N-MFP LIVE N 2013-02-28 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 53 90 893199983.16 580383.93 8224242.97 885556124.12 0.0031 1.0002 2013-02-28 1.0002 2013-02-28 C000019137 1.00 885556124.12 1.00 214550.93 214550.93 0.00 0.0031 1.0002 2013-02-28 1.0002 2013-02-28 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 3000005.70 3000005.70 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 4000093.20 4000093.20 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 1000003.90 1000003.90 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 6002730.00 6002730.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-03-04 2013-07-08 N N N 5000000.00 4999818.70 0.0056 N 5000170.00 5000170.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-03-11 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, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-03-11 2013-08-08 N N N 4000000.00 4000000.00 0.0045 N 4000456.00 4000456.00 Bank of Nova Scotia Bank of Nova Scotia, 0.37% 06417FBP4 Certificate of Deposit First Tier Security 2013-05-13 2013-09-12 N N N 3000000.00 3000000.00 0.0034 N 3001725.00 3001725.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417FGH7 Certificate of Deposit First Tier Security 2013-05-16 2013-09-17 N N N 1000000.00 1000000.00 0.0011 N 1001432.00 1001432.00 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 5000087.50 5000087.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FKL7 Certificate of Deposit First Tier Security 2013-03-11 2013-07-10 N N N 4000000.00 4000000.00 0.0045 N 3999448.00 3999448.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FPR9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 10000000.00 10000000.00 0.0113 N 10001380.00 10001380.00 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 5000699.00 5000699.00 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 4000692.40 4000692.40 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 8000332.80 8000332.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-03-04 2013-07-31 N N N 4000000.00 4000000.00 0.0045 N 3997936.00 3997936.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-03-05 2013-08-02 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 9008226.00 9008226.00 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-05-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999265.00 4999265.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.17% 25155BQD0 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 10000000.00 10000000.00 0.0113 N 9999931.00 9999931.00 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 3000785.40 3000785.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBB8 Certificate of Deposit First Tier Security 2013-06-14 2013-06-14 N N N 3000000.00 3000000.00 0.0034 N 2999823.00 2999823.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBG7 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 3000000.00 3000000.00 0.0034 N 2999813.10 2999813.10 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 3000340.80 3000340.80 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 3000353.40 3000353.40 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 3000374.10 3000374.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60688RAV5 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 3000000.00 3000000.00 0.0034 N 2999913.60 2999913.60 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 4000519.20 4000519.20 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 3000436.50 3000436.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.18% 63873EQN4 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 9000000.00 9000000.00 0.0102 N 8999949.60 8999949.60 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-03-20 2013-08-16 N N N 5000000.00 5000000.00 0.0056 N 4997630.00 4997630.00 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 4000342.00 4000342.00 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 10000340.00 10000340.00 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 3004515.00 3004515.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGH3 Certificate of Deposit First Tier Security 2013-06-11 2013-06-11 N N N 4000000.00 4000000.00 0.0045 N 4000228.40 4000228.40 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGK6 Certificate of Deposit First Tier Security 2013-06-13 2013-06-13 N N N 2000000.00 2000000.00 0.0023 N 2000116.40 2000116.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D6X3 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562DB58 Certificate of Deposit First Tier Security 2013-03-06 2013-05-08 N N N 7000000.00 7000000.00 0.0079 N 7000182.00 7000182.00 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 1000015.17 0.0011 N 1000076.60 1000076.60 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 5000060.83 0.0056 N 5000382.50 5000382.50 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 5001023.00 5001023.00 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 4000605.60 4000605.60 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 4000488.00 4000488.00 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 4000512.40 4000512.40 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 7000803.60 7000803.60 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 3000333.00 3000333.00 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 3000382.50 3000382.50 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 5000538.00 5000538.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2Y3 Certificate of Deposit First Tier Security 2013-06-10 2013-06-10 N N N 3000000.00 3000000.00 0.0034 N 3000339.30 3000339.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3P1 Certificate of Deposit First Tier Security 2013-06-17 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 3000362.70 3000362.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W3W6 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 3000000.00 3000000.00 0.0034 N 3000393.00 3000393.00 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 3000033.30 0.0034 N 3000370.20 3000370.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-03-15 2013-11-15 N N N 2000000.00 2000000.00 0.0023 N 1999720.00 1999720.00 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 1000104.80 1000104.80 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 1000108.70 1000108.70 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 2000217.40 2000217.40 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 2000038.82 0.0023 N 2000742.60 2000742.60 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 4001745.20 4001745.20 UBS AG UBS AG, 0.30% 90267RMH9 Certificate of Deposit First Tier Security 2013-03-06 2013-05-07 N N N 5000000.00 5000000.00 0.0056 N 5000475.00 5000475.00 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 4001490.00 4001490.00 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 2000757.20 2000757.20 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 2000404.20 2000404.20 Citibank NA Citibank NA, 0.21% 17304UAT7 Certificate of Deposit First Tier Security 2013-03-25 2013-03-25 N N N 2000000.00 2000000.00 0.0023 N 2000166.60 2000166.60 Citibank NA Citibank NA, 0.28% 17304UBP4 Certificate of Deposit First Tier Security 2013-05-28 2013-05-28 N N N 2000000.00 2000000.00 0.0023 N 2000543.60 2000543.60 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 2000536.60 2000536.60 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 4001096.40 4001096.40 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 4001119.60 4001119.60 Citibank NA Citibank NA, 0.29% 17304UBH2 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 2000000.00 2000000.00 0.0023 N 2000553.00 2000553.00 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 6001246.20 6001246.20 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 2000054.40 2000054.40 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 3000163.20 3000163.20 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 4000768.00 4000768.00 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 2000019.43 0.0023 N 2000157.40 2000157.40 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 2000143.60 2000143.60 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 2000166.60 2000166.60 HSBC Bank PLC HSBC Bank PLC, 0.32% 35X99QBJ2 0001140465 Certificate of Deposit First Tier Security 2013-11-05 2013-11-05 N N N 2000000.00 2000000.00 0.0023 N 2000276.40 2000276.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-03-11 2013-05-09 N N N 2000000.00 2000000.00 0.0023 N 2000248.00 2000248.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-03-15 2013-04-15 N N N 4000000.00 4000000.00 0.0045 N 4000364.00 4000364.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-03-19 2013-04-19 N N N 4000000.00 4000000.00 0.0045 N 4000400.00 4000400.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-03-04 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 9001072.80 9001072.80 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS61 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 3000000.00 2998900.00 0.0034 N 2999011.80 2999011.80 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06416JS79 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 3000000.00 2998894.50 0.0034 N 2998991.40 2998991.40 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 999533.33 0.0011 N 999678.10 999678.10 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 999675.00 0.0011 N 999792.20 999792.20 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 999658.33 0.0011 N 999780.70 999780.70 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 9997675.00 0.0113 N 9998711.00 9998711.00 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 5999800.00 0.0068 N 5999866.80 5999866.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-05-07 N N N 8000000.00 7999550.84 0.0090 N 7999584.00 7999584.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000098.00 2000098.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 1000051.00 1000051.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-29 N N N 1000000.00 1000000.00 0.0011 N 1000068.00 1000068.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-28 N N N 5000000.00 5000000.00 0.0056 N 5000335.00 5000335.00 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 4996670.83 0.0056 N 4997299.50 4997299.50 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.18% 25153JQ45 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 17000000.00 16999745.00 0.0192 N 16999697.40 16999697.40 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 999964.58 0.0011 N 999983.30 999983.30 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 3999306.67 0.0045 N 3999643.20 3999643.20 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-28 N N N 10000000.00 10000000.00 0.0113 N 10000280.00 10000280.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-03-26 2013-04-26 N N N 7000000.00 7000000.00 0.0079 N 7000525.00 7000525.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-09-03 N N N 1000000.00 1000000.00 0.0011 N 999900.00 999900.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.18% 6323A0Q50 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N N 9000000.00 8999820.00 0.0102 N 8999762.40 8999762.40 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TC7 Financial Company Commercial Paper First Tier Security 2013-06-12 2013-06-12 N N N 9000000.00 8992532.50 0.0102 N 8993664.90 8993664.90 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TH6 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 1000000.00 999130.00 0.0011 N 999245.10 999245.10 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TS2 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-06-26 N N N 1000000.00 999057.50 0.0011 N 999153.30 999153.30 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TU7 Financial Company Commercial Paper First Tier Security 2013-06-28 2013-06-28 N N N 1000000.00 999041.39 0.0011 N 999133.30 999133.30 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 999975.00 0.0011 N 999978.90 999978.90 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 999950.00 0.0011 N 999963.10 999963.10 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTB7 Financial Company Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N N 1000000.00 999263.34 0.0011 N 999361.00 999361.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTE1 Financial Company Commercial Paper First Tier Security 2013-06-14 2013-06-14 N N N 1000000.00 999241.67 0.0011 N 999333.60 999333.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TTJ0 Financial Company Commercial Paper First Tier Security 2013-06-18 2013-06-18 N N N 3000000.00 2997638.33 0.0034 N 2997894.60 2997894.60 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 1999922.22 0.0023 N 1999976.60 1999976.60 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.27% 83365RR23 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 15000000.00 14996400.00 0.0169 N 14997057.00 14997057.00 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 13999661.67 0.0158 N 13999720.00 13999720.00 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 1998888.89 0.0023 N 1999005.60 1999005.60 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 3998838.89 0.0045 N 3999150.80 3999150.80 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 2998180.00 0.0034 N 2998583.40 2998583.40 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 2997795.00 0.0034 N 2998325.40 2998325.40 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 4997150.00 0.0056 N 4998121.50 4998121.50 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 1000000.00 0.0011 N 999998.30 999998.30 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 999937.78 0.0011 N 999985.80 999985.80 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVF1 Financial Company Commercial Paper First Tier Security 2013-08-15 2013-08-15 N N N 8000000.00 7987011.11 0.0090 N 7988053.60 7988053.60 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVK0 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 2000000.00 1996675.00 0.0023 N 1996875.40 1996875.40 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 4997020.84 0.0056 N 4998641.50 4998641.50 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 4997375.00 0.0056 N 4999058.50 4999058.50 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 1999878.00 1999878.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 1999952.00 1999952.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-07-05 N N N 1000000.00 1000000.00 0.0011 N 999933.00 999933.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-07-08 N N N 2000000.00 2000000.00 0.0023 N 1999864.00 1999864.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-03-11 2013-06-10 N N N 1000000.00 1000000.00 0.0011 N 999975.00 999975.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-03-18 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 2999922.00 2999922.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-03-21 2013-06-21 N N N 2000000.00 2000000.00 0.0023 N 1999946.00 1999946.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-03-29 2013-05-29 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Ciesco LP Ciesco LP, 0.31% 17178BSV8 Asset Backed Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1998467.23 0.0023 N 1998650.00 1998650.00 Govco, Inc. Govco, Inc., 0.25% 38362VRC9 Asset Backed Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 7974000.00 7971674.25 0.0090 N 7971437.95 7971437.95 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 999552.22 0.0011 N 999595.10 999595.10 Govco, Inc. Govco, Inc., 0.31% 38362VS61 Asset Backed Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1998863.33 0.0023 N 1998931.80 1998931.80 Govco, Inc. Govco, Inc., 0.31% 38362VS95 Asset Backed Commercial Paper First Tier Security 2013-05-09 2013-05-09 N N Y LIQUIDITY CITIBANK NA N/A N/A 5000000.00 4997029.17 0.0056 N 4997180.50 4997180.50 Govco, Inc. Govco, Inc., 0.31% 38362VSE4 Asset Backed Commercial Paper First Tier Security 2013-05-14 2013-05-14 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999362.78 0.0011 N 999385.40 999385.40 Govco, Inc. Govco, Inc., 0.31% 38362VSG9 Asset Backed Commercial Paper First Tier Security 2013-05-16 2013-05-16 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3997382.22 0.0045 N 3997459.20 3997459.20 Govco, Inc. Govco, Inc., 0.31% 38362VSH7 Asset Backed Commercial Paper First Tier Security 2013-05-17 2013-05-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999336.94 0.0011 N 999354.30 999354.30 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 2000000.00 0.0023 N 1999985.60 1999985.60 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 999972.50 0.0011 N 999971.10 999971.10 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 999954.17 0.0011 N 999956.70 999956.70 Govco, Inc. Govco, Inc., 0.33% 38362VS12 Asset Backed Commercial Paper First Tier Security 2013-05-01 2013-05-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999440.84 0.0011 N 999514.30 999514.30 Govco, Inc. Govco, Inc., 0.33% 38362VS79 Asset Backed Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N Y LIQUIDITY CITIBANK NA N/A N/A 6000000.00 5996315.00 0.0068 N 5996736.00 5996736.00 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 9994144.45 0.0113 N 9995048.00 9995048.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.20% 53127TS79 Asset Backed Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 2000000.00 1999255.56 0.0023 N 1999176.40 1999176.40 Market Street Funding LLC Market Street Funding LLC, 0.20% 5705X4S88 Asset Backed Commercial Paper First Tier Security 2013-05-08 2013-05-08 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 6000000.00 5997733.33 0.0068 N 5998045.20 5998045.20 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 999357.22 0.0011 N 999100.00 999100.00 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 5667544.96 0.0064 N 5667431.39 5667431.39 Devon Energy Corp. Devon Energy Corp., 0.40% 25179JAA8 Other Commercial Paper Second Tier Security 2013-03-26 2013-03-26 Y DEVON ENERGY CORP NEW N/A N/A N N 5000000.00 5000000.00 0.0056 N 5000050.00 5000050.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.31% 5956A2Q88 Other Commercial Paper Second Tier Security 2013-03-08 2013-03-08 N N N 1000000.00 999939.72 0.0011 N 999942.00 999942.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.31% 5956A2QD7 Other Commercial Paper Second Tier Security 2013-03-13 2013-03-13 N N N 1000000.00 999896.67 0.0011 N 999903.20 999903.20 Northeast Utilities Northeast Utilities, 0.31% 66439TQ19 Other Commercial Paper Second Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0011 N 999993.10 999993.10 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-03-01 2013-04-15 Y VERIZON COMMUNICATIONS INC N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Viacom, Inc. Viacom, Inc., 0.35% 9255M2Q47 Other Commercial Paper Second Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 999970.83 0.0011 N 999971.10 999971.10 Viacom, Inc. Viacom, Inc., 0.35% 9255M2Q54 Other Commercial Paper Second Tier Security 2013-03-05 2013-03-05 N N N 2000000.00 1999922.22 0.0023 N 1999902.00 1999902.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.32% 92780JQJ3 Other Commercial Paper Second Tier Security 2013-03-18 2013-03-18 N N N 2000000.00 1999697.78 0.0023 N 1999696.00 1999696.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 10000000.00 9993475.00 0.0113 N 9994080.00 9994080.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828NY2 Treasury Debt First Tier Security 2013-09-15 2013-09-15 N N N 5000000.00 5016144.57 0.0057 N 5016405.00 5016405.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828RK8 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 5000000.00 4999247.03 0.0056 N 4999415.00 4999415.00 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 5003520.76 0.0057 N 5003125.00 5003125.00 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 7013284.83 0.0079 N 7013944.00 7013944.00 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 2027567.59 0.0023 N 2027344.00 2027344.00 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 2009230.05 0.0023 N 2009062.00 2009062.00 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 4044338.85 0.0046 N 4044220.00 4044220.00 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 1002725.91 0.0011 N 1002891.00 1002891.00 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 3998405.69 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 6995110.59 0.0079 N 6997263.00 6997263.00 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 5002226.30 0.0056 N 5002345.00 5002345.00 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 1018397.16 0.0012 N 1018984.00 1018984.00 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 8016508.50 0.0091 N 8019376.00 8019376.00 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 10285933.05 0.0116 N 10288280.00 10288280.00 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 5011763.14 0.0057 N 5012890.00 5012890.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-03-21 2013-04-15 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0023 N 1999714.00 1999714.00 Royal Bank of Canada Royal Bank of Canada, 0.35% 78008KZV8 Other Note First Tier Security 2013-05-06 2013-09-06 N N N 9000000.00 8999062.43 0.0102 N 9000180.00 9000180.00 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 16004160.00 16004160.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-03-15 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 3999580.00 3999580.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-03-27 2013-08-27 N N N 6000000.00 6000000.00 0.0068 N 5999424.00 5999424.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-03-11 2014-09-11 N N N 6000000.00 5998191.81 0.0068 N 6000804.00 6000804.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-03-25 2014-06-25 N N N 10000000.00 9997325.43 0.0113 N 10000970.00 10000970.00 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 999844.62 0.0011 N 1000000.00 1000000.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-03-05 2014-12-05 N N N 10000000.00 10000000.00 0.0113 N 10001640.00 10001640.00 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 2013-03-07 2013-03-07 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., 0.30% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-03-07 2013-03-07 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 1990 A, tender 04/01/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-04-01 2013-04-01 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 2013-05-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 1000000.00 1000000.00 0.0011 Y 999841.00 999841.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.18% 47X99W6V3 0001197610 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2042-01-01 3.101 - 6.5 Government Agency Debt 20941408.00 5064727.61 FEDERAL NATIONAL MORTGAGE ASSOC 2019-05-01 2038-11-01 2.714 - 6 Government Agency Debt 72394428.00 9358823.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2041-04-20 3 - 3 Government Agency Debt 1130000.00 877061.24 First Tier Security 2013-03-07 2013-03-07 Y BNP PARIBAS SEC CORP(GOV REPO) N/A N/A N N 15000000.00 15000000.00 0.0169 N 15000000.00 15000000.00 Citibank NA In a joint trading account with Citibank NA at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-12-01 2048-07-01 2.03 - 13 Government Agency Debt 21759.50 5774.17 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2050-01-01 1.094 - 7.5 Government Agency Debt 29732.39 10849.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2014-03-15 2043-01-20 1.125 - 9.5 Government Agency Debt 18645.02 1428.85 Unrated Security 2013-03-01 2013-03-01 N N N 17699.00 17698.88 0.0000 N 17698.88 17698.88 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-25 2043-03-25 0 - 7 Government Agency Debt 5187.77 3593.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2043-01-20 2.5 - 3 Government Agency Debt 2905.39 2765.83 Unrated Security 2013-03-01 2013-03-01 N N N 6174.00 6174.03 0.0000 N 6174.03 6174.03 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CMF3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-07-25 2043-01-01 0.602 - 4 Government Agency Debt 11690000.00 2062531.18 First Tier Security 2013-03-07 2013-03-07 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, 0.18% 47Y99CPX1 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2041-09-25 4 - 4 Government Agency Debt 1175000.00 1033321.49 First Tier Security 2013-03-07 2013-03-07 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 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-09-23 2043-03-01 0.5 - 8 Government Agency Debt 5724.35 4898.66 FEDERAL HOME LOAN MORTGAGE CORP 2013-09-01 2043-03-01 0.375 - 7.5 Government Agency Debt 4695.84 3527.72 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-08-15 2054-06-15 2 - 12.5 Government Agency Debt 2530.78 1022.30 Unrated Security 2013-03-01 2013-03-01 N N N 9261.00 9261.04 0.0000 N 9261.04 9261.04 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 47X9987Y9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 4 - 4 Government Agency Debt 43408734.00 40804431.59 First Tier Security 2013-03-07 2013-03-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 40000000.00 40000000.00 0.0452 N 40000000.00 40000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-03-07 2042-11-15 0 - 4.75 Treasury Debt 62452.61 63003.90 FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2043-02-15 0 - 9 Government Agency Debt 23677.19 8114.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2042-08-20 3 - 7 Government Agency Debt 161623.17 67837.26 FEDERAL NATIONAL MORTGAGE ASSOC 2022-11-01 2048-04-25 1.044 - 8.428 Government Agency Debt 47200.77 18637.60 Unrated Security 2013-03-01 2013-03-01 N N N 154351.00 154350.69 0.0002 N 154350.69 154350.69 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_08395 Government Agency Repurchase Agreement Y US TREASURY 2013-03-28 2042-11-15 0 - 5.25 Treasury Debt 7622.67 7860.30 FEDERAL FARM CREDIT 2015-03-16 2015-03-16 0.33 - 0.33 Government Agency Debt 131.83 131.96 FEDERAL HOME LOAN BANK 2013-03-01 2020-03-13 0 - 2.75 Government Agency Debt 1989.46 2006.26 FEDERAL HOME LOAN MORTGAGE CORP 2027-11-15 2043-02-15 0 - 6 Government Agency Debt 6571.70 6584.14 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-25 2042-05-25 0.502 - 6 Government Agency Debt 6458.77 5533.80 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-05-16 2042-07-20 1.5 - 4 Government Agency Debt 3891.62 3892.29 RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 Government Agency Debt 200.30 176.62 Unrated Security 2013-03-01 2013-03-01 N N N 25515.00 25515.36 0.0000 N 25515.36 25515.36 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z995JN4 0001197610 Other Repurchase Agreement N GOLDMAN SACHS GROUP INC 2021-07-27 2021-07-27 5.25 - 5.25 Other Instrument CORPORATE 568.00 647.50 KREDITANSTALT FUR WIEDERAUFBAU KFW 2020-01-27 2020-01-27 4 - 4 Other Instrument CORPORATE 6001.00 6971.63 PETROBAS INTL FIN CO 2021-01-27 2021-01-27 5.375 - 5.375 Other Instrument CORPORATE 65328.00 71460.24 GERDAU HOLDINGS INC 2020-01-20 2020-01-20 7 - 7 Other Instrument CORPORATE 2604584.00 3046060.99 DOMINION RES INC VA NEW 2066-06-30 2066-06-30 7.5 - 7.5 Other Instrument CORPORATE 11385.00 12775.49 NT REG S 2022-09-19 2022-09-19 3 - 3 Other Instrument CORPORATE 12764.00 12662.27 First Tier Security 2013-03-07 2013-03-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.41% 47Z995KR3 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-03-15 2040-03-15 6.349 - 6.349 Government Agency Debt 671554.00 121918.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-16 2041-10-16 5 - 5 Government Agency Debt 11509338.00 1938105.04 First Tier Security 2013-03-01 2013-03-01 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 45H99M4R8 0000315030 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 125.00 128.30 OPKO HEALTH INC 2033-02-01 2033-02-01 N/A Other Instrument EQUITY 2738.00 2870.79 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 874000.00 1106517.38 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, 0.27% 48K99WDF2 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2027-12-25 2028-03-25 2.5 - 3 Government Agency Debt 17776503.00 2060400.95 First Tier Security 2013-03-01 2013-03-01 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% 48K99WDE5 0000318336 Other Repurchase Agreement N TESORO PETROLEUM CORPORATION 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 38888.00 2160228.40 First Tier Security 2013-03-01 2013-03-01 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 LYONDELLBASELL INDUSTRIES N.V. 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 55706.00 3242089.20 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, 0.70% 47A99P9S7 0000318336 Other Repurchase Agreement N VIRGIN MEDIA INC + 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 433000.00 1081585.94 First Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 48K99WCN6 0000318336 Other Repurchase Agreement N ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.518 - 0.518 Other Instrument ASSET BACKED 110000.00 28781.14 TBW MORTGAGE-BACKED TRUST SERI 2036-05-25 2036-05-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 4658700.00 1054741.15 First Tier Security 2013-05-20 2013-05-20 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% 47A99P4S2 0000318336 Other Repurchase Agreement N J P MORGAN CHASE COML MTG SECS 2045-05-15 2045-05-15 4.819 - 4.819 Other Instrument GOVERNMENT AGENCY 920000.00 1041303.54 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.462 - 0.462 Other Instrument ASSET BACKED 12000.00 2042.42 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.652 - 0.652 Other Instrument GOVERNMENT AGENCY 45000.00 8921.08 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 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.518 - 0.523 Other Instrument ASSET BACKED 120000.00 52772.44 CWMBS, INC., 2005-19 2035-11-20 2035-11-20 5.164 - 5.164 Other Instrument GOVERNMENT AGENCY 1040000.00 319352.48 CHL MORTGAGE PASS-THROUGH TRUS 2047-09-25 2047-09-25 3.078 - 3.078 Other Instrument GOVERNMENT AGENCY 3730200.00 1273281.50 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.536 - 0.536 Other Instrument ASSET BACKED 1500000.00 431922.96 FIRST HORIZON ALTERNATIVE MORT 2036-06-25 2036-06-25 2.5 - 2.5 Other Instrument GOVERNMENT AGENCY 110000.00 25886.27 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 170000.00 63797.76 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 ABFC 2006-HE1 TRUST 2037-01-25 2037-01-25 0.312 - 0.312 Other Instrument ASSET BACKED 500000.00 185474.51 CWABS ASSET-BACKED CERTIFICATE 2047-09-25 2047-09-25 0.422 - 0.422 Other Instrument ASSET BACKED 60000.00 35184.31 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.959 - 3.959 Other Instrument GOVERNMENT AGENCY 46761100.00 1883181.71 MASTR ADJUSTABLE RATE MORTGAGE 2047-05-25 2047-05-25 0.402 - 0.402 Other Instrument GOVERNMENT AGENCY 45000.00 14464.87 JPMORGAN MORTGAGE ACQUISITION 2036-10-25 2036-10-25 5.46 - 5.46 Other Instrument ASSET BACKED 50000.00 30194.89 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.442 - 0.442 Other Instrument ASSET BACKED 20000.00 7793.59 FREMF 2012-K705 MTG TR MULTIFA 2044-09-25 2044-09-25 4.163 - 4.163 Other Instrument GOVERNMENT AGENCY 10000.00 10754.16 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 2046-01-25 2046-01-25 0.362 - 0.362 Other Instrument ASSET BACKED 20000.00 14773.80 FIRST HORIZON ALTERNATIVE MORT 2035-11-25 2035-11-25 5.165 - 5.165 Other Instrument GOVERNMENT AGENCY 3892000.00 1028597.91 HARBORVIEW MORTGAGE LOAN TRUST 2038-01-19 2038-01-19 0.392 - 0.392 Other Instrument GOVERNMENT AGENCY 790000.00 284731.23 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.523 - 0.523 Other Instrument ASSET BACKED 120000.00 57047.41 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.536 - 0.536 Other Instrument ASSET BACKED 40000.00 11517.95 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.652 - 0.652 Other Instrument GOVERNMENT AGENCY 3870000.00 767212.61 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 2036-05-25 2036-05-25 0.462 - 0.462 Other Instrument ASSET BACKED 12000.00 2042.42 CWABS ASSET-BACKED CERTIFICATE 2047-06-25 2047-06-25 0.382 - 0.382 Other Instrument ASSET BACKED 100000.00 69417.70 FIRST HORIZON ALTERNATIVE MORT 2035-11-25 2035-11-25 5.165 - 5.165 Other Instrument GOVERNMENT AGENCY 3733800.00 986787.99 GREENPOINT MORTGAGE FUNDING TR 2045-10-25 2045-10-25 2.711 - 2.711 Other Instrument GOVERNMENT AGENCY 595000.00 16709.11 RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.652 - 0.652 Other Instrument GOVERNMENT AGENCY 30000.00 5947.38 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 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.518 - 0.523 Other Instrument ASSET BACKED 65000.00 20213.27 FIRST HORIZON ALTERNATIVE MORT 2036-06-25 2036-06-25 2.5 - 2.5 Other Instrument GOVERNMENT AGENCY 1770000.00 416533.60 CWALT, INC., 2005-43 2036-01-25 2036-01-25 4.798 - 4.798 Other Instrument GOVERNMENT AGENCY 8972400.00 644034.83 First Tier Security 2013-04-26 2013-04-26 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 48K991BM7 0000058056 Other Repurchase Agreement N COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 28642.00 1101284.90 First Tier Security 2013-03-06 2013-03-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 45K99P3T4 0000877559 Other Repurchase Agreement N W.R. BERKLEY CORPORATION 2019-08-15 2019-08-15 6.15 - 6.15 Other Instrument CORPORATE 405000.00 470914.77 DELPHI CORP 2019-05-15 2019-05-15 5.875 - 5.875 Other Instrument CORPORATE 3310000.00 3602739.76 PSEG POWER LLC 2016-09-15 2016-09-15 5.32 - 5.32 Other Instrument CORPORATE 820000.00 948462.05 PENSKE TRUCK LEASING CO., L.P. 2018-07-17 2018-07-17 2.875 - 2.875 Other Instrument CORPORATE 2395000.00 2428180.39 First Tier Security 2013-03-01 2013-03-01 N N N 7000000.00 7000000.00 0.0079 N 7000000.00 7000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N POPULAR INC 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 39194.00 1087633.50 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., 0.64% 45A99N7Q2 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 192416.00 2174300.80 First Tier Security 2013-06-19 2013-06-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N EMC CORPORATION 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 82783.00 1927188.24 BANK OF AMERICA CORPORATION 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 22005.00 248656.50 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 AVIS BUDGET GROUP INC COM < 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 1405000.00 2177669.92 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., 0.71% 45A99N7G4 Other Repurchase Agreement N BERKSHIRE HATHAWAY INC. 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 21536.00 2179658.56 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 BANK OF AMERICA CORPORATION 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 192889.00 2179645.70 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% 46S99VYD2 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-25 2041-02-25 5.798 - 6.398 Government Agency Debt 69035000.00 10300356.32 First Tier Security 2013-03-06 2013-03-06 N N N 10000000.00 10000000.00 0.0113 N 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VXG6 0001287279 Other Repurchase Agreement N PNC MORTGAGE ACCEPTANCE CORP. 2033-10-12 2033-10-12 6.22 - 6.22 Other Instrument GOVERNMENT AGENCY 2140000.00 2162209.95 First Tier Security 2013-03-07 2013-03-07 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 PNC MORTGAGE ACCEPTANCE CORP. 2033-10-12 2033-10-12 6.22 - 6.22 Other Instrument GOVERNMENT AGENCY 2150000.00 2172313.73 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, 0.66% 48J99MQY1 0000728612 Other Repurchase Agreement N GSAMP 2036-05-25 2036-05-25 0.422 - 0.422 Other Instrument ASSET BACKED 5338620.00 3011614.54 IXIS REAL ESTATE CAPITAL TRUST 2035-09-25 2035-09-25 1.132 - 1.132 Other Instrument ASSET BACKED 2587188.00 2389077.46 First Tier Security 2013-03-05 2013-03-05 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.40% 48E99YCV1 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-06 2013-03-06 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., 0.41% 48E99YEE7 Other Repurchase Agreement N CONAGRA FOODS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31586.00 1076766.74 NISOURCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119.00 3262.98 EATON CORP -NPV- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 61.69 First Tier Security 2013-03-07 2013-03-07 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., 0.41% 48E99YDT5 Other Repurchase Agreement N CONAGRA FOODS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31586.00 1076766.74 EATON CORP -NPV- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 123.38 NISOURCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 118.00 3235.56 First Tier Security 2013-03-07 2013-03-07 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., 0.41% 48E99YDQ1 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-07 2013-03-07 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., 0.42% 48E99YCW9 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-07 2013-03-07 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., 0.43% 48E99YDM0 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-07 2013-03-07 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% 48E99YEM9 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-20 2040-07-20 5.739 - 5.739 Government Agency Debt 7711713.00 1030015.25 First Tier Security 2013-03-07 2013-03-07 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% 48E99YDD0 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 2420659.00 1085099.13 First Tier Security 2013-05-03 2013-05-03 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YCX7 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2042-01-01 2.318 - 2.318 Government Agency Debt 1000.00 856.22 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 2418761.00 1084248.32 First Tier Security 2013-05-13 2013-05-13 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEB3 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 2202774.00 987428.69 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 91609.88 First Tier Security 2013-05-23 2013-05-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QSP1 0000050916 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-07-15 2045-07-15 5.603 - 5.603 Other Instrument MORTGAGE 1057482.00 1083949.38 First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R5X2 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-25 2028-02-25 1.5 - 1.5 Government Agency Debt 2055000.00 2064797.04 First Tier Security 2013-03-21 2013-03-21 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5V6 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-25 2028-02-25 1.5 - 1.5 Government Agency Debt 1030000.00 1034910.44 First Tier Security 2013-03-18 2013-03-18 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R5P9 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-25 2028-02-25 1.5 - 1.5 Government Agency Debt 5140000.00 5164504.53 First Tier Security 2013-04-04 2013-04-04 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% 40Q995HM3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2026-01-01 3.5 - 3.5 Government Agency Debt 1530000.00 1023450.76 First Tier Security 2013-03-08 2013-03-08 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.49% 23M99SVJ4 0000230611 Other Repurchase Agreement N STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 910000.00 1140063.93 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 3000.00 7477.04 First Tier Security 2013-03-07 2013-03-07 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% 23M99SVH8 0000230611 Other Repurchase Agreement N SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 2.5 - 2.5 Other Instrument EQUITY 607.00 649.53 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 578000.00 1045774.60 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 44000.00 55123.97 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 6000.00 14954.08 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 18000.00 18562.19 First Tier Security 2013-03-07 2013-03-07 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% 23M99SVG0 0000230611 Other Repurchase Agreement N STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 17000.00 17530.95 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 44000.00 55123.97 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 2.5 - 2.5 Other Instrument EQUITY 1416.00 1515.22 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 572000.00 1034918.81 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument EQUITY 2000.00 4816.64 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 6000.00 14954.08 EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 3000.00 5993.89 First Tier Security 2013-03-07 2013-03-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00