC 2006
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 1.424
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,342,841.06
f. Value of collateral, to the nearest cent: $760,030.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JOGSAMP TRUST
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 4.8298
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,893,083.93
f. Value of collateral, to the nearest cent: $218,890.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LZRALI SERIES
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.4312
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $41,020,162.67
f. Value of collateral, to the nearest cent: $677,700.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DX1RAIT CRE CDO
b. Maturity date: 2046-11-20
from:
to:
c. Coupon or yield: 0.6225
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,087,500.00
f. Value of collateral, to the nearest cent: $393,876.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXMLCFC 2007-5
b. Maturity date: 2048-08-12
from:
to:
c. Coupon or yield: 5.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $517,538.83
f. Value of collateral, to the nearest cent: $443,782.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSAMI 2007-AR1
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,072,635.61
f. Value of collateral, to the nearest cent: $792,406.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWL 2007-1 2A4
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $606,531.86
f. Value of collateral, to the nearest cent: $216,421.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLMT 2006-6 1A3
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 6.334
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $615,038.04
f. Value of collateral, to the nearest cent: $146,480.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTQKODIAK CDO I LTD
b. Maturity date: 2037-08-07
from:
to:
c. Coupon or yield: 0.8877
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $120,833.33
f. Value of collateral, to the nearest cent: $38,423.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M3RALI SERIES 2007
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.4105
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $44,209,342.25
f. Value of collateral, to the nearest cent: $695,218.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSEAI COMML MTGE P/T
b. Maturity date: 2022-02-15
from:
to:
c. Coupon or yield: 2.074
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $432,111.87
f. Value of collateral, to the nearest cent: $126,036.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I5CWALT INC 2005 43
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $726,818.64
f. Value of collateral, to the nearest cent: $248,216.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUWTORO ABS CDI I LTD
b. Maturity date: 2042-02-07
from:
to:
c. Coupon or yield: 0.8731
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,910,066.53
f. Value of collateral, to the nearest cent: $147,559.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWL 2006-26 2A4 FLT
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.3902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $775,598.48
f. Value of collateral, to the nearest cent: $348,389.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LE1GLOBAL MTG SEC LTD
b. Maturity date: 2032-11-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $486,912.56
f. Value of collateral, to the nearest cent: $448,919.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSBCBRE REALTY FIN CDO
b. Maturity date: 2052-04-07
from:
to:
c. Coupon or yield: 0.5429
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $879,474.54
f. Value of collateral, to the nearest cent: $146,603.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSLCSMC SERIES 2008 2R
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,551,430.31
f. Value of collateral, to the nearest cent: $1,304,037.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTSLIME STREET CLO LTD
b. Maturity date: 2021-06-21
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $165,087.33
f. Value of collateral, to the nearest cent: $135,027.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LXRAAC TRUST 2007-RP3
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 0.9702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $132,005.10
f. Value of collateral, to the nearest cent: $45,249.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01EFTREGS S HIGHLAND PARK
b. Maturity date: 2051-11-25
from:
to:
c. Coupon or yield: 0.6376
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $3,269,982.73
f. Value of collateral, to the nearest cent: $786,041.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KDOREGIONAL DIVERSIFIED
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.6056
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Collateralized Debt Obligation
e. The principal amount, to the nearest cent: $539,271.64
f. Value of collateral, to the nearest cent: $350,208.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02QYQATTENTUS CDO II, LTD
b. Maturity date: 2041-10-09
from:
to:
c. Coupon or yield: 0.6634
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $857,002.44
f. Value of collateral, to the nearest cent: $291,295.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSCCITIGROUP MTGE LN TR
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 2.8129
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,399,712.02
f. Value of collateral, to the nearest cent: $1,199,020.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUFPORTER SQUARE CDO II
b. Maturity date: 2040-05-05
from:
to:
c. Coupon or yield: 1.1535
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $108,194.59
f. Value of collateral, to the nearest cent: $48,598.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XURSOUNDVIEW HOME LOAN
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,280,833.33
f. Value of collateral, to the nearest cent: $828,072.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS COMMMTG
b. Maturity date: 2022-03-15
from:
to:
c. Coupon or yield: 1.3677
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $69,942.20
f. Value of collateral, to the nearest cent: $56,329.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JKGMACM HOME EQTY LOAN
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $448,197.47
f. Value of collateral, to the nearest cent: $381,772.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES 2006 QA3
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,667,223.23
f. Value of collateral, to the nearest cent: $1,224,488.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M3RALI SERIES 2007-QS7
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.3376
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $17,419,894.85
f. Value of collateral, to the nearest cent: $219,692.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BIJGREEN TREE ACCEPTANCE
b. Maturity date: 2029-01-15
from:
to:
c. Coupon or yield: 7.21
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $696,354.77
f. Value of collateral, to the nearest cent: $660,167.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01GNLDUNCANNON CRE CDO I P
b. Maturity date: 2047-06-20
from:
to:
c. Coupon or yield: 2.21
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,101,377.26
f. Value of collateral, to the nearest cent: $854,570.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CREDIT SUISSE FIRST B
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.4295
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $239,873.26
f. Value of collateral, to the nearest cent: $72,307.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GLIGCMO SALOMON MTG01-CP
b. Maturity date: 2026-06-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $426.81
f. Value of collateral, to the nearest cent: $394.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02IR5LONGHORN CDO III. LTD
b. Maturity date: 2015-04-10
from:
to:
c. Coupon or yield: 6.2436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,067,446.78
f. Value of collateral, to the nearest cent: $781,958.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMM ASSET TR
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.6102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $74,982.16
f. Value of collateral, to the nearest cent: $52,988.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMMERCIAL AS
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 3.855
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $406,781.63
f. Value of collateral, to the nearest cent: $31,293.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JIVRESIX FINANCE LIMITED
b. Maturity date: 2036-02-10
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $129,801.50
f. Value of collateral, to the nearest cent: $48,229.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JIVRESIX FINANCE LTD CRD
b. Maturity date: 2035-12-10
from:
to:
c. Coupon or yield: 15.6929
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $198,687.81
f. Value of collateral, to the nearest cent: $109,322.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JIVRESIX FINANCE LTD CRD
b. Maturity date: 2035-12-10
from:
to:
c. Coupon or yield: 20.1929
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $198,687.81
f. Value of collateral, to the nearest cent: $108,922.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K9SWELS FARGO HME EQTY A
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 1.2202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,163,921.04
f. Value of collateral, to the nearest cent: $914,385.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KCLSATURN VENTURES 2004-
b. Maturity date: 2039-05-05
from:
to:
c. Coupon or yield: 0.9231
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $136,082.37
f. Value of collateral, to the nearest cent: $25,857.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XM0TABERNA PREFFERED FDG
b. Maturity date: 2036-12-05
from:
to:
c. Coupon or yield: 0.9378
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $241,666.67
f. Value of collateral, to the nearest cent: $8,802.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRTBRODERICK CDO 3 LTD B
b. Maturity date: 2050-12-06
from:
to:
c. Coupon or yield: 0.386
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $36,461,851.05
f. Value of collateral, to the nearest cent: $733,488.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BANC OF AMERICA COMME
b. Maturity date: 2049-01-15
from:
to:
c. Coupon or yield: 5.523
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $171,726.88
f. Value of collateral, to the nearest cent: $121,096.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT A TR
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 2.1919
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $563.10
f. Value of collateral, to the nearest cent: $373.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSBCITIGROUP MTG LN TR 2
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $28,588,576.15
f. Value of collateral, to the nearest cent: $285.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSC144A CITIGROUP MORTGA
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,401,546.82
f. Value of collateral, to the nearest cent: $654,859.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSCCITIGROUP MTG LN TR 2
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,295,921.64
f. Value of collateral, to the nearest cent: $153,838.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSE CREDIT SUISSE COMM
b. Maturity date: 2017-08-15
from:
to:
c. Coupon or yield: 6.0388
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $635,813.88
f. Value of collateral, to the nearest cent: $390,036.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTQKODIAK CDO II LTD COR
b. Maturity date: 2042-11-07
from:
to:
c. Coupon or yield: 1.1654
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,028,035.26
f. Value of collateral, to the nearest cent: $326,424.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLEHMAN BROTHERS SMALL
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.5602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $9,808.04
f. Value of collateral, to the nearest cent: $5,814.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUI3C7/REG S RESI FINANC
b. Maturity date: 2036-02-10
from:
to:
c. Coupon or yield: 2.1929
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $74,374.17
f. Value of collateral, to the nearest cent: $47,727.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUVTERWIN MORTGAGE TRUST
b. Maturity date: 2038-04-25
from:
to:
c. Coupon or yield: 0.366
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,103,708.56
f. Value of collateral, to the nearest cent: $1,163,784.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030G5GSC GROUP FD VIII LTD
b. Maturity date: 2021-04-17
from:
to:
c. Coupon or yield: 3.6776
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $57,501.15
f. Value of collateral, to the nearest cent: $51,734.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030G5TCW GLOBAL PROJECT FU
b. Maturity date: 2016-06-15
from:
to:
c. Coupon or yield: 3.7436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $2,973,721.49
f. Value of collateral, to the nearest cent: $773,221.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GHALESCO PREF FDG XII L
b. Maturity date: 2037-07-15
from:
to:
c. Coupon or yield: 0.8436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $2,707,325.97
f. Value of collateral, to the nearest cent: $798,528.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H2BANC OF AMERICA ALT L
b. Maturity date: 2046-07-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,775,441.78
f. Value of collateral, to the nearest cent: $401,404.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS COM MORT
b. Maturity date: 2042-10-12
from:
to:
c. Coupon or yield: 5.1399
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $239,113.70
f. Value of collateral, to the nearest cent: $199,593.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS COMM MOR
b. Maturity date: 2038-09-11
from:
to:
c. Coupon or yield: 5.7504
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,600,832.87
f. Value of collateral, to the nearest cent: $98,507.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HDCARRINGTON MTGELOAN T
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.626
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $108,561.50
f. Value of collateral, to the nearest cent: $96,156.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HLCITIGRP COMMERCIAL MT
b. Maturity date: 2051-09-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $249,207.88
f. Value of collateral, to the nearest cent: $248,157.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IPDEUTSCHE ALT A SECURI
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,256,330.61
f. Value of collateral, to the nearest cent: $729,046.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JGGREENWICH CAP COMMERI
b. Maturity date: 2037-04-10
from:
to:
c. Coupon or yield: 5.289
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $483,333.33
f. Value of collateral, to the nearest cent: $211,144.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JGGREENWICH CAPITAL COM
b. Maturity date: 2036-06-10
from:
to:
c. Coupon or yield: 5.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $770,191.67
f. Value of collateral, to the nearest cent: $317,993.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDYMAC INDX MTGE LOA
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 4.4481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,754,841.32
f. Value of collateral, to the nearest cent: $209,033.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB-UBS COMMERCIAL MTG
b. Maturity date: 2036-03-15
from:
to:
c. Coupon or yield: 5.5377
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $914,116.01
f. Value of collateral, to the nearest cent: $147,067.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KQMSTR ASSET BCKD SEC T
b. Maturity date: 2033-08-25
from:
to:
c. Coupon or yield: 2.6452
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,513.09
f. Value of collateral, to the nearest cent: $12,151.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML CFC COMMERCIAL MTG
b. Maturity date: 2048-08-12
from:
to:
c. Coupon or yield: 5.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $619,440.97
f. Value of collateral, to the nearest cent: $504,471.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L7MORGAN STANLEY ABS CP
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.8602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $11,564.23
f. Value of collateral, to the nearest cent: $7,512.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M7RASC SERIES 2005-KS12
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.6302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $399,685.01
f. Value of collateral, to the nearest cent: $272,189.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M8RESIDENTIAL ASSET SEC
b. Maturity date: 2033-05-25
from:
to:
c. Coupon or yield: 0.7702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3,098.10
f. Value of collateral, to the nearest cent: $2,649.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M9RESEDENTIAL ASSET SEC
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.8202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $6,410.21
f. Value of collateral, to the nearest cent: $5,306.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MARESIDENTIAL ASSET SEC
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 5.7798
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $311,424.08
f. Value of collateral, to the nearest cent: $64,313.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MIRFMSI SERIES 2003-S14
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $137,085.39
f. Value of collateral, to the nearest cent: $104,749.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET MTGE
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $530,692.94
f. Value of collateral, to the nearest cent: $410,303.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030N5SUMMER STREET 2004 -1
b. Maturity date: 2039-12-05
from:
to:
c. Coupon or yield: 0.4885
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $3,182,187.59
f. Value of collateral, to the nearest cent: $662,422.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030N6SORIN REAL ESTATE CD0
b. Maturity date: 2046-10-28
from:
to:
c. Coupon or yield: 0.5381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $918,333.33
f. Value of collateral, to the nearest cent: $768,840.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO MTG BACKE
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 5.2298
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $5,271,616.08
f. Value of collateral, to the nearest cent: $680,227.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$29,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,000,000.00
Item 26. Name of the Issuer
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield)
General Electric Capital Corp., 2.100%, 1/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36962G4X9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,504,439.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,504,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,504,230.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp., 0.220%, 3/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562UAF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-03-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-03-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$14,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$13,999,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$13,999,160.00
Item 26. Name of the Issuer
Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield)
Toronto Dominion Bank, 0.228%, 11/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112TSU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-11-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,998,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,998,550.00
Item 26. Name of the Issuer
Wiz Kidz, LLC & Wiz Biz Holdings, LLC
Item 27. The title of the issue (including coupon or yield)
Wiz Kidz, LLC & Wiz Biz Holdings, LLC, Series 2008, 0.269%, 5/1/2028
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
977500AA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Federal Home Loan Bank of Atlanta
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Federal Home Loan Bank of Atlanta
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,235,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,235,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,235,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,235,000.00
Item 26. Name of the Issuer
Capital Trust Agency, FL
Item 27. The title of the issue (including coupon or yield)
Capital Trust Agency, FL, 0.140%, 7/15/2024
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
140532AP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Federal National Mortgage Association
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Federal National Mortgage Association
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,000,000.00
Item 26. Name of the Issuer
Overland Park Professional Center LLC
Item 27. The title of the issue (including coupon or yield)
Overland Park Professional Center LLC, Series 2004, 0.260%, 3/1/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
690301AA4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
U.S. Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
U.S. Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,545,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,545,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,545,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,545,000.00
Item 26. Name of the Issuer
Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding LLC, 0.300%, 7/29/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963UGV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-07-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-07-29
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,960,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,971,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,971,600.00
Item 26. Name of the Issuer
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield)
Barclays Capital, Inc., 0.660%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWL 2006
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.3202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $0.50
f. Value of collateral, to the nearest cent: $0.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MSC 2007
b. Maturity date: 2044-03-15
from:
to:
c. Coupon or yield: 5.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $142,857.14
f. Value of collateral, to the nearest cent: $135,407.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MSC 2007
b. Maturity date: 2049-04-15
from:
to:
c. Coupon or yield: 5.692
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $51,425.83
f. Value of collateral, to the nearest cent: $57,263.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JRGSAMP TR
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 2.6132
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $15,238.36
f. Value of collateral, to the nearest cent: $14,283.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KNLUMINENT
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 0.366
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $13,165.80
f. Value of collateral, to the nearest cent: $11,521.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSECSMC 2007
b. Maturity date: 2017-04-15
from:
to:
c. Coupon or yield: 5.6138
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,071.43
f. Value of collateral, to the nearest cent: $5,648.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I6CWALT INC
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $44,375.05
f. Value of collateral, to the nearest cent: $41,166.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I8CWALT INC
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.6202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $34,021.65
f. Value of collateral, to the nearest cent: $25,064.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I8CWALT INC
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 6.9298
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $174,398.05
f. Value of collateral, to the nearest cent: $47,183.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I9CWMBS INC
b. Maturity date: 2046-03-20
from:
to:
c. Coupon or yield: 0.4825
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $34,517.17
f. Value of collateral, to the nearest cent: $4,652.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IACWALT INC
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 3.0025
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $65,526.53
f. Value of collateral, to the nearest cent: $13,837.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC
b. Maturity date: 2035-07-20
from:
to:
c. Coupon or yield: 0.402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $37,159.50
f. Value of collateral, to the nearest cent: $32,381.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,956.74
f. Value of collateral, to the nearest cent: $11,287.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 1.5202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $19,992.24
f. Value of collateral, to the nearest cent: $5,264.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.4502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $282,266.62
f. Value of collateral, to the nearest cent: $223,907.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.4502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $69,936.34
f. Value of collateral, to the nearest cent: $61,155.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $39,219.00
f. Value of collateral, to the nearest cent: $28,942.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IFCWMBS INC
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 2.736
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $5,751.65
f. Value of collateral, to the nearest cent: $1,683.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IFCWMBS INC
b. Maturity date: 2036-03-20
from:
to:
c. Coupon or yield: 2.5795
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,155.74
f. Value of collateral, to the nearest cent: $8,252.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IGCWHL 2007
b. Maturity date: 2037-12-25
from:
to:
c. Coupon or yield: 2.5953
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $32,733.43
f. Value of collateral, to the nearest cent: $23,537.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IGCWMBS INC
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.3702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,914.89
f. Value of collateral, to the nearest cent: $24,400.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IJCWMBS INC
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.5002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $15,214.81
f. Value of collateral, to the nearest cent: $13,941.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IJCWMBS INC
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.5102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $23,057.12
f. Value of collateral, to the nearest cent: $21,467.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IKCWMBS INC
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $19,002.87
f. Value of collateral, to the nearest cent: $18,559.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IMCWMBS INC
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 2.6907
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,161.35
f. Value of collateral, to the nearest cent: $1,151.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M9RASC 2007
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.5102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,691.67
f. Value of collateral, to the nearest cent: $1,749.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PBWAMU MTGE
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 0.8992
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $92,372.40
f. Value of collateral, to the nearest cent: $58,678.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0348TWAMU MTGE
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.8992
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $60,002.41
f. Value of collateral, to the nearest cent: $50,526.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FL8GECMC 2005
b. Maturity date: 2048-06-10
from:
to:
c. Coupon or yield: 4.949
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,700.00
f. Value of collateral, to the nearest cent: $2,600.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLMT 2006-3
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.5302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $83,340.37
f. Value of collateral, to the nearest cent: $31,010.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I5CWALT 2005
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $21,512.65
f. Value of collateral, to the nearest cent: $19,841.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I9CWALT 2006
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 6.9798
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $238,228.85
f. Value of collateral, to the nearest cent: $52,700.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJPMCC 2006
b. Maturity date: 2047-05-15
from:
to:
c. Coupon or yield: 5.386
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $18,557.14
f. Value of collateral, to the nearest cent: $16,647.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KFJPMMT 2007
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 6.4998
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $335,763.50
f. Value of collateral, to the nearest cent: $73,489.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KFJPMMT 2007
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 5.2673
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $33,971.77
f. Value of collateral, to the nearest cent: $32,125.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $27,322.21
f. Value of collateral, to the nearest cent: $20,246.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWBCMT 2007
b. Maturity date: 2051-02-15
from:
to:
c. Coupon or yield: 5.9245
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $15,985.71
f. Value of collateral, to the nearest cent: $16,152.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PBWMALT 2006
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 0.9992
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $138,116.66
f. Value of collateral, to the nearest cent: $65,392.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRXARMT 2007-1
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.3102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,013.48
f. Value of collateral, to the nearest cent: $19,866.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GYBCAP LLC TR
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.4402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $84,961.55
f. Value of collateral, to the nearest cent: $21,855.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JSGSAMP TRUST
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 2.7399
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $13,628.44
f. Value of collateral, to the nearest cent: $12,843.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M0RALI SERIES
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 3.2274
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $20,087.24
f. Value of collateral, to the nearest cent: $16,863.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 3.2133
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $26,952.44
f. Value of collateral, to the nearest cent: $20,322.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NHTMST 2007-1
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 5.8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $56,877.23
f. Value of collateral, to the nearest cent: $51,973.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4.21
f. Value of collateral, to the nearest cent: $3.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS6BEAR STEARNS
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 1.8202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $55,765.08
f. Value of collateral, to the nearest cent: $36,508.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BALTA 2006-7
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.3402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $92,230.01
f. Value of collateral, to the nearest cent: $61,009.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XT8HOMEBANC MTG
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,912.85
f. Value of collateral, to the nearest cent: $25,050.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS
b. Maturity date: 2044-02-11
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $235,652.71
f. Value of collateral, to the nearest cent: $243.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JOGABS GSAA TR
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.2402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $17,051.06
f. Value of collateral, to the nearest cent: $8,572.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K2HVMLT 2006-8
b. Maturity date: 2046-08-21
from:
to:
c. Coupon or yield: 0.3625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $69,868.18
f. Value of collateral, to the nearest cent: $54,905.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDY MAC BNK
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 0.7702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $22,614.26
f. Value of collateral, to the nearest cent: $19,243.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDY MAC BNK
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 0.7902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $27,362.62
f. Value of collateral, to the nearest cent: $26,046.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDY MAC BNK
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 2.4109
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $21,464.83
f. Value of collateral, to the nearest cent: $18,310.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KOLEHMAN XS TR
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.6902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $14,604.41
f. Value of collateral, to the nearest cent: $9,897.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KPLEHMAN XS TR
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.3902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $84,044.85
f. Value of collateral, to the nearest cent: $63,242.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LNOOMLT 2007-3
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3.98
f. Value of collateral, to the nearest cent: $2.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PBWMALT SERIES
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 1.1342
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $58,057.87
f. Value of collateral, to the nearest cent: $37,340.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWABS 2006-11
b. Maturity date: 2029-02-25
from:
to:
c. Coupon or yield: 5.2163
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $45,688.07
f. Value of collateral, to the nearest cent: $50,734.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRVCOMM 2005-LP5
b. Maturity date: 2043-05-10
from:
to:
c. Coupon or yield: 0.3039
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,446,550.17
f. Value of collateral, to the nearest cent: $7,154.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTULBMLT 2006-11
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $60,268.69
f. Value of collateral, to the nearest cent: $32,423.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HHCHASE FUNDING
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.9202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $6.67
f. Value of collateral, to the nearest cent: $6.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGPMF 2006-AR2
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.4902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $29,498.01
f. Value of collateral, to the nearest cent: $3,877.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K6INDY MAC BANK
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 2.5295
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $25,507.20
f. Value of collateral, to the nearest cent: $23,726.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLBUBS 2005-C7
b. Maturity date: 2040-11-16
from:
to:
c. Coupon or yield: 5.35
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $28,571.43
f. Value of collateral, to the nearest cent: $26,199.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EAWAMU 2005-AR2
b. Maturity date: 2045-01-25
from:
to:
c. Coupon or yield: 0.5202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,584.58
f. Value of collateral, to the nearest cent: $11,533.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GDACE SECURITIES
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.0402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $9,621.31
f. Value of collateral, to the nearest cent: $4,748.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC 2005
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $14,643.08
f. Value of collateral, to the nearest cent: $12,685.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JGGCCFC 2007-GG9
b. Maturity date: 2039-03-10
from:
to:
c. Coupon or yield: 5.505
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $20,168.07
f. Value of collateral, to the nearest cent: $17,151.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K6INDX 2004-AR13
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 2.2608
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $27,687.17
f. Value of collateral, to the nearest cent: $27,190.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES TR
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 3.0719
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $113,376.27
f. Value of collateral, to the nearest cent: $100,360.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PBWAMU MTGE CTFS
b. Maturity date: 2047-01-25
from:
to:
c. Coupon or yield: 0.8492
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $84,666.88
f. Value of collateral, to the nearest cent: $55,810.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BGQANKUNITED TRUST
b. Maturity date: 2045-09-25
from:
to:
c. Coupon or yield: 0.5602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $53,290.93
f. Value of collateral, to the nearest cent: $12,903.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYC 2006-2A IO
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,182,106.69
f. Value of collateral, to the nearest cent: $64,440.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STERNS ALT
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 2.5647
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,893.87
f. Value of collateral, to the nearest cent: $1,503.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC OF AMERICA
b. Maturity date: 2035-11-20
from:
to:
c. Coupon or yield: 2.6201
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $8,231.41
f. Value of collateral, to the nearest cent: $6,404.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I8C WALT 2005-IM1
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $208,473.23
f. Value of collateral, to the nearest cent: $151,769.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLBUBS 2005-C2 D
b. Maturity date: 2040-04-15
from:
to:
c. Coupon or yield: 5.2442
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $71,428.57
f. Value of collateral, to the nearest cent: $60,424.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML CFC COMM MTG
b. Maturity date: 2046-07-12
from:
to:
c. Coupon or yield: 5.485
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $35,642.86
f. Value of collateral, to the nearest cent: $35,023.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L3MLMT 2006-C2 AJ
b. Maturity date: 2043-08-12
from:
to:
c. Coupon or yield: 5.802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $33,471.43
f. Value of collateral, to the nearest cent: $33,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LDGCMO 144ANOMURA
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $86,916.14
f. Value of collateral, to the nearest cent: $41,571.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MPSARM 2006-8 2AS
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 7.3072
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $179,464.10
f. Value of collateral, to the nearest cent: $33,778.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06SARM 2005-23 1A1
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 2.5683
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12.48
f. Value of collateral, to the nearest cent: $9.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRXADJ RATE MTGE TR
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.0845
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $22,183.57
f. Value of collateral, to the nearest cent: $22,001.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030ITDEUTSCHE MTG SEC
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $17,050.53
f. Value of collateral, to the nearest cent: $6,169.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JPGSAA HME EQTY TR
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.2902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $23,826.42
f. Value of collateral, to the nearest cent: $17,978.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M2RALI SERIES 2006
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 0.426
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $42,007.79
f. Value of collateral, to the nearest cent: $19,031.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $28,180.01
f. Value of collateral, to the nearest cent: $21,715.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MSSASC 2003-7H B1F
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 6.2711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $16,383.13
f. Value of collateral, to the nearest cent: $8,885.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS INDL RV MN
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.5202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $84,633.73
f. Value of collateral, to the nearest cent: $77,685.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FL8GE COMM MORT CORP
b. Maturity date: 2037-07-10
from:
to:
c. Coupon or yield: 4.9041
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $23,714.29
f. Value of collateral, to the nearest cent: $23,775.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRQABFC 2007-NC1 A2
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $6,361.10
f. Value of collateral, to the nearest cent: $3,650.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU1MEERILL LYNCH MTG
b. Maturity date: 2029-02-25
from:
to:
c. Coupon or yield: 2.4202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,947.60
f. Value of collateral, to the nearest cent: $6,303.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU1MERRILL LYNCH MTG
b. Maturity date: 2029-01-25
from:
to:
c. Coupon or yield: 1.9468
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $8,630.64
f. Value of collateral, to the nearest cent: $6,875.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC OF AMER 2007
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 5.9468
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,816.32
f. Value of collateral, to the nearest cent: $126.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I5CWALT INC 2005-43
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.3298
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $505,275.81
f. Value of collateral, to the nearest cent: $86,636.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC 2005-43
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 2.7357
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,187.94
f. Value of collateral, to the nearest cent: $898.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT MTA TR
b. Maturity date: 2045-06-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $28,377.64
f. Value of collateral, to the nearest cent: $23,581.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LXRAAC SER 2006 RP4
b. Maturity date: 2046-01-25
from:
to:
c. Coupon or yield: 0.4602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1.25
f. Value of collateral, to the nearest cent: $1.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NRWBCMT 2006-C29 AM
b. Maturity date: 2048-11-15
from:
to:
c. Coupon or yield: 5.339
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $112,393.60
f. Value of collateral, to the nearest cent: $124,415.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PFAMERICAN HOME MTG
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $26,895.03
f. Value of collateral, to the nearest cent: $13,499.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0344WWASHINGTON MUTUAL
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 2.207
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,744.59
f. Value of collateral, to the nearest cent: $3,017.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GLPGABS DEUTSCHE MTGE
b. Maturity date: 2031-06-15
from:
to:
c. Coupon or yield: 1.5258
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,310.56
f. Value of collateral, to the nearest cent: $4.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU5MORGAN STANLEY MTG
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $0.00
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I8CWALT, INC 2005-43
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,353.56
f. Value of collateral, to the nearest cent: $3,400.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT, INC 2005-43
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $15,677.75
f. Value of collateral, to the nearest cent: $10,974.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT, INC 2005-43
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.6502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,046.50
f. Value of collateral, to the nearest cent: $2,095.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IFCWMBS INC. 2004-21
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,638.00
f. Value of collateral, to the nearest cent: $10,702.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IKCWMBS INC. 2005-19
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $19,041.01
f. Value of collateral, to the nearest cent: $19,622.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030J8FREEMONT HME LN TR
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.3202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $59,082.39
f. Value of collateral, to the nearest cent: $29,433.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JSGSAMP TRU 2004-HE2
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 2.5715
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,157.73
f. Value of collateral, to the nearest cent: $6,969.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LRPEGASUS 2007-1 LTD
b. Maturity date: 2049-11-25
from:
to:
c. Coupon or yield: 0.5702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $2.01
f. Value of collateral, to the nearest cent: $0.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EAWAMU MTGE P/T CERT
b. Maturity date: 2046-02-25
from:
to:
c. Coupon or yield: 1.148
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,798.95
f. Value of collateral, to the nearest cent: $3,700.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS3B OF A MORT SEC INC
b. Maturity date: 2019-02-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,083.52
f. Value of collateral, to the nearest cent: $2,111.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTULONG BEACH MORTGAGE
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.6402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $28,654.40
f. Value of collateral, to the nearest cent: $8,542.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GJAMERIQUEST MORTGAGE
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.6902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $34,628.57
f. Value of collateral, to the nearest cent: $29,325.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H2B OF A MORT SEC INC
b. Maturity date: 2033-10-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $53,878.83
f. Value of collateral, to the nearest cent: $43,646.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HGCHEVY CHASE FDG LLC
b. Maturity date: 2047-08-25
from:
to:
c. Coupon or yield: 0.346
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,451.81
f. Value of collateral, to the nearest cent: $1,520.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IBCWALT INC 2005 13CB
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.4102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $23,663.82
f. Value of collateral, to the nearest cent: $20,959.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JGCOMMERCIAL MORTGAGE
b. Maturity date: 2038-07-10
from:
to:
c. Coupon or yield: 5.8284
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $82,571.43
f. Value of collateral, to the nearest cent: $72,727.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT MORTGAGE
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 2.148
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $68,187.32
f. Value of collateral, to the nearest cent: $53,768.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT MORTGAGE
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.4202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $7,952.82
f. Value of collateral, to the nearest cent: $10,891.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JYHOME EQTY MTG TRUST
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.6502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3.44
f. Value of collateral, to the nearest cent: $2.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K2HARBORVIEW MORTGAGE
b. Maturity date: 2046-07-19
from:
to:
c. Coupon or yield: 0.4025
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $74,030.66
f. Value of collateral, to the nearest cent: $5,747.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K8INDY MAC MTGE LN TR
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 2.1755
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $22,786.07
f. Value of collateral, to the nearest cent: $16,859.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB-UBS COMM MTGE TR
b. Maturity date: 2038-06-15
from:
to:
c. Coupon or yield: 5.878
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $22,971.43
f. Value of collateral, to the nearest cent: $24,031.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LAMS HEQ LN TR 2006-1
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.5902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $4.16
f. Value of collateral, to the nearest cent: $3.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MMSACO I TRUST 2006-5
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.5302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $8.13
f. Value of collateral, to the nearest cent: $6.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PFAMERICAN HME 2006-3
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $18,946.17
f. Value of collateral, to the nearest cent: $14,912.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C99CSMC SERIES 2009 12R
b. Maturity date: 2036-08-27
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,433.93
f. Value of collateral, to the nearest cent: $4,610.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TT3STRUCTURED ASSET SEC
b. Maturity date: 2033-12-25
from:
to:
c. Coupon or yield: 2.5914
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $52,150.47
f. Value of collateral, to the nearest cent: $47,701.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4COUNTRYWIDE HME LOAN
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.1302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $35,714.29
f. Value of collateral, to the nearest cent: $26,889.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWABS ASSET BKD CERT
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1.11
f. Value of collateral, to the nearest cent: $1.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GLPIMPAC SECURED ASSETS
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $35,094.74
f. Value of collateral, to the nearest cent: $22,946.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K2QGSAMP TRUST 2004-HE2
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.866
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $14.29
f. Value of collateral, to the nearest cent: $4.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRV144A REG S COMM 2006
b. Maturity date: 2020-12-15
from:
to:
c. Coupon or yield: 0.1817
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $134,223.89
f. Value of collateral, to the nearest cent: $10.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRXADJUSTABLE RATE MORT
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 1.2202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $14,528.57
f. Value of collateral, to the nearest cent: $12,594.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BANC OFAMERICA LARGE
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 6.2496
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,142.86
f. Value of collateral, to the nearest cent: $1,688.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS3BNK OF AMER MORT SEC
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $10,739.49
f. Value of collateral, to the nearest cent: $14,332.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS8BEAR STEARNS MTG FDG
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,147,727.27
f. Value of collateral, to the nearest cent: $72,563.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS8BEAR STRAENS MTG FDG
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $18,749.21
f. Value of collateral, to the nearest cent: $13,210.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XT4GSAMP TRUST 2004 HE2
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 1.2202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $38,561.06
f. Value of collateral, to the nearest cent: $35,943.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMPAC SECURED ASSETS
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 3.7441
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $5,278.51
f. Value of collateral, to the nearest cent: $4,285.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU6MORGANTOWN IND RV KY
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3,083.44
f. Value of collateral, to the nearest cent: $632.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUCPOPULAR ABS MTG PASS
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.6302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $35,714.29
f. Value of collateral, to the nearest cent: $29,476.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUTSTRUCTURED ASSET INV
b. Maturity date: 2034-07-25
from:
to:
c. Coupon or yield: 2.1202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $6.63
f. Value of collateral, to the nearest cent: $5.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUTSYMPHONY CLO IV, LTD
b. Maturity date: 2021-07-18
from:
to:
c. Coupon or yield: 5.7461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $21,428.57
f. Value of collateral, to the nearest cent: $21,206.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XVWCARLYLE HIGH YIELD X
b. Maturity date: 2022-04-19
from:
to:
c. Coupon or yield: 3.4421
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $14,285.71
f. Value of collateral, to the nearest cent: $13,360.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030FUJP MORGAN CHASE COMM
b. Maturity date: 2035-10-12
from:
to:
c. Coupon or yield: 5.626
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,772.64
f. Value of collateral, to the nearest cent: $1,672.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GCACE SECURITIES CORP.
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.3702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,018.72
f. Value of collateral, to the nearest cent: $513.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HLCITI GRP COML MTG TR
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 6.1317
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $24,500.00
f. Value of collateral, to the nearest cent: $23,277.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I7ALTN LOAN TRUST 2007
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 6.3298
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $214,500.16
f. Value of collateral, to the nearest cent: $46,497.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030J6FIRST HOR ALTER MORT
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 2.3427
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $8,916.30
f. Value of collateral, to the nearest cent: $8,204.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JK GMACM HOME EQUITY
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $4.68
f. Value of collateral, to the nearest cent: $5.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT MTA TRUST
b. Maturity date: 2045-08-25
from:
to:
c. Coupon or yield: 0.4902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $107,615.47
f. Value of collateral, to the nearest cent: $41,160.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JRGSAMP TRUST 2004 HE2
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 2.7584
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,228.54
f. Value of collateral, to the nearest cent: $3,866.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JRGSAMP TRUST 2005-HE2
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 2.6475
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $48,746.70
f. Value of collateral, to the nearest cent: $50,812.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K2HARBORVIEW MORT LOAN
b. Maturity date: 2034-11-19
from:
to:
c. Coupon or yield: 0.5725
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $92,145.05
f. Value of collateral, to the nearest cent: $79,946.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K2HARBORVIEW MTGE LOAN
b. Maturity date: 2036-02-19
from:
to:
c. Coupon or yield: 0.4525
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $273.12
f. Value of collateral, to the nearest cent: $206.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K2HARBORVIEW MTGE LOAN
b. Maturity date: 2046-05-19
from:
to:
c. Coupon or yield: 0.3925
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,954.22
f. Value of collateral, to the nearest cent: $975.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K6INDYMAC INDX MTGE LN
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 4.6544
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $28,616.37
f. Value of collateral, to the nearest cent: $24,722.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJPM CHASE COMMERCIAL
b. Maturity date: 2051-02-15
from:
to:
c. Coupon or yield: 5.9325
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $71,428.57
f. Value of collateral, to the nearest cent: $76,168.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KEJP MORGAN CHASE COMM
b. Maturity date: 2041-07-15
from:
to:
c. Coupon or yield: 5.115
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $37,652.89
f. Value of collateral, to the nearest cent: $40,093.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KIKEYCORP STU LOAN TRU
b. Maturity date: 2042-04-28
from:
to:
c. Coupon or yield: 1.0381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $8.97
f. Value of collateral, to the nearest cent: $6.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB UBS COMM MORTGAGE
b. Maturity date: 2040-04-15
from:
to:
c. Coupon or yield: 5.2042
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $71,428.57
f. Value of collateral, to the nearest cent: $66,333.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KPLEHMAN XS TRUSR 2007
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $144,597.24
f. Value of collateral, to the nearest cent: $60,875.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KPLEHMAN XS TRUST 2006
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.3402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $11,950.91
f. Value of collateral, to the nearest cent: $10,723.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LUPRIME MORTGAGE TRUST
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $23,018.45
f. Value of collateral, to the nearest cent: $24,622.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES 2003-QS4
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.1202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $66,542.65
f. Value of collateral, to the nearest cent: $24,237.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES 2005 QS9
b. Maturity date: 2045-10-25
from:
to:
c. Coupon or yield: 0.5702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,951.01
f. Value of collateral, to the nearest cent: $2,172.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES 2006 QA4
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $15,478.60
f. Value of collateral, to the nearest cent: $11,738.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES 2006-QA5
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $50,483.62
f. Value of collateral, to the nearest cent: $32,024.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1RALI SERIES 2006-QA7
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.3552
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $57,632.25
f. Value of collateral, to the nearest cent: $42,357.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M2RALI SERIES 2006 QS4
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $17,773.47
f. Value of collateral, to the nearest cent: $14,121.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M2RALI SERIES 2007-QH1
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,368.75
f. Value of collateral, to the nearest cent: $9,730.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MDINDYMAC INDX MTGE LN
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $39,959.48
f. Value of collateral, to the nearest cent: $37,055.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET MTG
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $184,595.66
f. Value of collateral, to the nearest cent: $57,521.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MTSTRUCTURED ASSET SEC
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 2.4576
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $18,708.60
f. Value of collateral, to the nearest cent: $18,638.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MTSTRUCTURED ASSET SEC
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $21,921.14
f. Value of collateral, to the nearest cent: $22,138.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MUSTRUCTURED ASSET SEC
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 1.2202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $53,474.03
f. Value of collateral, to the nearest cent: $43,980.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NKUBS COML MTG TR 2012
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $27,671.43
f. Value of collateral, to the nearest cent: $22,563.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030P9WELLS FARGO MORTGAGE
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 4.6267
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $8,264.22
f. Value of collateral, to the nearest cent: $7,406.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030P9WELLS FARGO MORTGAGE
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 4.7171
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,072.95
f. Value of collateral, to the nearest cent: $11,415.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0328XCWHEQ HME EQTY LN TR
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.81
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $7.87
f. Value of collateral, to the nearest cent: $7.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BNEJP MORGAN ALT LOAN TR
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $28,121.32
f. Value of collateral, to the nearest cent: $2,736.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BNEJP MORGAN ALTERN LOAN
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $38,572.49
f. Value of collateral, to the nearest cent: $28,998.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C99CWMBS, INC MORTGAGE P
b. Maturity date: 2036-07-27
from:
to:
c. Coupon or yield: 2.6344
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $192,117.70
f. Value of collateral, to the nearest cent: $110,786.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DB2NOVASTAR MTG FDG TR 2
b. Maturity date: 2046-09-25
from:
to:
c. Coupon or yield: 0.4102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $48,886.49
f. Value of collateral, to the nearest cent: $5,845.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FL8GE COMMERCIAL MORTGAG
b. Maturity date: 2045-11-10
from:
to:
c. Coupon or yield: 5.3104
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $100,057.14
f. Value of collateral, to the nearest cent: $88,365.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FL8GE COMMERICAL MTGE CO
b. Maturity date: 2045-11-10
from:
to:
c. Coupon or yield: 0.0013
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $570,234.81
f. Value of collateral, to the nearest cent: $0.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GJWC-BASS 2007-RP1 TRUST
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $7.17
f. Value of collateral, to the nearest cent: $2.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CREDIT SUISSE FIRST B
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $15,900.01
f. Value of collateral, to the nearest cent: $15,568.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CREDIT SUISSE FIRST B
b. Maturity date: 2038-08-15
from:
to:
c. Coupon or yield: 5.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $85,714.29
f. Value of collateral, to the nearest cent: $86,263.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CSFB MORT BACKED PASS
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $17,264.71
f. Value of collateral, to the nearest cent: $18,517.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GLISALOMAN BROS COMMERCI
b. Maturity date: 2018-09-18
from:
to:
c. Coupon or yield: 1.6675
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $328.46
f. Value of collateral, to the nearest cent: $1.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GMNCONSECO FINANCE SECUR
b. Maturity date: 2033-03-01
from:
to:
c. Coupon or yield: 6.03
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $30,984.33
f. Value of collateral, to the nearest cent: $32,975.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I07 ,RENAISSNACE HOME EQ
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.4902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $57,364.18
f. Value of collateral, to the nearest cent: $27,575.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMM ASSET 20
b. Maturity date: 2015-11-25
from:
to:
c. Coupon or yield: 4.5209
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $413,834.19
f. Value of collateral, to the nearest cent: $20,673.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMM ASSET 20
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,125,726.90
f. Value of collateral, to the nearest cent: $84,788.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMML ASSET T
b. Maturity date: 2037-12-25
from:
to:
c. Coupon or yield: 2.1702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $28,571.43
f. Value of collateral, to the nearest cent: $1,317.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JJTCITIGROUP MTGE LOAN T
b. Maturity date: 2033-12-25
from:
to:
c. Coupon or yield: 0.5502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2.31
f. Value of collateral, to the nearest cent: $2.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JJTCITIGRP MTGE LOAN TRU
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 4.964
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $841.59
f. Value of collateral, to the nearest cent: $868.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06STRUCTURED ADJ RATE M
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 2.5885
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $18,270.84
f. Value of collateral, to the nearest cent: $17,176.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06STRUCTURED ADJ RATE M
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 2.5379
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $20,175.93
f. Value of collateral, to the nearest cent: $18,809.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06STRUCTURED ADJ RATE M
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $76,350.82
f. Value of collateral, to the nearest cent: $68,736.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06STRUCTURED ADJ RATE M
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 5.1612
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $70,087.65
f. Value of collateral, to the nearest cent: $54,694.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06STRUCTURED ASSET SECU
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 2.524
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $28,509.89
f. Value of collateral, to the nearest cent: $17,620.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K2Q GSAA HOME EQUITY TR
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.2402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $44,134.59
f. Value of collateral, to the nearest cent: $26,615.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K2QGSAA HOME EQUITY TRUS
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 5.9832
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $70,564.41
f. Value of collateral, to the nearest cent: $42,933.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5DMASTR ADJ RATE MTG 20
b. Maturity date: 2047-05-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $11,967.49
f. Value of collateral, to the nearest cent: $9,359.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5DMASTR ADJ RATE MTG HF
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $56,477.99
f. Value of collateral, to the nearest cent: $49,452.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5EMASTR ADJ RATE MTG TR
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.949
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $8,144.14
f. Value of collateral, to the nearest cent: $4,675.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5EMASTR ADJUSTABLE RATE
b. Maturity date: 2034-12-21
from:
to:
c. Coupon or yield: 2.6425
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,028.77
f. Value of collateral, to the nearest cent: $6,657.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5EMASTR ADJUSTABLE RATE
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.999
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $13,879.86
f. Value of collateral, to the nearest cent: $8,561.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5EMASTR ADJUSTABLE RATE
b. Maturity date: 2047-01-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $24,615.05
f. Value of collateral, to the nearest cent: $17,978.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5EMSTR ADJ RATE MTGE TR
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 2.772
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,825.78
f. Value of collateral, to the nearest cent: $3,228.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02X5EMSTR ADJ RATE MTGE TR
b. Maturity date: 2046-04-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3,265.77
f. Value of collateral, to the nearest cent: $2,332.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRV COMM 2007-C9 MORTGA
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 0.864
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $33,457.14
f. Value of collateral, to the nearest cent: $29,742.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRXADJUSTABLE RATE MORTG
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $18,533.91
f. Value of collateral, to the nearest cent: $17,655.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRXADJUSTABLE RATE MORTG
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 3.1975
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $14,617.21
f. Value of collateral, to the nearest cent: $13,465.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BANC OF AMERICA COMME
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 5.695
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,714.29
f. Value of collateral, to the nearest cent: $1,775.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BANC OF AMERICA COMME
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 5.8111
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $4,536.14
f. Value of collateral, to the nearest cent: $4,402.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BOA COMMERICAL MORTGA
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 5.492
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $18,792.69
f. Value of collateral, to the nearest cent: $20,783.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BOA COMMERICAL MORTGA
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 5.772
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $528.99
f. Value of collateral, to the nearest cent: $571.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS3BANK OF AMERICA MORTG
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 2.8709
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $21,422.85
f. Value of collateral, to the nearest cent: $18,840.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS6BEAR STEARNS ALT-A TR
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 2.5918
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $5,270.11
f. Value of collateral, to the nearest cent: $4,506.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT A TR
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 2.5647
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $31,462.75
f. Value of collateral, to the nearest cent: $25,209.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT A TR
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.7302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $18,508.82
f. Value of collateral, to the nearest cent: $17,465.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT A TR
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.8702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $46,627.96
f. Value of collateral, to the nearest cent: $4,975.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT-A 20
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 0.326
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $193,625.74
f. Value of collateral, to the nearest cent: $118,401.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ALT-A TR
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.6502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $25,500.31
f. Value of collateral, to the nearest cent: $19,135.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ARM TRUS
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 3.2927
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $49,345.45
f. Value of collateral, to the nearest cent: $41,229.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS7BEAR STEARNS ARM TRUS
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 2.6586
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,613.06
f. Value of collateral, to the nearest cent: $4,677.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS8BEAR STEARNS MTGE FDG
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $25,283.81
f. Value of collateral, to the nearest cent: $20,458.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSABEAR STEARNS ARM TRUS
b. Maturity date: 2033-04-25
from:
to:
c. Coupon or yield: 2.5062
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $51,819.38
f. Value of collateral, to the nearest cent: $46,044.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSABEAR STEARNS ARM TRUS
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 2.8769
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $13,241.47
f. Value of collateral, to the nearest cent: $10,027.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSABEAR STERANS ARM TRUS
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 2.8769
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,490.28
f. Value of collateral, to the nearest cent: $1,156.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSNDSLA MTGE LOAN TRAUST
b. Maturity date: 2044-09-19
from:
to:
c. Coupon or yield: 1.0125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $64,246.20
f. Value of collateral, to the nearest cent: $52,280.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSSFIELDSTONE MORTGAGE I
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.2902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $22.71
f. Value of collateral, to the nearest cent: $12.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSVFIRST FRANKLIN MTG LO
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $8.41
f. Value of collateral, to the nearest cent: $6.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSVFIRST FRANKLIN MTG LO
b. Maturity date: 2038-01-25
from:
to:
c. Coupon or yield: 0.2602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $16.17
f. Value of collateral, to the nearest cent: $9.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XT5GSAMP TRUST 2006-HE7,
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $19,129.87
f. Value of collateral, to the nearest cent: $17,881.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XT9HSI ASSET LOAN OBLIAT
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $85,951.35
f. Value of collateral, to the nearest cent: $27,033.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMPERIAL CMB TR SERIE
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 1.0702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $11,251.33
f. Value of collateral, to the nearest cent: $8,786.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMPERIAL CMB TRUST SE
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 0.9952
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $8,351.54
f. Value of collateral, to the nearest cent: $7,407.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMPERIAL CMB TRUST SE
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.0502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $51,019.49
f. Value of collateral, to the nearest cent: $25,466.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMPERIAL CMB TRUST SE
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.9102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $24,505.96
f. Value of collateral, to the nearest cent: $14,836.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTNINDYMAC INDB MTGE LOA
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.2402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $67,552.32
f. Value of collateral, to the nearest cent: $28,124.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLEHMAN MORTGAGE TRUST
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $92,272.71
f. Value of collateral, to the nearest cent: $87,373.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLEHMAN MORTGAGE TRUST
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.8202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $23,682.30
f. Value of collateral, to the nearest cent: $18,523.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLEHMAN MTGE TRUST 200
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 6.9798
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $230,411.41
f. Value of collateral, to the nearest cent: $54,187.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTTLONG BEACHMORTGAGE LO
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 1.141
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,042.87
f. Value of collateral, to the nearest cent: $30,602.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTVMASTR ASSET SEC TRUST
b. Maturity date: 2034-02-25
from:
to:
c. Coupon or yield: 5.4398
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,627.92
f. Value of collateral, to the nearest cent: $6,714.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU1ML MTG INVESTORS 2003
b. Maturity date: 2028-10-25
from:
to:
c. Coupon or yield: 1.0702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $17,093.28
f. Value of collateral, to the nearest cent: $14,495.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU2MERRILL LYNCH MORTGAG
b. Maturity date: 2030-03-25
from:
to:
c. Coupon or yield: 1.1752
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,705.45
f. Value of collateral, to the nearest cent: $3,652.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU2MERRILL LYNCH MTG INV
b. Maturity date: 2030-07-25
from:
to:
c. Coupon or yield: 1.1002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,461.29
f. Value of collateral, to the nearest cent: $5,013.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU2MERRILL LYNCH MTGE IN
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 2.3624
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,116.34
f. Value of collateral, to the nearest cent: $1,781.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4 MORGAN STANLEY CAP
b. Maturity date: 2044-12-15
from:
to:
c. Coupon or yield: 5.931
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,428.57
f. Value of collateral, to the nearest cent: $1,402.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORAN STANLEY CAPITAL
b. Maturity date: 2041-12-15
from:
to:
c. Coupon or yield: 0.6576
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $403,206.26
f. Value of collateral, to the nearest cent: $3,633.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORGAN STANLEY CAPITA
b. Maturity date: 2049-04-12
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $28,571.43
f. Value of collateral, to the nearest cent: $2,681.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORGAN STANLEY DEAN W
b. Maturity date: 2044-03-12
from:
to:
c. Coupon or yield: 5.4964
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $71,428.57
f. Value of collateral, to the nearest cent: $73,320.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU5MORGAN STANLEY MORT L
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 3.4709
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $15,393.97
f. Value of collateral, to the nearest cent: $14,065.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU5MORGAN STANLEY MTG LO
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $102,200.00
f. Value of collateral, to the nearest cent: $70,496.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU7MORTGAGEIT TRUST 2004
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.6202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $76,862.89
f. Value of collateral, to the nearest cent: $35,583.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU7MORTGAGEIT TRUST 2005
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 1.8202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $8,002.50
f. Value of collateral, to the nearest cent: $7,403.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUNSEQUOIA MORT TRUST 20
b. Maturity date: 2034-08-20
from:
to:
c. Coupon or yield: 0.9975
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $41,877.38
f. Value of collateral, to the nearest cent: $27,072.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUNSEQUOIA MORTGAGE TRUS
b. Maturity date: 2034-12-20
from:
to:
c. Coupon or yield: 1.0225
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,044.67
f. Value of collateral, to the nearest cent: $5,751.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUNSEQUOIA MTG TRUST 200
b. Maturity date: 2035-05-20
from:
to:
c. Coupon or yield: 1.1511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $313,400.77
f. Value of collateral, to the nearest cent: $21,179.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUSSTRUCTURED ASSET INVE
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 0.9702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1.31
f. Value of collateral, to the nearest cent: $1.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUXUBS-CITIGROUP COML MT
b. Maturity date: 2045-01-10
from:
to:
c. Coupon or yield: 5.8747
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $7,657.14
f. Value of collateral, to the nearest cent: $8,714.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWFRBS COML MTG 2011 C
b. Maturity date: 2044-03-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $19,571.43
f. Value of collateral, to the nearest cent: $16,651.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GFAFC MORT LN ASSET BCK
b. Maturity date: 2030-10-25
from:
to:
c. Coupon or yield: 0.9202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3.97
f. Value of collateral, to the nearest cent: $3.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GGAMERICAN HME MTGE ASS
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $35,595.91
f. Value of collateral, to the nearest cent: $23,139.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GGAMERICAN HME MTGE ASS
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.888
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $80,195.78
f. Value of collateral, to the nearest cent: $13,575.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GPARGENT SECURITIES ,IN
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $16,827.52
f. Value of collateral, to the nearest cent: $11,308.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GPARGENT SECURITIES TRU
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.3202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $15,736.68
f. Value of collateral, to the nearest cent: $6,297.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GSBAN OF AMER FDNG 2006
b. Maturity date: 2036-07-20
from:
to:
c. Coupon or yield: 0.4525
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $4,316.70
f. Value of collateral, to the nearest cent: $3,815.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC OF AMER FDG CORP
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,516.75
f. Value of collateral, to the nearest cent: $9,374.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC OF AMERICA FUNDI
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $35,806.56
f. Value of collateral, to the nearest cent: $30,002.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC OF AMERICA FUNDI
b. Maturity date: 2047-05-25
from:
to:
c. Coupon or yield: 5.888
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $7,886.59
f. Value of collateral, to the nearest cent: $6,574.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC OF AMERICA FUNDI
b. Maturity date: 2047-06-20
from:
to:
c. Coupon or yield: 0.3825
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $34,015.64
f. Value of collateral, to the nearest cent: $27,396.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GYBCAP LLC TRUST 2007-A
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 0.4202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $22,871.18
f. Value of collateral, to the nearest cent: $12,635.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GZBOMBARDIER CAPITAL MO
b. Maturity date: 2029-03-15
from:
to:
c. Coupon or yield: 6.785
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $41,348.35
f. Value of collateral, to the nearest cent: $20,853.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H2BNK OF AMERICA STRUCT
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,870.03
f. Value of collateral, to the nearest cent: $761.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H5BEAR STEARNS SEC 2004
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.8202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $79,141.80
f. Value of collateral, to the nearest cent: $14,627.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS CMML MTG
b. Maturity date: 2041-09-11
from:
to:
c. Coupon or yield: 5.611
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $42,857.14
f. Value of collateral, to the nearest cent: $43,943.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS COMM MTG
b. Maturity date: 2039-03-11
from:
to:
c. Coupon or yield: 5.4429
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,871.43
f. Value of collateral, to the nearest cent: $2,882.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS COMMERCI
b. Maturity date: 2042-09-11
from:
to:
c. Coupon or yield: 5.055
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,142.86
f. Value of collateral, to the nearest cent: $2,051.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STERARNS COMM MT
b. Maturity date: 2038-12-11
from:
to:
c. Coupon or yield: 5.333
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $27,142.86
f. Value of collateral, to the nearest cent: $19,894.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HECARRINGTON MTGE LN TR
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.4802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $5.81
f. Value of collateral, to the nearest cent: $4.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HF C-BASS 2007-CB1 TR
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 4.4728
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2.53
f. Value of collateral, to the nearest cent: $1.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HGCHEVY CHASE FUNDING L
b. Maturity date: 2047-04-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $21,020.95
f. Value of collateral, to the nearest cent: $13,739.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HOCHASE MORTGAGE FINANC
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,586.45
f. Value of collateral, to the nearest cent: $7,689.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I3ALTERNATIVE LOAN TRUS
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 5.1723
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $11,812.70
f. Value of collateral, to the nearest cent: $9,740.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I4ALTERNATIVE LOAN TRUS
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $33,799.51
f. Value of collateral, to the nearest cent: $24,616.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I6ALTERNATIVE LOAN TRUS
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $20,763.96
f. Value of collateral, to the nearest cent: $5,803.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I6ALTERNATIVE LOAN TRUS
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $5,806.47
f. Value of collateral, to the nearest cent: $4,948.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I6ALTERNATIVE LOAN TRUS
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.4421
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $118,809.62
f. Value of collateral, to the nearest cent: $2,090.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I7ALTERNATIVE LOAN TRU
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.5702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $189,711.44
f. Value of collateral, to the nearest cent: $138,711.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I7ALTERNATIVE LOAN TRUS
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,215.94
f. Value of collateral, to the nearest cent: $4,913.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I7ALTERNATIVE LOAN TRUS
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.4102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $4,136.57
f. Value of collateral, to the nearest cent: $1,119.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I7COUNTRYWIDE ALTERNATI
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 3.0672
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $334,151.10
f. Value of collateral, to the nearest cent: $16,834.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I9ALTERNATIVE LOAN TRUS
b. Maturity date: 2046-07-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $16,230.93
f. Value of collateral, to the nearest cent: $12,785.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I9ALTERNATIVE LOAN TRUS
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.3731
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,999,300.20
f. Value of collateral, to the nearest cent: $16,026.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IFCWABS ASSET BCKD CERT
b. Maturity date: 2036-02-20
from:
to:
c. Coupon or yield: 2.4232
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $34,813.47
f. Value of collateral, to the nearest cent: $28,747.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IPDEUTSCHE ALT A SEC MT
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 0.3202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $8,990.88
f. Value of collateral, to the nearest cent: $6,349.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IQDEUTSCHE ALT A SECURI
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $23,637.34
f. Value of collateral, to the nearest cent: $4,106.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IT144A DEUSTCHE MTG SEC
b. Maturity date: 2035-06-26
from:
to:
c. Coupon or yield: 5.2369
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $8,571.43
f. Value of collateral, to the nearest cent: $8,320.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IT144A DEUTSCHE MTGE SE
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 0.524
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $17,358.54
f. Value of collateral, to the nearest cent: $14,332.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030ITDEUTSCHE MORTGAGE SEC
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 2.9585
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $32,109.59
f. Value of collateral, to the nearest cent: $26,703.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030ITDEUTSCHE MORTGAGE SEC
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 0.544
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $17,728.86
f. Value of collateral, to the nearest cent: $14,263.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030J5FIRST HORIZON ALTERNA
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 2.3519
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $10,613.66
f. Value of collateral, to the nearest cent: $957.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JGGREENWICH CAPITAL COM
b. Maturity date: 2042-08-10
from:
to:
c. Coupon or yield: 5.087
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,785.71
f. Value of collateral, to the nearest cent: $1,750.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JKGMACM HOME EQUITY LOA
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $3.02
f. Value of collateral, to the nearest cent: $2.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JKGMACM MORTGAGE LOAN T
b. Maturity date: 2033-10-19
from:
to:
c. Coupon or yield: 2.9922
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $103.80
f. Value of collateral, to the nearest cent: $115.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT CREDIT LLC
b. Maturity date: 2032-04-20
from:
to:
c. Coupon or yield: 1.4425
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $14,364.47
f. Value of collateral, to the nearest cent: $9,064.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT MORTGAGE F
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $9,447.65
f. Value of collateral, to the nearest cent: $6,324.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JNGREENPOINT MTG FDG TR
b. Maturity date: 2046-09-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $4,827.85
f. Value of collateral, to the nearest cent: $3,662.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JOGABS GSAA TR 2006-20,
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $4,040.10
f. Value of collateral, to the nearest cent: $2,062.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JOGSAA HOME EQUITY TRUS
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.2302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $64,801.84
f. Value of collateral, to the nearest cent: $33,789.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JPGSAA HOME EQUITY TRUS
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.2302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $63,871.39
f. Value of collateral, to the nearest cent: $41,087.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JPGSAA HOME EQUITY TRUS
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.3702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $96,075.09
f. Value of collateral, to the nearest cent: $43,836.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JQGS MTG SECS TR 2012 G
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 0.5247
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $714,285.71
f. Value of collateral, to the nearest cent: $25,874.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JRGSMTG SECS TR 2011 GC
b. Maturity date: 2044-03-10
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $41,200.00
f. Value of collateral, to the nearest cent: $36,304.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JTGSR MORTGAGE LOAN TRU
b. Maturity date: 2027-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $5,476.70
f. Value of collateral, to the nearest cent: $4,865.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JYHOME EQTY ASSET TR 20
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.2802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $32,150.40
f. Value of collateral, to the nearest cent: $31,277.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K2HARBORVIEW MTGE LN TR
b. Maturity date: 2045-10-20
from:
to:
c. Coupon or yield: 0.4425
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $39,081.10
f. Value of collateral, to the nearest cent: $33,483.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K3HARBOR VIEW MTGE LN T
b. Maturity date: 2047-05-19
from:
to:
c. Coupon or yield: 0.3725
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $14,080.88
f. Value of collateral, to the nearest cent: $11,817.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K6INDYMAC INDX MORTGAGE
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.4602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $76,753.56
f. Value of collateral, to the nearest cent: $39,890.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K6INDYMAC MTG LOAN TRUS
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.8902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $12,914.72
f. Value of collateral, to the nearest cent: $10,058.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDYMAC INDX 2006-AR3
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.3402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,339.38
f. Value of collateral, to the nearest cent: $23,056.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDYMAC INDX MORTGAGE
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.36
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $479,289.56
f. Value of collateral, to the nearest cent: $11,736.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K7INDYMAC MTX LOAN TRUS
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $28,027.34
f. Value of collateral, to the nearest cent: $24,541.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K8INDX 2006-AR6 2A1A,NY
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.3702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $125,325.74
f. Value of collateral, to the nearest cent: $95,496.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K8INDYMAC INDX MORTGAGE
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.4102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,813.38
f. Value of collateral, to the nearest cent: $4,276.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K8INDYMAC INDX MTGE LOA
b. Maturity date: 2046-04-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $258,342.40
f. Value of collateral, to the nearest cent: $50,625.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KCJP ORGAN CHASE COMM M
b. Maturity date: 2042-07-15
from:
to:
c. Coupon or yield: 4.911
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $857.14
f. Value of collateral, to the nearest cent: $859.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KCJPMORGAN CHASE COMM M
b. Maturity date: 2037-08-12
from:
to:
c. Coupon or yield: 5.4763
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $33,785.71
f. Value of collateral, to the nearest cent: $17,158.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KD JPM CHASE COMMERCIA
b. Maturity date: 2051-02-15
from:
to:
c. Coupon or yield: 6.4315
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $71,428.57
f. Value of collateral, to the nearest cent: $67,369.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KK LB-UBS COMMERCIAL M
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 5.455
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,357.14
f. Value of collateral, to the nearest cent: $2,589.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB UBS COMM MTG TRUST
b. Maturity date: 2036-06-15
from:
to:
c. Coupon or yield: 7.351
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $9,000.00
f. Value of collateral, to the nearest cent: $9,061.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB UBS COMMER MTG TRU
b. Maturity date: 2039-09-15
from:
to:
c. Coupon or yield: 5.472
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $73,685.71
f. Value of collateral, to the nearest cent: $73,737.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KNLUMINENT MORT TRU 200
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.4102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $149,577.54
f. Value of collateral, to the nearest cent: $98,663.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KNLUMINENT MORTGAGE TRU
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $78,856.36
f. Value of collateral, to the nearest cent: $58,070.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KNLUMINENT MORTGAGE TRU
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,484.43
f. Value of collateral, to the nearest cent: $1,624.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KOLEHMAN XS TRUST SER 2
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $9,706.39
f. Value of collateral, to the nearest cent: $7,683.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KOLEHMAN XS TUST SERIES
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.4302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $61,907.81
f. Value of collateral, to the nearest cent: $39,915.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KPLEHMAN XS TRUST 2007-
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $62,096.97
f. Value of collateral, to the nearest cent: $33,895.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KTMERRILL LYNCH ALT NTE
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.2802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $122,765.59
f. Value of collateral, to the nearest cent: $50,012.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KTMERRILL LYNCH ALTER N
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.3302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $72,325.04
f. Value of collateral, to the nearest cent: $32,485.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML CFC COMM MTG TRUST
b. Maturity date: 2016-11-12
from:
to:
c. Coupon or yield: 5.239
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $81,600.00
f. Value of collateral, to the nearest cent: $80,248.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML-CFC COMMERCIAL MTG
b. Maturity date: 2048-08-12
from:
to:
c. Coupon or yield: 0.5172
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $270,807.35
f. Value of collateral, to the nearest cent: $4,402.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KZMERRILL LYNCH MTG INV
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.6202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $5.60
f. Value of collateral, to the nearest cent: $3.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L3 MERRILL LYNCH MORT
b. Maturity date: 2050-06-12
from:
to:
c. Coupon or yield: 5.8524
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $29,857.14
f. Value of collateral, to the nearest cent: $30,995.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L3MERRILL LYNCH MTGE TR
b. Maturity date: 2044-01-12
from:
to:
c. Coupon or yield: 0.1091
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,371,800.80
f. Value of collateral, to the nearest cent: $16,730.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LCGCMO 144ANOMURA 04-R1
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 4.855
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,516.62
f. Value of collateral, to the nearest cent: $12,967.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LU PRIME MORTGAGE TRUS
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $44,725.48
f. Value of collateral, to the nearest cent: $39,802.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LZRALI SERIES 2006 QS15
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $40,059.82
f. Value of collateral, to the nearest cent: $32,405.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M0RALI SER 2003-QS4 TRU
b. Maturity date: 2034-02-25
from:
to:
c. Coupon or yield: 13.3857
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $28,195.49
f. Value of collateral, to the nearest cent: $29,923.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M1 RALI SERIES 2006-Q
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $114,322.84
f. Value of collateral, to the nearest cent: $82,786.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M3RALI SERIES TRUST 200
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $18,917.73
f. Value of collateral, to the nearest cent: $4,828.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MDINDYMAC INDX MORTGAGE
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.8702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $24,838.09
f. Value of collateral, to the nearest cent: $16,731.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MDINDYMAC INDX MORTGAGE
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $22,506.81
f. Value of collateral, to the nearest cent: $17,523.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MDRESIDENTIAL ASSET SEC
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $3,619.16
f. Value of collateral, to the nearest cent: $3,195.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MIRFMSI SERIES 2003 S14
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $10,091.07
f. Value of collateral, to the nearest cent: $10,380.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MJRFMSI SER 2007 SI TRU
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,167.12
f. Value of collateral, to the nearest cent: $1,272.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRU ASSET MORT INVES
b. Maturity date: 2045-09-25
from:
to:
c. Coupon or yield: 0.476
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $7,705.91
f. Value of collateral, to the nearest cent: $6,570.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET MORT
b. Maturity date: 2037-10-25
from:
to:
c. Coupon or yield: 2.6897
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $312,154.65
f. Value of collateral, to the nearest cent: $26,873.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET MTGE
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.4002
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $35,095.14
f. Value of collateral, to the nearest cent: $27,133.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET MTGE
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $161,280.51
f. Value of collateral, to the nearest cent: $128,086.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED MTG INV 20
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $2,375,813.50
f. Value of collateral, to the nearest cent: $95,458.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MPSTRUCTURED ADJUSTABLE
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.4202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $176,643.53
f. Value of collateral, to the nearest cent: $55,931.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MTSASCO STRUCTURED ASSE
b. Maturity date: 2033-10-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $14,932.28
f. Value of collateral, to the nearest cent: $12,255.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MUSTRUCTURED ASSET SECU
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $31,563.22
f. Value of collateral, to the nearest cent: $28,539.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NASPECIALTY UNDERWRITIN
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 1.3702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $11,615.17
f. Value of collateral, to the nearest cent: $12,108.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NQWACHOVIA BANK COMM MO
b. Maturity date: 2041-02-15
from:
to:
c. Coupon or yield: 5.4269
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $28,571.43
f. Value of collateral, to the nearest cent: $27,715.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NQWACHOVIA BANK COMM MT
b. Maturity date: 2042-03-15
from:
to:
c. Coupon or yield: 5.4097
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $131,928.57
f. Value of collateral, to the nearest cent: $132,894.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NR WACHOVIA BANK COMM
b. Maturity date: 2046-05-15
from:
to:
c. Coupon or yield: 5.9696
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $41,594.86
f. Value of collateral, to the nearest cent: $42,552.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NR144A REG S WACHOVIA B
b. Maturity date: 2048-10-15
from:
to:
c. Coupon or yield: 0.3289
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,264,757.21
f. Value of collateral, to the nearest cent: $11,108.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030P9WELLS FARGO AEEST SEC
b. Maturity date: 2034-07-25
from:
to:
c. Coupon or yield: 4.768
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,376.59
f. Value of collateral, to the nearest cent: $4,739.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030P9WELLS FARGO ASSET SEC
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $16,400.74
f. Value of collateral, to the nearest cent: $16,232.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030P9WELLS FARGO MTG BACKE
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 2.6183
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $390.55
f. Value of collateral, to the nearest cent: $16.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO MTG BACKE
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.8702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $10,713.81
f. Value of collateral, to the nearest cent: $9,438.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PBWASHINGTON MUTUAL MOR
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $35,438.55
f. Value of collateral, to the nearest cent: $32,318.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PBWASHINGTON MUTUAL MTG
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 1.1192
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $20,369.63
f. Value of collateral, to the nearest cent: $11,318.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PFAMERICAN HME MTGE 200
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.3502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $61,973.75
f. Value of collateral, to the nearest cent: $49,480.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PFAMERICAN HME MTGE INV
b. Maturity date: 2045-09-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $31,378.79
f. Value of collateral, to the nearest cent: $28,607.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PFAMERICAN HOME MORT IN
b. Maturity date: 2044-04-25
from:
to:
c. Coupon or yield: 1.9586
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1.86
f. Value of collateral, to the nearest cent: $1.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PFAMERICAN HOME MTGE IN
b. Maturity date: 2046-03-25
from:
to:
c. Coupon or yield: 0.3602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $40,768.61
f. Value of collateral, to the nearest cent: $10,401.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PH(SASCO)STRUCTURED ASS
b. Maturity date: 2032-12-25
from:
to:
c. Coupon or yield: 2.536
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $17,007.21
f. Value of collateral, to the nearest cent: $12,799.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PHSASCO STRUCTURED ASSE
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 2.3933
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $22,632.22
f. Value of collateral, to the nearest cent: $14,081.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 032VPUBS BARCLAYS COML MTG
b. Maturity date: 2046-04-10
from:
to:
c. Coupon or yield: 4.3546
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $119,818.81
f. Value of collateral, to the nearest cent: $101,808.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033BLGS MTG SECS TR 2013-G
b. Maturity date: 2046-06-10
from:
to:
c. Coupon or yield: 3.135
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $286,919.80
f. Value of collateral, to the nearest cent: $276,593.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033H4CITIGROUP COML MTG TR
b. Maturity date: 2023-05-10
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $70,306.61
f. Value of collateral, to the nearest cent: $67,415.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0344XWASHINGTON MUTUAL MOR
b. Maturity date: 2033-05-25
from:
to:
c. Coupon or yield: 2.3703
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,334.64
f. Value of collateral, to the nearest cent: $3,470.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 03450 CREDIT SUISSE98-C
b. Maturity date: 2030-11-15
from:
to:
c. Coupon or yield: 0.3291
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $497,533.68
f. Value of collateral, to the nearest cent: $2,116.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 03487WAMU MTGE P/T CERT SE
b. Maturity date: 2045-12-25
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $741.66
f. Value of collateral, to the nearest cent: $89,727.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0348SWAMU PASS-THROUGH CTF
b. Maturity date: 2046-07-25
from:
to:
c. Coupon or yield: 2.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $6,570.57
f. Value of collateral, to the nearest cent: $6,077.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0348SWASHINGTON MUTUAL 200
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 2.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,064.34
f. Value of collateral, to the nearest cent: $8,212.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 035ETCWMBS INMC MTG PASS T
b. Maturity date: 2046-08-10
from:
to:
c. Coupon or yield: 5.0499
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $44.73
f. Value of collateral, to the nearest cent: $40.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 035Y1INVITATION HOMES 2013
b. Maturity date: 2030-12-19
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $139,285.71
f. Value of collateral, to the nearest cent: $139,504.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,775.34
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,775.34
Item 26. Name of the Issuer
Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield)
Credit Agricole Corporate and Investment Bank, 0.250%, 1/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22532UQ64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$32,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$32,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$32,003,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$32,003,200.00
Item 26. Name of the Issuer
Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield)
Royal Bank of Canada, Montreal, 0.310%, 2/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
78009NLF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,018,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,018,500.00
Item 26. Name of the Issuer
Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield)
Royal Bank of Canada, Montreal, 0.320%, 2/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
78009NKW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,008,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,008,000.00
Item 26. Name of the Issuer
Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield)
Bedford Row Funding Corp., 0.330%, 8/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
07644BH54
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-08-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Royal Bank of Canada, Montreal
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,988,679.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,991,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,991,000.00
Item 26. Name of the Issuer
Merrill Lynch, Pierce, Fenner & Smith, Inc.
Item 27. The title of the issue (including coupon or yield)
Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.360%, 12/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
983JVMII0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 031XFEXPORK SA
b. Maturity date: 2031-12-05
from:
to:
c. Coupon or yield: 1.741
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,790,243.90
f. Value of collateral, to the nearest cent: $5,119.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BPCCITIGROUP INC
b. Maturity date: 2014-03-07
from:
to:
c. Coupon or yield: 0.3831
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $737,363.61
f. Value of collateral, to the nearest cent: $737,866.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB-UBS TROC13
b. Maturity date: 2036-06-15
from:
to:
c. Coupon or yield: 0.7414
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $2,517.96
f. Value of collateral, to the nearest cent: $6.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 031XFEXPORKLORE SA
b. Maturity date: 2031-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $13,252,329.35
f. Value of collateral, to the nearest cent: $132.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 031XFEXPORKLORE SA
b. Maturity date: 2031-12-05
from:
to:
c. Coupon or yield: 2.1129
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,790,243.90
f. Value of collateral, to the nearest cent: $6,210.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORGAN STANLEY
b. Maturity date: 2040-04-14
from:
to:
c. Coupon or yield: 0.2705
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $27,792,923.62
f. Value of collateral, to the nearest cent: $31,444.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BANC OF AMERICA
b. Maturity date: 2044-07-10
from:
to:
c. Coupon or yield: 0.0792
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $62,855,733.12
f. Value of collateral, to the nearest cent: $180,172.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJP MORGAN CHASE
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 1.2774
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $49,154,212.24
f. Value of collateral, to the nearest cent: $2,397,989.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02K06SARM 2005-5 AIO1
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.04
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $1,727,057.47
f. Value of collateral, to the nearest cent: $1,138.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GKKGS MTG SECS TR 2012
b. Maturity date: 2045-11-10
from:
to:
c. Coupon or yield: 2.3928
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $21,955,086.44
f. Value of collateral, to the nearest cent: $2,998,223.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJP MORGAN CHASE MTG
b. Maturity date: 2046-07-15
from:
to:
c. Coupon or yield: 1.5188
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $221,613.82
f. Value of collateral, to the nearest cent: $12,714.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01F6JMORGAN STANLEY GROUP
b. Maturity date: 2025-11-24
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $11,860.03
f. Value of collateral, to the nearest cent: $11,886.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MEXU S GOVT GUARANTEED D
b. Maturity date: 2033-09-01
from:
to:
c. Coupon or yield: 3.62
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Small Business Administration
e. The principal amount, to the nearest cent: $7,114,682.17
f. Value of collateral, to the nearest cent: $7,374,253.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MEXUS GOVERNMENT GUARANT
b. Maturity date: 2023-11-01
from:
to:
c. Coupon or yield: 3.38
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $119,043.08
f. Value of collateral, to the nearest cent: $115,308.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRSBANC OF AMERICA RE SE
b. Maturity date: 2016-04-24
from:
to:
c. Coupon or yield: 6.182
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,924,029.15
f. Value of collateral, to the nearest cent: $1,923,468.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRWCOMM 2010 C1 MORTGAGE
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 2.3529
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $881,221.82
f. Value of collateral, to the nearest cent: $39,380.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRWCOMM 2010 C1 MTG TRUS
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 0.283
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,131,805.55
f. Value of collateral, to the nearest cent: $178,834.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRWCOMM 2010 C1 MTG TRUS
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 2.4217
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,800,842.98
f. Value of collateral, to the nearest cent: $444,870.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XRWCOMM 2012 CCRE2 MTG T
b. Maturity date: 2045-08-17
from:
to:
c. Coupon or yield: 1.9474
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $5,905,164.85
f. Value of collateral, to the nearest cent: $674,084.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS4BANC OF AMERICA RE RE
b. Maturity date: 2017-07-24
from:
to:
c. Coupon or yield: 5.9185
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $18,048.78
f. Value of collateral, to the nearest cent: $20,391.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORGAN STANLEY CAPITA
b. Maturity date: 2042-01-14
from:
to:
c. Coupon or yield: 0.219
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $44,085,040.27
f. Value of collateral, to the nearest cent: $94,646.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORGAN STANLEY CAPITA
b. Maturity date: 2043-12-15
from:
to:
c. Coupon or yield: 0.526
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $21,591,956.63
f. Value of collateral, to the nearest cent: $296,742.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MORGAN STANLEY CAPITA
b. Maturity date: 2044-07-12
from:
to:
c. Coupon or yield: 0.1377
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $48,267,836.95
f. Value of collateral, to the nearest cent: $242,555.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUFRBS CF COMMERCIAL MOR
b. Maturity date: 2024-04-26
from:
to:
c. Coupon or yield: 0.9587
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $689,035.99
f. Value of collateral, to the nearest cent: $6,670.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUZWF RBS COML MTG R 201
b. Maturity date: 2044-02-15
from:
to:
c. Coupon or yield: 1.3042
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $32,879,625.92
f. Value of collateral, to the nearest cent: $1,345,882.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GSBANC OF AMERICA FUNDI
b. Maturity date: 2021-11-26
from:
to:
c. Coupon or yield: 6.2022
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $280,210.20
f. Value of collateral, to the nearest cent: $298,993.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GTBANC AMER FDG 2012-R5
b. Maturity date: 2039-10-03
from:
to:
c. Coupon or yield: 0.428
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $5,409,239.72
f. Value of collateral, to the nearest cent: $4,224,443.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IQDBUBS 2011 LC3 MTG TR
b. Maturity date: 2044-08-30
from:
to:
c. Coupon or yield: 1.4392
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $24,099.95
f. Value of collateral, to the nearest cent: $873.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JGCMML MRTG TR 2007-GG1
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 0.0963
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,395,816.51
f. Value of collateral, to the nearest cent: $13,585.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JQGS MTG SECS TR 2012 G
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 2.6011
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $13,275,784.39
f. Value of collateral, to the nearest cent: $1,779,654.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJ P MORGAN CHASE COML
b. Maturity date: 2022-06-17
from:
to:
c. Coupon or yield: 2.0198
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $21,366,438.11
f. Value of collateral, to the nearest cent: $2,190,275.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJP MORGAN CHASE COMME
b. Maturity date: 2043-11-18
from:
to:
c. Coupon or yield: 1.9269
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $23,921,324.46
f. Value of collateral, to the nearest cent: $1,901,014.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJP MORGAN CHASE COMMM
b. Maturity date: 2043-06-15
from:
to:
c. Coupon or yield: 2.1605
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $32,251,881.25
f. Value of collateral, to the nearest cent: $1,289,475.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJPM CHASE COMM MTG SE
b. Maturity date: 2051-02-15
from:
to:
c. Coupon or yield: 0.4848
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $3,926,884.18
f. Value of collateral, to the nearest cent: $16,813.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB-UBS COMMERCIAL MOR
b. Maturity date: 2038-11-15
from:
to:
c. Coupon or yield: 0.2557
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $487,133.09
f. Value of collateral, to the nearest cent: $8,457.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB-UBS COMMERCIAL MOR
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 0.4173
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,699,940.18
f. Value of collateral, to the nearest cent: $94,193.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KKLB-UBS COMMERCIAL MTG
b. Maturity date: 2038-11-15
from:
to:
c. Coupon or yield: 0.6511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $544,483.51
f. Value of collateral, to the nearest cent: $9,666.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KXML-CFC COMMERCIAL MOR
b. Maturity date: 2049-09-12
from:
to:
c. Coupon or yield: 0.4139
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $12.47
f. Value of collateral, to the nearest cent: $0.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L3MERRILL LYNCH MORTGAG
b. Maturity date: 2039-05-12
from:
to:
c. Coupon or yield: 0.0012
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $70.32
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L9MORGAN STANLEY BK AM
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 2.1751
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $30,405,651.68
f. Value of collateral, to the nearest cent: $3,426,442.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L9MORGAN STANLEY MERRIL
b. Maturity date: 2022-07-15
from:
to:
c. Coupon or yield: 1.8919
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $81,660.88
f. Value of collateral, to the nearest cent: $7,999.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030L9MSBAM COML MTG SECS 2
b. Maturity date: 2030-10-15
from:
to:
c. Coupon or yield: 1.156
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $4,971,378.54
f. Value of collateral, to the nearest cent: $393,378.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LA ,MORGAN STANLEY DEA
b. Maturity date: 2036-11-13
from:
to:
c. Coupon or yield: 0.28
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $4,467,185.35
f. Value of collateral, to the nearest cent: $10,519.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030N0SLM PRIVATE CREDIT TR
b. Maturity date: 2032-09-15
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $304,691.03
f. Value of collateral, to the nearest cent: $108,038.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NKUBS COML MTG TR 2012-
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 2.3402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $18,401,046.37
f. Value of collateral, to the nearest cent: $2,446,681.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 031XFEXPORKLORE SA PROMISS
b. Maturity date: 2031-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,654,729.34
f. Value of collateral, to the nearest cent: $16.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 03488AGATE BAY MTG TR 2013
b. Maturity date: 2043-07-25
from:
to:
c. Coupon or yield: 0.133
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $71,547,280.33
f. Value of collateral, to the nearest cent: $380,615.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$37,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$37,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$37,000,000.00
Item 26. Name of the Issuer
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield)
Citigroup Global Markets, Inc., 0.760%, 1/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BWOAKORN INC
b. Maturity date: 2016-06-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,050.00
f. Value of collateral, to the nearest cent: $3,118.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KV1VIVUS INC
b. Maturity date: 2020-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $285.00
f. Value of collateral, to the nearest cent: $253.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KMGAK STL CORP
b. Maturity date: 2019-11-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $95,561.25
f. Value of collateral, to the nearest cent: $116,173.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LDYACCURAY INC
b. Maturity date: 2018-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $209,007.15
f. Value of collateral, to the nearest cent: $343,079.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BYAAV HOMES INC
b. Maturity date: 2016-02-15
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $45,600.00
f. Value of collateral, to the nearest cent: $57,076.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01UYRSPANSION LLC
b. Maturity date: 2020-09-01
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $134,235.00
f. Value of collateral, to the nearest cent: $145,630.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RFUAFFYMETRIX INC
b. Maturity date: 2019-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $97,650.00
f. Value of collateral, to the nearest cent: $159,676.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RVVINVENSENSE INC
b. Maturity date: 2018-11-01
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $24,930.00
f. Value of collateral, to the nearest cent: $25,836.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01YTGRAMBUS INC DEL
b. Maturity date: 2018-08-15
from:
to:
c. Coupon or yield: 1.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $448,125.60
f. Value of collateral, to the nearest cent: $447,341.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G4UDIGITAL RIV INC
b. Maturity date: 2030-11-01
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $440,550.00
f. Value of collateral, to the nearest cent: $435,177.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BJEHERCULES INCORP
b. Maturity date: 2029-06-30
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CBND
e. The principal amount, to the nearest cent: $960.00
f. Value of collateral, to the nearest cent: $814.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BTXWABASH NATL CORP
b. Maturity date: 2018-05-01
from:
to:
c. Coupon or yield: 3.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $21,150.00
f. Value of collateral, to the nearest cent: $27,497.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KZVPRPSPECT MEDICAL
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $192,450.00
f. Value of collateral, to the nearest cent: $208,137.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01S34CEMEX FINANCE LLC
b. Maturity date: 2022-10-12
from:
to:
c. Coupon or yield: 9.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $128,503.50
f. Value of collateral, to the nearest cent: $143,890.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01U2OBPZ RESOURCES INC
b. Maturity date: 2017-10-01
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $14,670.15
f. Value of collateral, to the nearest cent: $13,890.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LEPWEBMD HEALTH CORP
b. Maturity date: 2016-03-31
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,216,350.00
f. Value of collateral, to the nearest cent: $1,222,355.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LEPWEBMD HEALTH CORP
b. Maturity date: 2018-01-31
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $72,150.00
f. Value of collateral, to the nearest cent: $71,524.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BMUMGIC INVT CORP WIS
b. Maturity date: 2020-04-01
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,950.00
f. Value of collateral, to the nearest cent: $2,619.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BOTGOODRICH PETE CORP
b. Maturity date: 2032-10-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $180.00
f. Value of collateral, to the nearest cent: $188.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DU2ALTRA HOLDINGS INC
b. Maturity date: 2031-03-01
from:
to:
c. Coupon or yield: 2.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $312,000.00
f. Value of collateral, to the nearest cent: $402,237.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FUHTITAN INTL INC ILL
b. Maturity date: 2017-01-15
from:
to:
c. Coupon or yield: 5.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $850,200.00
f. Value of collateral, to the nearest cent: $1,584,830.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030CCPENN STAR OIL CORP
b. Maturity date: 2020-05-01
from:
to:
c. Coupon or yield: 5.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,199,087.45
f. Value of collateral, to the nearest cent: $2,112,070.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BPORTI INTL METALS INC
b. Maturity date: 2019-10-15
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $123,660.00
f. Value of collateral, to the nearest cent: $134,185.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LZNALON USA ENERGY INC
b. Maturity date: 2018-09-15
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $19,023.75
f. Value of collateral, to the nearest cent: $21,851.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C4SMTR GAMING GROUP INC
b. Maturity date: 2019-08-01
from:
to:
c. Coupon or yield: 11.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $124,350.00
f. Value of collateral, to the nearest cent: $142,715.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01CHMLAYNE CHRISTENSEN CO
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $255,052.05
f. Value of collateral, to the nearest cent: $252,764.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01D73KAISER ALUMINUM CORP
b. Maturity date: 2015-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $90,450.00
f. Value of collateral, to the nearest cent: $131,186.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01O8GASCENT CAP GROUP INC
b. Maturity date: 2020-07-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $25,725.00
f. Value of collateral, to the nearest cent: $27,989.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TVSSOUTHERN STS COOP IN
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 10
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $39,450.00
f. Value of collateral, to the nearest cent: $38,463.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GG3JETBLUE AIRWAYS CORP
b. Maturity date: 2039-10-15
from:
to:
c. Coupon or yield: 6.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $62,850.00
f. Value of collateral, to the nearest cent: $124,568.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02H0OCORNERSTONE ONDEMAND
b. Maturity date: 2018-07-01
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,515.00
f. Value of collateral, to the nearest cent: $1,777.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3QENCORE CAP GROUP INC
b. Maturity date: 2020-07-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $169,273.80
f. Value of collateral, to the nearest cent: $208,073.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KJUIASIS HEALTHCARE LLC
b. Maturity date: 2019-05-15
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $180,000.00
f. Value of collateral, to the nearest cent: $190,936.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LMNHERCULES TECH GROWTH
b. Maturity date: 2016-04-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $362,850.00
f. Value of collateral, to the nearest cent: $529,700.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BL8 GHT-RIDDER, INC
b. Maturity date: 2029-03-15
from:
to:
c. Coupon or yield: 6.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $796,500.00
f. Value of collateral, to the nearest cent: $552,295.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BMXMICRON TECHNOLOGY INC
b. Maturity date: 2027-06-01
from:
to:
c. Coupon or yield: 1.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,300.00
f. Value of collateral, to the nearest cent: $6,232.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BMXMICRON TECHNOLOGY INC
b. Maturity date: 2031-08-01
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,250.00
f. Value of collateral, to the nearest cent: $5,056.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BMXMICRON TECHNOLOGY INC
b. Maturity date: 2033-02-15
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $20,130.00
f. Value of collateral, to the nearest cent: $40,191.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01CB7SUPERNUS PHARMACEUTIC
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $295,934.55
f. Value of collateral, to the nearest cent: $459,501.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DKCVERSO PAPER HLDGS LLC
b. Maturity date: 2019-01-15
from:
to:
c. Coupon or yield: 11.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $150,000.00
f. Value of collateral, to the nearest cent: $156,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01E1ZVANTAGE DRILLING COMP
b. Maturity date: 2043-07-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,525.00
f. Value of collateral, to the nearest cent: $3,905.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01E9MREGENCY ENERGY PARTNE
b. Maturity date: 2020-09-01
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $375,000.00
f. Value of collateral, to the nearest cent: $394,671.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FF7PACIRA PHARMACEUTICAL
b. Maturity date: 2019-02-01
from:
to:
c. Coupon or yield: 3.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $653,379.90
f. Value of collateral, to the nearest cent: $1,522,801.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01GBVNORTHSTAR RLTY FIN LT
b. Maturity date: 2031-03-15
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,042,050.00
f. Value of collateral, to the nearest cent: $1,781,693.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01GBVNORTHSTAR RLTY FIN LT
b. Maturity date: 2032-06-15
from:
to:
c. Coupon or yield: 8.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $333,300.00
f. Value of collateral, to the nearest cent: $584,878.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01LDSVERTELLUS SPECIALTIES
b. Maturity date: 2015-10-01
from:
to:
c. Coupon or yield: 9.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $225,000.00
f. Value of collateral, to the nearest cent: $221,085.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I6ISIMMONS FOODS INC SIM
b. Maturity date: 2017-11-01
from:
to:
c. Coupon or yield: 10.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $195,000.00
f. Value of collateral, to the nearest cent: $206,586.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KNTMORGANS HOTEL GROUP C
b. Maturity date: 2014-10-15
from:
to:
c. Coupon or yield: 2.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $450.00
f. Value of collateral, to the nearest cent: $435.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LZQAMTRUST FINL SVCS INC
b. Maturity date: 2021-12-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $26,116.65
f. Value of collateral, to the nearest cent: $42,521.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$15,000,611.90
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,000,611.90
Item 26. Name of the Issuer
Cunat Capital Corp.
Item 27. The title of the issue (including coupon or yield)
Cunat Capital Corp., Jackson Grove, LLC Series 2008, 0.200%, 4/1/2036
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
231087AK3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BMO Harris Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BMO Harris Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,055,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,055,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,055,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,055,000.00
Item 26. Name of the Issuer
Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield)
Standard Chartered Bank plc, 0.200%, 1/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85324UAE3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$34,991,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$34,994,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$34,994,750.00
Item 26. Name of the Issuer
Nationwide Building Society
Item 27. The title of the issue (including coupon or yield)
Nationwide Building Society, 0.210%, 1/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6385E1A68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$69,985,300.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$69,989,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$69,989,500.00
Item 26. Name of the Issuer
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield)
Sumitomo Mitsui Banking Corp., 0.220%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562C5E8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,999,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,999,250.00
Item 26. Name of the Issuer
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG, 0.210%, 12/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25155B2R5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,001,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,001,800.00
Item 26. Name of the Issuer
Wells Fargo Bank, N.A.
Item 27. The title of the issue (including coupon or yield)
Wells Fargo Bank, N.A., 0.350%, 12/22/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
94985HD27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-12-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,575.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,575.00
Item 26. Name of the Issuer
Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield)
Caisse des Depots et Consignations (CDC), 0.260%, 1/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12800BA28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$29,993,066.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,996,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,996,700.00
Item 26. Name of the Issuer
Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield)
Caisse des Depots et Consignations (CDC), 0.250%, 12/12/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
12800AZC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,998,854.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,999,400.00
Item 26. Name of the Issuer
Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield)
Atlantic Asset Securitization LLC, 0.210%, 2/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04821UBB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity Agreement
b. The identity of the enhancement provider
Credit Agricole Corporate and Investment Bank
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,995,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,996,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,996,500.00
Item 26. Name of the Issuer
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield)
Citigroup Global Markets, Inc., 0.710%, 1/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I0CREST
b. Maturity date: 2038-12-28
from:
to:
c. Coupon or yield: 6.7228
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $152,256.96
f. Value of collateral, to the nearest cent: $102,003.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I8CWALT
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.2202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $66,374.25
f. Value of collateral, to the nearest cent: $51,727.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU4MSC 2007
b. Maturity date: 2044-03-15
from:
to:
c. Coupon or yield: 5.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $69,378.75
f. Value of collateral, to the nearest cent: $65,761.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK4CWABS INC
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 0.9202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $584,229.33
f. Value of collateral, to the nearest cent: $562,061.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTMIMP CMB TR
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.9052
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $353,250.66
f. Value of collateral, to the nearest cent: $255,278.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IECWHEL 2006
b. Maturity date: 2036-07-15
from:
to:
c. Coupon or yield: 0.3077
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $12,578.00
f. Value of collateral, to the nearest cent: $9,844.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IECWHEL 2006
b. Maturity date: 2036-10-15
from:
to:
c. Coupon or yield: 0.324
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $216,719.69
f. Value of collateral, to the nearest cent: $163,720.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030LZRALI SERIES
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.4221
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $5,859,786.65
f. Value of collateral, to the nearest cent: $113,698.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M2RALI SERIES
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $138,205.32
f. Value of collateral, to the nearest cent: $114,504.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JKGMAC MORTGAGE
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.4402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $183,782.72
f. Value of collateral, to the nearest cent: $161,817.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU6MORGAN STANLEY
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 4.6798
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $188,985.77
f. Value of collateral, to the nearest cent: $19,246.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02M1CCOOLIDGE FDG LTD
b. Maturity date: 2040-07-09
from:
to:
c. Coupon or yield: 0.6634
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $2,192,082.84
f. Value of collateral, to the nearest cent: $173,926.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H2BOA MORT SEC INC
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,500.00
f. Value of collateral, to the nearest cent: $2,310.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030I9CWALT 2006-QA7,NY
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 0.3802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $723,528.01
f. Value of collateral, to the nearest cent: $442,036.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMM ASSET
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.436
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $26,010.39
f. Value of collateral, to the nearest cent: $18,663.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LE1GLOBAL MTG SEC LTD
b. Maturity date: 2032-11-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $34,568.39
f. Value of collateral, to the nearest cent: $31,871.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS4BOA MTG SECS 2005-5
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $2,750.00
f. Value of collateral, to the nearest cent: $2,640.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XU5MS MTG LN TR 2005-7
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $911.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PGAMERIQUEST MORTGAGE
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $385,757.00
f. Value of collateral, to the nearest cent: $261,273.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01CXMNARATHON REAL ESTATE
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.9202
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $750,000.00
f. Value of collateral, to the nearest cent: $562,020.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KDOREGIONAL DIVERSIFIED
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.6056
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Collateralized Debt Obligation
e. The principal amount, to the nearest cent: $910,320.81
f. Value of collateral, to the nearest cent: $591,171.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS4BOA MTGE SECS 2005-5
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $9,250.00
f. Value of collateral, to the nearest cent: $8,672.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSCCITIGROUP MTGE LN TR
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 2.8129
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $4,176,903.65
f. Value of collateral, to the nearest cent: $3,578,017.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSDCITIGROUP MTGE LN TR
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,421,967.75
f. Value of collateral, to the nearest cent: $1,754,629.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XT1GMAC COMMERCIAL MTGE
b. Maturity date: 2045-11-10
from:
to:
c. Coupon or yield: 5.349
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $118,045.25
f. Value of collateral, to the nearest cent: $110,556.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030H8BEAR STEARNS COMMMTG
b. Maturity date: 2022-03-15
from:
to:
c. Coupon or yield: 1.3677
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,870.25
f. Value of collateral, to the nearest cent: $1,506.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JIGRAMERCY REAL ESTATE
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 2.2384
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $217,966.68
f. Value of collateral, to the nearest cent: $142,184.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCT ASSET MTG INV
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.3702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $238,177.13
f. Value of collateral, to the nearest cent: $180,753.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0328XCWHEQ HME EQTY LN TR
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.81
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $171,859.00
f. Value of collateral, to the nearest cent: $163,684.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01GNLDUNCANNON CRE CDO I P
b. Maturity date: 2047-06-20
from:
to:
c. Coupon or yield: 1.81
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,295,342.74
f. Value of collateral, to the nearest cent: $216,204.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RVDJPMORGAN CHASE COMM M
b. Maturity date: 2037-04-17
from:
to:
c. Coupon or yield: 5.5028
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $240,228.00
f. Value of collateral, to the nearest cent: $168,763.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CREDIT SUISE FIRST BO
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $384.24
f. Value of collateral, to the nearest cent: $390.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GK2CREDIT SUISSE FIRST B
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $230.86
f. Value of collateral, to the nearest cent: $219.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J29BAYVIEW COMMERCIAL AS
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.4402
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,455,904.18
f. Value of collateral, to the nearest cent: $608,803.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02JP7AI SOUTH COAST FDG IV
b. Maturity date: 2039-01-07
from:
to:
c. Coupon or yield: 1.5929
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $14,738,923.75
f. Value of collateral, to the nearest cent: $4,887,269.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LOYTABERNA PREFERRED FUN
b. Maturity date: 2035-07-05
from:
to:
c. Coupon or yield: 5.092
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $84,196.50
f. Value of collateral, to the nearest cent: $33,754.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02R61ALTIUS III FDG LTD CO
b. Maturity date: 2041-12-02
from:
to:
c. Coupon or yield: 0.3838
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $80,098.82
f. Value of collateral, to the nearest cent: $28,257.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS1BANC OF AMERICA COMME
b. Maturity date: 2049-01-15
from:
to:
c. Coupon or yield: 5.523
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $111,453.00
f. Value of collateral, to the nearest cent: $78,593.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XS8BEAR STEARNS MTGE TRU
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.3102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $9,137.50
f. Value of collateral, to the nearest cent: $6,494.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSBCBRE REALTY FIN 2007-
b. Maturity date: 2052-04-07
from:
to:
c. Coupon or yield: 0.4929
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $264,474.63
f. Value of collateral, to the nearest cent: $248,596.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XSEGITIGROUP MTG LN TR 2
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 2.5311
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $287,094.00
f. Value of collateral, to the nearest cent: $217,025.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTQKODIAK CDO II LTD COR
b. Maturity date: 2042-11-07
from:
to:
c. Coupon or yield: 1.1654
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $562,737.00
f. Value of collateral, to the nearest cent: $178,681.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XTRLEHMAN BROTHERS SMALL
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.5602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $1,002,074.75
f. Value of collateral, to the nearest cent: $594,109.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030FWBEAR STEARNS COMM MTG
b. Maturity date: 2036-10-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $39,767.75
f. Value of collateral, to the nearest cent: $42,725.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030HLCITIGRP COMMERCIAL MT
b. Maturity date: 2051-09-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $193,698.75
f. Value of collateral, to the nearest cent: $192,882.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030INCWABS REPERFORMING LO
b. Maturity date: 2033-07-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $762,844.78
f. Value of collateral, to the nearest cent: $602,064.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030K3HARBORVIEW MORTGAGE L
b. Maturity date: 2036-11-19
from:
to:
c. Coupon or yield: 0.3825
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $789,942.76
f. Value of collateral, to the nearest cent: $584,497.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M6RESEDENTIAL ASSET MTG
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.4702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $11,792,559.99
f. Value of collateral, to the nearest cent: $7,181,989.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030M7RASC SERIES 2005-KS12
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.6302
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $43,164.25
f. Value of collateral, to the nearest cent: $29,395.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030MNSTRUCTURED ASSET MTGE
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.3902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $7,700,000.00
f. Value of collateral, to the nearest cent: $5,275,526.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0348SWAMU MTGE SERIES 2006
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 2.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $79,853.86
f. Value of collateral, to the nearest cent: $75,628.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,997,144.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,997,144.70
Item 26. Name of the Issuer
Mizuho Funding LLC
Item 27. The title of the issue (including coupon or yield)
Mizuho Funding LLC, 0.225%, 1/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688GAM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-01-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$34,988,843.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$34,990,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$34,990,900.00
Item 26. Name of the Issuer
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield)
Mizuho Bank Ltd., 0.220%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688LKJ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$44,999,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$44,999,100.00
Item 26. Name of the Issuer
BNP Paribas SA
Item 27. The title of the issue (including coupon or yield)
BNP Paribas SA, 0.220%, 12/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05572W2C9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$80,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$80,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$80,001,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$80,001,600.00
Item 26. Name of the Issuer
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield)
Wells Fargo Securities, LLC, 0.350%, 1/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP
b. Maturity date: 2014-05-15
from:
to:
c. Coupon or yield: 5.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $29,761.40
f. Value of collateral, to the nearest cent: $30,381.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP
b. Maturity date: 2015-09-10
from:
to:
c. Coupon or yield: 3.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $1,041.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BDWBANK OF NY
b. Maturity date: 2015-02-20
from:
to:
c. Coupon or yield: 1.2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $105,000.00
f. Value of collateral, to the nearest cent: $106,219.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FUTMAC CAP LTD
b. Maturity date: 2023-07-26
from:
to:
c. Coupon or yield: 1.1756
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $800,000.00
f. Value of collateral, to the nearest cent: $671,336.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TJWDISCOVER BK
b. Maturity date: 2017-05-23
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $20,600.00
f. Value of collateral, to the nearest cent: $20,410.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TJWDISCOVER BK
b. Maturity date: 2017-08-22
from:
to:
c. Coupon or yield: 1.65
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $12,000.00
f. Value of collateral, to the nearest cent: $11,938.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02HNCKOOKMIN BANK
b. Maturity date: 2014-05-14
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CBND
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $518,010.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01F7AGYMBOREE CORP
b. Maturity date: 2018-12-01
from:
to:
c. Coupon or yield: 9.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $68,000.00
f. Value of collateral, to the nearest cent: $67,668.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TUCE TRADE GROUP
b. Maturity date: 2019-11-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $62,500.00
f. Value of collateral, to the nearest cent: $66,875.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2016-10-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $40,800.00
f. Value of collateral, to the nearest cent: $40,800.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01ZXEHSBC BANK USA
b. Maturity date: 2017-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $14,900.00
f. Value of collateral, to the nearest cent: $14,900.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK NA
b. Maturity date: 2016-12-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $49,700.00
f. Value of collateral, to the nearest cent: $47,677.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G7ETRANSDIGM INC
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $3,330.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GGSCREDIT SUISSE
b. Maturity date: 2025-11-24
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,500.00
f. Value of collateral, to the nearest cent: $2,452.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030GDACE SEC CORP.
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 1.1902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $105,365.60
f. Value of collateral, to the nearest cent: $81,050.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BO2WELLS FARGO CO
b. Maturity date: 2023-08-15
from:
to:
c. Coupon or yield: 4.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $959,578.00
f. Value of collateral, to the nearest cent: $958,845.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BVKST JUDE MEDINC
b. Maturity date: 2043-04-15
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $81,900.00
f. Value of collateral, to the nearest cent: $77,844.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02M6NCCM MERGER INC
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 9.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $3,100.00
f. Value of collateral, to the nearest cent: $3,255.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BLRFENTURA BANCORP
b. Maturity date: 2019-04-15
from:
to:
c. Coupon or yield: 10.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $485,977.10
f. Value of collateral, to the nearest cent: $526,070.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BX2TIME WARNER INC
b. Maturity date: 2021-03-29
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $108,402.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BX2TIME WARNER INC
b. Maturity date: 2040-07-15
from:
to:
c. Coupon or yield: 6.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $68,500.00
f. Value of collateral, to the nearest cent: $75,101.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWESPORTFINAN ASA
b. Maturity date: 2015-01-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $17,999.80
f. Value of collateral, to the nearest cent: $18,802.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORPORATION
b. Maturity date: 2017-09-25
from:
to:
c. Coupon or yield: 4.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $38,200.00
f. Value of collateral, to the nearest cent: $39,914.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORPRATION'
b. Maturity date: 2014-11-14
from:
to:
c. Coupon or yield: 5.05
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,400.00
f. Value of collateral, to the nearest cent: $2,492.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 034GVWINDSTREAM CORP
b. Maturity date: 2017-11-01
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $86,500.00
f. Value of collateral, to the nearest cent: $99,788.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DRSCRATOS CLO I LTD
b. Maturity date: 2021-05-19
from:
to:
c. Coupon or yield: 1.3741
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $53,471.30
f. Value of collateral, to the nearest cent: $51,699.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWAS EKSPORTFINANS
b. Maturity date: 2014-07-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $23,476.40
f. Value of collateral, to the nearest cent: $41,546.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-01-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $73,600.00
f. Value of collateral, to the nearest cent: $73,600.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-08-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $10,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIF
b. Maturity date: 2017-09-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $11,400.00
f. Value of collateral, to the nearest cent: $11,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G5KWACHOVIA BANK NA
b. Maturity date: 2016-03-15
from:
to:
c. Coupon or yield: 5.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $97,100.00
f. Value of collateral, to the nearest cent: $108,192.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02IS9SEARS HLDGS CORP
b. Maturity date: 2018-10-15
from:
to:
c. Coupon or yield: 6.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $48,134.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINANS
b. Maturity date: 2014-06-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $15,596.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINANS
b. Maturity date: 2014-07-23
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $461,199.90
f. Value of collateral, to the nearest cent: $533,100.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWA/S EKSPORTFINANS
b. Maturity date: 2014-08-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $14,347.20
f. Value of collateral, to the nearest cent: $24,291.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01STWEKSPORTFINANS ASA
b. Maturity date: 2015-09-15
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $9,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J3YSLM CORP ED NOTES
b. Maturity date: 2018-03-15
from:
to:
c. Coupon or yield: 5.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $96.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IJCWMBS INC 2004 21
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.5602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $920,078.95
f. Value of collateral, to the nearest cent: $555,935.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030IKCWMBS INC 2005-19
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $483,504.59
f. Value of collateral, to the nearest cent: $465,017.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2014-06-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $800.00
f. Value of collateral, to the nearest cent: $1,002.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2014-08-04
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $5,350.00
f. Value of collateral, to the nearest cent: $6,303.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01DP2ROYAL BK OF CANADA
b. Maturity date: 2016-02-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $4,300.00
f. Value of collateral, to the nearest cent: $5,160.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01LYRENTERCOM RADIO LLC
b. Maturity date: 2019-12-01
from:
to:
c. Coupon or yield: 10.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $17,500.00
f. Value of collateral, to the nearest cent: $20,814.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01SLZCROSSTEX ENERGY LP
b. Maturity date: 2022-06-01
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $117,522.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01Y6EFLORIDA EAST COAST
b. Maturity date: 2017-02-01
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $44,400.00
f. Value of collateral, to the nearest cent: $47,580.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I8PROYAL BK OF CANADA
b. Maturity date: 2015-06-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $1,950.00
f. Value of collateral, to the nearest cent: $2,651.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01M07PROGRESS ENERGY INC
b. Maturity date: 2021-01-15
from:
to:
c. Coupon or yield: 4.4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $107,929.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01Y5QFINANCING CORP PRIN
b. Maturity date: 2017-11-30
from:
to:
c. Coupon or yield: 0
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $107,000.00
f. Value of collateral, to the nearest cent: $101,058.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0236VSWIFT SVCS HOLDINGS
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 10
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,500.00
f. Value of collateral, to the nearest cent: $5,029.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIF
b. Maturity date: 2017-10-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $35,000.00
f. Value of collateral, to the nearest cent: $35,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIF
b. Maturity date: 2018-01-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $10,600.00
f. Value of collateral, to the nearest cent: $10,600.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MCKINTL LEASE FIN CORP
b. Maturity date: 2014-09-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $65,348.20
f. Value of collateral, to the nearest cent: $68,918.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 032S0BAMILL COML MTG SEC
b. Maturity date: 2037-03-10
from:
to:
c. Coupon or yield: 3.5343
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,662.70
f. Value of collateral, to the nearest cent: $1,567.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01C79SANDRIDGE ENERGY INC
b. Maturity date: 2022-10-15
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $40,000.00
f. Value of collateral, to the nearest cent: $42,150.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01G22TOYSR US - DELAWARE,
b. Maturity date: 2016-09-01
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $64,300.00
f. Value of collateral, to the nearest cent: $62,014.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01R7QJERSEY CENTRAL POWER
b. Maturity date: 2024-04-01
from:
to:
c. Coupon or yield: 4.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $242,003.30
f. Value of collateral, to the nearest cent: $246,992.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RW5IAI ANTERO RESOURCES
b. Maturity date: 2020-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $55,628.50
f. Value of collateral, to the nearest cent: $59,921.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01WA5WELLS FARGO COMM MTG
b. Maturity date: 2043-11-17
from:
to:
c. Coupon or yield: 5.5848
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,922,096.80
f. Value of collateral, to the nearest cent: $1,986,084.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02950EPICOR SOFTWARE CORP
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,100.00
f. Value of collateral, to the nearest cent: $4,486.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02HJ1OGDEN CITY REDEV AGY
b. Maturity date: 2019-02-01
from:
to:
c. Coupon or yield: 0.23
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MUBD
e. The principal amount, to the nearest cent: $25,500.00
f. Value of collateral, to the nearest cent: $25,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02L9CCHASE ISSUANCE TRUST
b. Maturity date: 2017-06-15
from:
to:
c. Coupon or yield: 0.79
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $50,959.90
f. Value of collateral, to the nearest cent: $51,206.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02XUENEW CENTURY HME EQTY
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.8102
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $362,257.50
f. Value of collateral, to the nearest cent: $270,832.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030JKGMAC MTGE LOAN TRUST
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $93,898.68
f. Value of collateral, to the nearest cent: $68,408.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO COML MTG
b. Maturity date: 2045-10-15
from:
to:
c. Coupon or yield: 2.1415
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $6,390,659.85
f. Value of collateral, to the nearest cent: $777,547.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030SCCHIQUITA BRANDS INTL
b. Maturity date: 2021-02-01
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $62,500.00
f. Value of collateral, to the nearest cent: $68,277.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BJ8HEALTH MANAGEMENT ASS
b. Maturity date: 2020-01-15
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $57,372.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BQHSERVICE CORP INTERNAT
b. Maturity date: 2017-06-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $70,000.00
f. Value of collateral, to the nearest cent: $80,807.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01BR9 THE TRAVELERS COMP
b. Maturity date: 2037-06-15
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $70,400.00
f. Value of collateral, to the nearest cent: $87,318.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01E0PNATIONAL MONEY MART C
b. Maturity date: 2016-12-15
from:
to:
c. Coupon or yield: 10.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $53,400.00
f. Value of collateral, to the nearest cent: $57,659.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01F7TCHESAPEAKE ENERGY COR
b. Maturity date: 2023-03-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $12,867.90
f. Value of collateral, to the nearest cent: $13,318.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01FIH CIT CLO I, LTD./CI
b. Maturity date: 2021-03-20
from:
to:
c. Coupon or yield: 1.2525
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $553,410.30
f. Value of collateral, to the nearest cent: $538,014.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01JZZWTS SIRUS SATELLITE R
b. Maturity date: 2020-10-01
from:
to:
c. Coupon or yield: 5.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $383,201.40
f. Value of collateral, to the nearest cent: $394,697.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01JZZWTS SIRUS STELLITE RA
b. Maturity date: 2023-05-15
from:
to:
c. Coupon or yield: 4.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $8,942.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KQ9GOLDMAN SACHS BANK US
b. Maturity date: 2016-09-07
from:
to:
c. Coupon or yield: 1.85
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $6,000.00
f. Value of collateral, to the nearest cent: $6,025.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEBOLAGET SVENSK E
b. Maturity date: 2014-03-07
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $2,949.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEBOLAGET SVENSK E
b. Maturity date: 2014-05-20
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $12,250.00
f. Value of collateral, to the nearest cent: $15,852.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEBOLAGET SVENSK E
b. Maturity date: 2014-05-30
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $19,150.00
f. Value of collateral, to the nearest cent: $22,227.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01KS9AKTIEBOLAGET SVENSK E
b. Maturity date: 2016-02-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $42,018.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01MIDNORTHWESTERN MUTUAL L
b. Maturity date: 2040-03-30
from:
to:
c. Coupon or yield: 6.063
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $86,500.00
f. Value of collateral, to the nearest cent: $99,818.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01MUFGOLDMAN SACHS CAPITAL
b. Maturity date: 2034-02-15
from:
to:
c. Coupon or yield: 6.345
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $41,600.00
f. Value of collateral, to the nearest cent: $43,068.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01NM3MARIPOSA BORROWER INC
b. Maturity date: 2021-10-15
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $143,593.80
f. Value of collateral, to the nearest cent: $148,787.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01NM3MARIPOSA BORROWER INC
b. Maturity date: 2021-10-15
from:
to:
c. Coupon or yield: 8.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $259,869.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01PR0GENERAL ELEC CAPT COR
b. Maturity date: 2015-03-04
from:
to:
c. Coupon or yield: 4.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $96,500.00
f. Value of collateral, to the nearest cent: $102,847.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01QZADOLE FOOD COMPANY INC
b. Maturity date: 2019-05-01
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $75,141.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RDFNUANCE COMMUNICATIONS
b. Maturity date: 2020-08-15
from:
to:
c. Coupon or yield: 5.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $7,500.00
f. Value of collateral, to the nearest cent: $7,087.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RR2CEQUEL COMMUNICATIONS
b. Maturity date: 2021-12-15
from:
to:
c. Coupon or yield: 5.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $257,836.80
f. Value of collateral, to the nearest cent: $245,589.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RXEFORD CREDIT FLOORPLAN
b. Maturity date: 2016-09-15
from:
to:
c. Coupon or yield: 0.524
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $106,500.00
f. Value of collateral, to the nearest cent: $106,566.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01RXEFORD CREDIT FLOORPLAN
b. Maturity date: 2017-02-15
from:
to:
c. Coupon or yield: 4.2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Asset Backed Securities
e. The principal amount, to the nearest cent: $620,000.00
f. Value of collateral, to the nearest cent: $648,241.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01SYXAMERICAN HONDA FINANC
b. Maturity date: 2015-02-27
from:
to:
c. Coupon or yield: 1.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $95,000.00
f. Value of collateral, to the nearest cent: $96,434.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TJWDISCOVER BANK GREENWO
b. Maturity date: 2017-03-01
from:
to:
c. Coupon or yield: 1.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $17,100.00
f. Value of collateral, to the nearest cent: $17,160.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TT7UNIVISION COMMUNICATI
b. Maturity date: 2020-11-01
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,500.00
f. Value of collateral, to the nearest cent: $5,033.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01TVMGREEKTOWN SUPERHOLDIN
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 13
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $2,500.00
f. Value of collateral, to the nearest cent: $2,702.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01U4ZJP MORGAN CHASE BK NA
b. Maturity date: 2019-09-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $6,100.00
f. Value of collateral, to the nearest cent: $6,100.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01U5OAMERICAN CRYSTAL SUGA
b. Maturity date: 2014-01-27
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CP
e. The principal amount, to the nearest cent: $640,000.00
f. Value of collateral, to the nearest cent: $639,756.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01Y5QFINANCING CORP CPN FI
b. Maturity date: 2014-05-30
from:
to:
c. Coupon or yield: 0
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,000.00
f. Value of collateral, to the nearest cent: $12,959.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01Y9PNEXTERA ENERGY CAPITA
b. Maturity date: 2013-12-05
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CP
e. The principal amount, to the nearest cent: $63,700.00
f. Value of collateral, to the nearest cent: $63,697.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 01YJVNATIONAL AUSTRALIA BK
b. Maturity date: 2015-03-09
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $102,434.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 022VVBP CAPITAL MARKETS P.
b. Maturity date: 2023-09-26
from:
to:
c. Coupon or yield: 3.994
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $135,489.00
f. Value of collateral, to the nearest cent: $139,061.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0236CCARRIZO OIL & GAS INC
b. Maturity date: 2018-10-15
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $54,200.00
f. Value of collateral, to the nearest cent: $59,446.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 0289LWFRBS COML MTG 2012 C
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 2.2612
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $3,047,131.43
f. Value of collateral, to the nearest cent: $387,456.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02DMEACADEMY LTD / ACADEMY
b. Maturity date: 2019-08-01
from:
to:
c. Coupon or yield: 9.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $4,900.00
f. Value of collateral, to the nearest cent: $5,563.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK CALIFORNIA
b. Maturity date: 2018-03-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $2,500.00
f. Value of collateral, to the nearest cent: $2,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02G0YUNION BANK OF CALIFOR
b. Maturity date: 2018-02-02
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CD
e. The principal amount, to the nearest cent: $9,000.00
f. Value of collateral, to the nearest cent: $9,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02GMOFIRST INVS AUTO OWNER
b. Maturity date: 2019-10-15
from:
to:
c. Coupon or yield: 1.44
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $424,071.70
f. Value of collateral, to the nearest cent: $424,748.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02H7XJACKSON NTL LIFE GL F
b. Maturity date: 2015-09-30
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $309,990.60
f. Value of collateral, to the nearest cent: $310,951.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I6MPLAINS EXPLORATION PR
b. Maturity date: 2020-04-01
from:
to:
c. Coupon or yield: 7.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $92,900.00
f. Value of collateral, to the nearest cent: $103,708.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02I8PROYAL BK OF CDA BD CD
b. Maturity date: 2015-08-03
from:
to:
c. Coupon or yield: 0
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $11,500.00
f. Value of collateral, to the nearest cent: $14,761.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02IVETHERMADYNE HLDGS CORP
b. Maturity date: 2017-12-15
from:
to:
c. Coupon or yield: 9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $214.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J0UENTERPRISE PRODUCTS O
b. Maturity date: 2042-02-15
from:
to:
c. Coupon or yield: 5.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $77,500.00
f. Value of collateral, to the nearest cent: $82,513.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02J46WHITING PETROLEUM COR
b. Maturity date: 2019-03-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $38,500.00
f. Value of collateral, to the nearest cent: $39,783.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02KTVALLY BANK MIDVALE UTA
b. Maturity date: 2016-10-19
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $5,086.90
f. Value of collateral, to the nearest cent: $5,098.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02LGWGOLDMAN SACHS BANK,UT
b. Maturity date: 2018-12-10
from:
to:
c. Coupon or yield: 5.2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $6,500.00
f. Value of collateral, to the nearest cent: $6,658.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02M57ROSETTA RESOURCES INC
b. Maturity date: 2022-06-01
from:
to:
c. Coupon or yield: 5.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $50,239.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02MKOALPHABET HOLDING CO I
b. Maturity date: 2017-11-01
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $62,161.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 02Q2OTAYLOR MORRISON CMNTY
b. Maturity date: 2021-04-15
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Corporates
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $194.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030J51ST HORIZON ALTERNATI
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 2.3255
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $27,235.19
f. Value of collateral, to the nearest cent: $22,491.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030KDJ P MORGAN CHASE COMM
b. Maturity date: 2043-11-18
from:
to:
c. Coupon or yield: 3.6159
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $682,762.90
f. Value of collateral, to the nearest cent: $727,111.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO ALTERNATI
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $701,446.93
f. Value of collateral, to the nearest cent: $472,671.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030NTWELLS FARGO MTGE BCKD
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 5.2407
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMOs
e. The principal amount, to the nearest cent: $1,564,524.17
f. Value of collateral, to the nearest cent: $1,596,725.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO MTG LN 20
b. Maturity date: 2036-04-27
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $722,943.36
f. Value of collateral, to the nearest cent: $735,023.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 030PAWELLS FARGO RESECURIT
b. Maturity date: 2021-08-20
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $36,425.56
f. Value of collateral, to the nearest cent: $36,350.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 033EEWFRBS COML MTG TR 201
b. Maturity date: 2045-05-15
from:
to:
c. Coupon or yield: 3.553
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: Commercial Mortgage-Backed Security
e. The principal amount, to the nearest cent: $1,450,000.00
f. Value of collateral, to the nearest cent: $1,365,770.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Wells Fargo Securities, LLC
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,002,648.98
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,002,648.98
Item 26. Name of the Issuer
JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield)
JPMorgan Chase Bank, N.A., 0.380%, 5/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48125PB44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-05-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,012,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,012,000.00
Item 26. Name of the Issuer
Cunat Capital Corp.
Item 27. The title of the issue (including coupon or yield)
Cunat Capital Corp., The Pointe at Cedar Rapids Series 2007, 0.190%, 12/1/2041
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
231087AJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BMO Harris Bank, N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BMO Harris Bank, N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$4,805,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,805,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,805,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,805,000.00
Item 26. Name of the Issuer
M&T Bank Auto Receivables Trust 2013-1
Item 27. The title of the issue (including coupon or yield)
M&T Bank Auto Receivables Trust 2013-1, Class A1, 0.250%, 9/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
55292LAA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-09-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$17,760,083.95
Item 41. The total current amortized cost, to the nearest cent
$17,760,083.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,760,083.95
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,760,083.95
Item 26. Name of the Issuer
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Co. LLC, 0.300%, 4/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P3DB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-04-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,997,816.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,998,520.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,998,520.00
Item 26. Name of the Issuer
Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield)
Chariot Funding LLC, 0.240%, 2/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
15963UBT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-02-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$24,985,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,991,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,991,250.00
Item 26. Name of the Issuer
Pittsburg Fox Creek Associates L.P.
Item 27. The title of the issue (including coupon or yield)
Pittsburg Fox Creek Associates L.P., Series 2011-A, 0.160%, 10/1/2051
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
724624AA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Federal Home Loan Bank of San Francisco
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Federal Home Loan Bank of San Francisco
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$7,450,000.00
Item 41. The total current amortized cost, to the nearest cent
$7,450,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$7,450,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$7,450,000.00
Item 26. Name of the Issuer
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield)
Jupiter Securitization Co. LLC, 0.240%, 4/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4820P3D18
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-04-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,995,966.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,996,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,996,700.00
Item 26. Name of the Issuer
Christus Health System
Item 27. The title of the issue (including coupon or yield)
Tarrant County, TX Cultural Education Facilities Finance Corp. (Christus Health System) , (Series 2008C-3), 0.060%, 7/1/2047
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
87638TDE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Bank of Montreal
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Bank of Montreal
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,000.00
Item 26. Name of the Issuer
Michigan Finance Authority
Item 27. The title of the issue (including coupon or yield)
Michigan Finance Authority, Series 2010-A, 0.130%, 9/1/2050
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59447PCG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Bank of America N.A.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Bank of America N.A.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,000.00
Item 26. Name of the Issuer
Svenska Handelsbanken, Stockholm
Item 27. The title of the issue (including coupon or yield)
Svenska Handelsbanken, Stockholm, 0.200%, 12/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CH98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$35,000,092.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$35,001,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$35,001,400.00
Item 26. Name of the Issuer
Holmes Master Issuer PLC 2013-1
Item 27. The title of the issue (including coupon or yield)
Holmes Master Issuer PLC 2013-1, Class A1, 0.254%, 4/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
43641NBV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-04-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,998,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,998,100.00
Item 26. Name of the Issuer
Michigan Finance Authority
Item 27. The title of the issue (including coupon or yield)
Michigan Finance Authority, Series 2010-C, 0.130%, 9/1/2050
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59447PCJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Variable Rate Demand Note
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-06
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
Bank of Montreal
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
Bank of Montreal
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,000,000.00
Item 26. Name of the Issuer
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield)
Mizuho Bank Ltd., 0.210%, 12/30/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688LEU6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
If Other Instrument, include a brief description
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
N/A
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
N/A
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-12-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-12-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.60%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$15,000,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,000,450.00