N-MFP LIVE N 2013-04-30 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 82 892671729.66 549981.92 7219735.49 886001976.09 0.0030 1.0002 2013-04-30 1.0002 2013-04-30 C000019137 1.00 886001976.09 1.00 215328.12 215328.12 0.00 0.0029 1.0002 2013-04-30 1.0002 2013-04-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XS45 Certificate of Deposit First Tier Security 2013-06-24 2013-06-24 N N N 5000000.00 5000000.00 0.0056 N 5000076.00 5000076.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XK92 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 2000000.00 2000000.00 0.0023 N 2000219.20 2000219.20 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366XL75 Certificate of Deposit First Tier Security 2013-09-09 2013-09-09 N N N 1000000.00 1000000.00 0.0011 N 1000109.60 1000109.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.37% 06366WRL0 Certificate of Deposit First Tier Security 2013-07-08 2013-09-06 N N N 6000000.00 6000000.00 0.0068 N 6002832.00 6002832.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FQS2 Certificate of Deposit First Tier Security 2013-06-19 2013-06-19 N N N 9000000.00 9000000.00 0.0102 N 9000374.40 9000374.40 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417FQW3 Certificate of Deposit First Tier Security 2013-06-21 2013-06-21 N N N 9000000.00 9000000.00 0.0102 N 9000389.70 9000389.70 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-05-07 2013-07-08 N N N 5000000.00 4999904.43 0.0056 N 5000545.00 5000545.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417FRV4 Certificate of Deposit First Tier Security 2013-05-03 2014-01-03 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-05-13 2013-10-11 N N N 3000000.00 3000000.00 0.0034 N 3000534.00 3000534.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-05-13 2013-10-08 N N N 4000000.00 4000000.00 0.0045 N 4000912.00 4000912.00 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 3001635.00 3001635.00 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 1001132.00 1001132.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538FVQ4 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 4000000.00 4000000.00 0.0045 N 4000266.00 4000266.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSK1 Certificate of Deposit First Tier Security 2013-07-09 2013-07-09 N N N 3000000.00 3000000.00 0.0034 N 3000232.80 3000232.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSQ8 Certificate of Deposit First Tier Security 2013-07-10 2013-07-10 N N N 3000000.00 3000000.00 0.0034 N 3000236.10 3000236.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FSR6 Certificate of Deposit First Tier Security 2013-07-11 2013-07-11 N N N 3000000.00 3000000.00 0.0034 N 3000239.40 3000239.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTD6 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 6000000.00 6000000.00 0.0068 N 6000511.80 6000511.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FTZ7 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 3000000.00 3000000.00 0.0034 N 3000262.80 3000262.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538FVB7 Certificate of Deposit First Tier Security 2013-08-01 2013-08-01 N N N 5000000.00 5000000.00 0.0056 N 5000128.00 5000128.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.30% 06538FKL7 Certificate of Deposit First Tier Security 2013-05-10 2013-07-10 N N N 4000000.00 4000000.00 0.0045 N 4000084.00 4000084.00 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 10001744.00 10001744.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-05-03 2013-09-30 N N N 4000000.00 4000000.00 0.0045 N 3998832.00 3998832.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-05-07 2013-10-02 N N N 3000000.00 3000000.00 0.0034 N 3000402.00 3000402.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606XQ84 Certificate of Deposit First Tier Security 2013-07-17 2013-09-17 N N N 9000000.00 9000000.00 0.0102 N 9007425.00 9007425.00 Credit Agricole CIB Credit Agricole CIB, 0.16% 22532USQ8 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 7000000.00 7000000.00 0.0079 N 7000007.70 7000007.70 Credit Agricole CIB Credit Agricole CIB, 0.18% 22532UTG9 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 10000000.00 10000000.00 0.0113 N 9999997.00 9999997.00 Credit Agricole CIB Credit Agricole CIB, 0.18% 22532UTE4 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 9000000.00 9000000.00 0.0102 N 8999997.30 8999997.30 Credit Industriel et Commercial Credit Industriel et Commercial, 0.17% 22536GNW7 Certificate of Deposit First Tier Security 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0056 N 4999996.00 4999996.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.17% 22536GNX5 Certificate of Deposit First Tier Security 2013-05-06 2013-05-06 N N N 4000000.00 4000000.00 0.0045 N 3999980.00 3999980.00 Credit Suisse Credit Suisse, 0.26% 22550DR76 Certificate of Deposit First Tier Security 2013-07-08 2013-07-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 5000000.00 5000000.00 0.0056 N 4999645.00 4999645.00 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 3000034.80 3000034.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCG6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 2000000.00 1999999.94 0.0023 N 2000079.80 2000079.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.24% 60688RCH4 Certificate of Deposit First Tier Security 2013-06-06 2013-06-06 N N N 1000000.00 999999.98 0.0011 N 1000041.00 1000041.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.26% 60688RDJ9 Certificate of Deposit First Tier Security 2013-07-01 2013-07-01 N N N 2000000.00 1999932.23 0.0023 N 1999965.40 1999965.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REE9 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 3000000.00 3000000.00 0.0034 N 3000087.00 3000087.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688REQ2 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 2000000.00 2000000.00 0.0023 N 2000059.80 2000059.80 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 3000336.90 3000336.90 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 3000381.90 3000381.90 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 3000209.70 3000209.70 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 3000239.70 3000239.70 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 3000289.50 3000289.50 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 3000349.50 3000349.50 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 3000163.20 3000163.20 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-05-20 2013-10-17 N N N 5000000.00 5000000.00 0.0056 N 5001435.00 5001435.00 Royal Bank of Canada Royal Bank of Canada, 0.66% 78009JS22 Certificate of Deposit First Tier Security 2013-07-01 2013-08-30 N N N 3000000.00 3000000.00 0.0034 N 3004188.00 3004188.00 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 4000466.00 4000466.00 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 2000244.20 2000244.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562JAE7 Certificate of Deposit First Tier Security 2013-05-20 2013-07-19 N N N 2000000.00 2000000.00 0.0023 N 1999252.00 1999252.00 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 4000122.00 4000122.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CCH3 Certificate of Deposit First Tier Security 2013-06-26 2013-06-26 N N N 4000000.00 4000000.00 0.0045 N 4000252.80 4000252.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CDP4 Certificate of Deposit First Tier Security 2013-07-16 2013-07-16 N N N 3000000.00 3000000.00 0.0034 N 2999999.70 2999999.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEE8 Certificate of Deposit First Tier Security 2013-07-18 2013-07-18 N N N 4000000.00 4000000.00 0.0045 N 3999999.60 3999999.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562CEM0 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 5000000.00 5000000.00 0.0056 N 4999999.50 4999999.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D4Y3 Certificate of Deposit First Tier Security 2013-08-07 2013-08-07 N N N 1000000.00 1000026.90 0.0011 N 1000027.00 1000027.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562D6A3 Certificate of Deposit First Tier Security 2013-08-13 2013-08-13 N N N 1000000.00 1000028.58 0.0011 N 1000029.00 1000029.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2013-05-15 2013-10-15 N N N 7000000.00 7000000.00 0.0079 N 7001554.00 7001554.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB58 Certificate of Deposit First Tier Security 2013-05-08 2013-05-08 N N N 7000000.00 7000000.00 0.0079 N 7000147.00 7000147.00 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 3000258.00 3000258.00 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 5000449.00 5000449.00 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 3000306.90 3000306.90 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 3000359.40 3000359.40 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 3000426.90 3000426.90 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W5S3 Certificate of Deposit First Tier Security 2013-08-12 2013-08-12 N N N 3000000.00 3000000.00 0.0034 N 3000346.20 3000346.20 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 3000007.91 0.0034 N 3000174.60 3000174.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-05-15 2013-11-15 N N N 2000000.00 2000000.00 0.0023 N 2000534.00 2000534.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WA49 Certificate of Deposit First Tier Security 2013-05-20 2013-12-20 N N N 3000000.00 3000000.00 0.0034 N 3000759.00 3000759.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112WNY9 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 2000000.00 2000021.90 0.0023 N 2000821.40 2000821.40 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 4002564.80 4002564.80 UBS AG UBS AG, 0.32% 90267RRU5 Certificate of Deposit First Tier Security 2013-10-31 2013-10-31 N N N 8000000.00 8000000.00 0.0090 N 8000000.00 8000000.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTV0 0000859994 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 2000000.00 1999970.30 0.0023 N 2000329.80 2000329.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.22% 05299WTU2 0000859994 Certificate of Deposit First Tier Security 2013-08-23 2013-08-23 N N N 2000000.00 1999968.36 0.0023 N 2000351.20 2000351.20 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 2000002.50 0.0023 N 2000066.60 2000066.60 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 2000083.00 2000083.00 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 2000942.00 2000942.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0918199703 Certificate of Deposit First Tier Security 2013-07-12 2013-07-12 N N N 2000000.00 2000010.00 0.0023 N 2000121.40 2000121.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% XS0925175605 Certificate of Deposit First Tier Security 2013-07-26 2013-07-26 N N N 1000000.00 1000005.97 0.0011 N 1000072.40 1000072.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HES5 0000833029 Certificate of Deposit First Tier Security 2013-08-16 2013-08-16 N N N 8000000.00 8000000.00 0.0090 N 7995203.20 7995203.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% 39K99HEU0 0000833029 Certificate of Deposit First Tier Security 2013-09-03 2013-09-03 N N N 7000000.00 7000000.00 0.0079 N 7000000.00 7000000.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-05-09 2013-05-09 N N N 2000000.00 2000000.00 0.0023 N 2000030.00 2000030.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-05-03 2013-06-03 N N N 5000000.00 5000000.00 0.0056 N 5000085.00 5000085.00 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd., 0.23% 689996ER3 Certificate of Deposit First Tier Security 2013-07-15 2013-07-15 N N N 1000000.00 999521.11 0.0011 N 999599.00 999599.00 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 2000011.20 2000011.20 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 2000295.40 2000295.40 Citibank NA Citibank NA, 0.28% 17304UDG2 Certificate of Deposit First Tier Security 2013-06-28 2013-06-28 N N N 6000000.00 6000000.00 0.0068 N 6001474.20 6001474.20 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 2000244.40 2000244.40 Citibank NA Citibank NA, 0.29% 17304UDA5 Certificate of Deposit First Tier Security 2013-06-27 2013-06-27 N N N 3000000.00 3000000.00 0.0034 N 3000773.10 3000773.10 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 4000632.80 4000632.80 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 2999916.67 0.0034 N 2999960.10 2999960.10 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GRP2 Financial Company Commercial Paper First Tier Security 2013-07-03 2013-07-03 N N N 1000000.00 999562.50 0.0011 N 999654.50 999654.50 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.27% 06741GRS6 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 1000000.00 999385.00 0.0011 N 999509.70 999509.70 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.22% 06737HU80 Financial Company Commercial Paper First Tier Security 2013-07-08 2013-07-08 N N N 8000000.00 7996675.56 0.0090 N 7996381.60 7996381.60 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737HUN7 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 6000000.00 5996856.67 0.0068 N 5996610.60 5996610.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272ADH6 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 8000000.00 7999959.78 0.0090 N 8000048.00 8000048.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000100.00 2000100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADZ6 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-06-07 N N N 1000000.00 1000000.00 0.0011 N 1000058.00 1000058.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 5000000.00 5000000.00 0.0056 N 5000285.00 5000285.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 1000000.00 1000000.00 0.0011 N 1000059.00 1000059.00 Credit Agricole North America Credit Agricole North America, 0.18% 22532AS17 Financial Company Commercial Paper First Tier Security 2013-05-01 2013-05-01 N N N 2000000.00 2000000.00 0.0023 N 1999990.00 1999990.00 Credit Suisse Credit Suisse, 0.25% 2254EAUN1 Financial Company Commercial Paper First Tier Security 2013-07-22 2013-07-22 N N N 2000000.00 1998861.11 0.0023 N 1999044.00 1999044.00 Credit Suisse Credit Suisse, 0.25% 2254EAUS0 Financial Company Commercial Paper First Tier Security 2013-07-26 2013-07-26 N N N 3000000.00 2998208.34 0.0034 N 2998484.70 2998484.70 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 4998831.25 0.0056 N 4999136.00 4999136.00 Credit Suisse Credit Suisse, 0.27% 2254EAW33 Financial Company Commercial Paper First Tier Security 2013-09-03 2013-09-03 N N N 3000000.00 2997187.50 0.0034 N 2997207.00 2997207.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0V17 Financial Company Commercial Paper First Tier Security 2013-08-01 2013-08-01 N N N 4000000.00 3997495.56 0.0045 N 3997716.40 3997716.40 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636JBH5 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-05-28 N N N 10000000.00 10000000.00 0.0113 N 10000710.00 10000710.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-09-03 N N N 1000000.00 1000000.00 0.0011 N 1000201.00 1000201.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636WAJ3 Financial Company Commercial Paper First Tier Security 2013-05-28 2013-11-26 N N N 4000000.00 4000000.00 0.0045 N 3999556.00 3999556.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J2YS1 Financial Company Commercial Paper First Tier Security 2013-11-26 2013-11-26 N N N 4000000.00 3993033.34 0.0045 N 3994866.80 3994866.80 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.15% 53943RS67 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 5000000.00 4999895.84 0.0056 N 4999875.00 4999875.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.18% 6323A0S74 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-05-07 N N N 25000000.00 24999250.00 0.0282 N 24999125.00 24999125.00 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 8996955.00 0.0102 N 8997444.90 8997444.90 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 999621.39 0.0011 N 999669.30 999669.30 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 999548.89 0.0011 N 999569.30 999569.30 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 999532.78 0.0011 N 999545.50 999545.50 Nordea North America, Inc. Nordea North America, Inc., 0.20% 6555P0U15 Financial Company Commercial Paper First Tier Security 2013-07-01 2013-07-01 N N N 5000000.00 4998305.55 0.0056 N 4998613.50 4998613.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.23% 83050TUG4 Financial Company Commercial Paper First Tier Security 2013-07-16 2013-07-16 N N N 2000000.00 1999028.89 0.0023 N 1999128.80 1999128.80 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 999703.89 0.0011 N 999853.00 999853.00 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 999682.22 0.0011 N 999837.50 999837.50 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 2998960.00 0.0034 N 2999425.50 2999425.50 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.18% 83365RS63 Financial Company Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 8000000.00 7999800.00 0.0090 N 7999773.60 7999773.60 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.24% 83365RSX4 Financial Company Commercial Paper First Tier Security 2013-05-31 2013-05-31 N N N 8000000.00 7998400.01 0.0090 N 7998541.60 7998541.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562KUC6 Financial Company Commercial Paper First Tier Security 2013-07-12 2013-07-12 N N N 6000000.00 5997000.00 0.0068 N 5997161.40 5997161.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FW52 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 2000000.00 1998341.95 0.0023 N 1998328.80 1998328.80 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 1999736.11 0.0023 N 1999835.60 1999835.60 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 2999501.67 0.0034 N 2999634.00 2999634.00 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 2999167.50 0.0034 N 2999382.60 2999382.60 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 4999437.50 0.0056 N 4999777.00 4999777.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GW51 Financial Company Commercial Paper First Tier Security 2013-09-05 2013-09-05 N N N 3000000.00 2997354.16 0.0034 N 2997600.00 2997600.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233GWB8 Financial Company Commercial Paper First Tier Security 2013-09-11 2013-09-11 N N N 1000000.00 999076.39 0.0011 N 999147.60 999147.60 UBS Finance, Inc. UBS Finance, Inc., 0.33% 90262CXG7 Financial Company Commercial Paper First Tier Security 2013-10-16 2013-10-16 N N N 6000000.00 5990760.00 0.0068 N 5992104.00 5992104.00 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 7991755.55 0.0090 N 7994158.40 7994158.40 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 1997861.11 0.0023 N 1998476.80 1998476.80 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-05-01 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 2000172.00 2000172.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-05-03 2013-06-03 N N N 2000000.00 2000000.00 0.0023 N 2000100.00 2000100.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FU0 Financial Company Commercial Paper First Tier Security 2013-05-07 2013-07-05 N N N 1000000.00 1000000.00 0.0011 N 1000086.00 1000086.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-05-08 2013-07-08 N N N 2000000.00 2000000.00 0.0023 N 2000184.00 2000184.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-05-10 2013-06-10 N N N 1000000.00 1000000.00 0.0011 N 1000064.00 1000064.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-05-17 2013-06-17 N N N 3000000.00 3000000.00 0.0034 N 3000234.00 3000234.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-05-21 2013-06-21 N N N 2000000.00 2000000.00 0.0023 N 2000170.00 2000170.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 2000000.00 2000000.00 0.0023 N 2000086.00 2000086.00 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 1999517.78 0.0023 N 1999679.60 1999679.60 Ciesco LP Ciesco LP, 0.31% 17178BT62 Asset Backed Commercial Paper First Tier Security 2013-06-06 2013-06-06 N N Y GUARANTOR CITIBANK NA N/A N/A 3000000.00 2999070.00 0.0034 N 2999341.20 2999341.20 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 1999913.89 0.0023 N 1999913.40 1999913.40 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 4999655.56 0.0056 N 4999675.00 4999675.00 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 999888.06 0.0011 N 999898.90 999898.90 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 3999483.33 0.0045 N 3999537.60 3999537.60 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 999862.22 0.0011 N 999877.20 999877.20 Govco, Inc. Govco, Inc., 0.31% 38362VTB9 Asset Backed Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999646.94 0.0011 N 999687.30 999687.30 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 1000000.00 0.0011 N 999992.80 999992.80 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 5999670.00 0.0068 N 5999696.40 5999696.40 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 9999905.56 0.0113 N 9999856.00 9999856.00 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 1999933.33 0.0023 N 1999926.20 1999926.20 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 5999766.67 0.0068 N 5999866.80 5999866.80 Altria Group, Inc. Altria Group, Inc., 0.29% 0220X0S16 Other Commercial Paper Second Tier Security 2013-05-01 2013-05-01 N N N 1000000.00 1000000.00 0.0011 N 999993.10 999993.10 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 999797.78 0.0011 N 999767.20 999767.20 Devon Energy Corp. Devon Energy Corp., 0.35% 25179JAB6 Other Commercial Paper Second Tier Security 2013-05-23 2013-05-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0045 N 3999292.00 3999292.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.28% 92344LSF3 Other Commercial Paper Second Tier Security 2013-05-15 2013-05-15 N N N 1000000.00 999891.11 0.0011 N 999887.50 999887.50 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-05-01 2013-06-13 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., 0.30% 9255M2S29 Other Commercial Paper Second Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 999991.67 0.0011 N 999986.10 999986.10 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 5011170.74 0.0057 N 5012305.00 5012305.00 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 4999462.67 0.0056 N 5000780.00 5000780.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 10000000.00 10016408.67 0.0113 N 10021880.00 10021880.00 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 5002736.94 0.0056 N 5004490.00 5004490.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 2000000.00 2012044.28 0.0023 N 2012422.00 2012422.00 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 2021430.28 0.0023 N 2022032.00 2022032.00 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 2007281.84 0.0023 N 2007890.00 2007890.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828CA6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 2000000.00 2060858.18 0.0023 N 2061250.00 2061250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 6000000.00 6051865.38 0.0068 N 6053202.00 6053202.00 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 4035471.09 0.0046 N 4036564.00 4036564.00 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 1001157.23 0.0011 N 1001289.00 1001289.00 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 3998937.12 0.0045 N 4000312.00 4000312.00 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 6996088.47 0.0079 N 7000273.00 7000273.00 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 1011677.24 0.0011 N 1012188.00 1012188.00 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 10218589.74 0.0115 N 10223440.00 10223440.00 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 5002195.78 0.0056 N 5002345.00 5002345.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-05-20 2013-06-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0023 N 1999782.00 1999782.00 Royal Bank of Canada Royal Bank of Canada, 0.38% 78008FBC7 Other Note First Tier Security 2013-07-01 2013-08-30 N N N 16000000.00 16000000.00 0.0181 N 16002144.00 16002144.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78008KZV8 Other Note First Tier Security 2013-05-07 2013-09-06 N N N 9000000.00 8999365.03 0.0102 N 8999784.00 8999784.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-05-15 2013-09-13 N N N 4000000.00 4000000.00 0.0045 N 4003032.00 4003032.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-05-28 2013-10-25 N N N 6000000.00 6000000.00 0.0068 N 5999622.00 5999622.00 Bank of America NA Bank of America NA, 0.29% 06052WWN9 Other Note First Tier Security 2013-06-20 2013-06-20 N N N 9000000.00 9000000.00 0.0102 N 9000508.50 9000508.50 Bank of America NA Bank of America NA, 0.29% 06052WXC2 Other Note First Tier Security 2013-07-01 2013-07-01 N N N 2000000.00 2000000.00 0.0023 N 1999999.80 1999999.80 Bank of America NA Bank of America NA, 0.29% 06052WXK4 Other Note First Tier Security 2013-07-11 2013-07-11 N N N 3000000.00 3000000.00 0.0034 N 2999999.70 2999999.70 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-05-11 2014-09-11 N N N 6000000.00 5998389.13 0.0068 N 6001494.00 6001494.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-05-25 2014-06-25 N N N 10000000.00 9997664.62 0.0113 N 10002440.00 10002440.00 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 999891.54 0.0011 N 1000306.00 1000306.00 Freddie Mac Freddie Mac, 0.20% 3134G32P4 Government Agency Debt First Tier Security 2013-05-05 2014-12-05 N N N 10000000.00 10000000.00 0.0113 N 10002550.00 10002550.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.41% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2013-05-07 2013-05-07 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 A2, tender 05/16/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-05-16 2013-05-16 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4400000.00 4400000.00 0.0050 N 4399912.00 4399912.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.45% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-07-01 2013-07-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 1000000.00 1000000.00 0.0011 Y 999937.00 999937.00 ING Bank NV ING Bank NV, 0.17% 45E99U7V1 0001017255 Other Instrument Time Deposits First Tier Security 2013-05-06 2013-05-06 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.18%, dated 4/30/2013 due 05/01/2013 48L998MQ0_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2040-02-01 0.578 - 5.5 Government Agency Debt 3294500.90 945512.23 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2041-07-25 0.51 - 6 Government Agency Debt 13650990.91 3702601.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-15 0.383 - 7 Government Agency Debt 11776118.57 5750725.25 Unrated Security 2013-05-01 2013-05-01 N N N 10151513.00 10151512.90 0.0115 N 10151512.90 10151512.90 Commerz Markets LLC In a joint trading account with Commerz Markets LLC at 0.18%, dated 4/30/2013 due 05/01/2013 48L998MQ0_00004 Government Agency Repurchase Agreement Y US TREASURY 2013-05-09 2042-11-15 0 - 10.625 Treasury Debt 4997753.12 5272819.81 Unrated Security 2013-05-01 2013-05-01 N N N 5169043.00 5169042.68 0.0058 N 5169042.68 5169042.68 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CSM2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 Government Agency Debt 1948500.00 2040349.04 First Tier Security 2013-05-07 2013-05-07 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% 47Y99CTQ2 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 Government Agency Debt 977600.00 1023682.43 First Tier Security 2013-05-07 2013-05-07 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 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CVQ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 Government Agency Debt 1905000.00 1021074.69 FEDERAL NATIONAL MORTGAGE ASSOC 2040-10-01 2040-10-01 4.5 - 4.5 Government Agency Debt 5000.00 3290.80 First Tier Security 2013-05-07 2013-05-07 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 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LL5 Government Agency Repurchase Agreement Y US TREASURY 2018-01-31 2018-01-31 0.875 - 0.875 Treasury Debt 4026500.00 4080460.11 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997LW1 Government Agency Repurchase Agreement Y US TREASURY 2018-01-31 2018-01-31 0.875 - 0.875 Treasury Debt 4026500.00 4080460.11 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.17% 48K997MH3 Government Agency Repurchase Agreement Y US TREASURY 2018-01-31 2018-01-31 0.875 - 0.875 Treasury Debt 4026500.00 4080460.11 First Tier Security 2013-05-07 2013-05-07 Y MERRILL LYN PF&S(GOV REPO BNY) N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.21% 47V99FVC6 0000812291 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2042-04-01 3.5 - 3.5 Government Agency Debt 6010786.00 6127012.42 FEDERAL NATIONAL MORTGAGE ASSOC 2043-04-01 2043-04-01 1.983 - 1.983 Government Agency Debt 1000.00 1037.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-15 2042-08-20 3.5 - 4.5 Government Agency Debt 2162.00 1695.82 First Tier Security 2013-05-07 2013-05-07 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 0.18%, dated 4/30/2013 due 05/01/2013 48L998MQ0_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2042-11-15 0 - 4.25 Treasury Debt 57209.08 41481.88 FEDERAL HOME LOAN MORTGAGE CORP 2016-12-01 2043-01-01 1.77 - 11 Government Agency Debt 4825323.91 1455682.91 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2043-02-20 3.5 - 8 Government Agency Debt 5970159.51 2044778.40 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2043-05-01 1.864 - 9 Government Agency Debt 13225609.21 4779863.80 Unrated Security 2013-05-01 2013-05-01 N N N 8158194.00 8158194.13 0.0092 N 8158194.13 8158194.13 UBS Securities LLC UBS Securities LLC, 0.16% 48L99MFD6 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-12-15 2038-12-15 2.5 - 2.5 Government Agency Debt 2729991.00 2060009.24 First Tier Security 2013-05-07 2013-05-07 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.18%, dated 4/30/2013 due 05/01/2013 48L998MQ0_08395 Government Agency Repurchase Agreement Y US TREASURY 2013-08-22 2041-02-15 0 - 4.75 Treasury Debt 2112791.02 2164048.49 FEDERAL HOME LOAN BANK 2013-05-17 2017-11-15 0 - 1 Government Agency Debt 54805.58 54835.38 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-25 2043-05-25 0 - 5.226 Government Agency Debt 3802775.92 2881636.74 FEDERAL HOME LOAN MORTGAGE CORP 2026-07-15 2043-04-01 2 - 3.509 Government Agency Debt 1623054.64 1212148.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-16 2043-04-20 2 - 6 Government Agency Debt 649997.19 657083.84 Unrated Security 2013-05-01 2013-05-01 N N N 6820250.00 6820250.29 0.0077 N 6820250.29 6820250.29 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.29% 47Z995MW0 0001197610 Other Repurchase Agreement N AOL TIME WARNER INC NAME CHANGED TO TIME WARNER 2032-05-01 2032-05-01 7.7 - 7.7 Other Instrument CORPORATE 965.00 1412.24 TELEFONICA EMISIONES S A U 2021-02-16 2021-02-16 5.462 - 5.462 Other Instrument CORPORATE 1565.00 1743.33 PETROLEOS MEXICANOS 2019-05-03 2019-05-03 8 - 8 Other Instrument CORPORATE 803032.00 1067497.20 First Tier Security 2013-05-07 2013-05-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L994DX4 0000315030 Other Repurchase Agreement N PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 874000.00 1197152.40 First Tier Security 2013-06-21 2013-06-21 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 48K99WQU5 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-07-15 2031-07-15 3 - 3 Government Agency Debt 540631.00 560137.48 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2039-08-20 4.549 - 4.549 Government Agency Debt 480000.00 470944.38 First Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 48K99WPK8 0000318336 Other Repurchase Agreement N XEROX CORPORATION 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 127833.00 1080188.85 First Tier Security 2013-07-17 2013-07-17 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WMJ4 0000318336 Other Repurchase Agreement N MERRILL LYNCH MORTGAGE INVESTO 2037-01-25 2037-01-25 0.4 - 0.4 Other Instrument ASSET BACKED 2580000.00 610991.83 CWALT, INC., 2005-43 2039-04-16 2039-04-16 4.8 - 4.8 Other Instrument GOVERNMENT AGENCY 4635100.00 370495.49 MORGAN STANLEY ABS CAPITAL I I 2034-01-25 2034-01-25 0.77 - 0.77 Other Instrument ASSET BACKED 1967000.00 968063.23 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.178 - 1.178 Other Instrument GOVERNMENT AGENCY 566700.00 193816.88 RESIDENTIAL FUNDING MORTGAGE S 2035-10-25 2035-10-25 0.41 - 0.41 Other Instrument ASSET BACKED 210000.00 17531.27 First Tier Security 2013-07-09 2013-07-09 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WNP9 0000318336 Other Repurchase Agreement N INSTITUTIONAL SECURED 2013-06-25 2013-06-25 N/A Other Commercial Paper 5000.00 4998.47 ML-CFC COMMERCIAL MORTGAGE TRU 2048-08-14 2048-08-14 0.702 - 0.702 Other Instrument GOVERNMENT AGENCY 138167800.00 2156117.51 SANTANDER DRIVE AUTO 2019-02-15 2019-02-15 6.77 - 6.77 Other Instrument ASSET BACKED 2700.00 3009.62 First Tier Security 2013-07-15 2013-07-15 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WPT9 0000318336 Other Repurchase Agreement N CWHEQ REVOLVING HOME EQUITY LO 2021-08-25 2021-08-25 5.597 - 5.597 Other Instrument ASSET BACKED 9000.00 5464.09 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.876 - 5.876 Other Instrument GOVERNMENT AGENCY 2037800.00 2156378.59 First Tier Security 2013-07-18 2013-07-18 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WQH4 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-43 2036-01-25 2036-01-25 0.5 - 0.5 Other Instrument GOVERNMENT AGENCY 6036500.00 1071966.97 INSTITUTIONAL SECURED 2013-06-25 2013-06-25 N/A Other Commercial Paper 5000.00 4998.47 LEHMAN MORTGAGE TRUST 2007-3 2037-03-25 2037-03-25 N/A Other Instrument GOVERNMENT AGENCY 10000.00 2887.81 SECURITIZED ASSET BACKED RECEI 2036-05-25 2036-05-25 0.34 - 0.34 Other Instrument ASSET BACKED 38000.00 5102.48 First Tier Security 2013-07-22 2013-07-22 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.68% 48K99WRD2 0000318336 Other Repurchase Agreement N MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.876 - 5.876 Other Instrument GOVERNMENT AGENCY 1002000.00 1080127.16 First Tier Security 2013-07-25 2013-07-25 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.69% 48K99WLG1 0000318336 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORP. 2034-06-25 2034-06-25 2.557 - 2.557 Other Instrument GOVERNMENT AGENCY 5000.00 896.43 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.698 - 0.698 Other Instrument ASSET BACKED 3537900.00 1079618.56 SECURITIZED ASSET BACKED RECEI 2036-05-25 2036-05-25 0.34 - 0.34 Other Instrument ASSET BACKED 40000.00 5371.03 First Tier Security 2013-07-02 2013-07-02 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% 47A99P9S7 0000318336 Other Repurchase Agreement N D. R. HORTON, INC. 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 526000.00 1082561.65 First Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 48K99WCN6 0000318336 Other Repurchase Agreement N ABFC 2006-HE1 TRUST 2037-01-25 2037-01-25 0.31 - 0.31 Other Instrument ASSET BACKED 20000.00 7793.50 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 0.45 - 0.45 Other Instrument ASSET BACKED 60000.00 10636.06 WAMU MORTGAGE PASS-THROUGH CER 2037-03-25 2037-03-25 5 - 5 Other Instrument GOVERNMENT AGENCY 20000.00 9174.41 TBW MORTGAGE-BACKED TRUST SERI 2036-05-25 2036-05-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 3882200.00 875654.90 MERRILL LYNCH MORTGAGE INVESTO 2037-03-25 2037-03-25 0.37 - 0.37 Other Instrument ASSET BACKED 50000.00 15510.63 LEHAMN MORTGAGE TRUST 2007-8 2037-09-25 2037-09-25 7.25 - 7.25 Other Instrument GOVERNMENT AGENCY 30000.00 9500.20 GSAMP TRUST 2007-FM1 2036-12-25 2036-12-25 0.37 - 0.37 Other Instrument ASSET BACKED 100000.00 51054.62 CWHEQ HOME EQUITY LOAN TRUST S 2037-05-25 2037-05-25 5.649 - 5.649 Other Instrument ASSET BACKED 300000.00 106917.21 First Tier Security 2013-05-20 2013-05-20 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N CVS/CAREMARK 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 18952.00 1088602.88 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., 0.60% 45A99N7V1 Other Repurchase Agreement N MONSANTO COMPANY 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 20418.00 2174517.00 First Tier Security 2013-11-01 2013-11-01 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N7U3 Other Repurchase Agreement N PFD NUVASIVE INC SR-D1 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 2232000.00 2175568.34 First Tier Security 2013-08-09 2013-08-09 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N7Q2 Other Repurchase Agreement N PIONEER NATURAL RESOURCES COMP 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 17988.00 2176727.88 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 PIONEER NATURAL RESOURCES COMP 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 18001.00 2178301.01 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., 0.67% 45A99N7S8 Other Repurchase Agreement N PIONEER NATURAL RESOURCES COMP 2013-04-30 2013-04-30 N/A Other Instrument OTHER NOTE 17979.00 2175638.79 First Tier Security 2013-08-19 2013-08-19 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.26% 46S99V6L5 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-08-25 2042-02-25 5.8 - 6.35 Government Agency Debt 74976825.00 10300533.01 First Tier Security 2013-05-01 2013-05-01 N N N 10000000.00 10000000.00 0.0113 N 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.55% 46S99V2Y1 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2019-07-15 2019-07-15 1.499 - 1.499 Other Instrument GOVERNMENT AGENCY 1590000.00 1083619.71 First Tier Security 2013-06-04 2013-06-04 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.57% 46S99V3J3 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2019-07-15 2019-07-15 1.499 - 1.499 Other Instrument GOVERNMENT AGENCY 1590000.00 1083619.71 First Tier Security 2013-06-18 2013-06-18 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 46S99V2X3 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2019-07-15 2019-07-15 1.499 - 1.499 Other Instrument GOVERNMENT AGENCY 3175000.00 2163831.82 First Tier Security 2013-07-16 2013-07-16 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 48J99M7H9 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2043-04-25 2043-04-25 4 - 4 Government Agency Debt 2792823.00 3090024.11 First Tier Security 2013-05-07 2013-05-07 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.45% 48J99M7N6 0000728612 Other Repurchase Agreement N DETROIT MICH RETIREMENT SYS FDG TR 2006 CTFS PARTN 2035-06-15 2035-06-15 5.989 - 5.989 Other Municipal Debt 2945390.00 2160027.53 First Tier Security 2013-05-01 2013-05-01 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.65% 48J99M7J5 0000728612 Other Repurchase Agreement N CONAGRA FOODS INC 2013-05-14 2013-05-14 N/A Other Commercial Paper 3165887.00 3150057.57 First Tier Security 2013-05-07 2013-05-07 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.74% 48J99M6S6 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYS CORP 2013-08-01 2013-08-01 1.75 - 1.75 Other Instrument EQUITY 1512000.00 3241284.06 First Tier Security 2013-06-26 2013-06-26 N N N 3000000.00 3000000.00 0.0034 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48J99M2V3 0000728612 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORP 2037-01-25 2037-01-25 5.15 - 5.15 Other Instrument MORTGAGE 8303421.00 432298.37 CONAGRA FOODS INC 2013-05-14 2013-05-14 N/A Other Commercial Paper 633448.00 630280.76 First Tier Security 2013-06-05 2013-06-05 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.35% 48E99YKD2 Other Repurchase Agreement N DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 583000.00 1053317.03 First Tier Security 2013-05-07 2013-05-07 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., 0.35% 48E99YKG5 Other Repurchase Agreement N DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 583000.00 1053317.03 First Tier Security 2013-05-07 2013-05-07 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., 0.36% 48E99YJT9 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 746340.00 791198.14 HARLEY-DAVIDSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4956.00 271390.56 First Tier Security 2013-05-06 2013-05-06 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., 0.36% 48E99YKN0 Other Repurchase Agreement N DOMINION RES INC VA NEW 2023-12-15 2023-12-15 2.125 - 2.125 Other Instrument EQUITY 583000.00 1053317.03 First Tier Security 2013-05-07 2013-05-07 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% 48E99YJF9 Other Repurchase Agreement N ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40.00 1993.20 EOG RESOURCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4749.00 579045.57 HARLEY-DAVIDSON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9116.00 499192.16 First Tier Security 2013-05-01 2013-05-01 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., 0.53% 48E99YKL4 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-25 2042-08-25 N/A Government Agency Debt 1262123.00 1049333.27 First Tier Security 2013-05-07 2013-05-07 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 1332219.36 First Tier Security 2013-05-03 2013-05-03 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YCX7 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 2418761.00 1331174.79 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 1212305.48 CB 144A L.A. ARENA FDG 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 140324.00 92822.86 First Tier Security 2013-05-23 2013-05-23 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YEU1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 2408612.00 1325589.25 First Tier Security 2013-06-04 2013-06-04 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.30% 42T99QUW3 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-10-15 2042-10-15 2 - 2 Government Agency Debt 1020578.00 1030009.55 First Tier Security 2013-05-07 2013-05-07 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QUS2 0000050916 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2031-09-25 2031-09-25 0.374 - 0.374 Other Instrument ASSET BACKED 1459718.00 1080012.68 First Tier Security 2013-05-07 2013-05-07 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QUV5 0000050916 Other Repurchase Agreement N GENON ESCROW CORP 2018-10-15 2018-10-15 9.5 - 9.5 Other Instrument CORPORATE 908369.00 1080012.89 First Tier Security 2013-05-07 2013-05-07 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R6L7 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-10-25 2040-10-25 4.5 - 4.5 Government Agency Debt 3935000.00 2061930.34 First Tier Security 2013-05-20 2013-05-20 N N N 2000000.00 2000000.00 0.0023 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R6G8 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-25 2042-08-25 2 - 2 Government Agency Debt 4075000.00 4129844.81 First Tier Security 2013-06-04 2013-06-04 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0045 Y 4000000.00 4000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.80% 40Q995HP6 Other Repurchase Agreement N FEDERAL FARM CREDIT 2016-08-25 2016-08-25 5.125 - 5.125 Government Agency Debt 880000.00 1023601.44 First Tier Security 2013-05-08 2013-05-08 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SVK1 0000230611 Other Repurchase Agreement N ENERSYS 2038-06-01 2038-06-01 3.375 - 3.375 Other Instrument EQUITY 875000.00 1118555.16 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 1000.00 697.81 First Tier Security 2013-05-07 2013-05-07 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, 0.48% 23M99SVL9 0000230611 Other Repurchase Agreement N RADIAN GROUP INC 2017-11-15 2017-11-15 3 - 3 Other Instrument EQUITY 839000.00 1103285.00 First Tier Security 2013-05-07 2013-05-07 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, 0.49% 23M99SVJ4 0000230611 Other Repurchase Agreement N P H H CORP PHH CORP FORMERLY PHH GROUP INC TO 08 2017-06-15 2017-06-15 6 - 6 Other Instrument EQUITY 78000.00 146104.14 EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 5000.00 9787.50 ENERSYS 2038-06-01 2038-06-01 3.375 - 3.375 Other Instrument EQUITY 731000.00 934472.94 RADIAN GROUP INC 2017-11-15 2017-11-15 3 - 3 Other Instrument EQUITY 1000.00 1315.00 First Tier Security 2013-05-07 2013-05-07 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, 0.35% 45C994SM8 0000276523 Other Repurchase Agreement N ENTERPRISE PRODS OPER LLC 2023-03-15 2023-03-15 3.35 - 3.35 Other Instrument CORPORATE 5592288.00 5872309.39 U S BK NATL ASSN MINNEAPOLIS MINN MEDIUM TERM SU 2014-02-04 2014-02-04 6.3 - 6.3 Other Instrument CORPORATE 2385051.00 2527772.45 First Tier Security 2013-05-01 2013-05-01 N N N 8000000.00 8000000.00 0.0090 N 8000000.00 8000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994RU1 0000276523 Other Repurchase Agreement N DUKE RLTY LTD PARTNERSHIP NEW FORMERLY DUKE-WEEK 2023-04-15 2023-04-15 3.625 - 3.625 Other Instrument CORPORATE 2583.00 2645.15 MASSACHUSETTS MUT LIFE INS CO 2039-06-01 2039-06-01 8.875 - 8.875 Other Instrument CORPORATE 645441.00 1052606.25 First Tier Security 2013-05-01 2013-05-01 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994RY3 0000276523 Other Repurchase Agreement N BANK AMER CORP 2017-12-01 2017-12-01 5.75 - 5.75 Other Instrument CORPORATE 1775378.00 2102719.73 DUKE RLTY LTD PARTNERSHIP NEW FORMERLY DUKE-WEEK 2023-04-15 2023-04-15 3.625 - 3.625 Other Instrument CORPORATE 279.00 285.71 First Tier Security 2013-05-02 2013-05-02 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PU3 0000276523 Other Repurchase Agreement N KOOKMIN BANK/NEW YORK 2013-07-01 2013-07-01 N/A Financial Company Commercial Paper 1030082.00 1029663.79 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2045-08-25 3.562 - 5.164 Government Agency Debt 529.00 603.09 FINANCE CORPORATION 2018-12-06 2018-12-06 N/A Government Agency Debt 186.00 172.88 First Tier Security 2013-07-03 2013-07-03 N N N 1000000.00 1000000.00 0.0011 Y 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.56% 45C994PV1 0000276523 Other Repurchase Agreement N BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY 2015-10-23 2015-10-23 0.506 - 0.506 Other Instrument CORPORATE 631006.00 631894.71 BANK AMER CORP 2014-11-15 2014-11-15 5.125 - 5.125 Other Instrument CORPORATE 641.00 695.13 BMC SOFTWARE INC 2018-06-01 2018-06-01 7.25 - 7.25 Other Instrument CORPORATE 383.00 440.40 ALLSTATE CORP 2042-01-15 2042-01-15 5.2 - 5.2 Other Instrument CORPORATE 50473.00 62039.62 FEDERAL HOME LOAN MORTGAGE CORP 2045-08-25 2045-08-25 3.562 - 3.562 Government Agency Debt 2775.00 2718.95 DUKE RLTY LTD PARTNERSHIP NEW FORMERLY DUKE-WEEK 2023-04-15 2023-04-15 3.625 - 3.625 Other Instrument CORPORATE 402.00 411.67 TRANSALTA CORP 2040-03-15 2040-03-15 6.5 - 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