N-MFP LIVE N 2013-02-28 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 50 80 1997475030.84 1107229.69 19540236.54 1979042023.99 0.0032 1.0002 2013-02-28 1.0002 2013-02-28 C000048773 1.00 872688651.55 1.00 19434575.93 51736465.89 32301889.96 0.0003 1.0000 2013-02-28 1.0000 2013-02-28 C000048775 1.00 80016652.32 1.00 1878589.13 6774093.90 4895504.77 0.0001 1.0002 2013-02-28 1.0002 2013-02-28 C000048776 1.00 151351003.47 1.00 -490759.43 6496765.69 6987525.12 0.0001 1.0002 2013-02-28 1.0002 2013-02-28 C000048774 1.00 874985716.65 1.00 24579525.99 53257595.96 28678069.97 0.0001 1.0003 2013-02-28 1.0003 2013-02-28 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.23% 06366XKL5 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 7000000.00 7000000.00 0.0035 N 7000013.30 7000013.30 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 0.0020 N 4000147.60 4000147.60 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 2000007.80 2000007.80 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 0.0071 N 14006370.00 14006370.00 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 10002741.00 10002741.00 Bank of Nova Scotia Bank of Nova Scotia, 0.24% 06417FKK5 Certificate of Deposit First Tier Security 2013-03-04 2013-07-08 N N N 11000000.00 10999601.14 0.0056 N 11000374.00 11000374.00 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 5000000.00 5000000.00 0.0025 N 5000407.50 5000407.50 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 16999903.18 0.0086 N 17001385.50 17001385.50 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417FLB4 Certificate of Deposit First Tier Security 2013-03-11 2013-10-11 N N N 7000000.00 7000000.00 0.0035 N 7000007.00 7000007.00 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06417E5W9 Certificate of Deposit First Tier Security 2013-03-11 2013-08-08 N N N 8000000.00 8000000.00 0.0040 N 8000912.00 8000912.00 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 7000000.00 7000000.00 0.0035 N 7004025.00 7004025.00 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 6000000.00 6000000.00 0.0030 N 6008592.00 6008592.00 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 0.0066 N 13000227.50 13000227.50 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 11000383.90 11000383.90 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 18000000.00 18000000.00 0.0091 N 18002484.00 18002484.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538E5X1 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 10000000.00 10000000.00 0.0051 N 10001398.00 10001398.00 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 0.0045 N 9001557.90 9001557.90 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 11000457.60 11000457.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YPQ3 Certificate of Deposit First Tier Security 2013-03-04 2013-07-31 N N N 7000000.00 7000000.00 0.0035 N 6996388.00 6996388.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YRX6 Certificate of Deposit First Tier Security 2013-03-05 2013-08-02 N N N 7000000.00 7000000.00 0.0035 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 0.0101 N 20018280.00 20018280.00 Credit Suisse Credit Suisse, 0.27% 22550DR76 Certificate of Deposit First Tier Security 2013-04-08 2013-05-29 Y CREDIT SUISSE NY BRH CD PRG BE N/A N/A N N 11000000.00 11000000.00 0.0056 N 10998383.00 10998383.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.17% 25155BQD0 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 46000000.00 46000000.00 0.0232 N 45999682.60 45999682.60 Lloyds TSB Bank PLC New York Branch Lloyds TSB Bank PLC New York Branch, 0.16% 53944LHS3 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 35000000.00 35000000.00 0.0177 N 34999853.00 34999853.00 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 16000000.00 16000000.00 0.0081 N 16004188.80 16004188.80 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 7000000.00 7000000.00 0.0035 N 6999587.00 6999587.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688RBG7 Certificate of Deposit First Tier Security 2013-06-20 2013-06-20 N N N 7000000.00 7000000.00 0.0035 N 6999563.90 6999563.90 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 7000000.00 7000000.00 0.0035 N 7000795.20 7000795.20 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 0.0035 N 7000824.60 7000824.60 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 0.0035 N 7000872.90 7000872.90 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 7000000.00 7000000.00 0.0035 N 6999798.40 6999798.40 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 11001427.80 11001427.80 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 0.0035 N 7001018.50 7001018.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.18% 63873EQN4 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 21000000.00 21000000.00 0.0106 N 20999882.40 20999882.40 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2013-03-20 2013-08-16 N N N 21000000.00 20992331.95 0.0106 N 20990046.00 20990046.00 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 0.0035 N 7000598.50 7000598.50 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 0.0136 N 27040635.00 27040635.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.26% 83051HGK6 Certificate of Deposit First Tier Security 2013-06-13 2013-06-13 N N N 8000000.00 8000000.00 0.0040 N 8000465.60 8000465.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D5Q9 Certificate of Deposit First Tier Security 2013-05-13 2013-05-13 N N N 6000000.00 6000000.00 0.0030 N 5999999.40 5999999.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.25% 86562D5Y2 Certificate of Deposit First Tier Security 2013-05-14 2013-05-14 N N N 2000000.00 2000000.00 0.0010 N 1999999.80 1999999.80 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 11000000.00 11000000.00 0.0056 N 11000000.00 11000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562DB66 Certificate of Deposit First Tier Security 2013-03-06 2013-05-09 N N N 14000000.00 14000000.00 0.0071 N 14000378.00 14000378.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562DTV2 Certificate of Deposit First Tier Security 2013-03-12 2013-03-12 N N N 2000000.00 2000030.34 0.0010 N 2000153.20 2000153.20 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 11000133.82 0.0056 N 11000841.50 11000841.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DWZ9 Certificate of Deposit First Tier Security 2013-04-10 2013-04-10 N N N 11000000.00 11000000.00 0.0056 N 11002250.60 11002250.60 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 0.0035 N 7001059.80 7001059.80 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 0.0035 N 7000854.00 7000854.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DUU2 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 8000000.00 8000000.00 0.0040 N 8001024.80 8001024.80 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 0.0076 N 15001722.00 15001722.00 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 0.0035 N 7000777.00 7000777.00 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 7000000.00 7000000.00 0.0035 N 7000892.50 7000892.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.30% 86562W2S6 Certificate of Deposit First Tier Security 2013-06-05 2013-06-05 N N N 10000000.00 10000000.00 0.0051 N 10001076.00 10001076.00 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 7000000.00 7000000.00 0.0035 N 7000791.70 7000791.70 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 7000000.00 7000000.00 0.0035 N 7000846.30 7000846.30 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 7000000.00 7000000.00 0.0035 N 7000917.00 7000917.00 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 0.0020 N 4000380.40 4000380.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112WWF0 Certificate of Deposit First Tier Security 2013-03-15 2013-11-15 N N N 5000000.00 5000000.00 0.0025 N 4999300.00 4999300.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 1000000.00 1000000.00 0.0005 N 1000104.80 1000104.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 1000000.00 1000000.00 0.0005 N 1000108.70 1000108.70 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 4000000.00 4000000.00 0.0020 N 4000434.80 4000434.80 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 4000077.63 0.0020 N 4001485.20 4001485.20 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 0.0040 N 8003490.40 8003490.40 UBS AG UBS AG, 0.30% 90267RMH9 Certificate of Deposit First Tier Security 2013-03-06 2013-05-07 N N N 9000000.00 9000000.00 0.0045 N 9000855.00 9000855.00 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 7000050.52 0.0035 N 7000977.90 7000977.90 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 2000085.40 2000085.40 DNB Bank ASA DNB Bank ASA, 0.26% 46R99Y4D0 Certificate of Deposit First Tier Security 2013-05-10 2013-05-10 N N N 3000000.00 3000029.14 0.0015 N 3000236.10 3000236.10 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 0.0020 N 4000287.20 4000287.20 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 0.0020 N 4000333.20 4000333.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0854774550 0000833029 Certificate of Deposit First Tier Security 2013-03-11 2013-05-09 N N N 11000000.00 11000000.00 0.0056 N 11001364.00 11001364.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0845345288 0000833029 Certificate of Deposit First Tier Security 2013-03-15 2013-04-15 N N N 9000000.00 9000000.00 0.0045 N 9000819.00 9000819.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0847679569 0000833029 Certificate of Deposit First Tier Security 2013-03-19 2013-04-19 N N N 9000000.00 9000000.00 0.0045 N 9000900.00 9000900.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% XS0850948158 0000833029 Certificate of Deposit First Tier Security 2013-03-28 2013-04-29 N N N 10000000.00 10000000.00 0.0051 N 10001240.00 10001240.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.26% XS0862203428 0000833029 Certificate of Deposit First Tier Security 2013-03-04 2013-06-03 N N N 16000000.00 16000000.00 0.0081 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 0.0091 N 18002145.60 18002145.60 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 0.0045 N 9003352.50 9003352.50 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 0.0020 N 4000779.60 4000779.60 Citibank NA Citibank NA, 0.21% 17304UAT7 Certificate of Deposit First Tier Security 2013-03-25 2013-03-25 N N N 5000000.00 5000000.00 0.0025 N 5000416.50 5000416.50 Citibank NA Citibank NA, 0.28% 17304UBP4 Certificate of Deposit First Tier Security 2013-05-28 2013-05-28 N N N 5000000.00 5000000.00 0.0025 N 5001359.00 5001359.00 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 0.0025 N 5001341.50 5001341.50 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 0.0045 N 9002466.90 9002466.90 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 0.0045 N 9002519.10 9002519.10 Citibank NA Citibank NA, 0.29% 17304UBH2 Certificate of Deposit First Tier Security 2013-05-22 2013-05-22 N N N 4000000.00 4000000.00 0.0020 N 4001106.00 4001106.00 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 0.0071 N 14002907.80 14002907.80 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 0.0020 N 4000108.80 4000108.80 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 0.0035 N 7000380.80 7000380.80 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 0.0040 N 8001536.00 8001536.00 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 1999066.67 0.0010 N 1999356.20 1999356.20 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 1999350.00 0.0010 N 1999584.40 1999584.40 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 999658.33 0.0005 N 999780.70 999780.70 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 16995395.83 0.0086 N 16996844.80 16996844.80 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 20995117.50 0.0106 N 20997293.10 20997293.10 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 13999533.33 0.0071 N 13999689.20 13999689.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADU7 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-06-03 N N N 4000000.00 4000000.00 0.0020 N 4000196.00 4000196.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADT0 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-29 N N N 2000000.00 2000000.00 0.0010 N 2000136.00 2000136.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.25% 20272ADS2 Financial Company Commercial Paper First Tier Security 2013-03-28 2013-05-28 N N N 10000000.00 10000000.00 0.0051 N 10000670.00 10000670.00 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 9993341.67 0.0050 N 9994599.00 9994599.00 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.18% 25153JQ45 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 42000000.00 41999370.00 0.0212 N 41999252.40 41999252.40 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0Q62 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 2000000.00 1999929.17 0.0010 N 1999966.60 1999966.60 DNB Bank ASA DNB Bank ASA, 0.26% 2332K0QR6 Financial Company Commercial Paper First Tier Security 2013-03-25 2013-03-25 N N N 9000000.00 8998440.00 0.0045 N 8999197.20 8999197.20 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 8996937.50 0.0045 N 8998499.70 8998499.70 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 6997083.33 0.0035 N 6998576.90 6998576.90 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JBG7 Financial Company Commercial Paper First Tier Security 2013-03-26 2013-04-26 N N N 28000000.00 28000144.29 0.0141 N 28002100.00 28002100.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JBJ1 Financial Company Commercial Paper First Tier Security 2013-04-03 2013-09-03 N N N 5000000.00 5000000.00 0.0025 N 4999500.00 4999500.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.18% 6323A0Q50 Financial Company Commercial Paper First Tier Security 2013-03-05 2013-03-05 N N N 20000000.00 19999600.00 0.0101 N 19999472.00 19999472.00 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 21000000.00 20982575.82 0.0106 N 20985218.10 20985218.10 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TH6 Financial Company Commercial Paper First Tier Security 2013-06-17 2013-06-17 N N N 1000000.00 999130.00 0.0005 N 999245.10 999245.10 Nationwide Building Society Nationwide Building Society, 0.29% 6385E0TS2 Financial Company Commercial Paper First Tier Security 2013-06-26 2013-06-26 N N N 2000000.00 1998115.00 0.0010 N 1998306.60 1998306.60 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 2000000.00 1998082.78 0.0010 N 1998266.60 1998266.60 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q48 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 999975.00 0.0005 N 999978.90 999978.90 Nationwide Building Society Nationwide Building Society, 0.30% 6385E0Q71 Financial Company Commercial Paper First Tier Security 2013-03-07 2013-03-07 N N N 2000000.00 1999900.00 0.0010 N 1999926.20 1999926.20 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 8997875.00 0.0045 N 8998719.30 8998719.30 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 2000000.00 1998526.67 0.0010 N 1998722.00 1998722.00 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 6000000.00 5995276.67 0.0030 N 5995789.20 5995789.20 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 4999805.56 0.0025 N 4999941.50 4999941.50 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.27% 83365RR23 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 34000000.00 33991840.00 0.0172 N 33993329.20 33993329.20 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 31999226.67 0.0162 N 31999360.00 31999360.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FSL2 Financial Company Commercial Paper First Tier Security 2013-05-20 2013-05-20 N N N 5000000.00 4997222.22 0.0025 N 4997514.00 4997514.00 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 1999419.45 0.0010 N 1999575.40 1999575.40 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 7995022.22 0.0040 N 7996022.40 7996022.40 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 5996360.00 0.0030 N 5997166.80 5997166.80 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 5995725.00 0.0030 N 5996767.80 5996767.80 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 999265.00 0.0005 N 999441.80 999441.80 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 16996430.00 0.0086 N 16997514.60 16997514.60 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 10000000.00 9994300.00 0.0051 N 9996243.00 9996243.00 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 3000000.00 0.0015 N 2999994.90 2999994.90 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 2999813.33 0.0015 N 2999957.40 2999957.40 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVC8 Financial Company Commercial Paper First Tier Security 2013-08-12 2013-08-12 N N N 22000000.00 21964922.23 0.0111 N 21968238.60 21968238.60 UBS Finance, Inc. UBS Finance, Inc., 0.35% 90262CVK0 Financial Company Commercial Paper First Tier Security 2013-08-19 2013-08-19 N N N 4000000.00 3993350.00 0.0020 N 3993750.80 3993750.80 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 10993445.84 0.0056 N 10997011.30 10997011.30 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 9994750.00 0.0051 N 9998117.00 9998117.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FL0 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-07-01 N N N 4000000.00 4000000.00 0.0020 N 3999756.00 3999756.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EV9 Financial Company Commercial Paper First Tier Security 2013-03-04 2013-06-03 N N N 5000000.00 5000000.00 0.0025 N 4999880.00 4999880.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FV8 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-07-08 N N N 2000000.00 2000000.00 0.0010 N 1999864.00 1999864.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FS5 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-07-08 N N N 4000000.00 4000000.00 0.0020 N 3999728.00 3999728.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FE6 Financial Company Commercial Paper First Tier Security 2013-03-11 2013-06-10 N N N 2000000.00 2000000.00 0.0010 N 1999950.00 1999950.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FH9 Financial Company Commercial Paper First Tier Security 2013-03-18 2013-06-17 N N N 7000000.00 7000000.00 0.0035 N 6999818.00 6999818.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FJ5 Financial Company Commercial Paper First Tier Security 2013-03-19 2013-06-19 N N N 4000000.00 4000000.00 0.0020 N 3999896.00 3999896.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4FK2 Financial Company Commercial Paper First Tier Security 2013-03-21 2013-06-21 N N N 4000000.00 4000000.00 0.0020 N 3999892.00 3999892.00 Westpac Banking Corp. Westpac Banking Corp., 0.25% 9612C4EU1 Financial Company Commercial Paper First Tier Security 2013-03-29 2013-05-29 N N N 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 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 4000000.00 3996934.44 0.0020 N 3997300.00 3997300.00 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 999480.56 0.0005 N 999599.70 999599.70 Govco, Inc. Govco, Inc., 0.25% 38362VRC9 Asset Backed Commercial Paper First Tier Security 2013-04-12 2013-04-12 N N Y LIQUIDITY CITIBANK NA N/A N/A 17000000.00 16995041.66 0.0086 N 16994537.90 16994537.90 Govco, Inc. Govco, Inc., 0.31% 38362VRN5 Asset Backed Commercial Paper First Tier Security 2013-04-22 2013-04-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999104.44 0.0010 N 1999190.20 1999190.20 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 12000000.00 11992870.00 0.0061 N 11993233.20 11993233.20 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 2000000.00 1998725.55 0.0010 N 1998770.80 1998770.80 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 2000000.00 1998673.89 0.0010 N 1998708.60 1998708.60 Govco, Inc. Govco, Inc., 0.33% 38362VQ14 Asset Backed Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 4000000.00 0.0020 N 3999971.20 3999971.20 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 999972.50 0.0005 N 999971.10 999971.10 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 999963.33 0.0005 N 999963.90 999963.90 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 1999908.33 0.0010 N 1999913.40 1999913.40 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 3000000.00 2998322.50 0.0015 N 2998542.90 2998542.90 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 13000000.00 12992015.84 0.0066 N 12992928.00 12992928.00 Govco, Inc. Govco, Inc., 0.34% 38362VS20 Asset Backed Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 21000000.00 20987703.34 0.0106 N 20989600.80 20989600.80 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.26% 03523KSV0 Other Commercial Paper First Tier Security 2013-05-29 2013-05-29 N N N 1000000.00 999357.22 0.0005 N 999100.00 999100.00 Anheuser-Busch InBev Worldwide, Inc. Anheuser-Busch InBev Worldwide, Inc., 0.28% 03523KR33 Other Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N N 11000000.00 10997176.67 0.0056 N 10996956.30 10996956.30 Devon Energy Corp. Devon Energy Corp., 0.40% 25179JAA8 Other Commercial Paper Second Tier Security 2013-03-26 2013-03-26 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0051 N 10000100.00 10000100.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.31% 5956A2Q88 Other Commercial Paper Second Tier Security 2013-03-08 2013-03-08 N N N 1000000.00 999939.72 0.0005 N 999942.00 999942.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.31% 5956A2Q88 Other Commercial Paper Second Tier Security 2013-03-08 2013-03-08 N N N 1000000.00 999939.72 0.0005 N 999942.00 999942.00 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.31% 5956A2QD7 Other Commercial Paper Second Tier Security 2013-03-13 2013-03-13 N N N 1000000.00 999896.67 0.0005 N 999903.20 999903.20 MidAmerican Energy Holdings, Co. MidAmerican Energy Holdings, Co., 0.31% 5956A2QE5 Other Commercial Paper Second Tier Security 2013-03-14 2013-03-14 N N N 1000000.00 999888.05 0.0005 N 999895.40 999895.40 Northeast Utilities Northeast Utilities, 0.31% 66439TQ19 Other Commercial Paper Second Tier Security 2013-03-01 2013-03-01 N N N 3000000.00 3000000.00 0.0015 N 2999979.30 2999979.30 Sempra Global Sempra Global, 0.34% 81685LQ16 Other Commercial Paper Second Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0005 N 999994.20 999994.20 Sempra Global Sempra Global, 0.36% 81685LQM0 Other Commercial Paper Second Tier Security 2013-03-21 2013-03-21 N N N 1000000.00 999800.00 0.0005 N 999865.80 999865.80 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344PUW4 Other Commercial Paper Second Tier Security 2013-03-01 2013-04-15 Y VERIZON COMMUNICATIONS INC N/A N/A N N 8000000.00 8000000.00 0.0040 N 8000000.00 8000000.00 Viacom, Inc. Viacom, Inc., 0.35% 9255M2Q47 Other Commercial Paper Second Tier Security 2013-03-04 2013-03-04 N N N 2000000.00 1999941.67 0.0010 N 1999942.20 1999942.20 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.32% 92780JQJ3 Other Commercial Paper Second Tier Security 2013-03-18 2013-03-18 N N N 4000000.00 3999395.56 0.0020 N 3999392.00 3999392.00 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 38989425.53 0.0197 N 38993448.00 38993448.00 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 3998733.33 0.0020 N 3999156.00 3999156.00 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 8392082.98 0.0042 N 8395027.20 8395027.20 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 2003840.50 0.0010 N 2003828.00 2003828.00 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 9017508.93 0.0046 N 9017928.00 9017928.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828JM3 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 3000000.00 3051647.29 0.0015 N 3051915.00 3051915.00 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 5067329.62 0.0026 N 5068360.00 5068360.00 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 18010334.60 0.0091 N 18011250.00 18011250.00 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 23101673.39 0.0117 N 23104213.00 23104213.00 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 12158679.20 0.0061 N 12162660.00 12162660.00 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 4001797.08 0.0020 N 4001876.00 4001876.00 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 12993933.14 0.0066 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 3055191.48 0.0015 N 3056952.00 3056952.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828PU8 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 8000000.00 8016508.50 0.0041 N 8019376.00 8019376.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BR0 Treasury Debt First Tier Security 2013-11-15 2013-11-15 N N N 4000000.00 4114373.22 0.0021 N 4115312.00 4115312.00 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 18042416.41 0.0091 N 18046404.00 18046404.00 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 6004153.26 0.0030 N 6005628.00 6005628.00 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 17043365.71 0.0086 N 17049147.00 17049147.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.40% 25746UBS7 Other Note Second Tier Security 2013-03-21 2013-04-15 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 6000000.00 6000000.00 0.0030 N 5999142.00 5999142.00 Royal Bank of Canada Royal Bank of Canada, 0.35% 78008KZV8 Other Note First Tier Security 2013-05-06 2013-09-06 N N N 21000000.00 20997812.33 0.0106 N 21000420.00 21000420.00 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 0.0136 N 27007020.00 27007020.00 Royal Bank of Canada Royal Bank of Canada, 0.68% 78008FAZ7 Other Note First Tier Security 2013-03-15 2013-09-13 N N N 23000000.00 23000000.00 0.0116 N 22997585.00 22997585.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JCX4 Other Note First Tier Security 2013-03-27 2013-08-27 N N N 14000000.00 14000000.00 0.0071 N 13998656.00 13998656.00 Fannie Mae Fannie Mae, 0.18% 3135G0PG2 Government Agency Debt First Tier Security 2013-03-11 2014-09-11 N N N 13000000.00 12996082.26 0.0066 N 13001742.00 13001742.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313381JE6 Government Agency Debt First Tier Security 2013-03-25 2014-06-25 N N N 18000000.00 17995185.77 0.0091 N 18001746.00 18001746.00 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 1999834.13 0.0010 N 2000122.00 2000122.00 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 999529.97 0.0005 N 999806.00 999806.00 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 1001371.52 0.0005 N 1001626.00 1001626.00 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 1999689.23 0.0010 N 2000000.00 2000000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.13% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2013-03-07 2013-03-07 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., 0.23% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2013-03-01 2013-03-01 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., 0.21% (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 2013-03-07 2013-03-07 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 1990 A, tender 04/01/2013, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2013-04-01 2013-04-01 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0025 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 2013-05-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0015 Y 2999523.00 2999523.00 Citibank NA In a joint trading account with Citibank NA at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-12-01 2048-07-01 2.03 - 13 Government Agency Debt 99399.05 26376.86 FEDERAL NATIONAL MORTGAGE ASSOC 2016-04-01 2050-01-01 1.094 - 7.5 Government Agency Debt 135819.79 49563.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2014-03-15 2043-01-20 1.125 - 9.5 Government Agency Debt 85171.86 6527.11 Unrated Security 2013-03-01 2013-03-01 N N N 80850.00 80849.81 0.0000 N 80849.81 80849.81 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2043-01-20 2.5 - 3 Government Agency Debt 13272.04 12634.51 FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-25 2043-03-25 0 - 7 Government Agency Debt 23698.14 16415.19 Unrated Security 2013-03-01 2013-03-01 N N N 28203.00 28203.42 0.0000 N 28203.42 28203.42 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 47Y99CMA4 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-04-15 2042-09-01 1.75 - 4 Government Agency Debt 5219600.00 5128885.27 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2043-01-01 2.374 - 4 Government Agency Debt 15000.00 14585.17 US TREASURY 2027-05-15 2027-05-15 N/A Treasury Debt 5000.00 3401.10 First Tier Security 2013-03-07 2013-03-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 5000000.00 5000000.00 0.0025 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.18% 47Y99CPT0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 2.079 - 2.079 Government Agency Debt 5000.00 4864.09 FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-25 2041-09-25 4 - 4 Government Agency Debt 3511000.00 3087652.56 First Tier Security 2013-03-07 2013-03-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 3000000.00 3000000.00 0.0015 N 3000000.00 3000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-09-23 2043-03-01 0.5 - 8 Government Agency Debt 26149.26 22377.45 FEDERAL HOME LOAN MORTGAGE CORP 2013-09-01 2043-03-01 0.375 - 7.5 Government Agency Debt 21450.96 16114.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-08-15 2054-06-15 2 - 12.5 Government Agency Debt 11560.81 4669.92 Unrated Security 2013-03-01 2013-03-01 N N N 42305.00 42305.13 0.0000 N 42305.13 42305.13 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_08126 Government Agency Repurchase Agreement Y US TREASURY 2013-03-07 2042-11-15 0 - 4.75 Treasury Debt 285288.20 287806.53 FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2043-02-15 0 - 9 Government Agency Debt 108159.18 37065.61 FEDERAL NATIONAL MORTGAGE ASSOC 2022-11-01 2048-04-25 1.044 - 8.428 Government Agency Debt 215616.64 85137.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2042-08-20 3 - 7 Government Agency Debt 738306.78 309885.72 Unrated Security 2013-03-01 2013-03-01 N N N 705086.00 705085.54 0.0004 N 705085.54 705085.54 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.21%, dated 2/28/2013 due 03/01/2013 48J99BWN2_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2013-03-01 2020-03-13 0 - 2.75 Government Agency Debt 9088.01 9164.72 FEDERAL FARM CREDIT 2015-03-16 2015-03-16 0.33 - 0.33 Government Agency Debt 602.19 602.80 US TREASURY 2013-03-28 2042-11-15 0 - 5.25 Treasury Debt 34820.94 35906.42 FEDERAL HOME LOAN MORTGAGE CORP 2027-11-15 2043-02-15 0 - 6 Government Agency Debt 30020.03 30076.86 RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 Government Agency Debt 914.99 806.83 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-05-16 2042-07-20 1.5 - 4 Government Agency Debt 17777.21 17780.28 FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-25 2042-05-25 0.502 - 6 Government Agency Debt 29504.14 25278.82 Unrated Security 2013-03-01 2013-03-01 N N N 116556.00 116556.09 0.0001 N 116556.09 116556.09 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z995JN4 0001197610 Other Repurchase Agreement N DOMINION RES INC VA NEW 2066-06-30 2066-06-30 7.5 - 7.5 Other Instrument CORPORATE 22771.00 25552.10 GOLDMAN SACHS GROUP INC 2021-07-27 2021-07-27 5.25 - 5.25 Other Instrument CORPORATE 1136.00 1295.01 KREDITANSTALT FUR WIEDERAUFBAU KFW 2020-01-27 2020-01-27 4 - 4 Other Instrument CORPORATE 12001.00 13942.10 PETROBAS INTL FIN CO 2021-01-27 2021-01-27 5.375 - 5.375 Other Instrument CORPORATE 130657.00 142921.57 GERDAU HOLDINGS INC 2020-01-20 2020-01-20 7 - 7 Other Instrument CORPORATE 5209167.00 6092120.81 NT REG S 2022-09-19 2022-09-19 3 - 3 Other Instrument CORPORATE 25528.00 25324.54 First Tier Security 2013-03-07 2013-03-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 6000000.00 6000000.00 0.0030 N 6000000.00 6000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 45H99M4R8 0000315030 Other Repurchase Agreement N ACCURAY INC DEL 2018-02-01 2018-02-01 N/A Other Instrument EQUITY 373.00 382.84 VECTOR GROUP LTD 2019-01-15 2019-01-15 N/A Other Instrument EQUITY 3735.00 4241.88 SEQUENOM INC 2017-10-01 2017-10-01 N/A Other Instrument EQUITY 346000.00 389179.65 PDL BIOPHARMA INC 2015-02-15 2015-02-15 2.875 - 2.875 Other Instrument EQUITY 903000.00 1143232.49 OPKO HEALTH INC 2033-02-01 2033-02-01 N/A Other Instrument EQUITY 1685172.00 1766902.84 First Tier Security 2013-04-23 2013-04-23 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.27% 48K99WDF2 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-25 2031-09-25 2.5 - 3 Government Agency Debt 40151666.00 4120708.23 First Tier Security 2013-03-01 2013-03-01 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.31% 48K99WDE5 0000318336 Other Repurchase Agreement N PRICELINE.COM, INCORPORATED 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 6209.00 4320905.19 First Tier Security 2013-03-01 2013-03-01 N N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.48% 47A99P6R2 0000318336 Other Repurchase Agreement N UNITEDHEALTH GROUP INC COM 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 120366.00 6484116.42 First Tier Security 2013-04-18 2013-04-18 N N N 6000000.00 6000000.00 0.0030 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 47A99P9S7 0000318336 Other Repurchase Agreement N VIRGIN MEDIA INC + 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 433000.00 1081585.94 First Tier Security 2013-05-02 2013-05-02 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.70% 48K99WCN6 0000318336 Other Repurchase Agreement N ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.518 - 0.523 Other Instrument ASSET BACKED 200000.00 73704.18 STRUCTURED ADJUSTABLE RATE MOR 2047-10-25 2047-10-25 2.947 - 2.947 Other Instrument GOVERNMENT AGENCY 4027800.00 1416538.52 TBW MORTGAGE-BACKED TRUST SERI 2036-05-25 2036-05-25 6.5 - 6.5 Other Instrument GOVERNMENT AGENCY 2960000.00 670151.29 First Tier Security 2013-05-20 2013-05-20 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% 47A99P4S2 0000318336 Other Repurchase Agreement N RALI SERIES 2006-QS18 TRUST 2036-12-25 2036-12-25 0.652 - 0.652 Other Instrument GOVERNMENT AGENCY 30000.00 5947.38 J.P. MORGAN CHASE COMMERCIAL S 2043-11-15 2043-11-15 5.075 - 5.075 Other Instrument GOVERNMENT AGENCY 1765000.00 2031056.15 BAYVIEW COMMERCIAL ASSET TRUST 2035-01-25 2035-01-25 0.622 - 0.622 Other Instrument GOVERNMENT AGENCY 375000.00 68704.76 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 MERCURY CDO II LTD 2045-11-29 2045-11-29 0.536 - 0.536 Other Instrument ASSET BACKED 1500000.00 431922.96 FIRST HORIZON ALTERNATIVE MORT 2036-06-25 2036-06-25 2.5 - 2.5 Other Instrument GOVERNMENT AGENCY 110000.00 25886.27 CWABS ASSET-BACKED CERTIFICATE 2046-12-25 2046-12-25 0.352 - 0.352 Other Instrument ASSET BACKED 300000.00 156306.70 CHL MORTGAGE PASS-THROUGH TRUS 2047-09-25 2047-09-25 3.078 - 3.078 Other Instrument GOVERNMENT AGENCY 10622600.00 3625961.08 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 20000.00 7505.62 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.518 - 0.523 Other Instrument ASSET BACKED 190000.00 81775.13 First Tier Security 2013-04-08 2013-04-08 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P6J0 0000318336 Other Repurchase Agreement N COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.773 - 5.773 Other Instrument GOVERNMENT AGENCY 920000.00 1015734.37 CITIGROUP MORTGAGE LOAN TRUST 2037-07-25 2037-08-25 2.847 - 5.542 Other Instrument GOVERNMENT AGENCY 446000.00 158352.50 BOMBARDIER CAPITAL MORTGAGE SE 2030-06-15 2030-06-15 8.29 - 8.29 Other Instrument ASSET BACKED 20000.00 7160.66 FREMF 2012-K705 MTG TR MULTIFA 2044-09-25 2044-09-25 4.163 - 4.163 Other Instrument GOVERNMENT AGENCY 245000.00 263476.85 THORNBURG MORTGAGE SECURITIES 2038-04-25 2038-04-25 5.776 - 5.776 Other Instrument GOVERNMENT AGENCY 1415000.00 531022.54 RALI SERIES 2006-QS12 TRUST 2036-09-25 2036-09-25 0.474 - 0.474 Other Instrument GOVERNMENT AGENCY 1765300.00 10043.17 MASTR ADJUSTABLE RATES MORTGAG 2047-01-25 2047-01-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 310000.00 10636.14 LEHMAN MORTGAGE TRUST 2008-4 2037-01-25 2037-01-25 0.582 - 0.582 Other Instrument GOVERNMENT AGENCY 3108600.00 1067095.71 LEHMAN MORTGAGE TRUST 2008-3 2037-02-25 2037-02-25 0.572 - 0.572 Other Instrument GOVERNMENT AGENCY 65000.00 20618.83 J.P. MORGAN CHASE COMMERCIAL S 2043-11-15 2043-11-15 5.526 - 5.526 Other Instrument GOVERNMENT AGENCY 1000000.00 1172627.45 First Tier Security 2013-04-15 2013-04-15 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.74% 47A99P7B6 0000318336 Other Repurchase Agreement N CHL MORTGAGE PASS-THROUGH TRUS 2036-09-20 2036-09-20 5.299 - 5.299 Other Instrument GOVERNMENT AGENCY 15920000.00 4993547.79 HARBORVIEW MORTGAGE LOAN TRUST 2038-01-19 2038-01-19 0.392 - 0.392 Other Instrument GOVERNMENT AGENCY 355000.00 127948.84 ADIRONDACK 2005-2 LTD. 2041-02-06 2041-02-06 0.523 - 0.523 Other Instrument ASSET BACKED 150000.00 71309.26 CWALT, ALTERNATIVE LOAN TRUST 2046-08-25 2046-08-25 0.432 - 0.432 Other Instrument GOVERNMENT AGENCY 6596685.00 211892.55 First Tier Security 2013-04-19 2013-04-19 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.35% 48K991BM7 0000058056 Other Repurchase Agreement N FIDL NAT FINANCL-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 86164.00 2168747.88 HARRIS INTERACTIVE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10.00 16.90 First Tier Security 2013-03-06 2013-03-06 Y DEUTSCHE BC SEC INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.30% 45K99P3M9 0000877559 Other Repurchase Agreement N HOSPIRA, INC. 2014-06-15 2014-06-15 5.9 - 5.9 Other Instrument CORPORATE 3000000.00 3218164.80 HYUNDAI CAPITAL AMERICA 2015-10-02 2015-10-02 1.625 - 1.625 Other Instrument CORPORATE 1525000.00 1546145.21 HSBC CAPITAL FUNDING (DOLLAR 1 2049-12-31 2049-12-31 6.08 - 6.08 Other Instrument CORPORATE 2000000.00 2820266.72 FPL GROUP CAPITAL INC 2067-06-15 2067-06-15 6.65 - 6.65 Other Instrument CORPORATE 14946200.00 16207783.08 ERAC USA FINANCE LLC 2020-10-01 2020-10-01 5.25 - 5.25 Other Instrument CORPORATE 3180000.00 3681835.71 DTE ENERGY CO 2014-05-15 2014-05-15 7.625 - 7.625 Other Instrument CORPORATE 489000.00 538985.38 BANK OF AMERICA CORPORATION 2015-12-01 2015-12-01 5.25 - 5.25 Other Instrument CORPORATE 10000000.00 10974992.51 AMERIPRISE FINANCIAL INC 2066-06-01 2066-06-01 7.518 - 7.518 Other Instrument CORPORATE 300000.00 339939.09 MERRILL LYNCH AND COMPANY., IN 2016-05-16 2016-05-16 6.05 - 6.05 Other Instrument CORPORATE 5000000.00 5653288.96 TRANSCONTINENTAL GAS PIPE LINE 2018-06-15 2018-06-15 6.05 - 6.05 Other Instrument CORPORATE 2500000.00 3109526.34 TIME WARNER CABLE INC. 2038-07-01 2038-07-01 7.3 - 7.3 Other Instrument CORPORATE 1420000.00 1797431.94 PLATINUM UNDERWRITERS FINANCE 2017-06-01 2017-06-01 7.5 - 7.5 Other Instrument CORPORATE 1146000.00 1297846.97 PHILLIPS 66 2022-04-01 2022-04-01 4.3 - 4.3 Other Instrument CORPORATE 2000000.00 2211373.33 NOMURA HOLDINGS INC ADR 2020-03-04 2020-03-04 6.7 - 6.7 Other Instrument CORPORATE 990000.00 1207419.42 First Tier Security 2013-03-01 2013-03-01 N N N 52000000.00 52000000.00 0.0263 N 52000000.00 52000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 45K99P3Q0 0000877559 Other Repurchase Agreement N DELPHI CORP 2019-05-15 2019-05-15 5.875 - 5.875 Other Instrument CORPORATE 1690000.00 1839465.31 ENBRIDGE ENERGY PARTNERS L.P. 2037-10-01 2037-10-01 8.05 - 8.05 Other Instrument CORPORATE 16000000.00 18627399.44 REGIONS BANK 2018-05-15 2018-05-15 7.5 - 7.5 Other Instrument CORPORATE 2655000.00 3296625.02 First Tier Security 2013-03-01 2013-03-01 N N N 22000000.00 22000000.00 0.0111 N 22000000.00 22000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.43% 45K99P3U1 0000877559 Other Repurchase Agreement N First Tier Security 2013-03-07 2013-03-07 Y ING FINL MKTS LLC(NNGV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0005 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 2/28.The agreement contemplated the delivery of Other Instruments (Corporate Obligations) as collateral on settlement date. N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.52% 45A99N7P4 Other Repurchase Agreement N SPDR GOLD TRUST 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 14073.00 2175263.61 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., 0.64% 45A99N7Q2 Other Repurchase Agreement N LUCENT TECHNOLOGIES INC. 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 5387000.00 5435838.54 First Tier Security 2013-06-19 2013-06-19 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.65% 45A99N7N9 Other Repurchase Agreement N LUCENT TECHNOLOGIES INC. 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 5391000.00 5439874.81 First Tier Security 2013-05-10 2013-05-10 N N N 5000000.00 5000000.00 0.0025 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 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 1649000.00 5443589.75 First Tier Security 2013-04-11 2013-04-11 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.71% 45A99N7G4 Other Repurchase Agreement N GRIFOLS SA 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 190327.00 5449062.01 First Tier Security 2013-04-17 2013-04-17 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N7J8 Other Repurchase Agreement N LUCENT TECHNOLOGIES INC. 2013-02-28 2013-02-28 N/A Other Instrument OTHER NOTE 5401000.00 5449965.47 First Tier Security 2013-03-21 2013-03-21 N N N 5000000.00 5000000.00 0.0025 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99VYD2 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-06-25 2042-07-25 0.05 - 6.998 Government Agency Debt 368062547.00 22660221.61 First Tier Security 2013-03-06 2013-03-06 N N N 22000000.00 22000000.00 0.0111 N 22000000.00 22000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.35% 46S99VXX9 0001287279 Other Repurchase Agreement N CANADIAN NATURAL RESO 2039-02-01 2039-02-01 6.75 - 6.75 Other Instrument CORPORATE 810000.00 1052710.38 First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.46% 46S99VXG6 0001287279 Other Repurchase Agreement N COMMERCIAL MORTGAGE TRUST 2007 2039-03-10 2039-03-10 5.534 - 5.534 Other Instrument GOVERNMENT AGENCY 1264000.00 477752.74 ASSOCIATES MANUFACTURED HOUSIN 2029-06-20 2029-06-20 1.121 - 1.121 Other Instrument GOVERNMENT AGENCY 50824990.00 40149.97 STRUCTURED ASSET SECURITIES CO 2037-03-25 2037-03-25 4.713 - 4.713 Other Instrument GOVERNMENT AGENCY 41210000.00 3803134.54 First Tier Security 2013-03-07 2013-03-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0020 N 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 46S99VXW1 0001287279 Other Repurchase Agreement N PNC MORTGAGE ACCEPTANCE CORP. 2033-10-12 2033-10-12 6.22 - 6.22 Other Instrument GOVERNMENT AGENCY 1070000.00 1081104.97 First Tier Security 2013-03-01 2013-03-01 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 BANC OF AMERICA MORTGAGE 2007- 2037-05-25 2037-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 26000.00 18209.85 CD 2007-CD4 COMMERCIAL MORTGAG 2049-12-11 2049-12-11 5.398 - 5.398 Other Instrument GOVERNMENT AGENCY 5000000.00 2814304.83 COMMERCIAL MORTGAGE TRUST 2007 2039-03-10 2039-03-10 5.534 - 5.534 Other Instrument GOVERNMENT AGENCY 3955000.00 1494867.15 First Tier Security 2013-03-18 2013-03-18 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.92% 46S99VMA1 0001287279 Other Repurchase Agreement N BANK OF AMERICA STRUCTURED NOT 2035-06-25 2035-06-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 5157000.00 418488.26 WASHINGTON MUTUAL MSC MORTGAGE 2045-01-25 2045-01-25 1.46 - 1.46 Other Instrument GOVERNMENT AGENCY 344735000.00 2834770.03 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, 0.31% 48J99MRX2 0000728612 Other Repurchase Agreement N HARTFORD FIN WTS 19 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 145358.00 2160019.88 First Tier Security 2013-03-01 2013-03-01 N N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.66% 48J99MQY1 0000728612 Other Repurchase Agreement N ALTIUS FUNDING 2040-12-10 2040-12-10 0.539 - 0.539 Other Instrument ASSET BACKED 4482373.00 923660.05 C-BASS CBO 2039-04-08 2039-04-08 0.905 - 0.905 Other Instrument ASSET BACKED 2549.00 2103.43 GRAMERCY REAL ESTATE CDO 2035-07-25 2035-07-25 1.001 - 1.001 Other Instrument ASSET BACKED 7310261.00 5014933.03 STRUCTURED ASSET MORTGAGE INVESTMENTS 2037-01-25 2037-01-25 0.382 - 0.382 Other Instrument MORTGAGE 15000000.00 5940477.79 First Tier Security 2013-03-05 2013-03-05 N N N 11000000.00 11000000.00 0.0056 N 11000000.00 11000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.40% 48E99YCV1 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-06 2013-03-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.41% 48E99YEE7 Other Repurchase Agreement N EASTMAN CHEMICAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 70.00 4955.30 EQUIFAX INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 251.00 13656.91 FIRST SOLAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 608.00 16440.32 NISOURCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 82.26 DEERE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 42.00 3688.44 CONAGRA FOODS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 59883.00 2041411.47 WASTE MANAGEMENT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 50.00 1852.50 BECTON DICKINSON&CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 87.00 7670.79 AMERICAN INTL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1811.00 68401.47 BEMIS CO. 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53.00 1988.03 First Tier Security 2013-03-07 2013-03-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.41% 48E99YDQ1 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-07 2013-03-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.41% 48E99YDT5 Other Repurchase Agreement N EATON CORP -NPV- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 246.76 NISOURCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 75.00 2056.50 CONAGRA FOODS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 63302.00 2157965.18 First Tier Security 2013-03-07 2013-03-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.42% 48E99YCW9 Other Repurchase Agreement N PROSPECT ENERGY CORP FORMERLY PROSPECT ENERGY CO 2016-08-15 2016-08-15 5.5 - 5.5 Other Instrument EQUITY 1007000.00 1051173.17 First Tier Security 2013-03-07 2013-03-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.43% 48E99YDM0 Other Repurchase Agreement N ARES CAP CORP 2018-01-15 2018-01-15 4.75 - 4.75 Other Instrument EQUITY 2024355.00 2100376.84 First Tier Security 2013-03-07 2013-03-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.53% 48E99YEM9 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-20 2040-07-20 5.739 - 5.739 Government Agency Debt 7711713.00 1030015.25 First Tier Security 2013-03-07 2013-03-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.82% 48E99YBR1 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 2880927.00 1291421.62 First Tier Security 2013-03-04 2013-03-04 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YAX9 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2039-03-20 1.151 - 1.151 Government Agency Debt 13305.00 2840.40 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-06-25 2035-06-25 0.832 - 0.832 Other Instrument ASSET BACKED 2607970.00 903672.04 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.502 - 0.502 Other Instrument MORTGAGE 3009684.00 306320.85 First Tier Security 2013-03-01 2013-03-01 N N N 1000000.00 1000000.00 0.0005 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 4841317.00 2170197.81 First Tier Security 2013-05-03 2013-05-03 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.95% 48E99YCX7 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2046-02-25 2.318 - 5.856 Government Agency Debt 19475.00 2527.66 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-03-20 2042-03-20 4 - 4 Government Agency Debt 1116.00 974.80 CIT MORTGAGE LOAN TRUST 2037-10-01 2037-10-01 1.704 - 1.704 Other Instrument ASSET BACKED 1509963.00 676865.07 CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-06-17 2019-06-17 6.51 - 6.51 Other Instrument ASSET BACKED 1959.00 2024.79 CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT 2027-01-15 2027-01-15 7.875 - 7.875 Other Instrument CORPORATE 399516.00 399278.79 DOMINO'S PIZZA MASTER ISSUER 2042-01-25 2042-01-25 5.216 - 5.216 Other Instrument ASSET BACKED 1026.00 1160.90 First Tier Security 2013-05-13 2013-05-13 N N N 1000000.00 1000000.00 0.0005 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 2413055.00 1081690.51 First Tier Security 2013-05-23 2013-05-23 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99QSQ9 0000050916 Other Repurchase Agreement N AVIS BUDGET RENT CAR FDG AESOP LLC 2019-09-20 2019-09-20 N/A Other Instrument ASSET BACKED 289363.00 292427.06 CHASE ISSUANCE TRUST (PREVIOUSLY BANC ONE ISSUANCE TRUST) 2021-08-16 2021-08-16 1.58 - 1.58 Other Instrument ASSET BACKED 250000.00 249793.39 SLC PRIVATE STUDENT LOAN TRUST 2033-06-15 2033-06-15 4.75 - 4.75 Other Instrument ASSET BACKED 922.00 598.71 SLM STUDENT LN TR 2012-7 2017-02-27 2017-02-27 N/A Other Instrument ASSET BACKED 550000.00 507324.32 First Tier Security 2013-03-05 2013-03-05 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R5X2 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-25 2028-02-25 1.5 - 1.5 Government Agency Debt 4105000.00 4124570.25 First Tier Security 2013-03-21 2013-03-21 N N N 4000000.00 4000000.00 0.0020 Y 4000000.00 4000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.85% 35J99R5V6 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-25 2028-02-25 1.5 - 1.5 Government Agency Debt 2055000.00 2064797.04 First Tier Security 2013-03-18 2013-03-18 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 1.10% 35J99R5P9 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-25 2038-12-25 1.5 - 3 Government Agency Debt 9975642.00 10327503.66 First Tier Security 2013-04-04 2013-04-04 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0051 Y 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.85% 40Q995HM3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2026-03-01 3.5 - 3.5 Government Agency Debt 4720000.00 3062548.76 First Tier Security 2013-03-08 2013-03-08 N N N 3000000.00 3000000.00 0.0015 Y 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.49% 23M99SVJ4 0000230611 Other Repurchase Agreement N MICROCHIP TECHNOLOGY INC 2037-12-15 2037-12-15 2.125 - 2.125 Other Instrument EQUITY 1516000.00 2169682.57 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 1000.00 2492.35 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 27000.00 33826.07 First Tier Security 2013-03-07 2013-03-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVH8 0000230611 Other Repurchase Agreement N LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 1155000.00 2089739.90 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 2.5 - 2.5 Other Instrument EQUITY 3016.00 3227.33 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 89000.00 111500.76 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 35000.00 36093.14 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 11000.00 27415.82 First Tier Security 2013-03-07 2013-03-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SVG0 0000230611 Other Repurchase Agreement N EQUINIX INC 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 7000.00 13985.74 HERTZ GLOBAL HLDGS INC 2014-06-01 2014-06-01 5.25 - 5.25 Other Instrument EQUITY 2000.00 4816.64 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 1143000.00 2068028.31 SEACOR HLDGS INC FORMERLY SEACOR HLDGS INC TO 0 2027-12-15 2027-12-15 2.5 - 2.5 Other Instrument EQUITY 4382.00 4689.04 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 90000.00 112753.58 STEWART ENTERPRISES INC 2014-07-15 2014-07-15 3.125 - 3.125 Other Instrument EQUITY 35000.00 36093.14 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 11000.00 27415.82 First Tier Security 2013-03-07 2013-03-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0010 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% 45C994ML6 0000276523 Other Repurchase Agreement N BERKSHIRE HATHAWAY INC DEL 2016-08-15 2016-08-15 2.2 - 2.2 Other Instrument CORPORATE 2024.00 2122.03 BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY 2015-06-18 2015-06-18 2.95 - 2.95 Other Instrument CORPORATE 202303.00 214149.08 ANHEUSER BUSCH INBEV WORLDWIDE INC 2013-03-26 2013-03-26 1.04 - 1.04 Other Instrument CORPORATE 10130.00 10153.21 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2020-08-25 1.504 - 1.504 Government Agency Debt 30140.00 2407.37 CAPITAL ONE FINL CORP 2015-03-23 2015-03-23 2.15 - 2.15 Other Instrument CORPORATE 871162.00 898600.94 COMCAST CORP 2042-07-15 2042-07-15 4.65 - 4.65 Other Instrument CORPORATE 401356.00 419607.00 FIFTH THIRD BANCORP 2018-06-01 2018-06-01 4.5 - 4.5 Other Instrument CORPORATE 1052.00 1181.75 NATIONAL AUSTRALIA BK LTD GLOBAL MEDIUM TERM SR 2016-07-27 2016-07-27 3 - 3 Other Instrument CORPORATE 4282.00 4545.70 VIRGINIA ELECTRIC AND POWER CO 2013-03-28 2013-03-28 N/A Other Commercial Paper 536866.00 536764.00 WESTPAC BKG CORP 2013-12-09 2013-12-09 1.85 - 1.85 Other Instrument CORPORATE 2307.00 2342.69 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 MAGELLAN MIDSTREAM PARTNERS LP 2019-07-15 2019-07-15 6.55 - 6.55 Other Instrument CORPORATE 1256.00 1557.95 LINCOLN NATL CORP IND 2021-06-24 2021-06-24 4.85 - 4.85 Other Instrument CORPORATE 1127753.00 1278942.07 INTEL CORP 2022-12-15 2022-12-15 2.7 - 2.7 Other Instrument CORPORATE 3458.00 3419.01 FIFTH THIRD BANCORP 2018-06-01 2018-06-01 4.5 - 4.5 Other Instrument CORPORATE 140993.00 158382.37 COMCAST CORP 2042-07-15 2042-07-15 4.65 - 4.65 Other Instrument CORPORATE 7900.00 8259.24 FINANCE CORPORATION 2018-12-06 2018-12-06 N/A Government Agency Debt 10556.00 9640.58 METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2023-01-10 2023-01-10 N/A Other Instrument CORPORATE 633513.00 633728.39 XL CAP LTD FORMERLY XL CAP LTD TO 07/01/2010 2027-05-15 2027-05-15 6.25 - 6.25 Other Instrument CORPORATE 9.00 10.85 VIRGINIA ELECTRIC AND POWER CO 2013-03-28 2013-03-28 N/A Other Commercial Paper 3755.00 3754.29 SIMON PPTY GROUP L P 2022-03-15 2022-03-15 3.375 - 3.375 Other Instrument CORPORATE 2382.00 2531.85 NATIONAL OILWELL VARCO INC FORMERLY NATIONAL-OIL 2042-12-01 2042-12-01 3.95 - 3.95 Other Instrument CORPORATE 1770.00 1759.69 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 FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2020-08-25 1.504 - 1.504 Government Agency Debt 8795.00 702.48 FINANCE CORPORATION 2018-12-06 2018-12-06 N/A Government Agency Debt 10158.00 9277.10 APPALACHIAN PWR CO 2037-08-15 2037-08-15 6.7 - 6.7 Other Instrument CORPORATE 715504.00 928115.62 BALTIMORE GAS & ELEC CO 2033-06-15 2033-06-15 5.2 - 5.2 Other Instrument CORPORATE 744062.00 835860.24 FIFTH THIRD BANCORP 2018-06-01 2018-06-01 4.5 - 4.5 Other Instrument CORPORATE 1899.00 2133.21 METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS B 2023-01-10 2023-01-10 N/A Other Instrument CORPORATE 86487.00 86516.41 SIMON PPTY GROUP L P 2022-03-15 2022-03-15 3.375 - 3.375 Other Instrument CORPORATE 11636.00 12368.01 WEA FIN LLC / WT FIN AUST PTY LTD / WT FIN NZ LT 2022-10-03 2022-10-03 3.375 - 3.375 Other Instrument CORPORATE 10009.00 10166.44 WESTPAC BKG CORP 2013-12-09 2013-12-09 1.85 - 1.85 Other Instrument CORPORATE 6541.00 6642.19 VIRGINIA ELEC & PWR CO 2019-06-30 2019-06-30 5 - 5 Other Instrument CORPORATE 170747.00 204461.94 VIRGINIA ELECTRIC AND POWER CO 2013-03-28 2013-03-28 N/A Other Commercial Paper 5703.00 5701.92 First Tier Security 2013-03-21 2013-03-21 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00