N-MFP LIVE N 2012-09-30 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 54 84 17478751110.10 90534348.37 103201646.29 17466083812.18 0.0033 1.0004 2012-09-28 1.0004 2012-09-28 C000020478 1000.00 8070557237.71 1.00 -43145650.68 1951878072.73 1995023723.41 0.0001 1.0003 2012-09-28 1.0003 2012-09-28 C000020477 1000.00 9395526574.46 1.00 84155608.83 2625815126.66 2541659517.83 0.0001 1.0004 2012-09-28 1.0004 2012-09-28 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.19% 06366VX27 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 170000000.00 170000000.00 0.0097 N 170003638.00 170003638.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.19% 06366V2E5 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 30000000.00 30000000.00 0.0017 N 30000699.00 30000699.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366VD94 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 57350000.00 57364795.77 0.0033 N 57378130.18 57378130.18 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366VZH2 Certificate of Deposit First Tier Security 2012-11-02 2012-11-02 N N N 211000000.00 211000000.00 0.0121 N 211022555.90 211022555.90 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 15000000.00 15000000.00 0.0009 N 15005766.00 15005766.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.36% 06366WMM3 Certificate of Deposit First Tier Security 2012-10-03 2012-10-03 N N N 18000000.00 18000052.21 0.0010 N 18000000.00 18000000.00 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 78000000.00 78000000.00 0.0045 N 78072017.40 78072017.40 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.41% 06366WPF5 Certificate of Deposit First Tier Security 2012-10-18 2012-10-18 N N N 91000000.00 91000000.00 0.0052 N 91010465.00 91010465.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.41% 06366WQD9 Certificate of Deposit First Tier Security 2012-10-29 2012-10-29 N N N 31000000.00 31000000.00 0.0018 N 31008525.00 31008525.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.55% 06366WRL0 Certificate of Deposit First Tier Security 2012-10-09 2013-09-06 N N N 119000000.00 119000000.00 0.0068 N 119052598.00 119052598.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.65% 06366UK98 Certificate of Deposit First Tier Security 2012-10-25 2012-10-25 N N N 51000000.00 51005134.00 0.0029 N 51017187.00 51017187.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2012-10-15 2013-01-11 N N N 62000000.00 62000000.00 0.0035 N 62020894.00 62020894.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417FBP4 Certificate of Deposit First Tier Security 2012-11-13 2013-09-12 N N N 58000000.00 58000000.00 0.0033 N 57992750.00 57992750.00 Bank of Nova Scotia Bank of Nova Scotia, 0.59% 06417DJE6 Certificate of Deposit First Tier Security 2012-11-16 2013-06-14 N N N 36000000.00 36000000.00 0.0021 N 36001440.00 36001440.00 Bank of Nova Scotia Bank of Nova Scotia, 0.69% 06417DSG1 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 20000000.00 20003504.96 0.0011 N 20014600.00 20014600.00 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 82000000.00 82000000.00 0.0047 N 81999983.60 81999983.60 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 87000000.00 87000000.00 0.0050 N 86999982.60 86999982.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.46% 06538EWB9 Certificate of Deposit First Tier Security 2012-10-15 2012-11-14 N N N 77000000.00 77000000.00 0.0044 N 77012012.00 77012012.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.47% 06538EVD6 Certificate of Deposit First Tier Security 2012-10-09 2012-11-07 N N N 128000000.00 128000000.00 0.0073 N 128016128.00 128016128.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EE37 Certificate of Deposit First Tier Security 2012-10-02 2013-01-08 N N N 50000000.00 50000000.00 0.0029 N 50002650.00 50002650.00 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 46000000.00 46000000.00 0.0026 N 46012065.80 46012065.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 130000000.00 130000000.00 0.0074 N 130063635.00 130063635.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.49% 13606X6B9 Certificate of Deposit First Tier Security 2012-10-24 2012-10-24 N N N 62000000.00 62000000.00 0.0035 N 62011594.00 62011594.00 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 166001809.40 166001809.40 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.55% 13606XQ84 Certificate of Deposit First Tier Security 2012-10-17 2013-09-17 N N N 174000000.00 174000000.00 0.0100 N 174089784.00 174089784.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.30% 23330LLS3 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 30000000.00 30000000.00 0.0017 N 30004494.00 30004494.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P6Z2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 17000000.00 17000000.00 0.0010 N 17003172.20 17003172.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.44% 60681P7D0 Certificate of Deposit First Tier Security 2012-10-31 2012-10-31 N N N 160000000.00 160000000.00 0.0092 N 160042512.00 160042512.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAJ5 Certificate of Deposit First Tier Security 2013-02-21 2013-02-21 N N N 79000000.00 79000000.00 0.0045 N 78999897.30 78999897.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.38% 60687GJ33 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 64000000.00 64000000.00 0.0037 N 64004473.60 64004473.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GF52 Certificate of Deposit First Tier Security 2012-10-02 2012-10-02 N N N 62000000.00 62000000.00 0.0035 N 62001512.80 62001512.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GH35 Certificate of Deposit First Tier Security 2012-10-04 2012-10-04 N N N 62000000.00 62000000.00 0.0035 N 62002269.20 62002269.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GW95 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 62000000.00 62000000.00 0.0035 N 62014855.20 62014855.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GX78 Certificate of Deposit First Tier Security 2013-01-17 2013-01-17 N N N 62000000.00 62000000.00 0.0035 N 62015264.40 62015264.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQ76 Certificate of Deposit First Tier Security 2012-12-06 2012-12-06 N N N 92000000.00 92000000.00 0.0053 N 92022880.40 92022880.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.41% 60687GX60 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 62000000.00 62000000.00 0.0035 N 62019945.40 62019945.40 National Bank of Canada National Bank of Canada, 0.35% 63307UBK6 Certificate of Deposit First Tier Security 2012-10-22 2013-02-20 N N N 93000000.00 93000000.00 0.0053 N 92947827.00 92947827.00 National Bank of Canada National Bank of Canada, 0.54% 63306V6J4 Certificate of Deposit First Tier Security 2012-11-05 2013-02-04 N N N 62000000.00 62000000.00 0.0035 N 62029078.00 62029078.00 Royal Bank of Canada Royal Bank of Canada, 0.51% 78009NDK9 Certificate of Deposit First Tier Security 2012-11-13 2013-02-11 N N N 36000000.00 36000000.00 0.0021 N 36016992.00 36016992.00 Royal Bank of Canada Royal Bank of Canada, 0.82% 78009JS22 Certificate of Deposit First Tier Security 2012-10-01 2013-09-01 N N N 168000000.00 168000000.00 0.0096 N 168133056.00 168133056.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.36% 83051A5G2 Certificate of Deposit First Tier Security 2012-11-08 2012-11-08 N N N 148000000.00 148000000.00 0.0085 N 148023576.40 148023576.40 Societe Generale Societe Generale, 0.40% 83369TEX1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 234000000.00 234000000.00 0.0134 N 234024312.60 234024312.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DGW4 Certificate of Deposit First Tier Security 2012-10-05 2012-10-05 N N N 94000000.00 94000000.00 0.0054 N 94001034.00 94001034.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DHN3 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 121000000.00 121000000.00 0.0069 N 121003872.00 121003872.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DKU3 Certificate of Deposit First Tier Security 2012-10-06 2012-11-06 N N N 124000000.00 124000000.00 0.0071 N 124008308.00 124008308.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGK0 Certificate of Deposit First Tier Security 2012-10-02 2012-10-02 N N N 61000000.00 61000000.00 0.0035 N 61000000.00 61000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DTM2 Certificate of Deposit First Tier Security 2013-02-13 2013-02-13 N N N 61000000.00 61000000.00 0.0035 N 61009326.90 61009326.90 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 61000000.00 61000000.00 0.0035 N 61000000.00 61000000.00 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 62000000.00 62000000.00 0.0035 N 62002963.60 62002963.60 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 63000000.00 63000000.00 0.0036 N 63003030.30 63003030.30 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 122000000.00 122000000.00 0.0070 N 122011541.20 122011541.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WH92 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 63000000.00 63000000.00 0.0036 N 63014685.30 63014685.30 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WJ90 Certificate of Deposit First Tier Security 2012-11-15 2012-11-15 N N N 61000000.00 61000000.00 0.0035 N 61016256.50 61016256.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WL55 Certificate of Deposit First Tier Security 2012-11-26 2012-11-26 N N N 60000000.00 60000000.00 0.0034 N 60019650.00 60019650.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WD88 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 62000000.00 62000000.00 0.0035 N 62004352.40 62004352.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WG69 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 62000000.00 62000000.00 0.0035 N 62012666.60 62012666.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WH50 Certificate of Deposit First Tier Security 2012-11-05 2012-11-05 N N N 91000000.00 91000000.00 0.0052 N 91020156.50 91020156.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CHU1 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 30000000.00 30000453.78 0.0017 N 30000465.00 30000465.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958CJF2 Certificate of Deposit First Tier Security 2013-01-24 2013-01-24 N N N 74000000.00 74001180.94 0.0042 N 74001213.60 74001213.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958CGU2 Certificate of Deposit First Tier Security 2012-12-27 2012-12-27 N N N 24000000.00 24000000.00 0.0014 N 24002995.20 24002995.20 Swedbank AB Swedbank AB, 0.25% 87019QQA9 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 100000000.00 99998249.80 0.0057 N 99999000.00 99999000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.20% 89112XN35 Certificate of Deposit First Tier Security 2012-10-16 2012-10-16 N N N 350000000.00 350000000.00 0.0200 N 350010500.00 350010500.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 62000000.00 62000000.00 0.0035 N 62033480.00 62033480.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 12000000.00 12000000.00 0.0007 N 12007190.40 12007190.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 31000000.00 31000000.00 0.0018 N 31018680.60 31018680.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 12000000.00 12000000.00 0.0007 N 12007231.20 12007231.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.43% 89112XDH5 Certificate of Deposit First Tier Security 2012-10-09 2012-11-07 N N N 60000000.00 60000000.00 0.0034 N 60016680.00 60016680.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XNA9 Certificate of Deposit First Tier Security 2012-11-02 2013-02-04 N N N 12000000.00 12000000.00 0.0007 N 12010200.00 12010200.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.48% 89112XBQ7 Certificate of Deposit First Tier Security 2012-10-19 2012-10-19 N N N 175000000.00 175000000.00 0.0100 N 175025200.00 175025200.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.40% 05299WRH3 0000859994 Certificate of Deposit First Tier Security 2012-12-05 2012-12-05 N N N 54000000.00 54000973.05 0.0031 N 54031600.80 54031600.80 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.41% 05299WRM2 0000859994 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 19000000.00 19000000.00 0.0011 N 19012591.30 19012591.30 DNB Bank ASA DNB Bank ASA, 0.30% 46R99YNM9 Certificate of Deposit First Tier Security 2013-01-22 2013-01-22 N N N 60000000.00 60000000.00 0.0034 N 60009654.00 60009654.00 HSBC Bank PLC HSBC Bank PLC, 0.42% 35X99QBD5 0001140465 Certificate of Deposit First Tier Security 2012-12-28 2012-12-28 N N N 61000000.00 61000000.00 0.0035 N 61024613.50 61024613.50 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 18G993BT6 0001462160 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 20000000.00 20000000.00 0.0011 N 20001710.00 20001710.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.43% 01L99GRC7 Certificate of Deposit First Tier Security 2012-10-16 2012-10-16 N N N 26000000.00 26000000.00 0.0015 N 26002857.40 26002857.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.44% 01L99GQX2 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 16000000.00 16000000.00 0.0009 N 16001318.40 16001318.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.44% 01L99GRE3 Certificate of Deposit First Tier Security 2012-10-18 2012-10-18 N N N 140000000.00 140000000.00 0.0080 N 140017878.00 140017878.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.34% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-10-11 2012-10-11 N N N 173000000.00 173000000.00 0.0099 N 173008996.00 173008996.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDE7 0000833029 Certificate of Deposit First Tier Security 2012-11-29 2012-11-29 N N N 91000000.00 91000000.00 0.0052 N 91045418.10 91045418.10 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDF4 0000833029 Certificate of Deposit First Tier Security 2012-12-20 2012-12-20 N N N 93000000.00 93000000.00 0.0053 N 93059994.30 93059994.30 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 39K99HDH0 0000833029 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 160000000.00 160000000.00 0.0092 N 160116528.00 160116528.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.36% 10513DNV8 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 30000000.00 30000000.00 0.0017 N 30004518.00 30004518.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DKZ2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 31000000.00 31000000.00 0.0018 N 31006193.80 31006193.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLM0 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 12000000.00 12000000.00 0.0007 N 12003198.00 12003198.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLF5 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 30000000.00 30000000.00 0.0017 N 30007995.00 30007995.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLH1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 18000000.00 18000000.00 0.0010 N 18004415.40 18004415.40 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.20% 8574P07D4 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 60000000.00 60000000.00 0.0034 N 60014112.00 60014112.00 Barclays Bank PLC Barclays Bank PLC, 0.70% 06741PDK8 Financial Company Commercial Paper First Tier Security 2012-10-26 2012-10-26 N N N 6000000.00 6000000.00 0.0003 Y 6001500.00 6001500.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GLS2 Financial Company Commercial Paper First Tier Security 2012-10-19 2012-10-19 N N N 12000000.00 11998440.00 0.0007 N 11998809.60 11998809.60 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06741GNF8 Financial Company Commercial Paper First Tier Security 2012-10-25 2012-10-25 N N N 18000000.00 17996880.00 0.0010 N 17997530.40 17997530.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACK0 Financial Company Commercial Paper First Tier Security 2012-10-25 2012-11-26 N N N 136000000.00 136000000.00 0.0078 N 136001904.00 136001904.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-10-29 2012-11-27 N N N 34000000.00 33998944.75 0.0019 N 34000000.00 34000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 20272DP46 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 11000000.00 10987872.50 0.0006 N 10990973.40 10990973.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMH0 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 15000000.00 14987166.66 0.0009 N 14994222.00 14994222.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMM9 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 15000000.00 14986500.00 0.0009 N 14993839.50 14993839.50 Credit Suisse New York Branch Credit Suisse New York Branch, 0.27% 2254EAMT7 Financial Company Commercial Paper First Tier Security 2012-12-27 2012-12-27 N N N 86000000.00 85943885.00 0.0049 N 85950550.00 85950550.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 2254EAK10 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 152000000.00 152000000.00 0.0087 N 151997841.60 151997841.60 Credit Suisse New York Branch Credit Suisse New York Branch, 0.38% 2254EAK93 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 183000000.00 182984546.67 0.0105 N 182990502.30 182990502.30 DNB Bank ASA DNB Bank ASA, 0.30% 2332K0N73 Financial Company Commercial Paper First Tier Security 2013-01-07 2013-01-07 N N N 30000000.00 29975500.01 0.0017 N 29979744.00 29979744.00 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0K19 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 60000000.00 60000000.00 0.0034 N 59999298.00 59999298.00 General Electric Capital Corp. General Electric Capital Corp., 0.40% 36959HN94 Financial Company Commercial Paper First Tier Security 2013-01-09 2013-01-09 N N N 45000000.00 44950000.00 0.0026 N 44979012.00 44979012.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 46636JAQ6 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-11-01 N N N 150000000.00 150000000.00 0.0086 N 149999100.00 149999100.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0KX9 Financial Company Commercial Paper First Tier Security 2012-10-31 2012-10-31 N N N 250000000.00 249941666.65 0.0143 N 249974325.00 249974325.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0LF7 Financial Company Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 90000000.00 89968500.02 0.0052 N 89985123.00 89985123.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.35% 46636JBC6 Financial Company Commercial Paper First Tier Security 2012-10-15 2013-03-13 N N N 128000000.00 128000000.00 0.0073 N 127988480.00 127988480.00 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 39000000.00 38942117.51 0.0022 N 38967087.90 38967087.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TLU3 Financial Company Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N N 33000000.00 32980328.33 0.0019 N 32987568.90 32987568.90 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNF0 Financial Company Commercial Paper First Tier Security 2013-01-15 2013-01-15 N N N 42000000.00 41969083.32 0.0024 N 41969100.60 41969100.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.25% 86958FNN3 Financial Company Commercial Paper First Tier Security 2013-01-22 2013-01-22 N N N 29000000.00 28977243.05 0.0017 N 28976918.90 28976918.90 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FMU8 Financial Company Commercial Paper First Tier Security 2012-12-28 2012-12-28 N N N 45000000.00 44970300.00 0.0026 N 44973724.50 44973724.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.31% 86958FK97 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 33000000.00 32997726.67 0.0019 N 32998587.60 32998587.60 Swedbank AB Swedbank AB, 0.26% 87019RMC7 Financial Company Commercial Paper First Tier Security 2012-12-12 2012-12-12 N N N 48000000.00 47975520.02 0.0027 N 47967000.00 47967000.00 Swedbank AB Swedbank AB, 0.31% 87019RM60 Financial Company Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N N 12000000.00 11993180.00 0.0007 N 11992686.00 11992686.00 Swedbank AB Swedbank AB, 0.31% 87019RM78 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 3000000.00 2998269.17 0.0002 N 2998133.40 2998133.40 Swedbank AB Swedbank AB, 0.32% 87019RMB9 Financial Company Commercial Paper First Tier Security 2012-12-11 2012-12-11 N N N 37000000.00 36977013.75 0.0021 N 36975054.60 36975054.60 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 24000000.00 23968793.34 0.0014 N 23975325.60 23975325.60 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 24000000.00 23966293.33 0.0014 N 23974274.40 23974274.40 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 6000000.00 5994575.00 0.0003 N 5995392.00 5995392.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNE3 Financial Company Commercial Paper First Tier Security 2013-01-14 2013-01-14 N N N 15000000.00 14986437.50 0.0009 N 14988480.00 14988480.00 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNP8 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 12000000.00 11988220.00 0.0007 N 11988729.60 11988729.60 UBS Finance, Inc. UBS Finance, Inc., 0.31% 90262CNU7 Financial Company Commercial Paper First Tier Security 2013-01-28 2013-01-28 N N N 18000000.00 17981554.99 0.0010 N 17981231.40 17981231.40 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKC0 Financial Company Commercial Paper First Tier Security 2012-10-12 2012-10-12 N N N 174000000.00 173978733.34 0.0100 N 173997929.40 173997929.40 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKP1 Financial Company Commercial Paper First Tier Security 2012-10-23 2012-10-23 N N N 176000000.00 175956977.75 0.0101 N 175995230.40 175995230.40 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CL54 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 74000000.00 73971222.23 0.0042 N 73995648.80 73995648.80 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MH9 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 66000000.00 65943533.35 0.0038 N 65978048.40 65978048.40 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0ML0 Financial Company Commercial Paper First Tier Security 2012-12-20 2012-12-20 N N N 65000000.00 64942222.22 0.0037 N 64977120.00 64977120.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MM8 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 71000000.00 70936099.99 0.0041 N 70974489.70 70974489.70 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4K45 Asset Backed Commercial Paper First Tier Security 2012-10-04 2012-10-04 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 25000000.00 24999479.17 0.0014 N 24999375.00 24999375.00 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4K94 Asset Backed Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 17000000.00 16999055.56 0.0010 N 16999221.40 16999221.40 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4KA1 Asset Backed Commercial Paper First Tier Security 2012-10-10 2012-10-10 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 65053000.00 65048934.19 0.0037 N 65049747.35 65049747.35 Market Street Funding LLC Market Street Funding LLC, 0.25% 5705X4KB9 Asset Backed Commercial Paper First Tier Security 2012-10-11 2012-10-11 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 73000000.00 72994930.56 0.0042 N 72996043.40 72996043.40 Market Street Funding LLC Market Street Funding LLC, 0.35% 5705X4L28 Asset Backed Commercial Paper First Tier Security 2012-11-02 2012-11-02 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 71000000.00 70977911.12 0.0041 N 70988746.50 70988746.50 Market Street Funding LLC Market Street Funding LLC, 0.35% 5705X4L51 Asset Backed Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 100000000.00 99965972.24 0.0057 N 99981950.00 99981950.00 Market Street Funding LLC Market Street Funding LLC, 0.35% 5705X4L69 Asset Backed Commercial Paper First Tier Security 2012-11-06 2012-11-06 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 185000000.00 184935250.00 0.0106 N 184965127.50 184965127.50 Market Street Funding LLC Market Street Funding LLC, 0.35% 5705X4L85 Asset Backed Commercial Paper First Tier Security 2012-11-08 2012-11-08 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 100000000.00 99963055.56 0.0057 N 99979610.00 99979610.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127957L9 Treasury Debt First Tier Security 2013-03-14 2013-03-14 N N N 43000000.00 42972575.55 0.0025 N 42974071.00 42974071.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956Y2 Treasury Debt First Tier Security 2012-12-27 2012-12-27 N N N 80000000.00 79971000.01 0.0046 N 79981600.00 79981600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956Z9 Treasury Debt First Tier Security 2013-01-03 2013-01-03 N N N 94000000.00 93962922.18 0.0054 N 93981576.00 93981576.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957D7 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 61000000.00 60970025.15 0.0035 N 60981395.00 60981395.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957G0 Treasury Debt First Tier Security 2013-02-21 2013-02-21 N N N 55000000.00 54968321.51 0.0031 N 54975415.00 54975415.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127957F2 Treasury Debt First Tier Security 2013-02-14 2013-02-14 N N N 40000000.00 39976577.78 0.0023 N 39983760.00 39983760.00 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 77900000.00 77762863.32 0.0045 N 77791173.70 77791173.70 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 230000000.00 230366175.27 0.0132 N 230377430.00 230377430.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 37000000.00 37021059.62 0.0021 N 37023125.00 37023125.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.18% 912828MB3 Treasury Debt First Tier Security 2012-12-15 2012-12-15 N N N 105000000.00 105206138.90 0.0060 N 105213255.00 105213255.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828HM5 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 27000000.00 27231667.57 0.0016 N 27232038.00 27232038.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.19% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 102720000.00 102910973.97 0.0059 N 102924618.24 102924618.24 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.18% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 52000000.00 52717791.32 0.0030 N 52721084.00 52721084.00 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 15000000.00 15173782.68 0.0009 N 15174615.00 15174615.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.23% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 125000000.00 126041341.24 0.0072 N 126064500.00 126064500.00 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 60087552.45 0.0034 N 60091380.00 60091380.00 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 43000000.00 43191312.23 0.0025 N 43198187.00 43198187.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 3000000.00 3031666.96 0.0002 N 3032343.00 3032343.00 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 92000000.00 94426182.96 0.0054 N 94436528.00 94436528.00 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 36190618.85 0.0021 N 36199692.00 36199692.00 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 154000000.00 153873966.88 0.0088 N 153927774.00 153927774.00 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 27000000.00 27945856.40 0.0016 N 27955557.00 27955557.00 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 117000000.00 117830483.72 0.0067 N 117877500.00 117877500.00 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 45000000.00 45082836.91 0.0026 N 45096660.00 45096660.00 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 81000000.00 81500982.72 0.0047 N 81537921.00 81537921.00 Fannie Mae Fannie Mae, 0.16% 313589CS0 Government Agency Debt First Tier Security 2013-03-06 2013-03-06 N N N 41000000.00 40972461.66 0.0023 N 40982247.00 40982247.00 Fannie Mae Fannie Mae, 0.17% to 0.20% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 29031000.00 29208901.89 0.0017 N 29211630.88 29211630.88 Fannie Mae Fannie Mae, 0.17% to 0.20% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 24000000.00 24055057.80 0.0014 N 24056976.00 24056976.00 Fannie Mae Fannie Mae, 0.20% 31359MQV8 Government Agency Debt First Tier Security 2013-02-21 2013-02-21 N N N 4000000.00 4070725.89 0.0002 N 4070708.00 4070708.00 Fannie Mae Fannie Mae, 0.21% 3135G0PG2 Government Agency Debt First Tier Security 2012-10-11 2014-09-11 N N N 109000000.00 108958278.00 0.0062 N 108981034.00 108981034.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313385CZ7 Government Agency Debt First Tier Security 2013-03-13 2013-03-13 N N N 22000000.00 21984460.67 0.0013 N 21990034.00 21990034.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.20% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 20000000.00 19998783.66 0.0011 N 20000020.00 20000020.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378EW7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 6000000.00 6000391.77 0.0003 N 6000246.00 6000246.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313379WT2 Government Agency Debt First Tier Security 2013-03-25 2013-03-25 N N N 39000000.00 39001545.80 0.0022 N 39003471.00 39003471.00 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 14000000.00 13997273.57 0.0008 N 13996976.00 13996976.00 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 31998833.37 0.0018 N 32000000.00 32000000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376TQ8 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 8000000.00 7999052.80 0.0005 N 7999720.00 7999720.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376YC3 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 11000000.00 10997938.08 0.0006 N 10998856.00 10998856.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BT7 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 29000000.00 28998452.29 0.0017 N 29001044.00 29001044.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379A58 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 6000000.00 5999179.53 0.0003 N 5999760.00 5999760.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378FS5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 35000000.00 34999420.56 0.0020 N 35002835.00 35002835.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BC4 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 7000000.00 6999598.85 0.0004 N 7000280.00 7000280.00 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 6000000.00 5994746.46 0.0003 N 5995980.00 5995980.00 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 6000000.00 6015132.45 0.0003 N 6016410.00 6016410.00 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 21000000.00 20994297.69 0.0012 N 20996556.00 20996556.00 Freddie Mac Freddie Mac, 0.15% 313397CK5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 66000000.00 65959025.00 0.0038 N 65980860.00 65980860.00 Freddie Mac Freddie Mac, 0.15% 313397CL3 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 66000000.00 65958749.99 0.0038 N 65980728.00 65980728.00 Freddie Mac Freddie Mac, 0.16% 313397CX7 Government Agency Debt First Tier Security 2013-03-11 2013-03-11 N N N 19000000.00 18986829.31 0.0011 N 18991507.00 18991507.00 Royal Bank of Canada Royal Bank of Canada, 0.49% 78008KZV8 Other Note First Tier Security 2012-11-06 2013-09-06 N N N 176000000.00 175967016.83 0.0101 N 176072864.00 176072864.00 Royal Bank of Canada Royal Bank of Canada, 0.56% 78008FBC7 Other Note First Tier Security 2012-10-01 2013-09-01 N N N 250000000.00 250000000.00 0.0143 N 250083750.00 250083750.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAZ7 Other Note First Tier Security 2012-10-15 2013-09-13 N N N 150000000.00 150000000.00 0.0086 N 150121350.00 150121350.00 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.20% Series 2002 A, LOC Fannie Mae VRDN 64970HAW4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (Theatre Row Tower Hsg. Proj.) Series 2000 A, LOC Freddie Mac VRDN 64986MD51 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (Clinton Green South Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2W4 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 Illinois Dev. Fin. Auth. Solid Waste Disp. Rev. Illinois Dev. Fin. Auth. Solid Waste Disp. Rev., 0.20% (Waste Mgmt., Inc. Proj.) LOC JPMorgan Chase Bank VRDN 451889AR0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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., 0.19% (Rehabilitation Institute of Chicago Proj.) Series 2009 B, LOC JPMorgan Chase Bank VRDN 45200FF95 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 16000000.00 16000000.00 0.0009 N 16000000.00 16000000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.19% Series 2009 A, LOC JPMorgan Chase Bank VRDN 45200FF87 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9000000.00 9000000.00 0.0005 N 9000000.00 9000000.00 Lake County Multi-family Hsg. Rev. Lake County Multi-family Hsg. Rev., 0.17% (Whispering Oaks Apts. Proj.) Series 2008, LOC Freddie Mac VRDN 508359AJ5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 19500000.00 19500000.00 0.0011 N 19500000.00 19500000.00 Elkhart County Hosp. Auth. Rev. Elkhart County Hosp. Auth. Rev., 0.18% (Elkhart Gen. Hosp. Proj.) Series 2008, LOC JPMorgan Chase Bank VRDN 287468EM0 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 29325000.00 29325000.00 0.0017 N 29325000.00 29325000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.18% (Duke Energy Indiana, Inc. Proj.) Series 2009 A3, LOC Mizuho Corporate Bank Ltd. VRDN 455054AG1 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y MIZUHO CORPORATE BANK LTD N/A N/A Y MIZUHO CORPORATE BANK LTD N/A N/A N 25425000.00 25425000.00 0.0015 N 25425000.00 25425000.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.21% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 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 Memphis Health, Edl. & Hsg. Facilities Board Memphis Health, Edl. & Hsg. Facilities Board, 0.18% (Watergrove Apts. Proj.) Series 2004, LOC Freddie Mac VRDN 586169BU7 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FREDDIE MAC N/A N/A Y FREDDIE MAC N/A N/A N 18170000.00 18170000.00 0.0010 N 18170000.00 18170000.00 Montgomery County Redev. Auth. Multi-family Hsg. Rev. Montgomery County Redev. Auth. Multi-family Hsg. Rev., 0.18% (Kingswood Apts. Proj.) Series 2001 A, LOC Fannie Mae VRDN 613643AR6 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y FANNIE MAE N/A N/A Y FANNIE MAE N/A N/A N 10725000.00 10725000.00 0.0006 N 10725000.00 10725000.00 Philadelphia Arpt. Rev. Philadelphia Arpt. Rev., 0.19% Series 2005 C1, LOC TD Banknorth, NA VRDN 717817RQ5 Variable Rate Demand Note First Tier Security 2012-10-05 2012-10-05 Y TD BANK NA WILMINGTON DE N/A N/A Y TD BANK NA WILMINGTON DE N/A N/A N 6500000.00 6500000.00 0.0004 N 6500000.00 6500000.00 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 2012-10-05 2012-10-05 Y JPMORGAN CHASE BANK NA N/A N/A N N 13055000.00 13055000.00 0.0007 N 13055000.00 13055000.00 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 2012-10-05 2012-10-05 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 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.66% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2012-10-01 2012-12-27 Y METROPOLITAN LIFE INS CO N/A N/A N N 24000000.00 24000000.00 0.0014 Y 23994912.00 23994912.00 Bank of America NA In a joint trading account with Bank of America NA at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-10-01 2040-10-01 4 - 6.5 Government Agency Debt 229501643.21 131803558.87 FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2042-03-01 3.5 - 6.5 Government Agency Debt 1350999958.93 480725420.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2040-03-20 2.968 - 6.5 Government Agency Debt 82010452.06 57537637.11 Unrated Security 2012-10-01 2012-10-01 N N N 655419371.00 655419370.98 0.0375 N 655419370.98 655419370.98 Barclays Capital, Inc. Barclays Capital, Inc., 0.17% 47H997NN5 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2042-09-01 3.5 - 3.5 Government Agency Debt 37615530.00 39567976.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 4 - 4 Government Agency Debt 332251.00 336255.71 FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-01 2042-09-01 3.5 - 4 Government Agency Debt 94468994.00 100859757.24 First Tier Security 2012-10-02 2012-10-02 N N N 138000000.00 138000000.00 0.0079 N 138000000.00 138000000.00 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.19%, dated 9/28/2012 due 10/01/2012 46V9918E1_06453 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2042-09-01 3 - 4.5 Government Agency Debt 1308770.90 1285165.01 US TREASURY 2012-09-30 2022-08-15 0.125 - 5.125 Treasury Debt 19055740.97 20018518.59 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2042-10-01 2.5 - 6.5 Government Agency Debt 5594425.69 5636623.51 Unrated Security 2012-10-01 2012-10-01 N N N 26411648.00 26411647.59 0.0015 N 26411647.59 26411647.59 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_06453 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2042-09-01 3 - 4.5 Government Agency Debt 25073826.36 24621577.62 US TREASURY 2012-09-30 2022-08-15 0.125 - 5.125 Treasury Debt 365075613.93 383520796.90 FEDERAL NATIONAL MORTGAGE ASSOC 2022-09-01 2042-10-01 2.5 - 6.5 Government Agency Debt 107179689.17 107988127.72 Unrated Security 2012-10-01 2012-10-01 N N N 506002284.00 506002284.15 0.0290 N 506002284.15 506002284.15 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_07629 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2027-09-01 3 - 3 Government Agency Debt 1276713.16 1355298.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-08-20 2042-09-20 3 - 4 Government Agency Debt 113566602.85 118321917.45 Unrated Security 2012-10-01 2012-10-01 N N N 117328159.00 117328159.00 0.0067 N 117328159.00 117328159.00 Citibank NA Citibank NA, 0.19% 47P99RAQ9 0000036684 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2015-11-20 2015-11-20 0.5 - 0.5 Government Agency Debt 5300000.00 5312381.39 FEDERAL HOME LOAN MORTGAGE CORP 2017-09-29 2017-09-29 1 - 1 Government Agency Debt 77720000.00 78657562.27 First Tier Security 2012-10-01 2012-10-01 N N N 82000000.00 82000000.00 0.0047 N 82000000.00 82000000.00 Citibank NA In a joint trading account with Citibank NA at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-06-01 2042-09-01 1.55 - 13 Government Agency Debt 33297369.98 7645211.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-02-20 2042-02-20 1.125 - 5.5 Government Agency Debt 21373577.50 626312.31 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2050-09-01 0.823 - 7.32 Government Agency Debt 51271637.42 18139999.39 Unrated Security 2012-10-01 2012-10-01 N N N 25893111.00 25893110.95 0.0015 N 25893110.95 25893110.95 Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_69850 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2012-10-17 2037-07-15 0 - 8.28 Government Agency Debt 6988054.63 7152781.86 RESOLUTION FUNDING CORP 2016-10-15 2030-04-15 0 - 8.875 Government Agency Debt 487179.29 458047.39 TENNESEE VALLEY AUTHORITY 2013-03-15 2060-09-15 3.875 - 6.25 Government Agency Debt 247953.64 309955.60 FEDERAL AGRICULTURE MORTGAGE CORP 2016-07-27 2016-07-27 2 - 2 Government Agency Debt 82534.29 86884.58 FEDERAL FARM CREDIT 2012-10-11 2041-07-30 0 - 6.28 Government Agency Debt 2813924.12 2947016.08 FEDERAL HOME LOAN BANK 2012-10-02 2036-07-15 0 - 6.125 Government Agency Debt 3382832.99 3572989.99 FEDERAL HOME LOAN MORTGAGE CORP 2012-09-30 2037-05-04 0 - 6.75 Government Agency Debt 6759073.56 6243952.74 FINANCE CORPORATION 2018-04-06 2019-09-26 0 - 8.6 Government Agency Debt 285073.44 275012.93 Unrated Security 2012-10-01 2012-10-01 N N N 20633573.00 20633572.79 0.0012 N 20633572.79 20633572.79 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_04361 Government Agency Repurchase Agreement Y US TREASURY 2013-03-31 2042-05-15 0.125 - 8.75 Treasury Debt 140627216.89 149713495.96 FEDERAL NATIONAL MORTGAGE ASSOC 2026-10-01 2042-06-01 2.698 - 5 Government Agency Debt 63038956.26 44364267.90 FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2042-05-01 2.345 - 5.14 Government Agency Debt 16366431.69 11070129.08 Unrated Security 2012-10-01 2012-10-01 N N N 201081368.00 201081368.36 0.0115 N 201081368.36 201081368.36 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 47J997FY8 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-20 2042-03-20 3 - 3 Government Agency Debt 58560000.00 54595493.61 First Tier Security 2012-10-01 2012-10-01 N N N 53000000.00 53000000.00 0.0030 N 53000000.00 53000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 47J997HB6 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2042-08-20 3.5 - 3.5 Government Agency Debt 38155000.00 41823441.06 First Tier Security 2012-10-04 2012-10-04 N N N 41000000.00 41000000.00 0.0023 N 41000000.00 41000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.20% 47J997HT7 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-08-20 2042-08-20 3.5 - 3.5 Government Agency Debt 13030000.00 14282779.11 First Tier Security 2012-10-05 2012-10-05 N N N 14000000.00 14000000.00 0.0008 N 14000000.00 14000000.00 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_26252 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2042-05-15 0.621 - 9.25 Government Agency Debt 51980516.38 28694854.52 US TREASURY 2012-09-30 2019-11-15 0.125 - 5.125 Treasury Debt 257489746.87 270393652.51 FEDERAL NATIONAL MORTGAGE ASSOC 2016-09-25 2049-03-25 0.417 - 10 Government Agency Debt 104218275.71 63172814.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-20 2052-12-16 1.75 - 7.5 Government Agency Debt 12979734.99 10524217.51 Unrated Security 2012-10-01 2012-10-01 N N N 364501126.00 364501125.92 0.0209 N 364501125.92 364501125.92 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.20% 45F992LY0 0000058056 Government Agency Repurchase Agreement Y US TREASURY 2014-07-31 2014-07-31 0.125 - 0.125 Treasury Debt 14308700.00 14280260.14 First Tier Security 2012-10-05 2012-10-05 N N N 14000000.00 14000000.00 0.0008 N 14000000.00 14000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_06399 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2032-01-16 2053-02-16 0.475 - 5.5 Government Agency Debt 84666079.11 61946037.28 FEDERAL HOME LOAN MORTGAGE CORP 2032-05-15 2032-05-15 4 - 4 Government Agency Debt 5195167.12 5146862.46 Unrated Security 2012-10-01 2012-10-01 N N N 65137357.00 65137357.24 0.0037 N 65137357.24 65137357.24 Goldman Sachs & Co. Goldman Sachs & Co., 0.18% 44X99H7J9 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2013-11-27 2013-12-06 0.29 - 0.375 Government Agency Debt 28485000.00 28562433.89 First Tier Security 2012-10-04 2012-10-04 N N N 28000000.00 28000000.00 0.0016 N 28000000.00 28000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.20% 44X99H7X8 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 4 - 4 Government Agency Debt 53860773.00 27540459.41 First Tier Security 2012-10-04 2012-10-04 N N N 27000000.00 27000000.00 0.0015 N 27000000.00 27000000.00 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_39304 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-01-09 2032-07-15 0 - 6.75 Government Agency Debt 22153902.98 20633919.06 Unrated Security 2012-10-01 2012-10-01 N N N 20228993.00 20228992.93 0.0012 N 20228992.93 20228992.93 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_40488 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-08-25 2021-09-20 0.69 - 5.125 Government Agency Debt 958510.37 964537.86 US TREASURY 2014-05-15 2028-05-15 0 - 0 Treasury Debt 48966.30 42670.94 FEDERAL HOME LOAN BANK 2018-06-08 2018-06-08 1.25 - 1.25 Government Agency Debt 50552.25 51716.47 GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-20 2062-09-20 2 - 5.75 Government Agency Debt 15074092.37 9217517.00 FEDERAL NATIONAL MORTGAGE ASSOC 2013-12-11 2042-06-25 0 - 8.8 Government Agency Debt 6339548.88 3125267.92 FINANCE CORPORATION 2018-09-26 2018-09-26 0 - 0 Government Agency Debt 123638.26 113016.49 FEDERAL HOME LOAN MORTGAGE CORP 2013-10-30 2042-06-01 0 - 9.25 Government Agency Debt 85043133.55 27073216.64 Unrated Security 2012-10-01 2012-10-01 N N N 39648826.00 39648826.15 0.0023 N 39648826.15 39648826.15 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T7G0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-12-15 2042-08-15 0.65 - 3 Government Agency Debt 238750578.00 1629293.91 FEDERAL NATIONAL MORTGAGE ASSOC 2020-09-25 2048-07-25 0.516 - 1.369 Government Agency Debt 1157390728.00 39571982.77 First Tier Security 2012-10-05 2012-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 40000000.00 40000000.00 0.0023 N 40000000.00 40000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T5H0 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-09-15 2041-09-15 4 - 4 Government Agency Debt 155000.00 145467.87 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-25 2039-09-25 0.576 - 1.566 Government Agency Debt 383740602.00 27666848.62 First Tier Security 2012-10-05 2012-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 27000000.00 27000000.00 0.0015 N 27000000.00 27000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T3V1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-11-15 2041-09-15 3.75 - 4 Government Agency Debt 7454100.00 5146069.15 FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-25 2040-08-25 2 - 2 Government Agency Debt 5000.00 4992.49 First Tier Security 2012-10-05 2012-10-05 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-01 2042-10-01 0 - 7.5 Government Agency Debt 101512869.41 72267106.15 FEDERAL HOME LOAN MORTGAGE CORP 2023-03-15 2042-09-15 0 - 38.215 Government Agency Debt 64582732.81 20894470.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2050-04-16 0.518 - 5.5 Government Agency Debt 75765598.14 7445715.35 Unrated Security 2012-10-01 2012-10-01 N N N 98312906.00 98312905.65 0.0056 N 98312905.65 98312905.65 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.19%, dated 9/28/2012 due 10/01/2012 46V9918E1_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2022-02-15 0.75 - 2.75 Treasury Debt 1443021.39 1507510.26 FEDERAL NATIONAL MORTGAGE ASSOC 2032-03-01 2040-01-01 3.439 - 3.5 Government Agency Debt 445565.58 263814.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2041-08-20 4.5 - 4.5 Government Agency Debt 3336621.28 2918502.81 Unrated Security 2012-10-01 2012-10-01 N N N 4692425.00 4692424.70 0.0003 N 4692424.70 4692424.70 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-08-15 2022-02-15 0.75 - 2.75 Treasury Debt 73056889.27 76321813.90 FEDERAL NATIONAL MORTGAGE ASSOC 2032-03-01 2040-01-01 3.439 - 3.5 Government Agency Debt 22557971.39 13356328.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-04-20 2041-08-20 4.5 - 4.5 Government Agency Debt 168925542.86 147757155.82 Unrated Security 2012-10-01 2012-10-01 N N N 237566785.00 237566784.59 0.0136 N 237566784.59 237566784.59 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_55501 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2013-06-01 2042-10-01 0 - 6.5 Government Agency Debt 48718138.77 18878672.87 FEDERAL NATIONAL MORTGAGE ASSOC 2042-09-01 2042-09-01 4 - 4 Government Agency Debt 9249868.20 10008930.89 Unrated Security 2012-10-01 2012-10-01 N N N 28320590.00 28320590.10 0.0016 N 28320590.10 28320590.10 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.21% 46Z99KEX6 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2040-12-01 3.846 - 6 Government Agency Debt 27636642.00 27428992.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-07-20 2041-11-16 3 - 4.5 Government Agency Debt 150000.00 113231.23 First Tier Security 2012-10-05 2012-10-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 27000000.00 27000000.00 0.0015 N 27000000.00 27000000.00 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_07160 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-02-12 2042-09-01 0 - 5.5 Government Agency Debt 37039201.42 32171959.82 FEDERAL NATIONAL MORTGAGE ASSOC 2029-02-25 2042-07-01 0.617 - 4 Government Agency Debt 96571589.00 75032797.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-16 2062-09-20 2.5 - 4.555 Government Agency Debt 11740293.56 10156199.72 Unrated Security 2012-10-01 2012-10-01 N N N 114900680.00 114900679.85 0.0066 N 114900679.85 114900679.85 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.22% 46Z99KDB5 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-03-15 2042-09-15 2 - 8.5 Government Agency Debt 12487899.00 12404897.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2042-08-20 3 - 4 Government Agency Debt 33018221.00 35434435.14 FEDERAL NATIONAL MORTGAGE ASSOC 2018-08-25 2042-10-25 2 - 8.5 Government Agency Debt 10826239.00 8447916.49 First Tier Security 2012-10-05 2012-10-05 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 55000000.00 55000000.00 0.0031 N 55000000.00 55000000.00 RBS Securities, Inc. In a joint trading account with RBS Securities, Inc. at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_32466 Government Agency Repurchase Agreement Y US TREASURY 2012-10-31 2022-08-15 0.125 - 4.625 Treasury Debt 357489467.54 373880424.35 Unrated Security 2012-10-01 2012-10-01 N N N 366549352.00 366549351.92 0.0210 N 366549351.92 366549351.92 Societe Generale In a joint trading account with Societe Generale at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_74037 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2041-12-01 2.5 - 5 Government Agency Debt 52864210.37 42559649.75 FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2042-06-01 3.5 - 5 Government Agency Debt 16842030.88 15215557.73 Unrated Security 2012-10-01 2012-10-01 N N N 56641180.00 56641180.21 0.0032 N 56641180.21 56641180.21 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.19%, dated 9/28/2012 due 10/01/2012 46V9918E1_06042 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2023-10-16 2042-09-20 0.518 - 6 Government Agency Debt 2659903.86 2012641.32 FEDERAL HOME LOAN MORTGAGE CORP 2017-06-15 2042-05-15 1.239 - 238 Government Agency Debt 8905849.07 5239074.27 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-25 2042-10-25 0 - 9.25 Government Agency Debt 17473830.85 6557684.63 Unrated Security 2012-10-01 2012-10-01 N N N 13406928.00 13406927.71 0.0008 N 13406927.71 13406927.71 UBS Securities LLC UBS Securities LLC, 0.20% 46X997NQ2 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2040-08-01 2.5 - 4.5 Government Agency Debt 96680849.00 84257362.45 First Tier Security 2012-10-05 2012-10-05 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 82000000.00 82000000.00 0.0047 N 82000000.00 82000000.00 UBS Securities LLC UBS Securities LLC, 0.23% 46X997PU1 0000230611 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2027-08-01 2.5 - 2.5 Government Agency Debt 26431943.00 27567896.37 First Tier Security 2012-10-02 2012-10-02 N N N 27000000.00 27000000.00 0.0015 N 27000000.00 27000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.22%, dated 9/28/2012 due 10/01/2012 46V9917R3_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN BANK 2012-10-03 2020-09-11 0 - 5.5 Government Agency Debt 19232917.32 19938421.77 FEDERAL FARM CREDIT 2013-08-16 2036-04-17 0 - 5.7 Government Agency Debt 2208763.28 2253234.51 FEDERAL AGRICULTURE MORTGAGE CORP 2012-12-28 2017-09-27 0 - 3.05 Government Agency Debt 747663.58 754443.23 US TREASURY 2014-03-31 2014-03-31 0.25 - 0.25 Treasury Debt 6651.29 6661.59 FEDERAL HOME LOAN MORTGAGE CORP 2012-10-03 2042-08-15 0 - 5.25 Government Agency Debt 41226194.33 40877601.91 TENNESEE VALLEY AUTHORITY 2013-03-15 2038-06-15 0 - 6 Government Agency Debt 6794837.81 5057956.25 RESOLUTION FUNDING CORP 2012-10-15 2030-04-15 0 - 0 Government Agency Debt 60363.31 52807.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-04-20 2041-08-20 0.518 - 2.5 Government Agency Debt 27252136.69 27625257.83 FEDERAL NATIONAL MORTGAGE ASSOC 2012-10-30 2042-10-25 0 - 6.625 Government Agency Debt 79514750.41 80771639.76 FINANCE CORPORATION 2012-11-30 2019-09-26 0 - 0 Government Agency Debt 1008536.67 940844.03 Unrated Security 2012-10-01 2012-10-01 N N N 173969339.00 173969339.21 0.0100 N 173969339.21 173969339.21 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.21% 47A99PJT4 0000318336 Other Repurchase Agreement N HARTFORD FINANCIAL SERVICES GR 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 69823.00 1347583.90 MYLAN LABS INC 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 631249.00 15462444.26 NEWFIELD EXPLORATION COMPANY 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 677391.00 21378459.96 NISOURCE INC PREMIUM INC EQUIT 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 88823.00 2265874.73 NOBLE ENERGY INC COM 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 202355.00 18841274.05 UNITED PARCEL SERVICE OF AMERI 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 498387.00 35893831.74 WELLS FARGO & COMPANY 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 1456142.00 50615495.92 First Tier Security 2012-10-01 2012-10-01 N N N 135000000.00 135000000.00 0.0077 N 135000000.00 135000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.28% 47A99PHX7 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2042-04-15 5.729 - 6.329 Government Agency Debt 276000095.00 30901513.85 First Tier Security 2012-10-02 2012-10-02 N N N 30000000.00 30000000.00 0.0017 N 30000000.00 30000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.31% 47A99PHR0 0000318336 Other Repurchase Agreement N PNC BANK CORP. 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 383477.00 24477336.91 PG & E CORP 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 339671.00 14405447.11 First Tier Security 2012-10-01 2012-10-01 N N N 36000000.00 36000000.00 0.0021 N 36000000.00 36000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.85% 44U99V8X9 0000318336 Other Repurchase Agreement N COVANTA HOLDINGS CORPORATION 2012-09-30 2012-09-30 N/A Other Instrument OTHER NOTE 10969000.00 12979540.92 First Tier Security 2012-10-30 2012-10-30 N N N 12000000.00 12000000.00 0.0007 Y 12000000.00 12000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.89% 47A99PAD8 0000318336 Other Repurchase Agreement N CWHEQ REVOLVING HOME EQUITY LO 2036-05-15 2036-05-15 0.401 - 0.401 Other Instrument ASSET BACKED 12135000.00 1580737.35 CWHEQ REVOLVING HOME EQUITY LO 2036-11-15 2036-11-15 0.371 - 0.371 Other Instrument ASSET BACKED 91870000.00 8259230.22 GMAC MORTGAGE SECURITIES II, I 2036-02-25 2036-02-25 0.456 - 0.456 Other Instrument ASSET BACKED 16435000.00 6380877.37 First Tier Security 2012-11-06 2012-11-06 N N N 15000000.00 15000000.00 0.0009 Y 15000000.00 15000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.89% 47A99PCB0 0000318336 Other Repurchase Agreement N AIRCRAFT FINANCE TRUST <1999-1 2024-05-15 2024-05-15 0.701 - 0.701 Other Instrument ASSET BACKED 45563000.00 15168597.01 QUEST TRUST 2002-X1 2035-12-25 2035-12-25 0.502 - 0.502 Other Instrument ASSET BACKED 5890000.00 1047064.18 First Tier Security 2012-11-19 2012-11-19 N N N 15000000.00 15000000.00 0.0009 Y 15000000.00 15000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99V4A3 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.484 - 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