N-MFP LIVE N 2012-03-31 0000704207 S000007503 2 N N 002-78458 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 N Prime 43 84 17522990807.42 53047091.74 172003591.78 17404034307.38 0.0036 1.0003 2012-03-30 1.0003 2012-03-30 C000020478 1000.00 8181462625.08 1.00 -106631560.57 2352135197.23 2458766757.80 0.0001 1.0003 2012-03-30 1.0003 2012-03-30 C000020477 1000.00 9222571682.29 1.00 -248387441.60 2814483913.04 3062871354.64 0.0001 1.0003 2012-03-30 1.0003 2012-03-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-04-26 2012-09-26 N N N 60000000.00 60000000.00 0.0034 N 59999940.00 59999940.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-04-18 2012-10-18 N N N 91000000.00 91000000.00 0.0052 N 90985258.00 90985258.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WQD9 Certificate of Deposit First Tier Security 2012-04-30 2012-10-29 N N N 31000000.00 31000000.00 0.0018 N 31002263.00 31002263.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.63% 06366UD47 Certificate of Deposit First Tier Security 2012-04-10 2013-04-05 N N N 119000000.00 119000000.00 0.0068 N 119057715.00 119057715.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.76% 06366UK98 Certificate of Deposit First Tier Security 2012-04-25 2012-10-25 N N N 51000000.00 51044280.75 0.0029 N 51028305.00 51028305.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-04-05 2012-09-05 N N N 153000000.00 153000000.00 0.0088 N 153000000.00 153000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE82 Certificate of Deposit First Tier Security 2012-04-19 2012-09-19 N N N 300000000.00 300000000.00 0.0172 N 299976300.00 299976300.00 Bank of Nova Scotia Bank of Nova Scotia, 0.46% 06417EVT7 Certificate of Deposit First Tier Security 2012-07-05 2012-07-05 N N N 61000000.00 61000000.00 0.0035 N 61036093.70 61036093.70 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417D2A2 Certificate of Deposit First Tier Security 2012-05-11 2013-04-11 N N N 58000000.00 58000000.00 0.0033 N 57987588.00 57987588.00 Bank of Nova Scotia Bank of Nova Scotia, 0.65% 06417DJE6 Certificate of Deposit First Tier Security 2012-05-16 2013-03-15 N N N 36000000.00 36000000.00 0.0021 N 35997732.00 35997732.00 Bank of Nova Scotia Bank of Nova Scotia, 0.77% 06417DSG1 Certificate of Deposit First Tier Security 2012-05-09 2012-11-09 N N N 20000000.00 20019951.32 0.0012 N 20025620.00 20025620.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.44% 06538EFD4 Certificate of Deposit First Tier Security 2012-04-23 2012-04-23 N N N 180000000.00 180000000.00 0.0103 N 180026370.00 180026370.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-04-05 2012-09-05 N N N 48000000.00 48000000.00 0.0028 N 48000000.00 48000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPP6 Certificate of Deposit First Tier Security 2012-04-20 2012-09-20 N N N 82000000.00 82000000.00 0.0047 N 81992456.00 81992456.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-04-23 2012-09-21 N N N 61000000.00 61000000.00 0.0035 N 60994388.00 60994388.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.50% 13606X5W4 Certificate of Deposit First Tier Security 2012-10-01 2012-10-01 N N N 166000000.00 166000000.00 0.0095 N 166093624.00 166093624.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2012-04-23 2012-09-24 N N N 105000000.00 105000000.00 0.0060 N 104999895.00 104999895.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.60% 13606X6B9 Certificate of Deposit First Tier Security 2012-04-24 2012-10-24 N N N 62000000.00 62000000.00 0.0036 N 61998326.00 61998326.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.62% 13606XN87 Certificate of Deposit First Tier Security 2012-04-17 2013-04-19 N N N 174000000.00 174000000.00 0.0100 N 174070122.00 174070122.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.48% 60681P3M4 Certificate of Deposit First Tier Security 2012-05-11 2012-05-11 N N N 62000000.00 62000000.00 0.0036 N 62011916.40 62011916.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60681P3B8 Certificate of Deposit First Tier Security 2012-04-30 2012-04-30 N N N 62000000.00 62000000.00 0.0036 N 62015469.00 62015469.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60681P3L6 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 57000000.00 57000000.00 0.0033 N 57012317.70 57012317.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60681P2Q6 Certificate of Deposit First Tier Security 2012-04-10 2012-04-10 N N N 62000000.00 62000000.00 0.0036 N 62006435.60 62006435.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GTR9 Certificate of Deposit First Tier Security 2012-04-05 2012-04-05 N N N 122000000.00 122000000.00 0.0070 N 121999597.40 121999597.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GTT5 Certificate of Deposit First Tier Security 2012-04-09 2012-04-09 N N N 247000000.00 247000000.00 0.0142 N 247000000.00 247000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQH4 Certificate of Deposit First Tier Security 2012-05-14 2012-05-14 N N N 182000000.00 182000000.00 0.0105 N 182031813.60 182031813.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GRT7 Certificate of Deposit First Tier Security 2012-06-08 2012-06-08 N N N 61000000.00 61000000.00 0.0035 N 61001171.20 61001171.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GTL2 Certificate of Deposit First Tier Security 2012-07-03 2012-07-03 N N N 173000000.00 173000000.00 0.0099 N 172981748.50 172981748.50 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-04-10 2012-07-06 N N N 56000000.00 56000000.00 0.0032 N 55996752.00 55996752.00 National Bank Canada National Bank Canada, 0.47% 63306V5M8 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 61000000.00 61000000.00 0.0035 N 61048330.30 61048330.30 National Bank Canada National Bank Canada, 0.64% 63306V6J4 Certificate of Deposit First Tier Security 2012-05-04 2013-02-04 N N N 62000000.00 62000000.00 0.0036 N 62002604.00 62002604.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.35% 65557V2H3 Certificate of Deposit First Tier Security 2012-06-15 2012-06-15 N N N 12000000.00 12000249.62 0.0007 N 12003076.80 12003076.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2012-04-10 2012-06-08 N N N 167000000.00 167000000.00 0.0096 N 166998998.00 166998998.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MTN5 Certificate of Deposit First Tier Security 2012-04-02 2012-04-02 N N N 58000000.00 58000000.00 0.0033 N 58000000.00 58000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.35% 74977MQ73 Certificate of Deposit First Tier Security 2012-06-14 2012-06-14 N N N 179000000.00 179000000.00 0.0103 N 179022643.50 179022643.50 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MWX9 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 29000000.00 29000000.00 0.0017 N 28993156.00 28993156.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MWY7 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 57000000.00 57000000.00 0.0033 N 56987004.00 56987004.00 Royal Bank of Canada Royal Bank of Canada, 0.58% 78009NDK9 Certificate of Deposit First Tier Security 2012-05-11 2013-02-11 N N N 36000000.00 36000000.00 0.0021 N 36016632.00 36016632.00 Royal Bank of Canada Royal Bank of Canada, 0.94% 78009JKX2 Certificate of Deposit First Tier Security 2012-04-02 2013-04-01 N N N 168000000.00 168000000.00 0.0097 N 168165816.00 168165816.00 Societe Generale Societe Generale, 0.35% 83369R6W6 Certificate of Deposit First Tier Security 2012-04-04 2012-04-04 N N N 60000000.00 60000000.00 0.0034 N 59999664.00 59999664.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.35% 86562E5W4 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 130000000.00 130004385.29 0.0075 N 129977263.00 129977263.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6J2 Certificate of Deposit First Tier Security 2012-04-02 2012-06-06 N N N 122000000.00 122000000.00 0.0070 N 122000000.00 122000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6R4 Certificate of Deposit First Tier Security 2012-04-10 2012-06-08 N N N 122000000.00 122000000.00 0.0070 N 122000000.00 122000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DAW0 Certificate of Deposit First Tier Security 2012-05-03 2012-07-03 N N N 121000000.00 121000000.00 0.0070 N 121000000.00 121000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562E3P1 Certificate of Deposit First Tier Security 2012-04-07 2012-05-08 N N N 123000000.00 123000000.00 0.0071 N 123000246.00 123000246.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562E4W5 Certificate of Deposit First Tier Security 2012-05-18 2012-05-18 N N N 127000000.00 127000000.00 0.0073 N 127024168.10 127024168.10 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.46% 86562WWL8 Certificate of Deposit First Tier Security 2012-05-21 2012-05-21 N N N 61000000.00 61000000.00 0.0035 N 61017604.60 61017604.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.50% 86562WUW6 Certificate of Deposit First Tier Security 2012-04-19 2012-04-19 N N N 180000000.00 180000000.00 0.0103 N 180030978.00 180030978.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.50% 86562WWA2 Certificate of Deposit First Tier Security 2012-05-08 2012-05-08 N N N 62000000.00 62000000.00 0.0036 N 62016101.40 62016101.40 Svenska Handelsbanken Svenska Handelsbanken, 0.52% 86959BU29 Certificate of Deposit First Tier Security 2012-04-03 2012-04-03 N N N 92000000.00 92000025.52 0.0053 N 92004140.00 92004140.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-04-10 2012-11-07 N N N 60000000.00 60000000.00 0.0034 N 59992980.00 59992980.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.54% 89112XNA9 Certificate of Deposit First Tier Security 2012-05-02 2013-02-04 N N N 12000000.00 12000000.00 0.0007 N 12000672.00 12000672.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.58% 89112XBQ7 Certificate of Deposit First Tier Security 2012-04-19 2012-10-19 N N N 175000000.00 175000000.00 0.0101 N 174994575.00 174994575.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.25% 37V995KY3 Certificate of Deposit First Tier Security 2012-04-16 2012-04-16 N N N 87000000.00 87000000.00 0.0050 N 87000408.90 87000408.90 ABN AMRO Bank NV ABN AMRO Bank NV, 0.25% 37V995LA4 Certificate of Deposit First Tier Security 2012-04-16 2012-04-16 N N N 90000000.00 90000000.00 0.0052 N 90000423.00 90000423.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.61% 05299WNK0 0000859994 Certificate of Deposit First Tier Security 2012-06-06 2012-06-06 N N N 33000000.00 33000000.00 0.0019 N 33027396.60 33027396.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 202991XY6 0000008565 Certificate of Deposit First Tier Security 2012-08-08 2012-08-08 N N N 78000000.00 78000000.00 0.0045 N 78045333.60 78045333.60 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAS3 0001140465 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 58000000.00 58000000.00 0.0033 N 58013630.00 58013630.00 HSBC Bank PLC HSBC Bank PLC, 0.51% 35X99QAY0 0001140465 Certificate of Deposit First Tier Security 2012-05-31 2012-05-31 N N N 31000000.00 31000000.00 0.0018 N 31013850.80 31013850.80 ING Bank NV ING Bank NV, 0.28% 42K99Y4D6 0001017255 Certificate of Deposit First Tier Security 2012-04-03 2012-04-03 N N N 183000000.00 183000000.00 0.0105 N 183000805.20 183000805.20 ING Bank NV ING Bank NV, 0.37% 42K99Y7A9 0001017255 Certificate of Deposit First Tier Security 2012-05-14 2012-05-14 N N N 180000000.00 180000000.00 0.0103 N 180004482.00 180004482.00 ING Bank NV ING Bank NV, 0.40% 42K99Y8Y6 0001017255 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 176000000.00 176000000.00 0.0101 N 175978457.60 175978457.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.51% 18G993BJ8 0001462160 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 38000000.00 38000168.62 0.0022 N 38007166.80 38007166.80 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.59% 18G993BF6 0001462160 Certificate of Deposit First Tier Security 2012-04-12 2012-04-12 N N N 80000000.00 80000122.04 0.0046 N 80010968.00 80010968.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HCU2 0000833029 Certificate of Deposit First Tier Security 2012-09-10 2012-09-10 N N N 179000000.00 179000000.00 0.0103 N 179040633.00 179040633.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.47% 39K99HBS8 0000833029 Certificate of Deposit First Tier Security 2012-04-05 2012-04-05 N N N 161000000.00 161000000.00 0.0093 N 161009660.00 161009660.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAS9 0000833029 Certificate of Deposit First Tier Security 2012-04-17 2012-04-17 N N N 177000000.00 177000000.00 0.0102 N 177036267.30 177036267.30 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.25% 10513DJA9 Certificate of Deposit First Tier Security 2012-04-30 2012-04-30 N N N 24000000.00 24000000.00 0.0014 N 24002272.80 24002272.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.35% 10513DGW4 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 31000000.00 31000000.00 0.0018 N 31005263.80 31005263.80 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DB9 Financial Company Commercial Paper First Tier Security 2012-04-11 2012-04-11 N N N 15000000.00 14997583.33 0.0009 N 14999245.50 14999245.50 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.58% 0020P2DD5 Financial Company Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N N 15000000.00 14997100.00 0.0009 N 14999043.00 14999043.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBN4 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 74000000.00 74000000.00 0.0043 Y 74000000.00 74000000.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBQ7 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 15000000.00 15000000.00 0.0009 Y 15000000.00 15000000.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBW4 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 40000000.00 40000000.00 0.0023 Y 40000400.00 40000400.00 Barclays Bank PLC Barclays Bank PLC, 0.74% 06741PBV6 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 31000000.00 31000000.00 0.0018 Y 31001860.00 31001860.00 Barclays Bank PLC Barclays Bank PLC, 0.77% 06741PBP9 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 46000000.00 46000000.00 0.0026 Y 46001840.00 46001840.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.37% 06741GKD6 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 12000000.00 11996176.67 0.0007 N 11997140.40 11997140.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.37% 06741GKE4 Financial Company Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N N 11000000.00 10995930.00 0.0006 N 10996783.60 10996783.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKG9 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 19000000.00 18991376.11 0.0011 N 18992875.00 18992875.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.38% 06741GKH7 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 23000000.00 22987861.11 0.0013 N 22989268.20 22989268.20 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.31% 06737HDG1 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 120000000.00 119984500.01 0.0069 N 119989800.00 119989800.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0E27 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 179000000.00 178942968.63 0.0103 N 178962266.80 178962266.80 BP Capital Markets PLC BP Capital Markets PLC, 0.25% 05568TF87 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 30000000.00 29985833.33 0.0017 N 29993175.00 29993175.00 Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.54% 12802YAB6 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-25 N N N 58000000.00 57999074.12 0.0033 N 57963808.00 57963808.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DDA5 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 24000000.00 23997000.00 0.0014 N 23999414.40 23999414.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.55% 20272DEN6 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 12000000.00 11990650.00 0.0007 N 11997944.40 11997944.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.56% 20272DEP1 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 30000000.00 29975733.33 0.0017 N 29994690.00 29994690.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 30000000.00 29962800.00 0.0017 N 29990565.00 29990565.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFF2 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 30000000.00 29961250.00 0.0017 N 29989863.00 29989863.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EAFB4 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 177000000.00 176895275.01 0.0102 N 176857143.30 176857143.30 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0FB3 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 60000000.00 59964499.98 0.0034 N 59968122.00 59968122.00 DNB Bank ASA DNB Bank ASA, 0.40% 2332K0FV9 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 30000000.00 29970333.34 0.0017 N 29977782.00 29977782.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-04-12 2012-09-12 N N N 122000000.00 122000000.00 0.0070 N 121989264.00 121989264.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H13 Financial Company Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N N 91000000.00 90907483.32 0.0052 N 90927181.80 90927181.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 91000000.00 90902175.00 0.0052 N 90921294.10 90921294.10 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.30% 51489GDK0 Financial Company Commercial Paper First Tier Security 2012-04-19 2012-04-19 N N N 40000000.00 39994000.00 0.0023 N 39995000.00 39995000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WE20 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 11000000.00 10996211.11 0.0006 N 10997378.70 10997378.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60682WE38 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 8000000.00 7996728.89 0.0005 N 7998012.80 7998012.80 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0D59 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 12000000.00 11999413.33 0.0007 N 11999700.00 11999700.00 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0D91 Financial Company Commercial Paper First Tier Security 2012-04-09 2012-04-09 N N N 12000000.00 11998826.67 0.0007 N 11999437.20 11999437.20 Nationwide Building Society Nationwide Building Society, 0.44% 6385E0DG5 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 43000000.00 42992116.67 0.0025 N 42995734.40 42995734.40 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.37% 74977KF61 Financial Company Commercial Paper First Tier Security 2012-06-06 2012-06-06 N N N 31000000.00 30978971.65 0.0018 N 30984403.90 30984403.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TE72 Financial Company Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N N 104000000.00 103958400.02 0.0060 N 103969590.40 103969590.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 18000000.00 17992000.01 0.0010 N 17993910.60 17993910.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 12000000.00 11994666.67 0.0007 N 11995940.40 11995940.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEE7 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 12000000.00 11994266.67 0.0007 N 11995500.00 11995500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEG2 Financial Company Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N N 38000000.00 37980999.99 0.0022 N 37984769.60 37984769.60 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RD44 Financial Company Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N N 60000000.00 59998249.99 0.0034 N 59998752.00 59998752.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.32% 86958FFF9 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 12000000.00 11992000.00 0.0007 N 11993635.20 11993635.20 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GDH6 Financial Company Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N N 45000000.00 44993800.00 0.0026 N 44998312.50 44998312.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GG26 Financial Company Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N N 149000000.00 148878151.11 0.0086 N 148925306.30 148925306.30 UBS Finance, Inc. UBS Finance, Inc., 0.50% 90262CE45 Financial Company Commercial Paper First Tier Security 2012-05-04 2012-05-04 N N N 190000000.00 189912916.69 0.0109 N 189964850.00 189964850.00 UBS Finance, Inc. UBS Finance, Inc., 0.54% 90262CDP9 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 177000000.00 176941590.00 0.0102 N 176981468.10 176981468.10 Westpac Banking Corp. Westpac Banking Corp., 0.60% 9612C4BY6 Financial Company Commercial Paper First Tier Security 2012-04-04 2012-04-05 N N N 67000000.00 67000000.00 0.0038 N 67000000.00 67000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.60% 9612C4CA7 Financial Company Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N N 106000000.00 106000000.00 0.0061 N 106000318.00 106000318.00 Autobahn Funding Autobahn Funding, 0.48% 0527M0EB9 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 38000000.00 37979733.32 0.0022 N 37989006.60 37989006.60 Autobahn Funding Autobahn Funding, 0.48% 0527M0EJ2 Asset Backed Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 6000000.00 5996240.00 0.0003 N 5997933.60 5997933.60 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TD91 Asset Backed Commercial Paper First Tier Security 2012-04-09 2012-04-09 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 39000000.00 38997920.00 0.0022 N 38997940.80 38997940.80 Salisbury Receivables Co. LLC Salisbury Receivables Co. LLC, 0.27% 79540ADK1 Asset Backed Commercial Paper First Tier Security 2012-04-19 2012-04-19 N N Y GUARANTOR BARCLAYS BANK PLC N/A N/A 11000000.00 10998515.00 0.0006 N 10998735.00 10998735.00 Texas Instruments International Management Co. S.a.r.L. Texas Instruments International Management Co. S.a.r.L., 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 6000000.00 5992987.50 0.0003 N 5995028.40 5995028.40 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127956A4 Treasury Debt First Tier Security 2012-08-09 2012-08-09 N N N 90000000.00 89967499.98 0.0052 N 89966160.00 89966160.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127955Z0 Treasury Debt First Tier Security 2013-02-07 2013-02-07 N N N 43000000.00 42947826.58 0.0025 N 42937865.00 42937865.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956C0 Treasury Debt First Tier Security 2012-08-30 2012-08-30 N N N 54000000.00 53967157.48 0.0031 N 53973000.00 53973000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127956E6 Treasury Debt First Tier Security 2013-03-07 2013-03-07 N N N 54000000.00 53913300.00 0.0031 N 53913708.00 53913708.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828NX4 Treasury Debt First Tier Security 2012-09-30 2012-09-30 N N N 50000000.00 50068524.10 0.0029 N 50052750.00 50052750.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 45000000.00 45180028.48 0.0026 N 45177525.00 45177525.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828AJ9 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 50000000.00 50794077.63 0.0029 N 50785150.00 50785150.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828PH7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 62000000.00 62067501.47 0.0036 N 62055676.00 62055676.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828HG8 Treasury Debt First Tier Security 2012-10-31 2012-10-31 N N N 34000000.00 34743072.30 0.0020 N 34725152.00 34725152.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828NS5 Treasury Debt First Tier Security 2012-06-30 2012-06-30 N N N 40000000.00 40047401.69 0.0023 N 40050000.00 40050000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.15% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 219000000.00 219874338.15 0.0126 N 219761463.00 219761463.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.18% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 59000000.00 59323593.48 0.0034 N 59322671.00 59322671.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828MB3 Treasury Debt First Tier Security 2012-12-15 2012-12-15 N N N 64000000.00 64437615.81 0.0037 N 64417472.00 64417472.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.16% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 103720000.00 104161712.26 0.0060 N 104100859.84 104100859.84 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 36000000.00 36210921.53 0.0021 N 36213768.00 36213768.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 41000000.00 41671652.86 0.0024 N 41667849.00 41667849.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 90000000.00 90194298.58 0.0052 N 90186300.00 90186300.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828LX6 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 60000000.00 60443599.03 0.0035 N 60442980.00 60442980.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 69000000.00 69718362.57 0.0040 N 69692691.00 69692691.00 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 36000000.00 36402032.48 0.0021 N 36389520.00 36389520.00 Royal Bank of Canada Royal Bank of Canada, 0.58% 78008KXS7 Other Note First Tier Security 2012-05-08 2013-04-05 N N N 176000000.00 175957422.93 0.0101 N 176076912.00 176076912.00 Royal Bank of Canada Royal Bank of Canada, 0.63% 78008FBA1 Other Note First Tier Security 2012-04-02 2013-04-01 N N N 250000000.00 250000000.00 0.0144 N 250033000.00 250033000.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2012-04-16 2013-04-15 N N N 150000000.00 150000000.00 0.0086 N 150038400.00 150038400.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2012-04-23 2012-05-23 N N N 170000000.00 170000000.00 0.0098 N 169995580.00 169995580.00 Westpac Banking Corp. Westpac Banking Corp., 0.62% 91621CBE0 Other Note First Tier Security 2012-05-11 2012-06-08 N N N 62000000.00 62000000.00 0.0036 N 62001240.00 62001240.00 Westpac Banking Corp. Westpac Banking Corp., 0.68% 91621CBA8 Other Note First Tier Security 2012-04-16 2012-06-14 N N N 126000000.00 126000000.00 0.0072 N 125995338.00 125995338.00 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFH6 Government Agency Debt First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 27000000.00 26999857.50 0.0016 N 26999640.90 26999640.90 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257YAN4 Government Agency Debt First Tier Security 2012-04-06 2012-04-06 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 35044000.00 35043630.09 0.0020 N 35043453.31 35043453.31 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEA9 Government Agency Debt First Tier Security 2012-04-09 2012-04-09 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 22000000.00 21999651.67 0.0013 N 21999755.80 21999755.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFQ6 Government Agency Debt First Tier Security 2012-04-16 2012-04-16 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 75000000.00 74996041.67 0.0043 N 74997997.50 74997997.50 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFR4 Government Agency Debt First Tier Security 2012-04-17 2012-04-17 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 27292000.00 27290415.55 0.0016 N 27290840.09 27290840.09 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEK7 Government Agency Debt First Tier Security 2012-04-20 2012-04-20 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 45000000.00 44996200.00 0.0026 N 44997637.50 44997637.50 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFY9 Government Agency Debt First Tier Security 2012-04-23 2012-04-23 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 23000000.00 22997936.39 0.0013 N 22998518.80 22998518.80 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EFZ6 Government Agency Debt First Tier Security 2012-04-24 2012-04-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 42000000.00 41996010.00 0.0024 N 41997114.60 41997114.60 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257FEJ0 Government Agency Debt First Tier Security 2012-04-24 2012-04-24 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 33000000.00 32996865.00 0.0019 N 32997732.90 32997732.90 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EGD4 Government Agency Debt First Tier Security 2012-04-26 2012-04-26 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 44091000.00 44085880.55 0.0025 N 44088160.54 44088160.54 Straight-A Funding LLC Straight-A Funding LLC, 0.19% (Liquidity Facility Federal Financing Bank) 86257EGB8 Government Agency Debt First Tier Security 2012-04-27 2012-04-27 N N Y LIQUIDITY FEDERAL FINANCING BANK N/A N/A 53000000.00 52993566.39 0.0030 N 52995648.70 52995648.70 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384VT3 Government Agency Debt First Tier Security 2012-04-18 2012-04-18 N N N 77000000.00 76994668.62 0.0044 N 76999307.00 76999307.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384WX3 Government Agency Debt First Tier Security 2012-05-16 2012-05-16 N N N 90000000.00 89982450.02 0.0052 N 89996670.00 89996670.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376KY0 Government Agency Debt First Tier Security 2012-11-28 2012-11-28 N N N 32000000.00 31995152.46 0.0018 N 31995840.00 31995840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3133755S2 Government Agency Debt First Tier Security 2012-08-30 2012-08-30 N N N 29166667.00 29166666.69 0.0017 N 29174512.52 29174512.52 California Gen. Oblig. California Gen. Oblig., 0.19% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9400000.00 9400000.00 0.0005 N 9400000.00 9400000.00 California Gen. Oblig. California Gen. Oblig., 0.21% Series 2005 B1, LOC Bank of America NA VRDN 13062RG36 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 24000000.00 24000000.00 0.0014 N 24000000.00 24000000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.27% (Catholic Healthcare West Proj.) Series 2005 I, LOC Bank of America NA VRDN 13033FYE4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 30970000.00 30970000.00 0.0018 N 30970000.00 30970000.00 California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.19% (Wilshire Court Proj.) Series AAA, LOC Fannie Mae Guaranteed Mtg. VRDN 13077V6X5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 Richmond Multifamily Hsg. Rev. Richmond Multifamily Hsg. Rev., 0.18% (Baycliff Apts. Proj.) Series 2004 A, LOC Fannie Mae Guaranteed Mtg. VRDN 764443AA5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 28800000.00 28800000.00 0.0017 N 28800000.00 28800000.00 Southern California Pub. Pwr. Auth. Rev. Southern California Pub. Pwr. Auth. Rev., 0.22% (Palo Verde Proj.) Series 2008 B, LOC Citibank NA VRDN 842475D44 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 8680000.00 8680000.00 0.0005 N 8680000.00 8680000.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.19% Series 2002 A, LOC Fannie Mae Guaranteed Mtg. VRDN 64970HAW4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 12500000.00 12500000.00 0.0007 N 12500000.00 12500000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 13000000.00 13000000.00 0.0007 N 13000000.00 13000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (Theatre Row Tower Hsg. Proj.) Series 2000 A, LOC Freddie Mac VRDN 64986MD51 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 50000000.00 50000000.00 0.0029 N 50000000.00 50000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae Guaranteed Mtg. VRDN 64986MFP5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 21000000.00 21000000.00 0.0012 N 21000000.00 21000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green South Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2W4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 14500000.00 14500000.00 0.0008 N 14500000.00 14500000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.17% (Thomas Jefferson Univ. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 70917RNZ4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 19800000.00 19800000.00 0.0011 N 19800000.00 19800000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.25% (Univ. of Pennsylvania Health Sys. Proj.) Series 2008 A, LOC Bank of America NA VRDN 70917RPY5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9200000.00 9200000.00 0.0005 N 9200000.00 9200000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.17% Series 2005 97C, (Liquidity Facility Fannie Mae Guaranteed Mtg.) (Liquidity Facility Fredd 708793GP3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 19000000.00 19000000.00 0.0011 N 19000000.00 19000000.00 North Texas Tollway Auth. Rev. North Texas Tollway Auth. Rev., 0.20% Series 2009 D, LOC JPMorgan Chase Bank VRDN 66285WFM3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 28000000.00 28000000.00 0.0016 N 28000000.00 28000000.00 Univ. of Texas Board of Regents Sys. Rev. Univ. of Texas Board of Regents Sys. Rev., 0.19% Participating VRDN Series Putters 1646, (Liquidity Facility JPMorgan Chase Bank) 915137P56 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 13055000.00 13055000.00 0.0008 N 13055000.00 13055000.00 Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.22% (Oglethorpe Pwr. Corp. Proj.) Series 2010 B, LOC Bank of America NA VRDN 121342MZ9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 10105000.00 10105000.00 0.0006 N 10105000.00 10105000.00 Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev. Metropolitan Atlanta Rapid Transit Auth. Sales Tax Rev., 0.19% Series 2000 A, LOC JPMorgan Chase Bank VRDN 591745XL3 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 25000000.00 25000000.00 0.0014 N 25000000.00 25000000.00 Illinois Dev. Fin. Auth. Solid Waste Disp. Rev. Illinois Dev. Fin. Auth. Solid Waste Disp. Rev., 0.22% (Waste Mgmt., Inc. Proj.) LOC JPMorgan Chase Bank VRDN 451889AR0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.29% (Museum of Science & Industry Proj.) Series 2009 A, LOC Bank of America NA VRDN 45200FJ67 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.19% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 33000000.00 33000000.00 0.0019 N 33000000.00 33000000.00 Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev., 0.21% Series 2008 B, (Liquidity Facility Bank of America NA) VRDN 5760494X5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N N 30000000.00 30000000.00 0.0017 N 30000000.00 30000000.00 Grand Valley Michigan State Univ. Rev. Grand Valley Michigan State Univ. Rev., 0.18% Series 2008 B, LOC U.S. Bank NA, Cincinnati VRDN 386545HC4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 6500000.00 6500000.00 0.0004 N 6500000.00 6500000.00 Michigan Bldg. Auth. Rev. Michigan Bldg. Auth. Rev., 0.17% Participating VRDN Series Solar 06 21, (Liquidity Facility U.S. Bank NA, Cincinnati) 27884FCC2 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A N N 14475000.00 14475000.00 0.0008 N 14475000.00 14475000.00 Columbus Swr. Sys. Rev. Columbus Swr. Sys. Rev., 0.17% Participating VRDN Series BBT 08 13, (Liquidity Facility Branch Banking & Trust Co.) 07330CJU4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A N N 12315000.00 12315000.00 0.0007 N 12315000.00 12315000.00 Oregon Health and Science Univ. Spl. Rev. Oregon Health and Science Univ. Spl. Rev., 0.18% Series 2009 B2, LOC U.S. Bank NA, Cincinnati VRDN 685869CR8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 5520000.00 5520000.00 0.0003 N 5520000.00 5520000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.91% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-04-02 2012-06-28 Y METROPOLITAN LIFE INS CO N/A N/A N N 35000000.00 35000000.00 0.0020 Y 34982430.00 34982430.00 Huntington Auto Trust 2011-1 Huntington Auto Trust 2011-1, 0.36% 446149AA4 Other Instrument Asset-Backed Securities First Tier Security 2012-09-17 2012-09-17 N N N 4329384.00 4329383.69 0.0002 N 4329063.75 4329063.75 Bank of America NA In a joint trading account with Bank of America NA at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2040-04-25 0.552 - 6 Government Agency Debt 184747281.39 119379163.78 FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.623 - 5.5 Government Agency Debt 110269476.87 68064192.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.428 - 6.5 Government Agency Debt 772666267.51 623836431.10 Unrated Security 2012-04-02 2012-04-02 N N N 787639121.00 787639120.53 0.0453 N 787639120.53 787639120.53 Barclays Capital, Inc. Barclays Capital, Inc., 0.17% 44B992YP2 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-07-01 2042-03-01 3 - 8 Government Agency Debt 28319008.00 26406398.23 FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-01 2042-02-01 3.167 - 7 Government Agency Debt 105266973.00 64953838.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-02-15 2040-12-15 4.5 - 7 Government Agency Debt 59519432.00 11672411.65 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 101000000.00 101000000.00 0.0058 N 101000000.00 101000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.17% 44B9922G7 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-09-01 2042-02-01 3 - 6 Government Agency Debt 61233523.00 42658254.45 FEDERAL NATIONAL MORTGAGE ASSOC 2018-09-01 2042-02-01 3 - 7.5 Government Agency Debt 100193237.00 54437774.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-06-20 2040-10-15 4.5 - 7.5 Government Agency Debt 9169438.00 5937106.16 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 101000000.00 101000000.00 0.0058 N 101000000.00 101000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.19% 44B9925P4 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2042-03-01 4 - 5.5 Government Agency Debt 101881232.00 61238496.30 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-01 2040-09-01 5 - 5 Government Agency Debt 1000.00 1033.03 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 60000000.00 60000000.00 0.0034 N 60000000.00 60000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.19% 44B9925Y5 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 4 - 4 Government Agency Debt 7565279.00 7958955.10 FEDERAL NATIONAL MORTGAGE ASSOC 2032-03-01 2032-03-01 3.5 - 3.5 Government Agency Debt 50914169.00 53313829.85 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 60000000.00 60000000.00 0.0034 N 60000000.00 60000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928W6 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2040-12-01 4 - 4 Government Agency Debt 28794074.00 28659171.60 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 28000000.00 28000000.00 0.0016 N 28000000.00 28000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9927Y3 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 Government Agency Debt 4309728.00 4328858.17 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2041-01-01 3 - 5 Government Agency Debt 72653672.00 50817676.58 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 54000000.00 54000000.00 0.0031 N 54000000.00 54000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_06453 Government Agency Repurchase Agreement Y US TREASURY 2013-02-15 2016-10-31 0.25 - 4.25 Treasury Debt 31704361.61 33515107.99 FEDERAL NATIONAL MORTGAGE ASSOC 2035-05-01 2042-04-01 2.791 - 3.979 Government Agency Debt 18530746.00 12878015.99 FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2042-04-01 2.118 - 6.136 Government Agency Debt 18684968.84 15051495.24 Unrated Security 2012-04-02 2012-04-02 N N N 60239319.00 60239319.06 0.0035 N 60239319.06 60239319.06 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.16%, dated 3/30/2012 due 04/02/2012 44P99W5Y4_06453 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-05-01 2042-04-01 2.791 - 3.979 Government Agency Debt 2928508.19 2035178.47 FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2042-04-01 2.118 - 6.136 Government Agency Debt 2952880.81 2378664.47 US TREASURY 2013-02-15 2016-10-31 0.25 - 4.25 Treasury Debt 5010401.78 5296563.25 Unrated Security 2012-04-02 2012-04-02 N N N 9519926.00 9519926.47 0.0005 N 9519926.47 9519926.47 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_07629 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-01 2042-04-01 3.873 - 6.5 Government Agency Debt 189444953.59 81887003.52 FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2042-04-01 0 - 6 Government Agency Debt 76982419.01 57155704.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-10-15 2062-03-20 1.407 - 5 Government Agency Debt 13784540.25 8424988.13 Unrated Security 2012-04-02 2012-04-02 N N N 144574366.00 144574365.74 0.0083 N 144574365.74 144574365.74 Citibank NA In a joint trading account with Citibank NA at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_26602 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2050-01-01 0.759 - 10.01 Government Agency Debt 415978452.00 128968625.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2044-06-15 1.625 - 7.5 Government Agency Debt 156458043.77 28717724.38 FEDERAL HOME LOAN MORTGAGE CORP 2015-02-01 2048-07-01 1.944 - 7.425 Government Agency Debt 268033941.56 63515194.93 Unrated Security 2012-04-02 2012-04-02 N N N 216861549.00 216861548.62 0.0125 N 216861548.62 216861548.62 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_04361 Government Agency Repurchase Agreement Y US TREASURY 2012-04-30 2021-11-15 0 - 3.25 Treasury Debt 207795773.81 214094681.66 FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2042-01-01 3.5 - 5 Government Agency Debt 32609986.15 22010924.99 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2042-04-01 4 - 5 Government Agency Debt 28523337.74 27171702.49 Unrated Security 2012-04-02 2012-04-02 N N N 258113242.00 258113241.54 0.0148 N 258113241.54 258113241.54 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_26252 Government Agency Repurchase Agreement Y US TREASURY 2012-04-15 2042-02-15 0.125 - 8.125 Treasury Debt 73348239.63 78728251.03 FEDERAL NATIONAL MORTGAGE ASSOC 2026-02-01 2041-11-01 3 - 6 Government Agency Debt 23328893.62 19662129.00 Unrated Security 2012-04-02 2012-04-02 N N N 96382911.00 96382910.50 0.0055 N 96382910.50 96382910.50 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-25 2042-04-25 3.5 - 7 Government Agency Debt 9070660.67 7979385.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-11-20 2042-03-20 3.5 - 22.5 Government Agency Debt 36773629.17 16839523.83 Unrated Security 2012-04-02 2012-04-02 N N N 24095728.00 24095727.62 0.0014 N 24095727.62 24095727.62 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99HDL7 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2041-08-01 3.374 - 4.5 Government Agency Debt 112795066.00 103024007.04 First Tier Security 2012-04-02 2012-04-02 N N N 101000000.00 101000000.00 0.0058 N 101000000.00 101000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99HDU7 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-11-01 4 - 4.5 Government Agency Debt 100000076.00 103023434.02 First Tier Security 2012-04-03 2012-04-03 N N N 101000000.00 101000000.00 0.0058 N 101000000.00 101000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99HEC6 0000769993 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2040-04-01 5 - 5 Government Agency Debt 36480902.00 29580493.70 First Tier Security 2012-04-04 2012-04-04 N N N 29000000.00 29000000.00 0.0017 N 29000000.00 29000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_39304 Government Agency Repurchase Agreement Y US TREASURY 2012-03-31 2042-02-15 0.125 - 11.25 Treasury Debt 169536182.24 185823662.22 BSA TEST PARTICIPANT # 1700 2018-01-01 2018-01-01 0 - 0 Other Instrument OTHER NOTE 1819.81 1819.81 FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-19 2014-12-19 0.75 - 0.75 Government Agency Debt 146312.36 147274.36 FEDERAL HOME LOAN MORTGAGE CORP 2012-06-15 2032-07-15 0 - 6.75 Government Agency Debt 30890712.36 30789706.32 Unrated Security 2012-04-02 2012-04-02 N N N 212310637.00 212310636.73 0.0122 N 212310636.73 212310636.73 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-01 2047-09-01 0 - 8.5 Government Agency Debt 619689822.42 112626376.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2062-02-20 1.26 - 8 Government Agency Debt 421485865.67 28785675.82 US TREASURY 2012-05-03 2015-02-15 0 - 2.25 Treasury Debt 2941346.19 2943688.86 FEDERAL AGRICULTURE MORTGAGE CORP 2026-03-09 2026-03-09 4.94 - 4.94 Government Agency Debt 109683.75 126084.95 FEDERAL FARM CREDIT 2019-03-26 2031-03-12 2.19 - 3.48 Government Agency Debt 2256131.17 2247462.69 FEDERAL HOME LOAN BANK 2014-06-18 2022-12-20 2.125 - 5.435 Government Agency Debt 4215306.59 4505324.60 FEDERAL HOME LOAN MORTGAGE CORP 2013-03-28 2042-02-15 0 - 9.25 Government Agency Debt 171479897.61 65244178.00 Unrated Security 2012-04-02 2012-04-02 N N N 212042403.00 212042403.09 0.0122 N 212042403.09 212042403.09 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99G8T3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2041-08-15 2 - 4 Government Agency Debt 1115000.00 1102937.56 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2041-12-25 2 - 6 Government Agency Debt 46222800.00 27699083.80 GE CAPITAL CORP FDIC 2012-12-28 2012-12-28 2.625 - 2.625 Other Instrument OTHER NOTE 40000.00 40982.05 First Tier Security 2012-04-02 2012-04-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 28000000.00 28000000.00 0.0016 N 28000000.00 28000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2048-01-01 1.523 - 6.645 Government Agency Debt 464133238.45 221198945.20 Unrated Security 2012-04-02 2012-04-02 N N N 216861549.00 216861548.62 0.0125 N 216861548.62 216861548.62 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-09-30 2013-12-31 1.5 - 3.125 Treasury Debt 19832863.02 20907726.69 FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2042-03-01 2.48 - 4.5 Government Agency Debt 7356174.99 6556398.44 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2042-03-01 2.619 - 6 Government Agency Debt 27946742.74 21659691.11 Unrated Security 2012-04-02 2012-04-02 N N N 48169480.00 48169479.94 0.0028 N 48169479.94 48169479.94 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.16%, dated 3/30/2012 due 04/02/2012 44P99W5Y4_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2042-03-01 2.48 - 4.5 Government Agency Debt 678454.10 604691.35 US TREASURY 2013-09-30 2013-12-31 1.5 - 3.125 Treasury Debt 1829168.99 1928302.80 FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2042-03-01 2.619 - 6 Government Agency Debt 2577505.58 1997655.87 Unrated Security 2012-04-02 2012-04-02 N N N 4442632.00 4442632.35 0.0003 N 4442632.35 4442632.35 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-01 2041-09-01 4 - 6 Government Agency Debt 23555081.28 14746794.24 Unrated Security 2012-04-02 2012-04-02 N N N 14457437.00 14457436.57 0.0008 N 14457436.57 14457436.57 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_07160 Government Agency Repurchase Agreement Y US TREASURY 2013-01-10 2013-01-10 0 - 0 Treasury Debt 3400369.81 3396323.37 FEDERAL HOME LOAN MORTGAGE CORP 2023-04-15 2042-02-15 0.826 - 4 Government Agency Debt 76980559.88 59291557.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-09-20 2042-03-20 0 - 5 Government Agency Debt 23130944.71 21462799.48 FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2042-02-01 2.5 - 6 Government Agency Debt 37362696.66 38919697.28 Unrated Security 2012-04-02 2012-04-02 N N N 120478638.00 120478638.12 0.0069 N 120478638.12 120478638.12 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.18% 41B99CYP6 0000050916 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2041-09-20 2 - 2 Government Agency Debt 2862.00 2844.62 FEDERAL NATIONAL MORTGAGE ASSOC 2029-06-25 2042-03-01 0.842 - 4.5 Government Agency Debt 43806913.00 43227496.44 First Tier Security 2012-04-06 2012-04-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 42000000.00 42000000.00 0.0024 N 42000000.00 42000000.00 Societe Generale In a joint trading account with Societe Generale at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2042-04-01 3 - 6 Government Agency Debt 10231415.53 7709950.35 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2051-09-01 3.5 - 6.5 Government Agency Debt 45874824.86 41446071.34 Unrated Security 2012-04-02 2012-04-02 N N N 48191455.00 48191455.25 0.0028 N 48191455.25 48191455.25 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2041-08-01 3 - 4.5 Government Agency Debt 11743891.32 11103371.08 US TREASURY 2012-07-31 2017-08-31 0.625 - 4.625 Treasury Debt 25513403.68 26292540.06 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2042-03-01 3 - 6.5 Government Agency Debt 15950270.12 11759875.76 Unrated Security 2012-04-02 2012-04-02 N N N 48191455.00 48191455.25 0.0028 N 48191455.25 48191455.25 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.16%, dated 3/30/2012 due 04/02/2012 44P99W5Y4_06042 Government Agency Repurchase Agreement Y US TREASURY 2012-07-31 2017-08-31 0.625 - 4.625 Treasury Debt 8736028.51 9002812.11 FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2042-03-01 3 - 6.5 Government Agency Debt 5461521.96 4026691.66 FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2041-08-01 3 - 4.5 Government Agency Debt 4021218.44 3801898.31 Unrated Security 2012-04-02 2012-04-02 N N N 16501206.00 16501205.88 0.0009 N 16501205.88 16501205.88 UBS Securities LLC UBS Securities LLC, 0.18% 44T99CEF5 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 3.5 - 3.5 Government Agency Debt 61423008.00 62900709.02 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-01 2041-10-01 4.5 - 5.5 Government Agency Debt 206250109.00 124798997.92 First Tier Security 2012-04-06 2012-04-06 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 184000000.00 184000000.00 0.0106 N 184000000.00 184000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.15%, dated 3/30/2012 due 04/02/2012 44P99W5S7_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2012-04-02 2022-06-10 0 - 5.75 Government Agency Debt 28511011.93 28605866.58 FEDERAL FARM CREDIT 2012-06-18 2036-04-17 0 - 5.7 Government Agency Debt 7320753.26 7569064.69 FEDERAL AGRICULTURE MORTGAGE CORP 2012-06-01 2026-02-03 0 - 4.81 Government Agency Debt 2634014.90 2644161.48 US TREASURY 2014-12-31 2041-11-15 2.625 - 3.125 Treasury Debt 20811369.18 21339234.91 FEDERAL HOME LOAN MORTGAGE CORP 2012-04-27 2042-03-15 0 - 10.266 Government Agency Debt 70734469.64 63659474.93 TENNESEE VALLEY AUTHORITY 2012-06-15 2031-01-15 0 - 0 Government Agency Debt 815948.65 713842.12 RESOLUTION FUNDING CORP 2013-01-15 2030-01-15 0 - 0 Government Agency Debt 7864908.22 7190655.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-09-16 2042-01-20 3 - 5 Government Agency Debt 34841312.25 26802398.39 FEDERAL NATIONAL MORTGAGE ASSOC 2012-04-04 2042-04-25 0 - 6.625 Government Agency Debt 123619132.24 100654524.03 FINANCE CORPORATION 2012-08-03 2019-09-26 0 - 0 Government Agency Debt 2619176.52 2437406.58 Unrated Security 2012-04-02 2012-04-02 N N N 255414713.00 255414712.81 0.0147 N 255414712.81 255414712.81 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.16%, dated 3/30/2012 due 04/02/2012 44P99W5Y4_08395 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-04-04 2042-04-25 0 - 6.625 Government Agency Debt 6143446.93 5002184.65 FINANCE CORPORATION 2012-08-03 2019-09-26 0 - 0 Government Agency Debt 130164.09 121130.75 FEDERAL HOME LOAN MORTGAGE CORP 2012-04-27 2042-03-15 0 - 10.266 Government Agency Debt 3515260.56 3163657.59 FEDERAL HOME LOAN BANK 2012-04-02 2022-06-10 0 - 5.75 Government Agency Debt 1416899.52 1421613.47 FEDERAL FARM CREDIT 2012-06-18 2036-04-17 0 - 5.7 Government Agency Debt 363816.33 376156.56 FEDERAL AGRICULTURE MORTGAGE CORP 2012-06-01 2026-02-03 0 - 4.81 Government Agency Debt 130901.51 131405.76 US TREASURY 2014-12-31 2041-11-15 2.625 - 3.125 Treasury Debt 1034253.68 1060486.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-09-16 2042-01-20 3 - 5 Government Agency Debt 1731493.73 1331987.28 TENNESEE VALLEY AUTHORITY 2012-06-15 2031-01-15 0 - 0 Government Agency Debt 40549.85 35475.51 RESOLUTION FUNDING CORP 2013-01-15 2030-01-15 0 - 0 Government Agency Debt 390858.97 357350.90 Unrated Security 2012-04-02 2012-04-02 N N N 12693235.00 12693235.29 0.0007 N 12693235.29 12693235.29 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.23% 44U99VLH9 0000318336 Other Repurchase Agreement N ATP OIL & GAS CORPORATION 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 35874.00 1865448.00 CITIGROUP, INC. 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 155521.00 15339502.79 ENERGY XXI (BERMUDA) LIMITED 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 112959.00 41117076.00 First Tier Security 2012-04-02 2012-04-02 N N N 54000000.00 54000000.00 0.0031 N 54000000.00 54000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 44U99VKP2 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-12-15 2032-01-15 3 - 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