N-MFP LIVE N 2013-01-31 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 49 88 892985345.63 573215.30 8251817.85 885306743.08 0.0032 1.0002 2013-01-31 1.0002 2013-01-31 C000019137 1.00 885306743.08 1.00 -4753432.20 246567.80 5000000.00 0.0032 1.0002 2013-01-31 1.0002 2013-01-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.17% 06366XWC2 Certificate of Deposit First Tier Security 2013-02-07 2013-02-07 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XRY0 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 2000000.00 2000000.00 0.0023 N 2000041.00 2000041.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XKL5 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 3000000.00 3000000.00 0.0034 N 3000120.60 3000120.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XNV0 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 4000000.00 4000000.00 0.0045 N 4000222.00 4000222.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366VT55 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0011 N 1000096.50 1000096.50 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366WRL0 Certificate of Deposit First Tier Security 2013-04-08 2013-09-06 N N N 6000000.00 6000000.00 0.0068 N 6002682.00 6002682.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FKK5 Certificate of Deposit First Tier Security 2013-02-04 2013-07-08 N N N 5000000.00 4999779.35 0.0056 N 5000210.00 5000210.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417FLB4 Certificate of Deposit First Tier Security 2013-02-11 2013-10-11 N N N 3000000.00 3000000.00 0.0034 N 3000003.00 3000003.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-02-11 2013-07-11 N N N 4000000.00 4000000.00 0.0045 N 4000824.00 4000824.00 Bank of Nova Scotia Bank of Nova Scotia, 0.39% 06417FBP4 Certificate of Deposit First Tier Security 2013-02-13 2013-09-12 N N N 3000000.00 3000000.00 0.0034 N 3002205.00 3002205.00 Bank of Nova Scotia Bank of Nova Scotia, 0.54% 06417FGH7 Certificate of Deposit First Tier Security 2013-02-19 2013-09-17 N N N 1000000.00 1000000.00 0.0011 N 1001668.00 1001668.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FDN1 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 5000000.00 5000000.00 0.0056 N 5000388.00 5000388.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.31% 06538FKL7 Certificate of Deposit First Tier Security 2013-02-11 2013-07-10 N N N 4000000.00 4000000.00 0.0045 N 3998628.00 3998628.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E5X1 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 5000000.00 5000000.00 0.0056 N 5001563.00 5001563.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E6B8 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 4000000.00 4000000.00 0.0045 N 4001378.00 4001378.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538E3Y1 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 8000000.00 8000000.00 0.0090 N 8002123.20 8002123.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 10000000.00 10000000.00 0.0113 N 10000976.00 10000976.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-02-04 2013-07-03 N N N 4000000.00 4000000.00 0.0045 N 3997872.00 3997872.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-02-05 2013-07-05 N N N 3000000.00 3000000.00 0.0034 N 3000801.00 3000801.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.39% 13606XQ84 Certificate of Deposit First Tier Security 2013-04-17 2013-09-17 N N N 9000000.00 9000000.00 0.0102 N 9007335.00 9007335.00 Credit Suisse Credit Suisse, 0.27% 22550DZM4 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 7000000.00 7000000.00 0.0079 N 7000258.30 7000258.30 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-05-01 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999180.00 4999180.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 1000000.00 1000000.00 0.0011 N 1000033.30 1000033.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 1000000.00 1000000.00 0.0011 N 1000033.30 1000033.30 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682ABS4 Certificate of Deposit First Tier Security 2013-05-02 2013-05-02 N N N 3000000.00 3000000.00 0.0034 N 3001059.00 3001059.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAC0 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 5000000.00 5000000.00 0.0056 N 5000948.50 5000948.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6W3 Certificate of Deposit First Tier Security 2013-05-21 2013-05-21 N N N 3000000.00 3000000.00 0.0034 N 3000182.70 3000182.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G6Z6 Certificate of Deposit First Tier Security 2013-05-24 2013-05-24 N N N 3000000.00 3000000.00 0.0034 N 3000187.80 3000187.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687G7D4 Certificate of Deposit First Tier Security 2013-05-29 2013-05-29 N N N 3000000.00 3000000.00 0.0034 N 3000196.20 3000196.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2E7 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 4000000.00 4000000.00 0.0045 N 4000062.00 4000062.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2L1 Certificate of Deposit First Tier Security 2013-02-08 2013-02-08 N N N 4000000.00 4000000.00 0.0045 N 4000124.40 4000124.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687GR75 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 2000000.00 2000094.22 0.0023 N 2000189.20 2000189.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2X5 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 3000000.00 3000000.00 0.0034 N 3000151.50 3000151.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G4U9 Certificate of Deposit First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 4000000.00 0.0045 N 4000445.60 4000445.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G6E3 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 3000000.00 3000000.00 0.0034 N 3000342.60 3000342.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.20% 63873EPF2 Certificate of Deposit First Tier Security 2013-02-07 2013-02-07 N N N 1000000.00 1000008.32 0.0011 N 1000009.00 1000009.00 National Bank of Canada National Bank of Canada, 0.33% 63307UBK6 Certificate of Deposit First Tier Security 2013-02-20 2013-07-19 N N N 5000000.00 5000000.00 0.0056 N 4997550.00 4997550.00 National Bank of Canada National Bank of Canada, 0.41% 63306V6J4 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.25% 65558EDP0 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 4000000.00 4000000.00 0.0045 N 4000434.80 4000434.80 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65558ECV8 Certificate of Deposit First Tier Security 2013-02-20 2013-02-20 N N N 5000000.00 5000000.00 0.0056 N 5000361.00 5000361.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78009NDK9 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 2000000.00 2000000.00 0.0023 N 2000128.00 2000128.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78009NDW3 Certificate of Deposit First Tier Security 2013-03-08 2013-03-08 N N N 10000000.00 10000000.00 0.0113 N 10001000.00 10001000.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78009JS22 Certificate of Deposit First Tier Security 2013-04-02 2013-08-30 N N N 3000000.00 3000000.00 0.0034 N 3003846.00 3003846.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HCQ7 Certificate of Deposit First Tier Security 2013-02-06 2013-02-06 N N N 5000000.00 5000000.00 0.0056 N 5000125.00 5000125.00 Societe Generale Societe Generale, 0.35% 83369TJU2 Certificate of Deposit First Tier Security 2013-02-01 2013-02-01 N N N 15000000.00 15000000.00 0.0169 N 15000063.00 15000063.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB58 Certificate of Deposit First Tier Security 2013-02-06 2013-05-08 N N N 7000000.00 7000000.00 0.0079 N 7000273.00 7000273.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562DRB8 Certificate of Deposit First Tier Security 2013-02-22 2013-02-22 N N N 5000000.00 5000290.67 0.0056 N 5000793.00 5000793.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 1000000.00 1000053.78 0.0011 N 1000244.10 1000244.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 5000000.00 5000215.66 0.0056 N 5001220.00 5001220.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWZ9 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 5000000.00 5000000.00 0.0056 N 5001242.50 5001242.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DTM2 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 5000000.00 5000000.00 0.0056 N 5000378.50 5000378.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DVQ0 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 4000000.00 4000000.00 0.0045 N 4001198.00 4001198.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUV0 Certificate of Deposit First Tier Security 2013-03-20 2013-03-20 N N N 4000000.00 4000000.00 0.0045 N 4001118.00 4001118.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUU2 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 4000000.00 4000000.00 0.0045 N 4001141.20 4001141.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.42% 86562DUK4 Certificate of Deposit First Tier Security 2013-03-18 2013-03-18 N N N 7000000.00 7000000.00 0.0079 N 7001964.20 7001964.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 2000000.00 2000000.00 0.0023 N 2000388.20 2000388.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WS33 Certificate of Deposit First Tier Security 2013-02-05 2013-02-05 N N N 5000000.00 5000000.00 0.0056 N 5000076.50 5000076.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT32 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 3000000.00 3000000.00 0.0034 N 3000100.80 3000100.80 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT40 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 3000000.00 3000000.00 0.0034 N 3000137.40 3000137.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WU48 Certificate of Deposit First Tier Security 2013-02-26 2013-02-26 N N N 3000000.00 3000000.00 0.0034 N 3000238.20 3000238.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WY69 Certificate of Deposit First Tier Security 2013-04-09 2013-04-09 N N N 3000000.00 3000000.00 0.0034 N 3000282.90 3000282.90 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2R8 Certificate of Deposit First Tier Security 2013-05-31 2013-05-31 N N N 3000000.00 3000000.00 0.0034 N 3000399.60 3000399.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2S6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 5000000.00 5000000.00 0.0056 N 5000520.50 5000520.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CKF0 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 6000000.00 6000009.16 0.0068 N 6000129.60 6000129.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958CPK4 Certificate of Deposit First Tier Security 2013-05-20 2013-05-20 N N N 3000000.00 3000044.96 0.0034 N 3000316.80 3000316.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 4000000.00 4000000.00 0.0045 N 4000232.80 4000232.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 1000000.00 1000000.00 0.0011 N 1000213.50 1000213.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 2000000.00 2000000.00 0.0023 N 2000434.80 2000434.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 1000000.00 1000000.00 0.0011 N 1000217.40 1000217.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112WNY9 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 2000000.00 2000046.58 0.0023 N 2000702.60 2000702.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112XNA9 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 4002244.40 4002244.40 UBS AG UBS AG, 0.31% 90267RMH9 Certificate of Deposit First Tier Security 2013-02-06 2013-05-07 N N N 5000000.00 5000000.00 0.0056 N 5000705.00 5000705.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQB9 Certificate of Deposit First Tier Security 2013-04-30 2013-04-30 N N N 4000000.00 4000000.00 0.0045 N 4001877.20 4001877.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.32% 10513DQC7 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 2000000.00 2000000.00 0.0023 N 2000899.20 2000899.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNV8 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 2000000.00 2000000.00 0.0023 N 2000746.00 2000746.00 Citibank NA Citibank NA, 0.29% 1730D27A4 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 2000000.00 2000000.00 0.0023 N 2000698.60 2000698.60 Citibank NA Citibank NA, 0.29% 1730D27F3 Certificate of Deposit First Tier Security 2013-04-16 2013-04-16 N N N 4000000.00 4000000.00 0.0045 N 4001416.00 4001416.00 Citibank NA Citibank NA, 0.29% 1730D27E6 Certificate of Deposit First Tier Security 2013-04-17 2013-04-17 N N N 4000000.00 4000000.00 0.0045 N 4001435.20 4001435.20 Citibank NA Citibank NA, 0.30% 1730D26U1 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 6000000.00 6000000.00 0.0068 N 6001859.40 6001859.40 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.23% 8574P1AV8 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 2000000.00 2000000.00 0.0023 N 2000155.40 2000155.40 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.23% 8574P1AY2 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 3000000.00 3000000.00 0.0034 N 3000279.90 3000279.90 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P1AW6 Certificate of Deposit First Tier Security 2013-06-07 2013-06-07 N N N 4000000.00 4000000.00 0.0045 N 3999716.40 3999716.40 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4D0 Certificate of Deposit First Tier Security 2013-05-10 2013-05-10 N N N 2000000.00 2000027.20 0.0023 N 2000109.80 2000109.80 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4H1 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 2000000.00 2000000.00 0.0023 N 2000084.80 2000084.80 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QBE3 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 2000000.00 2000000.00 0.0023 N 2000196.20 2000196.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-02-19 2013-04-19 N N N 4000000.00 4000000.00 0.0045 N 4000672.00 4000672.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-02-11 2013-05-09 N N N 2000000.00 2000000.00 0.0023 N 2000366.00 2000366.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-02-15 2013-04-15 N N N 4000000.00 4000000.00 0.0045 N 4000632.00 4000632.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-02-04 2013-06-03 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% 39K99HDS6 0000833029 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 9000000.00 9000000.00 0.0102 N 9001416.60 9001416.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GRA5 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 1000000.00 999315.55 0.0011 N 999434.70 999434.70 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GPW9 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 1000000.00 999441.67 0.0011 N 999607.70 999607.70 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GQB4 Financial Company Commercial Paper First Tier Security 2013-04-11 2013-04-11 N N N 1000000.00 999425.00 0.0011 N 999591.00 999591.00 BAT International Finance PLC BAT International Finance PLC, 0.30% 05531MP51 Financial Company Commercial Paper Second Tier Security 2013-02-05 2013-02-05 N N N 1000000.00 999966.67 0.0011 N 999963.90 999963.90 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.31% 0556N0QU2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 10000000.00 9995263.89 0.0113 N 9997018.00 9997018.00 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.30% 20260AQ52 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N N 6000000.00 5998400.00 0.0068 N 5998350.00 5998350.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-05-07 N N N 8000000.00 7999363.13 0.0090 N 7999384.00 7999384.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPR5 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 2000000.00 1999693.33 0.0023 N 1999823.20 1999823.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPU8 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 999827.50 0.0011 N 999890.10 999890.10 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-29 N N N 1000000.00 1000000.00 0.0011 N 1000094.00 1000094.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-28 N N N 5000000.00 5000000.00 0.0056 N 5000465.00 5000465.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000132.00 2000132.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 1000068.00 1000068.00 Credit Suisse Credit Suisse, 0.26% 2254EAT37 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 5000000.00 4995679.17 0.0056 N 4996224.50 4996224.50 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P48 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 3000000.00 2999937.50 0.0034 N 2999953.20 2999953.20 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 1000000.00 999956.67 0.0011 N 999972.80 999972.80 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 1000000.00 999766.25 0.0011 N 999865.60 999865.60 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0QR6 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 4000000.00 3998497.78 0.0045 N 3999024.40 3999024.40 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRK5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-04-19 N N N 5000000.00 4997326.39 0.0056 N 4998830.00 4998830.00 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 3000000.00 2998166.67 0.0034 N 2999117.40 2999117.40 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-28 N N N 10000000.00 10000000.00 0.0113 N 9998490.00 9998490.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-02-26 2013-04-26 N N N 7000000.00 7000000.00 0.0079 N 6999881.00 6999881.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.17% 53943RP45 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 8000000.00 7999886.66 0.0090 N 7999857.60 7999857.60 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.17% 53943RP78 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 8000000.00 7999773.33 0.0090 N 7999728.00 7999728.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.30% 6323A0P44 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 5000000.00 4999875.00 0.0056 N 4999894.50 4999894.50 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 999741.67 0.0011 N 999803.00 999803.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 1000000.00 999716.67 0.0011 N 999782.50 999782.50 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P0R43 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 4000000.00 3998277.78 0.0045 N 3998838.00 3998838.00 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 2000000.00 1999696.67 0.0023 N 1999891.60 1999891.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0011 N 999998.10 999998.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP54 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N N 3000000.00 2999913.33 0.0034 N 2999970.90 2999970.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.28% 83050TQ61 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 2000000.00 1999486.67 0.0023 N 1999796.60 1999796.60 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.29% 83365RQ40 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 14000000.00 13996503.89 0.0158 N 13997083.80 13997083.80 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 2000000.00 1998500.00 0.0023 N 1998506.20 1998506.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FR82 Financial Company Commercial Paper First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 3997983.34 0.0045 N 3998325.20 3998325.20 Swedbank AB Swedbank AB, 0.26% 87019RSQ0 Financial Company Commercial Paper First Tier Security 2013-05-24 2013-05-24 N N N 3000000.00 2997573.33 0.0034 N 2997859.20 2997859.20 Swedbank AB Swedbank AB, 0.27% 87019RT71 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 3000000.00 2997165.00 0.0034 N 2997537.60 2997537.60 Toronto Dominion Holdings (USA) Toronto Dominion Holdings (USA), 0.27% 89116ESG9 Financial Company Commercial Paper First Tier Security 2013-05-16 2013-05-16 N N N 5000000.00 4996100.00 0.0056 N 4997302.00 4997302.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 999758.89 0.0011 N 999896.20 999896.20 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 1000000.00 999688.89 0.0011 N 999874.00 999874.00 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 5000000.00 4995504.17 0.0056 N 4997526.50 4997526.50 UBS Finance, Inc. UBS Finance, Inc., 0.45% 90262CRC3 Financial Company Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N N 5000000.00 4995625.00 0.0056 N 4998083.50 4998083.50 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-02-21 2013-06-21 N N N 2000000.00 2000000.00 0.0023 N 1999932.00 1999932.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-29 N N N 2000000.00 2000000.00 0.0023 N 1999998.00 1999998.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 1999948.00 1999948.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-07-05 N N N 1000000.00 1000000.00 0.0011 N 999917.00 999917.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-07-08 N N N 2000000.00 2000000.00 0.0023 N 1999832.00 1999832.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-02-11 2013-06-10 N N N 1000000.00 1000000.00 0.0011 N 999967.00 999967.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-02-18 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 2999898.00 2999898.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 1999846.00 1999846.00 Ciesco LP Ciesco LP, 0.33% 17178BPN9 Asset Backed Commercial Paper First Tier Security 2013-02-22 2013-02-22 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999807.50 0.0011 N 999852.70 999852.70 Govco, Inc. Govco, Inc., 0.30% 38362VP56 Asset Backed Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999966.67 0.0011 N 999963.90 999963.90 Govco, Inc. Govco, Inc., 0.31% 38362VRN5 Asset Backed Commercial Paper First Tier Security 2013-04-22 2013-04-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999311.11 0.0011 N 999316.00 999316.00 Govco, Inc. Govco, Inc., 0.33% 38362VPB3 Asset Backed Commercial Paper First Tier Security 2013-02-11 2013-02-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999908.33 0.0011 N 999920.60 999920.60 Govco, Inc. Govco, Inc., 0.33% 38362VPL1 Asset Backed Commercial Paper First Tier Security 2013-02-20 2013-02-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999825.83 0.0011 N 999855.60 999855.60 Govco, Inc. Govco, Inc., 0.33% 38362VQ14 Asset Backed Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999486.67 0.0023 N 1999566.60 1999566.60 Govco, Inc. Govco, Inc., 0.33% 38362VQ48 Asset Backed Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999715.83 0.0011 N 999759.10 999759.10 Govco, Inc. Govco, Inc., 0.33% 38362VQ63 Asset Backed Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999697.50 0.0011 N 999742.20 999742.20 Govco, Inc. Govco, Inc., 0.34% 38362VS20 Asset Backed Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 10000000.00 9991500.00 0.0113 N 9991400.00 9991400.00 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 1000000.00 0.0011 N 999992.80 999992.80 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 1000000.00 0.0011 N 999992.80 999992.80 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.26% 03523KSV0 Other Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 1000000.00 999155.00 0.0011 N 998534.80 998534.80 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KR33 Other Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N N 5669000.00 5666310.37 0.0064 N 5665553.81 5665553.81 Devon Energy Corp. Devon Energy Corp., 0.40% 25179JAA8 Other Commercial Paper Second Tier Security 2013-02-26 2013-03-04 Y DEVON ENERGY CORP NEW N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999975.00 4999975.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.36% 5956A2P63 Other Commercial Paper Second Tier Security 2013-02-06 2013-02-06 N N N 1000000.00 999950.00 0.0011 N 999956.70 999956.70 Sempra Global Sempra Global, 0.35% 81685LPT6 Other Commercial Paper Second Tier Security 2013-02-27 2013-02-27 N N N 2000000.00 1999494.45 0.0023 N 1999634.40 1999634.40 Verizon Communications, Inc. Verizon Communications, Inc., 0.41% 92344PUW4 Other Commercial Paper Second Tier Security 2013-02-01 2013-03-18 Y VERIZON COMMUNICATIONS INC N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000105.00 3000105.00 Viacom, Inc. Viacom, Inc., 0.34% 9255M2P89 Other Commercial Paper Second Tier Security 2013-02-08 2013-02-08 N N N 1000000.00 999933.89 0.0011 N 999942.00 999942.00 Xerox Corp. Xerox Corp., 0.76% 98412EPR0 Other Commercial Paper Second Tier Security 2013-02-25 2013-02-25 N N N 1000000.00 999493.33 0.0011 N 999698.60 999698.60 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796AV1 Treasury Debt First Tier Security 2013-08-08 2013-08-08 N N N 3000000.00 2998331.67 0.0034 N 2998331.67 2998331.67 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 5000000.00 5003880.55 0.0057 N 5003710.00 5003710.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.22% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 7000000.00 7021550.93 0.0079 N 7023240.00 7023240.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 2000000.00 2030384.72 0.0023 N 2030234.00 2030234.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 2000000.00 2010124.31 0.0023 N 2010078.00 2010078.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828JW1 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 4000000.00 4048409.30 0.0046 N 4048280.00 4048280.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 1000000.00 1003445.97 0.0011 N 1003711.00 1003711.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 4000000.00 3998161.75 0.0045 N 3999844.00 3999844.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828RW2 Treasury Debt First Tier Security 2013-12-31 2013-12-31 N N N 7000000.00 6994661.73 0.0079 N 6996990.00 6996990.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 5000000.00 5006678.90 0.0057 N 5007420.00 5007420.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 1000000.00 1021481.72 0.0012 N 1022109.00 1022109.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 10000000.00 10316844.73 0.0117 N 10320310.00 10320310.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 8000000.00 8018293.20 0.0091 N 8021248.00 8021248.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 5000000.00 5016154.72 0.0057 N 5018165.00 5018165.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-02-21 2013-03-18 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0023 N 1999682.00 1999682.00 Royal Bank of Canada Royal Bank of Canada, 0.36% 78008KZV8 Other Note First Tier Security 2013-02-06 2013-09-06 N N N 9000000.00 8998923.53 0.0102 N 8999181.00 8999181.00 Royal Bank of Canada Royal Bank of Canada, 0.41% 78008FBC7 Other Note First Tier Security 2013-04-02 2013-08-30 N N N 16000000.00 16000000.00 0.0181 N 16003072.00 16003072.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAZ7 Other Note First Tier Security 2013-02-15 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 3999516.00 3999516.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-02-11 2014-09-11 N N N 6000000.00 5998101.24 0.0068 N 6000558.00 6000558.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-02-25 2014-06-25 N N N 10000000.00 9997169.74 0.0113 N 10000330.00 10000330.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380S40 Government Agency Debt First Tier Security 2013-09-19 2013-09-19 N N N 1000000.00 999823.08 0.0011 N 1000063.00 1000063.00 Freddie Mac Freddie Mac, 0.21% 3134G32P4 Government Agency Debt First Tier Security 2013-02-05 2014-12-05 N N N 10000000.00 10000000.00 0.0113 N 10001150.00 10001150.00 Denver Colorado Pub. Schools Ctfs. of Prtn. Denver Colorado Pub. Schools Ctfs. of Prtn., 0.16% Series 2011 A4, LOC Royal Bank of Canada VRDN 249218AA6 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.28% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-02-07 2013-02-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0052 N 4600000.00 4600000.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992 A, tender 02/20/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-02-20 2013-02-20 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4400000.00 4400000.00 0.0050 N 4400000.00 4400000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.48% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-05-01 Y METROPOLITAN LIFE INS CO N/A N/A N N 1000000.00 1000000.00 0.0011 Y 999812.00 999812.00 Bank of America NA In a joint trading account with Bank of America NA at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.581 - 5.5 Government Agency Debt 984551.32 389712.34 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.514 - 6 Government Agency Debt 2608149.58 1285301.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.389 - 6.5 Government Agency Debt 6819394.93 5532404.64 Unrated Security 2013-02-01 2013-02-01 N N N 7032509.00 7032509.41 0.0079 N 7032509.41 7032509.41 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_06453 Government Agency Repurchase Agreement Y US TREASURY 2013-02-15 2022-11-15 0.125 - 5.125 Treasury Debt 4392996.77 4582456.62 FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-01 2043-02-01 3 - 5.5 Government Agency Debt 2116019.01 1328249.76 Unrated Security 2013-02-01 2013-02-01 N N N 5794788.00 5794787.75 0.0065 N 5794787.75 5794787.75 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CMF3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-07-25 2041-09-25 0.604 - 4 Government Agency Debt 11575000.00 2060450.29 First Tier Security 2013-02-07 2013-02-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 47Y99CGK9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-03-01 2041-10-01 4 - 5.5 Government Agency Debt 15000.00 10862.87 FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2039-12-15 2.5 - 2.5 Government Agency Debt 2114200.00 2053627.19 First Tier Security 2013-02-01 2013-02-01 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 47Y99CJU4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-03-01 2041-10-01 4 - 5 Government Agency Debt 20000.00 12185.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-10-20 2033-10-20 5.842 - 5.842 Government Agency Debt 1370000.00 1011753.41 FEDERAL HOME LOAN MORTGAGE CORP 2039-12-15 2039-12-15 2.5 - 2.5 Government Agency Debt 10000.00 9713.50 First Tier Security 2013-02-07 2013-02-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2017-08-31 0.25 - 0.625 Treasury Debt 126509.66 126248.08 FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2043-01-01 2.5 - 5.5 Government Agency Debt 927275.55 504994.62 Unrated Security 2013-02-01 2013-02-01 N N N 618861.00 618860.83 0.0007 N 618860.83 618860.83 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.29% 47V99FCN3 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2013-09-15 2013-09-15 0.75 - 0.75 Treasury Debt 4700.00 4731.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2042-10-20 3 - 4.5 Government Agency Debt 5760482.00 5981151.43 FEDERAL NATIONAL MORTGAGE ASSOC 2027-12-01 2032-10-01 2.5 - 3.5 Government Agency Debt 64779.00 67182.41 FEDERAL HOME LOAN MORTGAGE CORP 2013-06-17 2042-09-01 0.155 - 5 Government Agency Debt 89882.00 71666.38 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0068 N 6000000.00 6000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-02-07 2042-02-15 0 - 3.375 Treasury Debt 23302269.60 23564581.73 FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-12-01 2.19 - 4.5 Government Agency Debt 4383042.85 3350264.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-15 2040-12-20 4.5 - 6.5 Government Agency Debt 44279421.64 18851112.63 FEDERAL NATIONAL MORTGAGE ASSOC 2022-11-01 2042-11-01 2 - 5 Government Agency Debt 3944428.50 3727180.68 Unrated Security 2013-02-01 2013-02-01 N N N 48513637.00 48513636.75 0.0548 N 48513636.75 48513636.75 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-11-15 2042-12-15 1.209 - 238 Government Agency Debt 2232106.00 1388479.06 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-25 2043-02-25 0 - 8.8 Government Agency Debt 3508085.93 1185928.45 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-07-20 2042-12-20 2 - 6 Government Agency Debt 482155.69 322999.26 Unrated Security 2013-02-01 2013-02-01 N N N 2813004.00 2813003.76 0.0032 N 2813003.76 2813003.76 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_08395 Government Agency Repurchase Agreement Y US TREASURY 2013-05-02 2042-08-15 0 - 3.125 Treasury Debt 511436.95 515806.30 FEDERAL AGRICULTURE MORTGAGE CORP 2014-03-25 2014-03-25 0.23 - 0.23 Government Agency Debt 24859.10 24858.00 FEDERAL FARM CREDIT 2015-02-24 2015-02-24 0.27 - 0.27 Government Agency Debt 68006.13 67926.74 FEDERAL HOME LOAN BANK 2013-02-27 2013-02-27 0 - 0 Government Agency Debt 14826.49 14826.20 FEDERAL HOME LOAN MORTGAGE CORP 2013-04-29 2035-08-15 0 - 6 Government Agency Debt 74539.28 74666.56 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2043-01-01 0 - 4.5 Government Agency Debt 436190.62 449973.06 Unrated Security 2013-02-01 2013-02-01 N N N 1125202.00 1125201.51 0.0013 N 1125201.51 1125201.51 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.33% 47Z995GJ6 0001197610 Other Repurchase Agreement N CAISSE CENTRALE DESJARDINS 2017-03-06 2017-03-06 1.6 - 1.6 Other Instrument CORPORATE 114.00 117.10 CYTEC INDS INC 2015-10-01 2015-10-01 6 - 6 Other Instrument CORPORATE 16.00 17.98 3.75% NT REDEEM 04/ 2017-04-04 2017-04-04 3.75 - 3.75 Other Instrument CORPORATE 19.00 19.80 AKBANK TURK ANONIM 2018-03-09 2018-03-09 6.5 - 6.5 Other Instrument CORPORATE 18.00 21.01 HUTCHISON WHAMPOA F 2033-11-24 2033-11-24 7.45 - 7.45 Other Instrument CORPORATE 29.00 43.28 CREDIT AGRICOLE HOME LOAN SFH 2014-07-21 2014-07-21 1.052 - 1.052 Other Instrument CORPORATE 1043499.00 1049676.51 XEROX CORP 2015-02-15 2015-02-15 4.25 - 4.25 Other Instrument CORPORATE 105.00 112.45 SEMPRA ENERGY 2018-06-15 2018-06-15 6.15 - 6.15 Other Instrument CORPORATE 32.00 39.39 FREEPORT-MCMORAN COPPER & GOLD FORMERLY FREEPORT 2022-03-01 2022-03-01 3.55 - 3.55 Other Instrument CORPORATE 22.00 21.73 KRAFT FOODS INC 2018-08-23 2018-08-23 6.125 - 6.125 Other Instrument CORPORATE 41.00 50.99 NISOURCE FIN CORP 2043-02-15 2043-02-15 5.25 - 5.25 Other Instrument CORPORATE 54.00 58.23 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2015-12-15 2015-12-15 2.625 - 2.625 Other Instrument CORPORATE 30.00 31.62 SCOTLAND INTL FIN NO 2 B V MEDIUM TERM SUB NTS B 2013-05-23 2013-05-23 4.25 - 4.25 Other Instrument CORPORATE 31.00 31.47 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.41% 47Z995JE4 0001197610 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-16 2041-10-16 5 - 5 Government Agency Debt 5611180.00 1030011.86 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.56% 45H99M2J8 0000315030 Other Repurchase Agreement N PHOTRONICS INC FORMERLY PHOTRONIC LABS INC TO 03 2016-04-01 2016-04-01 3.25 - 3.25 Other Instrument EQUITY 2790000.00 2863832.70 SEQUENOM INC 2017-10-01 2017-10-01 N/A Other Instrument EQUITY 3833000.00 4344884.38 TICC CAP CORP 2017-11-01 2017-11-01 N/A Other Instrument EQUITY 1183000.00 1210362.79 UNITED THERAPEUTICS CORP DEL 2016-09-15 2016-09-15 1 - 1 Other Instrument EQUITY 3601043.00 4541915.51 First Tier Security 2013-02-01 2013-02-01 N N N 12000000.00 12000000.00 0.0136 N 12000000.00 12000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.27% 47A99P8H2 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2052-12-16 2052-12-16 1.828 - 1.828 Government Agency Debt 2045000.00 2061752.52 First Tier Security 2013-02-01 2013-02-01 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.31% 47A99P8G4 0000318336 Other Repurchase Agreement N MEADWESTVACO CORP 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 68296.00 2160202.48 First Tier Security 2013-02-01 2013-02-01 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.48% 47A99P6R2 0000318336 Other Repurchase Agreement N NEWS CORPORATION CLB 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 116159.00 3240836.10 First Tier Security 2013-04-18 2013-04-18 N N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 47A99PQM1 0000318336 Other Repurchase Agreement N VERISIGN, INC. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 772000.00 1082834.99 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P4S2 0000318336 Other Repurchase Agreement N DNB BANK ASA 2013-03-04 2013-03-04 N/A Other Commercial Paper 5000.00 4999.35 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.713 - 0.713 Other Instrument ASSET BACKED 3443900.00 1071914.19 STRUCTURED ASSET INVESTMENT LO 2034-04-25 2034-04-25 0.854 - 0.854 Other Instrument ASSET BACKED 40000.00 8723.67 First Tier Security 2013-04-02 2013-04-02 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P5J1 0000318336 Other Repurchase Agreement N CARRINGTON MORTGAGE LOAN TRUST 2036-12-25 2036-12-25 0.344 - 0.344 Other Instrument ASSET BACKED 50000.00 24920.39 CWMBS, INC., 2005-19 2035-11-20 2035-11-20 5.165 - 5.165 Other Instrument GOVERNMENT AGENCY 1040000.00 327803.97 CHL MORTGAGE PASS-THROUGH TRUS 2047-09-25 2047-09-25 3.083 - 3.083 Other Instrument GOVERNMENT AGENCY 5018700.00 1742113.22 SANTANDER DRIVE AUTO 2019-09-16 2019-09-16 4.69 - 4.69 Other Instrument ASSET BACKED 60000.00 62011.38 GSAMP TRUST 2005-HE2-N 2035-11-25 2035-11-25 0.344 - 0.344 Other Instrument ASSET BACKED 235000.00 5544.34 First Tier Security 2013-04-08 2013-04-08 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P6J0 0000318336 Other Repurchase Agreement N DNB BANK ASA 2013-03-04 2013-03-04 N/A Other Commercial Paper 10000.00 9998.70 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.444 - 0.444 Other Instrument ASSET BACKED 20000.00 7870.63 GSAMP TRUST 2005-HE2-N 2035-11-25 2035-11-25 0.344 - 0.344 Other Instrument ASSET BACKED 800000.00 18874.35 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.948 - 3.948 Other Instrument GOVERNMENT AGENCY 52199600.00 2092298.02 JPMORGAN MORTGAGE ACQUISITION 2036-10-25 2036-10-25 5.461 - 5.461 Other Instrument ASSET BACKED 50000.00 31966.68 First Tier Security 2013-04-15 2013-04-15 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7B6 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.364 - 0.364 Other Instrument ASSET BACKED 200000.00 122128.18 CONSECO FINANCE SECURITIZATION 2032-05-01 2032-05-01 8.31 - 8.31 Other Instrument ASSET BACKED 1265000.00 688354.64 FIRST HORIZON ALTERNATIVE MORT 2035-11-25 2035-11-25 5.18 - 5.18 Other Instrument GOVERNMENT AGENCY 5005000.00 1351649.72 First Tier Security 2013-04-19 2013-04-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7V2 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2047-09-25 2047-09-25 0.424 - 0.424 Other Instrument ASSET BACKED 100000.00 45777.93 PARK PLACE SECURITIES, INC. 2036-01-25 2036-01-25 1.034 - 1.034 Other Instrument ASSET BACKED 5000.00 3612.34 FIRST HORIZON ALTERNATIVE MORT 2035-11-25 2035-11-25 5.18 - 5.18 Other Instrument GOVERNMENT AGENCY 3830000.00 1034329.35 First Tier Security 2013-04-23 2013-04-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P8B5 0000318336 Other Repurchase Agreement N CARRINGTON MORTGAGE LOAN TRUST 2036-12-25 2036-12-25 0.344 - 0.344 Other Instrument ASSET BACKED 1800000.00 897133.90 CMALT SERIES 2007-A2 2037-02-25 2037-02-25 4.239 - 4.239 Other Instrument GOVERNMENT AGENCY 5000.00 3019.81 RALI SERIES 2006-QS10 TRUST 2036-08-25 2036-08-25 0.604 - 0.604 Other Instrument GOVERNMENT AGENCY 746200.00 180340.61 First Tier Security 2013-04-26 2013-04-26 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 47A99PUP9 0000318336 Other Repurchase Agreement N GSAMP TRUST 2005-HE2-N 2035-11-25 2035-11-25 0.344 - 0.344 Other Instrument ASSET BACKED 40660000.00 959288.62 RAMP SERIES 2004-RS8 TRUST 2035-12-25 2035-12-25 0.734 - 0.734 Other Instrument ASSET BACKED 150000.00 88432.33 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.489 - 0.489 Other Instrument ASSET BACKED 50000.00 9652.36 GREENPOINT MORTGAGE FUNDING TR 2046-11-25 2046-11-25 0.474 - 0.474 Other Instrument GOVERNMENT AGENCY 280000.00 24925.15 First Tier Security 2013-02-19 2013-02-19 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PSE7 0000318336 Other Repurchase Agreement N RALI SERIES 2006-QS12 TRUST 2036-09-25 2036-09-25 0.468 - 0.468 Other Instrument GOVERNMENT AGENCY 13125777.00 74429.76 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.713 - 0.713 Other Instrument ASSET BACKED 800000.00 249000.07 FIRST HORIZON ALTERNATIVE MORT 2037-03-25 2037-03-25 53.969 - 53.969 Other Instrument GOVERNMENT AGENCY 35000.00 26995.92 FIRST HORIZON ALTERNATIVE MORT 2035-11-25 2035-11-25 5.18 - 5.18 Other Instrument GOVERNMENT AGENCY 2700000.00 729161.69 SANTANDER DRIVE AUTO 2019-12-16 2019-12-16 4.99 - 4.99 Other Instrument ASSET BACKED 5000.00 3214.42 First Tier Security 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.33% 46J99E8U1 0000058056 Other Repurchase Agreement N GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 57910.00 1080021.50 First Tier Security 2013-02-06 2013-02-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 46J99E8Q0 0000058056 Other Repurchase Agreement N GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 57912.00 1080058.80 First Tier Security 2013-02-04 2013-02-04 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.31% 45C990PP2 0000853784 Other Repurchase Agreement N OMNICOM GROUP INC. 2022-05-01 2022-05-01 3.625 - 3.625 Other Instrument CORPORATE 4000000.00 4139189.24 H.J. HEINZ COMPANY 2017-03-01 2022-03-01 1.5 - 2.85 Other Instrument CORPORATE 10820000.00 10965450.43 ALTRIA GROUP INC 2022-08-09 2022-08-09 2.85 - 2.85 Other Instrument CORPORATE 3400000.00 3336037.58 SOUTHERN COPPER CORP + 2035-07-27 2035-07-27 7.5 - 7.5 Other Instrument CORPORATE 2050000.00 2564191.10 First Tier Security 2013-02-01 2013-02-01 N N N 20000000.00 20000000.00 0.0226 N 20000000.00 20000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N BAXTER INTERNATIONAL 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 16012.00 1087214.80 First Tier Security 2013-05-17 2013-05-17 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N HORNBECK OFFSHORE SERVICES, IN 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 2131000.00 2175603.96 First Tier Security 2013-05-10 2013-05-10 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N CADENCE DESIGN SYSTEMS, INC. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 1150000.00 2176426.75 First Tier Security 2013-04-11 2013-04-11 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 45A99N7H2 Other Repurchase Agreement N HORNBECK OFFSHORE SERVICES, IN 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 2134000.00 2178666.75 First Tier Security 2013-02-19 2013-02-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N FREEPORT-MCMORAN COPPER & GOLD 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 61958.00 2178443.28 First Tier Security 2013-04-17 2013-04-17 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N7J8 Other Repurchase Agreement N HORNBECK OFFSHORE SERVICES, IN 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 2134000.00 2178666.75 First Tier Security 2013-03-21 2013-03-21 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99VWJ1 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-06-25 2041-12-25 5.796 - 6.246 Government Agency Debt 96475000.00 11330357.84 First Tier Security 2013-02-06 2013-02-06 N N N 11000000.00 11000000.00 0.0124 N 11000000.00 11000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.35% 46S99VWD4 0001287279 Other Repurchase Agreement N SEMPRA ENERGY 2039-10-15 2039-10-15 6 - 6 Other Instrument CORPORATE 850000.00 1055699.99 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VVC7 0001287279 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRU 2038-11-15 2038-11-15 5.407 - 5.407 Other Instrument GOVERNMENT AGENCY 2850000.00 2160872.01 First Tier Security 2013-02-07 2013-02-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.92% 46S99VMA1 0001287279 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRU 2038-11-15 2038-11-15 5.407 - 5.407 Other Instrument GOVERNMENT AGENCY 2860000.00 2168454.02 First Tier Security 2013-03-20 2013-03-20 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.71% 48J99MGD8 0000728612 Other Repurchase Agreement N NEPTUNE CDO 2045-02-07 2045-02-07 0.587 - 0.587 Other Instrument ASSET BACKED 41431418.00 3313477.72 XEROX CORP 2013-03-28 2013-03-28 N/A Other Commercial Paper 226289.00 226112.72 SAFEWAY INC 2013-04-01 2013-04-01 N/A Other Commercial Paper 1805361.00 1802758.75 First Tier Security 2013-02-05 2013-02-05 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YBX8 Other Repurchase Agreement N CSX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 22.13 CHESAPEAKE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6324.00 127175.64 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 895.00 41617.50 EXPEDIT INTL WASH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3432.00 147987.84 LAM RESH CORP 2016-05-15 2016-05-15 0.5 - 0.5 Other Instrument EQUITY 15000.00 15081.53 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 85.00 6381.80 SENSATA TECHNOLOGIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22082.00 741513.56 First Tier Security 2013-02-01 2013-02-01 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YCC3 Other Repurchase Agreement N ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23228.00 1080102.00 First Tier Security 2013-02-06 2013-02-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YCH2 Other Repurchase Agreement N SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7197.00 1080053.79 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.37% 48E99YCG4 Other Repurchase Agreement N SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7197.00 1080053.79 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.40% 48E99YCD1 Other Repurchase Agreement N CITRIX SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15095.00 1011063.10 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 580.00 26970.00 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14.00 2259.32 UNUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1729.00 39801.58 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.53% 48E99YCE9 Other Repurchase Agreement N US TREASURY 2013-09-15 2013-09-15 0.75 - 0.75 Treasury Debt 8400.00 8455.52 FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2040-10-15 3.226 - 4.191 Government Agency Debt 11208419.00 1021508.81 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 47H993YC6 Other Repurchase Agreement N CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-09-16 2019-09-16 5.9 - 5.9 Other Instrument ASSET BACKED 562416.00 583075.04 CPS AUTO GRANTOR/RECEIVABLES TRUST 2018-09-17 2018-09-17 7.5 - 7.5 Other Instrument ASSET BACKED 460725.00 500856.60 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.71 - 1.71 Other Instrument ASSET BACKED 438.00 189.81 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-12-25 2046-12-25 1.092 - 1.092 Other Instrument MORTGAGE 824.00 260.74 MORGAN STANLEY RE-REMIC TRUST 2045-08-12 2045-08-12 5.795 - 5.795 Other Instrument MORTGAGE 2289.00 2556.50 First Tier Security 2013-02-08 2013-02-08 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAF8 Other Repurchase Agreement N CENTURYTEL INC FORMERLY CENTURYTEL INC TO 05/20/ 2017-06-15 2017-06-15 5.15 - 5.15 Other Instrument CORPORATE 38594.00 41684.90 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.51 - 0.51 Other Instrument MORTGAGE 6716.00 622.86 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2036-04-25 2036-04-25 6 - 6 Other Instrument MORTGAGE 2778.00 1980.82 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-10-25 2037-10-25 6 - 6 Other Instrument MORTGAGE 736738.00 336295.37 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 3383.00 964.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2040-10-15 1.161 - 6.439 Government Agency Debt 270742.00 52544.19 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-06-25 2035-06-25 0.834 - 0.834 Other Instrument ASSET BACKED 4852.00 1682.51 FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 2.747 - 2.747 Government Agency Debt 11947.00 10169.15 US TREASURY 2013-09-15 2013-09-15 0.75 - 0.75 Treasury Debt 1800.00 1811.90 FEDERAL NATIONAL MORTGAGE ASSOC 2036-10-25 2037-02-25 5.846 - 6.396 Government Agency Debt 6294208.00 601730.82 First Tier Security 2013-02-22 2013-02-22 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5T1 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2036-12-16 2041-01-16 5.744 - 6.394 Government Agency Debt 9295000.00 1030563.80 First Tier Security 2013-02-15 2013-02-15 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5U8 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2036-12-16 2036-12-16 6.394 - 6.394 Government Agency Debt 16710000.00 2060969.00 First Tier Security 2013-02-19 2013-02-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R5P9 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2040-05-20 6.045 - 6.285 Government Agency Debt 47875000.00 5158440.95 First Tier Security 2013-03-07 2013-03-07 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0056 Y 5000000.00 5000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.85% 40Q995HL5 Other Repurchase Agreement N GE CAPITAL COMMERCIAL MORTGAGE 2033-05-15 2033-05-15 1.877 - 1.877 Other Instrument ASSET BACKED 461325000.00 296961.25 RESIDENTIAL ASSET SECURITIES C 2032-03-25 2032-03-25 6.349 - 6.349 Other Instrument ASSET BACKED 4870000.00 783651.34 First Tier Security 2013-02-06 2013-02-06 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVG0 0000230611 Other Repurchase Agreement N EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 3000.00 6065.89 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument EQUITY 2000.00 4513.76 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 572000.00 1091439.56 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 N/A Other Instrument EQUITY 1416.00 1508.15 First Tier Security 2013-02-07 2013-02-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVF2 0000230611 Other Repurchase Agreement N ARCHER DANIELS MIDLAND CO 2014-02-15 2014-02-15 0.875 - 0.875 Other Instrument EQUITY 20000.00 20143.29 U S BK NATL ASSN MINNEAPOLIS MINN MEDIUM TERM SU 2014-02-04 2014-02-04 6.3 - 6.3 Other Instrument CORPORATE 6078.00 6608.76 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-09-15 2019-09-15 6 - 6 Other Instrument CORPORATE 19182.00 19337.50 GILEAD SCIENCES INC 2013-05-01 2016-05-01 0.625 - 1.625 Other Instrument EQUITY 220000.00 405006.26 HBOS PLC MEDIUM TERM SUB NTS BOOK ENTRY 144A 2033-11-01 2033-11-01 6 - 6 Other Instrument CORPORATE 6211.00 5993.62 LOWES COS INC 2021-11-15 2021-11-15 3.8 - 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3.25 Other Instrument EQUITY 578000.00 1102888.22 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 N/A Other Instrument EQUITY 607.00 646.50 First Tier Security 2013-02-07 2013-02-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994KV6 0000276523 Other Repurchase Agreement N ARIZONA PUB SVC CO 2014-06-30 2014-06-30 5.8 - 5.8 Other Instrument CORPORATE 688811.00 740716.74 GULF SOUTH PIPELINE CO LP 2017-08-15 2017-08-15 6.3 - 6.3 Other Instrument CORPORATE 23021.00 27019.52 MACQUARIE BANK LTD 2013-05-23 2013-05-23 N/A Financial Company Commercial Paper 12.00 11.99 NATIONAL OILWELL VARCO INC FORMERLY NATIONAL-OIL 2042-12-01 2042-12-01 3.95 - 3.95 Other Instrument CORPORATE 286500.00 281357.40 NIAGARA MOHAWK PWR CORP 2022-11-28 2022-11-28 N/A Other Instrument CORPORATE 120.00 117.26 NSTAR ELEC CO 2022-10-15 2022-10-15 2.375 - 2.375 Other Instrument CORPORATE 1820.00 1788.92 PROCTER & GAMBLE CO 2019-02-15 2019-02-15 4.7 - 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