N-MFP LIVE N 2013-01-31 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 53 87 1967861132.81 1109789.72 19666781.42 1949304141.11 0.0033 1.0002 2013-01-31 1.0002 2013-01-31 C000048773 1.00 858561284.56 1.00 -36253390.27 40274121.06 76527511.33 0.0007 1.0001 2013-01-31 1.0001 2013-01-31 C000048775 1.00 78698723.08 1.00 -36823211.84 6401837.38 43225049.22 0.0001 1.0002 2013-01-31 1.0002 2013-01-31 C000048776 1.00 152792207.13 1.00 -5250928.49 4685028.50 9935956.99 0.0001 1.0003 2013-01-31 1.0003 2013-01-31 C000048774 1.00 859251926.34 1.00 -47257079.60 46613648.39 93870727.99 0.0005 1.0004 2013-01-31 1.0004 2013-01-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366XRY0 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 3000000.00 3000000.00 0.0015 N 3000061.50 3000061.50 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 7000000.00 7000000.00 0.0036 N 7000281.40 7000281.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XPP1 Certificate of Deposit First Tier Security 2013-03-19 2013-03-19 N N N 4000000.00 4000000.00 0.0021 N 4000260.80 4000260.80 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 2000000.00 2000000.00 0.0010 N 2000193.00 2000193.00 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 14000000.00 14000000.00 0.0072 N 14006258.00 14006258.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366VXR2 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 10000000.00 10000000.00 0.0051 N 10004132.00 10004132.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FHS2 Certificate of Deposit First Tier Security 2013-04-11 2013-04-11 N N N 19000000.00 19000000.00 0.0097 N 19001474.40 19001474.40 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FKK5 Certificate of Deposit First Tier Security 2013-02-04 2013-07-08 N N N 11000000.00 10999514.57 0.0056 N 11000462.00 11000462.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417FHS2 Certificate of Deposit First Tier Security 2013-04-11 2013-04-11 N N N 17000000.00 16999837.06 0.0087 N 17001319.20 17001319.20 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417FLB4 Certificate of Deposit First Tier Security 2013-02-11 2013-10-11 N N N 7000000.00 7000000.00 0.0036 N 7000007.00 7000007.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2013-02-11 2013-07-11 N N N 8000000.00 8000000.00 0.0041 N 8001648.00 8001648.00 Bank of Nova Scotia Bank of Nova Scotia, 0.39% 06417FBP4 Certificate of Deposit First Tier Security 2013-02-13 2013-09-12 N N N 7000000.00 7000000.00 0.0036 N 7005145.00 7005145.00 Bank of Nova Scotia Bank of Nova Scotia, 0.54% 06417FGH7 Certificate of Deposit First Tier Security 2013-02-19 2013-09-17 N N N 6000000.00 6000000.00 0.0031 N 6010008.00 6010008.00 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 13000000.00 13000000.00 0.0067 N 13001008.80 13001008.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538FEJ9 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 11000000.00 11000000.00 0.0056 N 11001025.20 11001025.20 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 10000000.00 10000000.00 0.0051 N 10003126.00 10003126.00 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 9000000.00 9000000.00 0.0046 N 9003100.50 9003100.50 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 11000000.00 11000000.00 0.0056 N 11002919.40 11002919.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 25000000.00 25000000.00 0.0128 N 25002440.00 25002440.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2013-02-04 2013-07-03 N N N 7000000.00 7000000.00 0.0036 N 6996276.00 6996276.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2013-02-05 2013-07-05 N N N 7000000.00 7000000.00 0.0036 N 7001869.00 7001869.00 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 20000000.00 20000000.00 0.0103 N 20016300.00 20016300.00 Credit Suisse Credit Suisse, 0.27% 22550DZM4 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 14000000.00 14000000.00 0.0072 N 14000516.60 14000516.60 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-05-01 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 11000000.00 11000000.00 0.0056 N 10998196.00 10998196.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 2000000.00 2000000.00 0.0010 N 2000066.60 2000066.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.25% 23330LNK8 Certificate of Deposit First Tier Security 2013-02-12 2013-02-12 N N N 1000000.00 1000000.00 0.0005 N 1000033.30 1000033.30 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682ABS4 Certificate of Deposit First Tier Security 2013-05-02 2013-05-02 N N N 16000000.00 16000000.00 0.0082 N 16005648.00 16005648.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAJ5 Certificate of Deposit First Tier Security 2013-02-21 2013-02-21 N N N 9000000.00 9000000.00 0.0046 N 9001887.30 9001887.30 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 7000000.00 7000000.00 0.0036 N 7000426.30 7000426.30 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 7000000.00 7000000.00 0.0036 N 7000438.20 7000438.20 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 7000000.00 7000000.00 0.0036 N 7000457.80 7000457.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2E7 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 7000000.00 7000000.00 0.0036 N 7000108.50 7000108.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2L1 Certificate of Deposit First Tier Security 2013-02-08 2013-02-08 N N N 7000000.00 7000000.00 0.0036 N 7000217.70 7000217.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687GR75 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 3000000.00 3000141.31 0.0015 N 3000283.80 3000283.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G2X5 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 7000000.00 7000000.00 0.0036 N 7000353.50 7000353.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.32% 60687G4U9 Certificate of Deposit First Tier Security 2013-04-08 2013-04-08 N N N 11000000.00 11000000.00 0.0056 N 11001225.40 11001225.40 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 7000000.00 7000000.00 0.0036 N 7000799.40 7000799.40 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.20% 63873EPF2 Certificate of Deposit First Tier Security 2013-02-07 2013-02-07 N N N 2000000.00 2000016.65 0.0010 N 2000018.00 2000018.00 National Bank of Canada National Bank of Canada, 0.33% 63307UBK6 Certificate of Deposit First Tier Security 2013-02-20 2013-07-19 N N N 21000000.00 20991323.94 0.0108 N 20989710.00 20989710.00 National Bank of Canada National Bank of Canada, 0.41% 63306V6J4 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 7000000.00 7000000.00 0.0036 N 7000000.00 7000000.00 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 7000000.00 7000000.00 0.0036 N 7000760.90 7000760.90 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65558ECV8 Certificate of Deposit First Tier Security 2013-02-20 2013-02-20 N N N 11000000.00 11000000.00 0.0056 N 11000794.20 11000794.20 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 27000000.00 27000000.00 0.0139 N 27034614.00 27034614.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HCQ7 Certificate of Deposit First Tier Security 2013-02-06 2013-02-06 N N N 11000000.00 11000000.00 0.0056 N 11000275.00 11000275.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.34% 86562DB66 Certificate of Deposit First Tier Security 2013-02-06 2013-05-09 N N N 14000000.00 14000000.00 0.0072 N 14000546.00 14000546.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562DRB8 Certificate of Deposit First Tier Security 2013-02-22 2013-02-22 N N N 11000000.00 11000639.48 0.0056 N 11001744.60 11001744.60 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 2000000.00 2000107.57 0.0010 N 2000488.20 2000488.20 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 11000000.00 11000474.46 0.0056 N 11002684.00 11002684.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWZ9 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 11000000.00 11000000.00 0.0056 N 11002733.50 11002733.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DVQ0 Certificate of Deposit First Tier Security 2013-03-26 2013-03-26 N N N 7000000.00 7000000.00 0.0036 N 7002096.50 7002096.50 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 7000000.00 7000000.00 0.0036 N 7001956.50 7001956.50 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 8000000.00 8000000.00 0.0041 N 8002282.40 8002282.40 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 15000000.00 15000000.00 0.0077 N 15004209.00 15004209.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 4000000.00 4000000.00 0.0021 N 4000776.40 4000776.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WS33 Certificate of Deposit First Tier Security 2013-02-05 2013-02-05 N N N 11000000.00 11000000.00 0.0056 N 11000168.30 11000168.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT32 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 7000000.00 7000000.00 0.0036 N 7000235.20 7000235.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WT40 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 7000000.00 7000000.00 0.0036 N 7000320.60 7000320.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562WU48 Certificate of Deposit First Tier Security 2013-02-26 2013-02-26 N N N 7000000.00 7000000.00 0.0036 N 7000555.80 7000555.80 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 7000000.00 7000000.00 0.0036 N 7000660.10 7000660.10 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 7000000.00 7000000.00 0.0036 N 7000932.40 7000932.40 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 10000000.00 10000000.00 0.0051 N 10001041.00 10001041.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112WNH6 Certificate of Deposit First Tier Security 2013-04-18 2013-04-18 N N N 4000000.00 4000000.00 0.0021 N 4000598.40 4000598.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 8000000.00 8000000.00 0.0041 N 8000465.60 8000465.60 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 0.0005 N 1000213.50 1000213.50 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 0.0005 N 1000217.40 1000217.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 4000000.00 4000000.00 0.0021 N 4000869.60 4000869.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112WNY9 Certificate of Deposit First Tier Security 2013-07-19 2013-07-19 N N N 4000000.00 4000093.16 0.0021 N 4001405.20 4001405.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112XNA9 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.32% 89112WML8 Certificate of Deposit First Tier Security 2013-09-13 2013-09-13 N N N 8000000.00 8000000.00 0.0041 N 8004488.80 8004488.80 UBS AG UBS AG, 0.31% 90267RMH9 Certificate of Deposit First Tier Security 2013-02-06 2013-05-07 N N N 9000000.00 9000000.00 0.0046 N 9001269.00 9001269.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.25% 05299WTB4 0000859994 Certificate of Deposit First Tier Security 2013-04-22 2013-04-22 N N N 7000000.00 7000077.72 0.0036 N 7001180.20 7001180.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.24% 2029915X9 0000008565 Certificate of Deposit First Tier Security 2013-03-14 2013-03-14 N N N 2000000.00 2000000.00 0.0010 N 2000093.20 2000093.20 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4D0 Certificate of Deposit First Tier Security 2013-05-10 2013-05-10 N N N 3000000.00 3000040.79 0.0015 N 3000164.70 3000164.70 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4H1 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 4000000.00 4000000.00 0.0021 N 4000169.60 4000169.60 HSBC Bank PLC HSBC Bank PLC, 0.30% 35X99QBF0 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 4000000.00 4000000.00 0.0021 N 4000392.40 4000392.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-02-19 2013-04-19 N N N 9000000.00 9000000.00 0.0046 N 9001512.00 9001512.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0850948158 0000833029 Certificate of Deposit First Tier Security 2013-02-28 2013-04-29 N N N 10000000.00 10000000.00 0.0051 N 10001920.00 10001920.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-02-11 2013-05-09 N N N 11000000.00 11000000.00 0.0056 N 11002013.00 11002013.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-02-15 2013-04-15 N N N 9000000.00 9000000.00 0.0046 N 9001422.00 9001422.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.27% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-02-04 2013-06-03 N N N 16000000.00 16000000.00 0.0082 N 16000000.00 16000000.00 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 18000000.00 18000000.00 0.0092 N 18002833.20 18002833.20 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 9000000.00 9000000.00 0.0046 N 9004223.70 9004223.70 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNU0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 4000000.00 4000000.00 0.0021 N 4001465.60 4001465.60 Citibank NA Citibank NA, 0.29% 1730D27A4 Certificate of Deposit First Tier Security 2013-04-15 2013-04-15 N N N 5000000.00 5000000.00 0.0026 N 5001746.50 5001746.50 Citibank NA Citibank NA, 0.29% 1730D27F3 Certificate of Deposit First Tier Security 2013-04-16 2013-04-16 N N N 9000000.00 9000000.00 0.0046 N 9003186.00 9003186.00 Citibank NA Citibank NA, 0.29% 1730D27E6 Certificate of Deposit First Tier Security 2013-04-17 2013-04-17 N N N 9000000.00 9000000.00 0.0046 N 9003229.20 9003229.20 Citibank NA Citibank NA, 0.30% 1730D26U1 Certificate of Deposit First Tier Security 2013-04-03 2013-04-03 N N N 14000000.00 14000000.00 0.0072 N 14004338.60 14004338.60 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 4000000.00 4000000.00 0.0021 N 4000310.80 4000310.80 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 7000000.00 7000000.00 0.0036 N 7000653.10 7000653.10 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 8000000.00 8000000.00 0.0041 N 7999432.80 7999432.80 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 2000000.00 1998631.11 0.0010 N 1998869.40 1998869.40 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 2000000.00 1998883.33 0.0010 N 1999215.40 1999215.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.30% 06741GQB4 Financial Company Commercial Paper First Tier Security 2013-04-11 2013-04-11 N N N 1000000.00 999425.00 0.0005 N 999591.00 999591.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737HR92 Financial Company Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N N 17000000.00 16992090.27 0.0087 N 16992518.30 16992518.30 BAT International Finance PLC BAT International Finance PLC, 0.30% 05531MP51 Financial Company Commercial Paper Second Tier Security 2013-02-05 2013-02-05 N N N 2000000.00 1999933.33 0.0010 N 1999927.80 1999927.80 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 21000000.00 20990054.16 0.0108 N 20993737.80 20993737.80 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 14000000.00 13996266.67 0.0072 N 13996150.00 13996150.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.23% 20272DPR5 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 4000000.00 3999386.67 0.0021 N 3999646.40 3999646.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-28 N N N 10000000.00 10000000.00 0.0051 N 10000930.00 10000930.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-29 N N N 2000000.00 2000000.00 0.0010 N 2000188.00 2000188.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-06-03 N N N 4000000.00 4000000.00 0.0021 N 4000264.00 4000264.00 Credit Suisse Credit Suisse, 0.26% 2254EAT37 Financial Company Commercial Paper First Tier Security 2013-06-03 2013-06-03 N N N 10000000.00 9991358.33 0.0051 N 9992449.00 9992449.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K0P48 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 7000000.00 6999854.17 0.0036 N 6999890.80 6999890.80 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0P71 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 1000000.00 999956.67 0.0005 N 999972.80 999972.80 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 2000000.00 1999532.50 0.0010 N 1999731.20 1999731.20 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 9000000.00 8996620.00 0.0046 N 8997804.90 8997804.90 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRK5 Financial Company Commercial Paper First Tier Security 2013-04-19 2013-04-19 N N N 9000000.00 8995187.50 0.0046 N 8997894.00 8997894.00 General Electric Capital Corp. General Electric Capital Corp., 0.25% 36959HRW9 Financial Company Commercial Paper First Tier Security 2013-04-30 2013-04-30 N N N 7000000.00 6995722.22 0.0036 N 6997940.60 6997940.60 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-02-26 2013-04-26 N N N 28000000.00 28000216.44 0.0144 N 27999524.00 27999524.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.17% 53943RP45 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 17000000.00 16999759.16 0.0087 N 16999697.40 16999697.40 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.17% 53943RP78 Financial Company Commercial Paper First Tier Security 2013-02-07 2013-02-07 N N N 17000000.00 16999518.33 0.0087 N 16999422.00 16999422.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.18% 53943RPU7 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-02-28 N N N 16000000.00 15997840.00 0.0082 N 15997660.80 15997660.80 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 999741.67 0.0005 N 999803.00 999803.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 2000000.00 1999433.33 0.0010 N 1999565.00 1999565.00 Nordea North America, Inc. Nordea North America, Inc., 0.25% 6555P0R43 Financial Company Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 9000000.00 8996125.00 0.0046 N 8997385.50 8997385.50 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 5000000.00 4999241.67 0.0026 N 4999729.00 4999729.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP13 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 2000000.00 2000000.00 0.0010 N 1999996.20 1999996.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.26% 83050TP54 Financial Company Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N N 7000000.00 6999797.78 0.0036 N 6999932.10 6999932.10 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 5000000.00 4998716.67 0.0026 N 4999491.50 4999491.50 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 32000000.00 31992008.90 0.0164 N 31993334.40 31993334.40 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RP17 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 34000000.00 34000000.00 0.0174 N 33999792.60 33999792.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.24% 86958FP19 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N N 5000000.00 5000000.00 0.0026 N 4999982.00 4999982.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FPC5 Financial Company Commercial Paper First Tier Security 2013-02-12 2013-02-12 N N N 13000000.00 12999006.94 0.0067 N 12999411.10 12999411.10 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 5000000.00 4996250.00 0.0026 N 4996265.50 4996265.50 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 2000000.00 1998991.67 0.0010 N 1999162.60 1999162.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.28% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 8000000.00 7993280.00 0.0041 N 7994024.80 7994024.80 Swedbank AB Swedbank AB, 0.26% 87019RSQ0 Financial Company Commercial Paper First Tier Security 2013-05-24 2013-05-24 N N N 6000000.00 5995146.66 0.0031 N 5995718.40 5995718.40 Swedbank AB Swedbank AB, 0.27% 87019RT48 Financial Company Commercial Paper First Tier Security 2013-06-04 2013-06-04 N N N 6000000.00 5994465.00 0.0031 N 5995212.00 5995212.00 Swedbank AB Swedbank AB, 0.27% 87019RT71 Financial Company Commercial Paper First Tier Security 2013-06-07 2013-06-07 N N N 1000000.00 999055.00 0.0005 N 999179.20 999179.20 Swedbank AB Swedbank AB, 0.28% 87019RQU3 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-03-28 N N N 17000000.00 16992727.77 0.0087 N 16994526.00 16994526.00 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 10000000.00 9992200.00 0.0051 N 9994604.00 9994604.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 3000000.00 2999276.67 0.0015 N 2999688.60 2999688.60 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 3000000.00 2999066.67 0.0015 N 2999622.00 2999622.00 UBS Finance, Inc. UBS Finance, Inc., 0.39% 90262CRR0 Financial Company Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N N 11000000.00 10990109.17 0.0056 N 10994558.30 10994558.30 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 10000000.00 9991250.00 0.0051 N 9996167.00 9996167.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-02-19 2013-06-19 N N N 4000000.00 4000000.00 0.0021 N 3999864.00 3999864.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-02-21 2013-06-21 N N N 4000000.00 4000000.00 0.0021 N 3999864.00 3999864.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-02-28 2013-05-29 N N N 5000000.00 5000000.00 0.0026 N 4999995.00 4999995.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-06-03 N N N 5000000.00 5000000.00 0.0026 N 4999870.00 4999870.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-07-08 N N N 4000000.00 4000000.00 0.0021 N 3999664.00 3999664.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FV8 Financial Company Commercial Paper First Tier Security 2013-02-08 2013-07-08 N N N 2000000.00 2000000.00 0.0010 N 1999830.00 1999830.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-02-11 2013-06-10 N N N 2000000.00 2000000.00 0.0010 N 1999934.00 1999934.00 Westpac Banking Corp. Westpac Banking Corp., 0.26% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-02-18 2013-06-17 N N N 7000000.00 7000000.00 0.0036 N 6999762.00 6999762.00 Westpac Banking Corp. Westpac Banking Corp., 0.28% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-02-01 2013-07-01 N N N 4000000.00 4000000.00 0.0021 N 3999692.00 3999692.00 Ciesco LP Ciesco LP, 0.33% 17178BPN9 Asset Backed Commercial Paper First Tier Security 2013-02-22 2013-02-22 N N Y GUARANTOR CITIBANK NA N/A N/A 3000000.00 2999422.50 0.0015 N 2999558.10 2999558.10 Ciesco LP Ciesco LP, 0.34% 17178BRR8 Asset Backed Commercial Paper First Tier Security 2013-04-25 2013-04-25 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999216.12 0.0005 N 999351.30 999351.30 Govco, Inc. Govco, Inc., 0.30% 38362VP49 Asset Backed Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999925.00 0.0015 N 2999913.30 2999913.30 Govco, Inc. Govco, Inc., 0.30% 38362VP56 Asset Backed Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999933.33 0.0010 N 1999927.80 1999927.80 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 2000000.00 1998622.22 0.0010 N 1998632.00 1998632.00 Govco, Inc. Govco, Inc., 0.33% 38362VPB3 Asset Backed Commercial Paper First Tier Security 2013-02-11 2013-02-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999816.67 0.0010 N 1999841.20 1999841.20 Govco, Inc. Govco, Inc., 0.33% 38362VPF4 Asset Backed Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999871.67 0.0005 N 999891.70 999891.70 Govco, Inc. Govco, Inc., 0.33% 38362VPL1 Asset Backed Commercial Paper First Tier Security 2013-02-20 2013-02-20 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999651.67 0.0010 N 1999711.20 1999711.20 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 4000000.00 3998973.33 0.0021 N 3999133.20 3999133.20 Govco, Inc. Govco, Inc., 0.33% 38362VQ48 Asset Backed Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999715.83 0.0005 N 999759.10 999759.10 Govco, Inc. Govco, Inc., 0.33% 38362VQ55 Asset Backed Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999706.67 0.0005 N 999750.70 999750.70 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 2000000.00 1999395.00 0.0010 N 1999484.40 1999484.40 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 21000000.00 20982150.01 0.0108 N 20981940.00 20981940.00 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 1100000.00 1100000.00 0.0006 N 1099992.08 1099992.08 Govco, Inc. Govco, Inc., 0.35% 38362VP15 Asset Backed Commercial Paper First Tier Security 2013-02-01 2013-02-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 2000000.00 0.0010 N 1999985.60 1999985.60 Govco, Inc. Govco, Inc., 0.35% 38362VP56 Asset Backed Commercial Paper First Tier Security 2013-02-05 2013-02-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999961.11 0.0005 N 999963.90 999963.90 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.26% 03523KSV0 Other Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 1000000.00 999155.00 0.0005 N 998534.80 998534.80 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KR33 Other Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N N 11000000.00 10994781.11 0.0056 N 10993313.10 10993313.10 Devon Energy Corp. Devon Energy Corp., 0.40% 25179JAA8 Other Commercial Paper Second Tier Security 2013-02-26 2013-03-04 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0051 N 9999950.00 9999950.00 Northeast Utilities Northeast Utilities, 0.35% 66439TP10 Other Commercial Paper Second Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0005 N 999993.10 999993.10 Sempra Global Sempra Global, 0.35% 81685LPT6 Other Commercial Paper Second Tier Security 2013-02-27 2013-02-27 N N N 1000000.00 999747.22 0.0005 N 999817.20 999817.20 Verizon Communications, Inc. Verizon Communications, Inc., 0.41% 92344PUW4 Other Commercial Paper Second Tier Security 2013-02-01 2013-03-18 Y VERIZON COMMUNICATIONS INC N/A N/A N N 8000000.00 8000000.00 0.0041 N 8000280.00 8000280.00 Viacom, Inc. Viacom, Inc., 0.34% 9255M2P89 Other Commercial Paper Second Tier Security 2013-02-08 2013-02-08 N N N 1000000.00 999933.89 0.0005 N 999942.00 999942.00 Viacom, Inc. Viacom, Inc., 0.40% 9255M2P48 Other Commercial Paper Second Tier Security 2013-02-04 2013-02-04 N N N 1000000.00 999966.67 0.0005 N 999971.10 999971.10 Xerox Corp. Xerox Corp., 0.75% 98412EPE9 Other Commercial Paper Second Tier Security 2013-02-14 2013-02-14 N N N 500000.00 499864.58 0.0003 N 499918.55 499918.55 Xerox Corp. Xerox Corp., 0.75% 98412EPF6 Other Commercial Paper Second Tier Security 2013-02-15 2013-02-15 N N N 1000000.00 999708.33 0.0005 N 999825.00 999825.00 Xerox Corp. Xerox Corp., 0.76% 98412EPN9 Other Commercial Paper Second Tier Security 2013-02-22 2013-02-22 N N N 1000000.00 999556.67 0.0005 N 999736.60 999736.60 Xerox Corp. Xerox Corp., 0.76% 98412EPR0 Other Commercial Paper Second Tier Security 2013-02-25 2013-02-25 N N N 2000000.00 1998986.67 0.0010 N 1999397.20 1999397.20 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956L0 Treasury Debt First Tier Security 2013-05-02 2013-05-02 N N N 39000000.00 38984650.00 0.0200 N 38993175.00 38993175.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796AG4 Treasury Debt First Tier Security 2013-05-16 2013-05-16 N N N 4000000.00 3998266.67 0.0021 N 3999192.00 3999192.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 8400000.00 8390808.99 0.0043 N 8395052.40 8395052.40 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828HV5 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 2000000.00 2007424.97 0.0010 N 2007656.00 2007656.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.19% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 9000000.00 9028403.37 0.0046 N 9029880.00 9029880.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.21% 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 5000000.00 5074210.02 0.0026 N 5075585.00 5075585.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.20% 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 18000000.00 18011390.69 0.0092 N 18013356.00 18013356.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.20% 912828PL8 Treasury Debt First Tier Security 2013-12-15 2013-12-15 N N N 23000000.00 23111524.08 0.0119 N 23115897.00 23115897.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 12000000.00 12187909.60 0.0063 N 12194064.00 12194064.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 4000000.00 4005391.24 0.0021 N 4005936.00 4005936.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.22% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 13000000.00 12993004.88 0.0067 N 12999493.00 12999493.00 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 3000000.00 3064445.16 0.0016 N 3066327.00 3066327.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 8000000.00 8018293.20 0.0041 N 8021248.00 8021248.00 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 4000000.00 4126737.89 0.0021 N 4128124.00 4128124.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% to 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 18000000.00 18058251.87 0.0093 N 18065394.00 18065394.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828QZ6 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 6000000.00 6005431.18 0.0031 N 6007968.00 6007968.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 17000000.00 17054820.80 0.0087 N 17063087.00 17063087.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-02-21 2013-03-18 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0031 N 5999046.00 5999046.00 Royal Bank of Canada Royal Bank of Canada, 0.36% 78008KZV8 Other Note First Tier Security 2013-02-06 2013-09-06 N N N 21000000.00 20997488.23 0.0108 N 20998089.00 20998089.00 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 27000000.00 27000000.00 0.0139 N 27005184.00 27005184.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAZ7 Other Note First Tier Security 2013-02-15 2013-09-13 N N N 23000000.00 23000000.00 0.0118 N 22997217.00 22997217.00 Fannie Mae Fannie Mae, 0.19% 3135G0PG2 Government Agency Debt First Tier Security 2013-02-11 2014-09-11 N N N 13000000.00 12995886.02 0.0067 N 13001209.00 13001209.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-02-25 2014-06-25 N N N 18000000.00 17994905.53 0.0092 N 18000594.00 18000594.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313380SH1 Government Agency Debt First Tier Security 2013-06-21 2013-06-21 N N N 2000000.00 1999792.67 0.0010 N 2000234.00 2000234.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379A58 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 1000000.00 999977.67 0.0005 N 1000020.00 1000020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378FS5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 4195000.00 4194987.88 0.0022 N 4195180.39 4195180.39 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BC4 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 1000000.00 999990.00 0.0005 N 1000036.00 1000036.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313380LN5 Government Agency Debt First Tier Security 2013-08-23 2013-08-23 N N N 1000000.00 999454.77 0.0005 N 999758.00 999758.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 313374Y61 Government Agency Debt First Tier Security 2013-08-28 2013-08-28 N N N 1000000.00 1001584.87 0.0005 N 1001872.00 1001872.00 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 2000000.00 1999646.15 0.0010 N 2000126.00 2000126.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.12% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 7650000.00 7650000.00 0.0039 N 7650000.00 7650000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.24% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-02-01 2013-02-01 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0010 N 1900000.00 1900000.00 Palm Beach County Rev. Palm Beach County Rev., 0.22% (The Norton Gallery and School of Arts, Inc. Proj.) Series 2000, LOC Bank of America NA VRDN 696547CK2 Variable Rate Demand Note First Tier Security 2013-02-07 2013-02-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0006 N 1100000.00 1100000.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1992 A, tender 02/20/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-02-20 2013-02-20 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0026 N 5000000.00 5000000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.48% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2013-04-01 2013-05-01 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0015 Y 2999436.00 2999436.00 Bank of America NA In a joint trading account with Bank of America NA at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.581 - 5.5 Government Agency Debt 7022.05 2779.52 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.514 - 6 Government Agency Debt 18601.93 9167.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2042-11-20 0.389 - 6.5 Government Agency Debt 48637.52 39458.41 Unrated Security 2013-02-01 2013-02-01 N N N 50158.00 50157.51 0.0000 N 50157.51 50157.51 Barclays Capital, Inc. 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Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-01-15 2017-08-31 0.25 - 0.625 Treasury Debt 902.30 900.43 FEDERAL HOME LOAN MORTGAGE CORP 2018-05-01 2043-01-01 2.5 - 5.5 Government Agency Debt 6613.55 3601.74 Unrated Security 2013-02-01 2013-02-01 N N N 4414.00 4413.86 0.0000 N 4413.86 4413.86 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.29% 47V99FCH6 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2013-09-15 2026-02-15 0 - 0.75 Treasury Debt 18465.00 16099.38 FEDERAL HOME LOAN MORTGAGE CORP 2013-06-17 2042-09-01 0.155 - 5 Government Agency Debt 196281.00 154304.96 FEDERAL NATIONAL MORTGAGE ASSOC 2027-12-01 2027-12-01 2.5 - 2.5 Government Agency Debt 9309.00 9616.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2042-10-20 3 - 4.5 Government Agency Debt 12611339.00 13090203.68 First Tier Security 2013-02-07 2013-02-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 13000000.00 13000000.00 0.0067 N 13000000.00 13000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-02-07 2042-02-15 0 - 3.375 Treasury Debt 166197.26 168068.13 FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2042-12-01 2.19 - 4.5 Government Agency Debt 31260.89 23894.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-15 2040-12-20 4.5 - 6.5 Government Agency Debt 315811.23 134450.56 FEDERAL NATIONAL MORTGAGE ASSOC 2022-11-01 2042-11-01 2 - 5 Government Agency Debt 28132.59 26583.13 Unrated Security 2013-02-01 2013-02-01 N N N 346011.00 346010.64 0.0002 N 346010.64 346010.64 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-11-15 2042-12-15 1.209 - 238 Government Agency Debt 15919.90 9902.96 FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-25 2043-02-25 0 - 8.8 Government Agency Debt 25020.49 8458.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-07-20 2042-12-20 2 - 6 Government Agency Debt 3438.85 2303.71 Unrated Security 2013-02-01 2013-02-01 N N N 20063.00 20063.00 0.0000 N 20063.00 20063.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.17%, dated 1/31/2013 due 02/01/2013 48J99BLA2_08395 Government Agency Repurchase Agreement Y US TREASURY 2013-05-02 2042-08-15 0 - 3.125 Treasury Debt 3647.69 3678.85 FEDERAL AGRICULTURE MORTGAGE CORP 2014-03-25 2014-03-25 0.23 - 0.23 Government Agency Debt 177.30 177.29 FEDERAL FARM CREDIT 2015-02-24 2015-02-24 0.27 - 0.27 Government Agency Debt 485.04 484.47 FEDERAL HOME LOAN BANK 2013-02-27 2013-02-27 0 - 0 Government Agency Debt 105.75 105.74 FEDERAL HOME LOAN MORTGAGE CORP 2013-04-29 2035-08-15 0 - 6 Government Agency Debt 531.63 532.54 FEDERAL NATIONAL MORTGAGE ASSOC 2017-06-01 2043-01-01 0 - 4.5 Government Agency Debt 3111.01 3209.31 Unrated Security 2013-02-01 2013-02-01 N N N 8025.00 8025.20 0.0000 N 8025.20 8025.20 Commerz Markets LLC Commerz Markets LLC, 0.15% 40B99S4W1 Treasury Repurchase Agreement Y US TREASURY 2016-11-15 2017-11-15 2.375 - 4.625 Treasury Debt 54866500.00 61204501.13 Unrated Security 2013-02-01 2013-02-01 N N N 60000000.00 60000000.00 0.0308 N 60000000.00 60000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.33% 47Z995GJ6 0001197610 Other Repurchase Agreement N CAISSE CENTRALE DESJARDINS 2017-03-06 2017-03-06 1.6 - 1.6 Other Instrument CORPORATE 2940.00 3020.04 FREEPORT-MCMORAN COPPER & GOLD FORMERLY FREEPORT 2022-03-01 2022-03-01 3.55 - 3.55 Other Instrument CORPORATE 2245.00 2217.26 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2015-12-15 2015-12-15 2.625 - 2.625 Other Instrument CORPORATE 8398.00 8852.37 SCOTLAND INTL FIN NO 2 B V MEDIUM TERM SUB NTS B 2013-05-23 2013-05-23 4.25 - 4.25 Other Instrument CORPORATE 937.00 951.28 CREDIT AGRICOLE HOME LOAN SFH 2014-07-21 2014-07-21 1.052 - 1.052 Other Instrument CORPORATE 2418857.00 2433176.63 SINOPEC GROUP OVERS 2042-05-17 2042-05-17 4.875 - 4.875 Other Instrument CORPORATE 634613.00 702504.43 First Tier Security 2013-02-07 2013-02-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.56% 45H99M2H2 0000315030 Other Repurchase Agreement N COBALT INTL ENERGY INC 2019-12-01 2019-12-01 2.625 - 2.625 Other Instrument EQUITY 17934793.00 18416790.56 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 1.875 Other Instrument EQUITY 1482443.00 3183546.34 First Tier Security 2013-02-01 2013-02-01 N N N 20000000.00 20000000.00 0.0103 N 20000000.00 20000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.56% 45H99M2B5 0000315030 Other Repurchase Agreement N US TREASURY 2017-10-31 2017-10-31 0.75 - 0.75 Treasury Debt 10217500.00 10200253.65 First Tier Security 2013-02-01 2013-02-01 N N N 10000000.00 10000000.00 0.0051 N 10000000.00 10000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.27% 47A99P8H2 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2052-12-16 2052-12-16 1.828 - 1.828 Government Agency Debt 3070000.00 3095149.27 First Tier Security 2013-02-01 2013-02-01 N N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.31% 47A99P8G4 0000318336 Other Repurchase Agreement N ROSS STORES INC 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 72151.00 4320401.88 First Tier Security 2013-02-01 2013-02-01 N N N 4000000.00 4000000.00 0.0021 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.48% 47A99P6R2 0000318336 Other Repurchase Agreement N MARATHON OIL CORP 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 193194.00 6481658.70 First Tier Security 2013-04-18 2013-04-18 N N N 6000000.00 6000000.00 0.0031 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.72% 47A99PQM1 0000318336 Other Repurchase Agreement N MICRON TECHNOLOGY, INC. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 70000.00 68295.15 PHH CORPORATION 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 906000.00 1014237.10 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P4S2 0000318336 Other Repurchase Agreement N LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.713 - 0.713 Other Instrument ASSET BACKED 6925000.00 2155406.88 STRUCTURED ASSET INVESTMENT LO 2034-04-25 2034-04-25 0.854 - 0.854 Other Instrument ASSET BACKED 40000.00 8723.67 First Tier Security 2013-04-02 2013-04-02 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P5J1 0000318336 Other Repurchase Agreement N CHL MORTGAGE PASS-THROUGH TRUS 2047-09-25 2047-09-25 3.083 - 3.083 Other Instrument GOVERNMENT AGENCY 11938500.00 4144144.62 CARRINGTON MORTGAGE LOAN TRUST 2036-12-25 2036-12-25 0.344 - 0.344 Other Instrument ASSET BACKED 50000.00 24920.39 CWABS ASSET-BACKED CERTIFICATE 2046-12-25 2046-12-25 0.354 - 0.354 Other Instrument ASSET BACKED 300000.00 156210.58 First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 4000000.00 0.0021 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P6J0 0000318336 Other Repurchase Agreement N CWABS INC. 2029-02-15 2029-02-15 0.426 - 0.426 Other Instrument ASSET BACKED 360000.00 12378.94 DNB BANK ASA 2013-03-04 2013-03-04 N/A Other Commercial Paper 5000.00 4999.35 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.713 - 0.713 Other Instrument ASSET BACKED 9500000.00 2956875.86 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.948 - 3.948 Other Instrument GOVERNMENT AGENCY 17845000.00 715274.79 RALI SERIES 2006-QS12 TRUST 2036-09-25 2036-09-25 0.468 - 0.468 Other Instrument GOVERNMENT AGENCY 16422900.00 93126.11 SANTANDER DRIVE AUTO 2018-08-15 2018-08-15 6.69 - 6.69 Other Instrument ASSET BACKED 500000.00 540464.46 First Tier Security 2013-04-15 2013-04-15 N N N 4000000.00 4000000.00 0.0021 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7B6 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2037-03-25 2037-03-25 0.364 - 0.364 Other Instrument ASSET BACKED 150000.00 91596.13 GSAMP TRUST 2007-H1 2047-01-25 2047-01-25 0.404 - 0.504 Other Instrument ASSET BACKED 9609600.00 5310052.80 First Tier Security 2013-04-19 2013-04-19 N N N 5000000.00 5000000.00 0.0026 Y 5000000.00 5000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.77% 47A99PUP9 0000318336 Other Repurchase Agreement N CWABS INC. 2029-02-15 2029-02-15 0.426 - 0.426 Other Instrument ASSET BACKED 5509900.00 189463.10 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.364 - 0.364 Other Instrument ASSET BACKED 30000.00 22160.20 OAKWOOD MORTGAGE INVESTORS 199 2031-09-15 2031-09-15 6.93 - 6.93 Other Instrument ASSET BACKED 3965900.00 1952104.69 First Tier Security 2013-02-19 2013-02-19 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.78% 47A99PSE7 0000318336 Other Repurchase Agreement N BUSINESS LOAN EXPRESS BUSINESS 2040-10-20 2040-10-20 0.605 - 0.605 Other Instrument ASSET BACKED 5000.00 1334.63 CWALT, INC., 2005-43 2035-12-20 2035-12-20 0.595 - 0.595 Other Instrument GOVERNMENT AGENCY 5139400.00 574918.71 RBSGC MORTGAGE LOAN TRUST 2037-03-25 2037-03-25 0.654 - 0.654 Other Instrument GOVERNMENT AGENCY 510000.00 155129.08 LEHMAN XS TRUST, SERIES 2007-1 2047-07-25 2047-07-25 0.404 - 0.404 Other Instrument GOVERNMENT AGENCY 210000.00 90823.57 LEHMAN XS TRUST, SERIES 2006-1 2046-06-25 2046-06-25 0.364 - 0.364 Other Instrument ASSET BACKED 2200000.00 648816.32 LAGUNA ABS CDO, LTD 2044-11-03 2044-11-03 0.713 - 0.713 Other Instrument ASSET BACKED 1700000.00 529125.15 GSAMP TRUST 2005-HE2-N 2035-11-25 2035-11-25 0.344 - 0.344 Other Instrument ASSET BACKED 565000.00 13330.01 FIRST HORIZON ALTERNATIVE MORT 2037-03-25 2037-03-25 53.969 - 53.969 Other Instrument GOVERNMENT AGENCY 70000.00 53991.84 CWABS ASSET-BACKED CERTIFICATE 2037-11-25 2037-11-25 0.334 - 0.334 Other Instrument ASSET BACKED 100000.00 96748.63 First Tier Security 2013-02-04 2013-02-04 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.33% 46J99E8U1 0000058056 Other Repurchase Agreement N GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 115820.00 2160043.00 First Tier Security 2013-02-06 2013-02-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.34% 46J99E8Q0 0000058056 Other Repurchase Agreement N SANOFI CVR 20 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1076722.00 2013470.14 ANGLOGLD ASH SP.ADS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5393.00 149547.89 First Tier Security 2013-02-04 2013-02-04 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 45K99PVY2 0000877559 Other Repurchase Agreement N APACHE CORPORATION 2013-04-15 2013-04-15 5.25 - 5.25 Other Instrument CORPORATE 4000000.00 4098089.69 ALCAN ALUMINIUM LIMITED 2013-05-15 2013-05-15 4.5 - 4.5 Other Instrument CORPORATE 1000000.00 1019654.99 ACE CAPITAL TRUST II 2030-04-01 2030-04-01 9.7 - 9.7 Other Instrument CORPORATE 4486526.00 6694183.39 ARIZONA PUBLIC SERVICE COMPANY 2041-09-01 2041-09-01 5.05 - 5.05 Other Instrument CORPORATE 1325000.00 1506966.27 USF&G CAPITAL III 2046-07-01 2046-07-01 8.312 - 8.312 Other Instrument CORPORATE 117100.00 149579.97 PPF FUNDING, INC. 2014-01-15 2017-01-15 5.125 - 5.625 Other Instrument CORPORATE 6210000.00 6556538.51 CALENERGY COMPANY, INC. 2028-09-15 2028-09-15 8.48 - 8.48 Other Instrument CORPORATE 3585511.00 5241335.81 DAIMLER FIN NORTH AMER LLC 2016-01-11 2016-01-11 1.25 - 1.25 Other Instrument CORPORATE 5994000.00 6000531.61 DOMINION RESOURCES INC 2042-09-15 2042-09-15 4.05 - 4.05 Other Instrument CORPORATE 1355000.00 1321589.10 HEWLETT PACKARD COMPANY 2014-03-01 2014-03-01 6.125 - 6.125 Other Instrument CORPORATE 2560000.00 2751566.47 MUTUAL OF OMAHA INSURANCE COMP 2040-10-15 2040-10-15 6.95 - 6.95 Other Instrument CORPORATE 9972000.00 11914354.40 First Tier Security 2013-02-01 2013-02-01 N N N 45000000.00 45000000.00 0.0231 N 45000000.00 45000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N RANGOLD RESOURCES LIMITED 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 22915.00 2174404.35 First Tier Security 2013-05-17 2013-05-17 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N KNIGHT CAPITAL GROUP INC 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 856000.00 863928.27 WEBMD HEALTH CORP. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 5168000.00 4573680.00 First Tier Security 2013-05-10 2013-05-10 N N N 5000000.00 5000000.00 0.0026 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 45A99N7M1 Other Repurchase Agreement N ALLIANCE DATA SRA CUM 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 1641000.00 5440986.57 First Tier Security 2013-04-11 2013-04-11 N N N 5000000.00 5000000.00 0.0026 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.69% 45A99N7H2 Other Repurchase Agreement N WEBMD HEALTH CORP. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 6154000.00 5446290.00 First Tier Security 2013-02-19 2013-02-19 N N N 5000000.00 5000000.00 0.0026 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N MORGAN STANLEY GROUP INC. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 236991.00 5446053.18 First Tier Security 2013-04-17 2013-04-17 N N N 5000000.00 5000000.00 0.0026 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N7J8 Other Repurchase Agreement N WEBMD HEALTH CORP. 2013-01-31 2013-01-31 N/A Other Instrument OTHER NOTE 6154000.00 5446290.00 First Tier Security 2013-03-21 2013-03-21 N N N 5000000.00 5000000.00 0.0026 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99VWJ1 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-25 2042-03-25 4.746 - 6.296 Government Agency Debt 242778093.00 25750352.69 First Tier Security 2013-02-06 2013-02-06 N N N 25000000.00 25000000.00 0.0128 N 25000000.00 25000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.35% 46S99VWD4 0001287279 Other Repurchase Agreement N SEMPRA ENERGY 2039-10-15 2039-10-15 6 - 6 Other Instrument CORPORATE 1695000.00 2105189.97 First Tier Security 2013-02-01 2013-02-01 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VVC7 0001287279 Other Repurchase Agreement N COBALT CMBS COMMERCIAL MORTGAG 2046-05-15 2046-05-15 5.803 - 5.803 Other Instrument GOVERNMENT AGENCY 5075000.00 4325135.07 First Tier Security 2013-02-07 2013-02-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0021 N 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 46S99VWE2 0001287279 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRU 2038-11-15 2038-11-15 5.407 - 5.407 Other Instrument GOVERNMENT AGENCY 1425000.00 1080436.00 First Tier Security 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 46S99VRE8 0001287279 Other Repurchase Agreement N COBALT CMBS COMMERCIAL MORTGAG 2046-05-15 2046-05-15 5.803 - 5.803 Other Instrument GOVERNMENT AGENCY 5075000.00 4325135.07 First Tier Security 2013-03-18 2013-03-18 N N N 4000000.00 4000000.00 0.0021 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.92% 46S99VMA1 0001287279 Other Repurchase Agreement N LB-UBS COMMERCIAL MORTGAGE TRU 2038-11-15 2038-11-15 5.407 - 5.407 Other Instrument GOVERNMENT AGENCY 1015000.00 769573.72 COBALT CMBS COMMERCIAL MORTGAG 2046-05-15 2046-05-15 5.803 - 5.803 Other Instrument GOVERNMENT AGENCY 2913000.00 2482584.92 First Tier Security 2013-03-20 2013-03-20 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.71% 48J99MGD8 0000728612 Other Repurchase Agreement N CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-05-25 2037-05-25 5.396 - 5.396 Other Instrument MORTGAGE 90637185.00 11229485.36 NEPTUNE CDO 2045-02-07 2045-02-07 0.587 - 0.587 Other Instrument ASSET BACKED 7580217.00 606227.87 SAFEWAY INC 2013-04-01 2013-04-01 N/A Other Commercial Paper 46708.00 46640.68 First Tier Security 2013-02-05 2013-02-05 N N N 11000000.00 11000000.00 0.0056 N 11000000.00 11000000.00 Mizuho Securities USA, Inc. 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6.3 Other Instrument CORPORATE 62.00 72.77 CARDINAL HEALTH INC 2013-06-15 2013-06-15 5.5 - 5.5 Other Instrument CORPORATE 1994372.00 2041853.57 BLOCK FINANCIAL LLC 2013-02-28 2013-02-28 N/A Financial Company Commercial Paper 223.00 222.97 NATIONAL OILWELL VARCO INC FORMERLY NATIONAL-OIL 2042-12-01 2042-12-01 3.95 - 3.95 Other Instrument CORPORATE 2365.00 2322.55 SAN DIEGO GAS & ELEC CO 2040-05-15 2040-05-15 5.35 - 5.35 Other Instrument CORPORATE 704.00 877.49 PROCTER & GAMBLE CO 2019-02-15 2019-02-15 4.7 - 4.7 Other Instrument CORPORATE 42892.00 51511.67 NSTAR ELEC CO 2022-10-15 2022-10-15 2.375 - 2.375 Other Instrument CORPORATE 4081.00 4011.31 NIAGARA MOHAWK PWR CORP 2022-11-28 2022-11-28 N/A Other Instrument CORPORATE 368.00 359.60 TEXAS EASTN TRANSMISSION LP 2022-10-15 2022-10-15 2.8 - 2.8 Other Instrument CORPORATE 619.00 615.56 First Tier Security 2013-02-19 2013-02-19 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994KW4 0000276523 Other Repurchase Agreement N ROGERS WIRELESS INC 2014-03-01 2014-03-01 6.375 - 6.375 Other Instrument CORPORATE 866125.00 940050.93 SAN DIEGO GAS & ELEC CO 2040-05-15 2040-05-15 5.35 - 5.35 Other Instrument CORPORATE 211239.00 263294.16 SCANA CORP NEW 2021-05-15 2021-05-15 4.75 - 4.75 Other Instrument CORPORATE 1635.00 1783.94 TEXAS EASTN TRANSMISSION LP 2022-10-15 2022-10-15 2.8 - 2.8 Other Instrument CORPORATE 2378.00 2364.78 NSTAR ELEC CO 2022-10-15 2022-10-15 2.375 - 2.375 Other Instrument CORPORATE 127795.00 125612.65 MARRIOTT INTERNATIONAL INC/DE 2013-03-20 2013-03-20 N/A Other Commercial Paper 294163.00 294034.48 MACQUARIE BANK LTD 2013-05-23 2013-05-23 N/A Financial Company Commercial Paper 1643.00 1641.26 HARLEY-DAVIDSON FINANCIAL SERVICES INC 2013-03-28 2013-03-28 N/A Financial Company Commercial Paper 1658.00 1657.17 GULF SOUTH PIPELINE CO LP 2017-08-15 2017-08-15 6.3 - 6.3 Other Instrument CORPORATE 2852.00 3347.36 ENTERPRISE PRODS OPER LLC 2019-01-31 2019-01-31 6.5 - 6.5 Other Instrument CORPORATE 8561.00 10577.03 COMCAST CORP 2016-03-15 2016-03-15 5.9 - 5.9 Other Instrument CORPORATE 52652.00 61392.17 TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY 2017-10-05 2017-10-05 1.25 - 1.25 Other Instrument CORPORATE 372196.00 371815.53 BLOCK FINANCIAL LLC 2013-02-28 2013-02-28 N/A Financial Company Commercial Paper 11790.00 11788.23 AMAZON COM INC 2022-11-29 2022-11-29 2.5 - 2.5 Other Instrument CORPORATE 2930.00 2819.23 CITIGROUP INC 2039-07-15 2039-07-15 8.125 - 8.125 Other Instrument CORPORATE 2818.00 4161.68 First Tier Security 2013-02-20 2013-02-20 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994ML6 0000276523 Other Repurchase Agreement N BLOCK FINANCIAL LLC 2013-02-28 2013-02-28 N/A Financial Company Commercial Paper 1326.00 1325.80 NSTAR ELEC CO 2022-10-15 2022-10-15 2.375 - 2.375 Other Instrument CORPORATE 37311.00 36673.84 NIAGARA MOHAWK PWR CORP 2022-11-28 2022-11-28 N/A Other Instrument CORPORATE 879.00 858.93 HARTFORD FINL SVCS GROUP INC 2040-03-30 2040-03-30 6.625 - 6.625 Other Instrument CORPORATE 1640994.00 2059902.62 VOTO-VOTORANTIM OVE 2019-09-25 2019-09-25 6.625 - 6.625 Other Instrument CORPORATE 2227.00 2657.23 First Tier Security 2013-03-19 2013-03-19 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994MN2 0000276523 Other Repurchase Agreement N COUNTRYWIDE FINL CORP FORMERLY COUNTRYWIDE CR IN 2016-05-15 2016-05-15 6.25 - 6.25 Other Instrument CORPORATE 1377.00 1542.33 BLOCK FINANCIAL LLC 2013-02-28 2013-02-28 N/A Financial Company Commercial Paper 2635.00 2634.60 DIRECTV HLDGS LLC / DIRECTV FING INC 2014-10-01 2014-10-01 4.75 - 4.75 Other Instrument CORPORATE 154483.00 166673.77 VOTO-VOTORANTIM OVE 2019-09-25 2019-09-25 6.625 - 6.625 Other Instrument CORPORATE 1141.00 1361.43 SCANA CORP NEW 2021-05-15 2021-05-15 4.75 - 4.75 Other Instrument CORPORATE 818.00 892.52 PROCTER & GAMBLE CO 2019-02-15 2019-02-15 4.7 - 4.7 Other Instrument CORPORATE 59105.00 70982.87 NSTAR ELEC CO 2022-10-15 2022-10-15 2.375 - 2.375 Other Instrument CORPORATE 9669.00 9503.88 NIAGARA MOHAWK PWR CORP 2022-11-28 2022-11-28 N/A Other Instrument CORPORATE 879.00 858.93 NATIONAL OILWELL VARCO INC FORMERLY NATIONAL-OIL 2042-12-01 2042-12-01 3.95 - 3.95 Other Instrument CORPORATE 1770.00 1738.23 METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2023-01-10 2023-01-10 N/A Other Instrument CORPORATE 1842616.00 1828925.36 MACQUARIE BANK LTD 2013-05-23 2013-05-23 N/A Financial Company Commercial Paper 15942.00 15925.09 GULF SOUTH PIPELINE CO LP 2017-08-15 2017-08-15 6.3 - 6.3 Other Instrument CORPORATE 38.00 44.60 First Tier Security 2013-03-20 2013-03-20 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994MR3 0000276523 Other Repurchase Agreement N VERIZON COMMUNICATIONS INC 2018-04-15 2018-04-15 6.1 - 6.1 Other Instrument CORPORATE 788673.00 964432.28 SCANA CORP NEW 2021-05-15 2021-05-15 4.75 - 4.75 Other Instrument CORPORATE 817.00 891.43 PROCTER & GAMBLE CO 2019-02-15 2019-02-15 4.7 - 4.7 Other Instrument CORPORATE 1397.00 1677.74 NSTAR ELEC CO 2022-10-15 2022-10-15 2.375 - 2.375 Other Instrument CORPORATE 7786.00 7653.04 NIAGARA MOHAWK PWR CORP 2022-11-28 2022-11-28 N/A Other Instrument CORPORATE 879.00 858.93 MARRIOTT INTERNATIONAL INC/DE 2013-03-20 2013-03-20 N/A Other Commercial Paper 1093968.00 1093490.05 MACQUARIE BANK LTD 2013-05-23 2013-05-23 N/A Financial Company Commercial Paper 10243.00 10232.13 VOTO-VOTORANTIM OVE 2019-09-25 2019-09-25 6.625 - 6.625 Other Instrument CORPORATE 2103.00 2509.27 First Tier Security 2013-03-21 2013-03-21 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00