N-MFP LIVE N 2012-03-31 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 93 1018808304.56 688156.07 10389104.87 1009107355.76 0.0041 1.0002 2012-03-30 1.0002 2012-03-30 C000019137 1.00 1009107355.76 1.00 347471.34 347471.34 0.00 0.0041 1.0002 2012-03-30 1.0002 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 3000000.00 3000000.00 0.0030 N 2999997.00 2999997.00 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 5000000.00 5000000.00 0.0050 N 4999190.00 4999190.00 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 2000000.00 2000000.00 0.0020 N 2000146.00 2000146.00 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 6000000.00 6000000.00 0.0059 N 6002910.00 6002910.00 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 4000000.00 4003464.08 0.0040 N 4002220.00 4002220.00 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 9000000.00 9000000.00 0.0089 N 9000000.00 9000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE74 Certificate of Deposit First Tier Security 2012-04-16 2012-09-17 N N N 10000000.00 10000000.00 0.0099 N 9999170.00 9999170.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417ELW1 Certificate of Deposit First Tier Security 2012-04-02 2012-11-01 N N N 5000000.00 5000000.00 0.0050 N 4999425.00 4999425.00 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 3000000.00 3000000.00 0.0030 N 3001775.10 3001775.10 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 3000000.00 3000000.00 0.0030 N 2999358.00 2999358.00 Bank of Nova Scotia Bank of Nova Scotia, 0.58% 06417EPT4 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 7000000.00 7000000.00 0.0069 N 7006360.90 7006360.90 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 1000000.00 1000000.00 0.0010 N 999937.00 999937.00 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 5000000.00 5004987.83 0.0050 N 5006405.00 5006405.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.40% 06538EJR9 Certificate of Deposit First Tier Security 2012-05-18 2012-05-18 N N N 10000000.00 10000000.00 0.0099 N 10001495.00 10001495.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMA2 Certificate of Deposit First Tier Security 2012-04-02 2012-09-04 N N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 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 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 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 5000000.00 5000000.00 0.0050 N 4999540.00 4999540.00 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 5000000.00 5000000.00 0.0050 N 4999540.00 4999540.00 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 10000000.00 10000000.00 0.0099 N 9999990.00 9999990.00 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 4000000.00 4000000.00 0.0040 N 3999892.00 3999892.00 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 9000000.00 9000000.00 0.0089 N 9003627.00 9003627.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.68% 13606XR91 Certificate of Deposit First Tier Security 2012-06-04 2012-09-04 N N N 1000000.00 999145.49 0.0010 N 1000089.00 1000089.00 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 3000000.00 3000000.00 0.0030 N 3000576.60 3000576.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60681P3A0 Certificate of Deposit First Tier Security 2012-04-26 2012-04-26 N N N 3000000.00 3000000.00 0.0030 N 3000651.90 3000651.90 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 3000000.00 3000000.00 0.0030 N 3000311.40 3000311.40 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 12000000.00 12000000.00 0.0119 N 12002097.60 12002097.60 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 3000000.00 3000000.00 0.0030 N 3000057.60 3000057.60 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-04-10 2012-07-06 N N N 3000000.00 3000000.00 0.0030 N 2999826.00 2999826.00 National Bank Canada National Bank Canada, 0.47% 63306V5M8 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 3000000.00 3000000.00 0.0030 N 3002376.90 3002376.90 National Bank Canada National Bank Canada, 0.64% 63306V6J4 Certificate of Deposit First Tier Security 2012-05-04 2013-02-04 N N N 3000000.00 3000000.00 0.0030 N 3000126.00 3000126.00 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 1000000.00 1000020.80 0.0010 N 1000256.40 1000256.40 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 25000000.00 25000000.00 0.0248 N 24999850.00 24999850.00 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 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 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 10000000.00 10000000.00 0.0099 N 10001265.00 10001265.00 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 3000000.00 3000000.00 0.0030 N 2999316.00 2999316.00 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 2000000.00 2000000.00 0.0020 N 1999528.00 1999528.00 Royal Bank of Canada Royal Bank of Canada, 0.54% 78009NDW3 Certificate of Deposit First Tier Security 2012-06-08 2013-03-08 N N N 10000000.00 10000000.00 0.0099 N 10017070.00 10017070.00 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 2000000.00 2000000.00 0.0020 N 2000924.00 2000924.00 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 3000000.00 3000000.00 0.0030 N 3002961.00 3002961.00 Societe Generale Societe Generale, 0.35% 83369R6W6 Certificate of Deposit First Tier Security 2012-04-04 2012-04-04 N N N 3000000.00 3000000.00 0.0030 N 2999983.20 2999983.20 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 7000000.00 7000000.00 0.0069 N 7000000.00 7000000.00 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 7000000.00 7000000.00 0.0069 N 7000000.00 7000000.00 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 7000000.00 7000000.00 0.0069 N 7000000.00 7000000.00 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 7000000.00 7000000.00 0.0069 N 7000014.00 7000014.00 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 7000000.00 7000000.00 0.0069 N 7001332.10 7001332.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.55% 86562ER34 Certificate of Deposit First Tier Security 2012-04-02 2012-04-02 N N N 10000000.00 10000000.00 0.0099 N 10000300.00 10000300.00 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 3000000.00 3000000.00 0.0030 N 3000865.80 3000865.80 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 3000000.00 3000000.00 0.0030 N 3000779.10 3000779.10 Svenska Handelsbanken Svenska Handelsbanken, 0.52% 86959BU29 Certificate of Deposit First Tier Security 2012-04-03 2012-04-03 N N N 5000000.00 5000001.39 0.0050 N 5000225.00 5000225.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-04-10 2012-11-07 N N N 3000000.00 3000000.00 0.0030 N 2999649.00 2999649.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.54% 89112XNA9 Certificate of Deposit First Tier Security 2012-05-02 2013-02-04 N N N 1000000.00 1000000.00 0.0010 N 1000056.00 1000056.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.58% 89112XBQ7 Certificate of Deposit First Tier Security 2012-04-19 2012-10-19 N N N 20000000.00 20000000.00 0.0198 N 19999380.00 19999380.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.28% 89112XMS1 Certificate of Deposit First Tier Security 2012-07-30 2012-07-30 N N N 14000000.00 13999999.25 0.0139 N 14006161.40 14006161.40 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 2000000.00 2000000.00 0.0020 N 2001660.40 2001660.40 Bank of Montreal Bank of Montreal, 0.38% 43D99EES2 0000927971 Certificate of Deposit First Tier Security 2012-08-06 2012-08-06 N N N 8000000.00 8000000.00 0.0079 N 8005440.00 8005440.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 202991XK6 0000008565 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 8000000.00 8000000.00 0.0079 N 8001820.80 8001820.80 HSBC Bank PLC HSBC Bank PLC, 0.25% 13L997JT4 0001140465 Certificate of Deposit First Tier Security 2012-05-29 2012-05-29 N N N 10000000.00 10000000.00 0.0099 N 9999999.00 9999999.00 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 3000000.00 3000000.00 0.0030 N 3000705.00 3000705.00 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 8000000.00 8000000.00 0.0079 N 8000199.20 8000199.20 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 10000000.00 10000000.00 0.0099 N 9998776.00 9998776.00 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 1000000.00 1000004.44 0.0010 N 1000188.60 1000188.60 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 5000000.00 5000000.00 0.0050 N 5000300.00 5000300.00 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 10000000.00 10000000.00 0.0099 N 10002049.00 10002049.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.52% 39K99HAW0 0000833029 Certificate of Deposit First Tier Security 2012-05-02 2012-05-02 N N N 5000000.00 5000000.00 0.0050 N 5001832.00 5001832.00 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 1000000.00 1000000.00 0.0010 N 1000094.70 1000094.70 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 2000000.00 2000000.00 0.0020 N 2000339.60 2000339.60 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 1000000.00 999838.89 0.0010 N 999949.70 999949.70 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 1000000.00 999806.67 0.0010 N 999936.20 999936.20 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.68% 0020P2EN2 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 10000000.00 9990366.67 0.0099 N 9995628.00 9995628.00 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 4000000.00 4000000.00 0.0040 Y 4000000.00 4000000.00 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 2000000.00 2000000.00 0.0020 Y 2000020.00 2000020.00 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 2000000.00 2000000.00 0.0020 Y 2000120.00 2000120.00 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 3000000.00 3000000.00 0.0030 Y 3000120.00 3000120.00 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 1000000.00 999681.39 0.0010 N 999761.70 999761.70 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 1000000.00 999546.11 0.0010 N 999625.00 999625.00 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 1000000.00 999472.22 0.0010 N 999533.40 999533.40 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 7000000.00 6999095.83 0.0069 N 6999405.00 6999405.00 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 10000000.00 9996813.89 0.0099 N 9997892.00 9997892.00 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 2000000.00 1999055.55 0.0020 N 1999545.00 1999545.00 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 3000000.00 2999952.11 0.0030 N 2998128.00 2998128.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RD27 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 5000000.00 4999930.56 0.0050 N 4999887.50 4999887.50 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RD50 Financial Company Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N N 5000000.00 4999722.22 0.0050 N 4999775.00 4999775.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RDB7 Financial Company Commercial Paper First Tier Security 2012-04-11 2012-04-11 N N N 5000000.00 4999305.56 0.0050 N 4999550.00 4999550.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RDG6 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 7000000.00 6998541.66 0.0069 N 6999107.50 6999107.50 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RDW1 Financial Company Commercial Paper First Tier Security 2012-04-30 2012-04-30 N N N 5000000.00 4997986.11 0.0050 N 4998793.00 4998793.00 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 1000000.00 999875.00 0.0010 N 999975.60 999975.60 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 1000000.00 999220.83 0.0010 N 999828.70 999828.70 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 2000000.00 1998382.22 0.0020 N 1999646.00 1999646.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF47 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 2000000.00 1997795.56 0.0020 N 1999486.60 1999486.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF88 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 3000000.00 2996486.67 0.0030 N 2999142.60 2999142.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DF88 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 2000000.00 1997657.78 0.0020 N 1999428.40 1999428.40 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 2000000.00 1997520.00 0.0020 N 1999371.00 1999371.00 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 2000000.00 1997416.67 0.0020 N 1999324.20 1999324.20 Danske Corp. Danske Corp., 0.30% 2363F6D23 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 2000000.00 1999983.33 0.0020 N 1999975.00 1999975.00 Danske Corp. Danske Corp., 0.30% 2363F6D31 Financial Company Commercial Paper First Tier Security 2012-04-03 2012-04-03 N N N 2000000.00 1999966.67 0.0020 N 1999966.60 1999966.60 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 3000000.00 2998225.00 0.0030 N 2998406.10 2998406.10 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 2000000.00 1998022.22 0.0020 N 1998518.80 1998518.80 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 7000000.00 7000000.00 0.0069 N 6999384.00 6999384.00 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 5000000.00 4994916.67 0.0049 N 4995999.00 4995999.00 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 5000000.00 4994625.00 0.0049 N 4995675.50 4995675.50 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 1000000.00 999655.56 0.0010 N 999761.70 999761.70 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 1000000.00 999951.11 0.0010 N 999975.00 999975.00 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 1000000.00 999902.22 0.0010 N 999953.10 999953.10 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 2000000.00 1999633.33 0.0020 N 1999801.60 1999801.60 Nordea North America, Inc. Nordea North America, Inc., 0.30% 6555P0EH8 Financial Company Commercial Paper First Tier Security 2012-05-17 2012-05-17 N N N 950000.00 949635.83 0.0009 N 949713.77 949713.77 PNC Bank NA PNC Bank NA, 0.20% 69349JDP5 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 5000000.00 4999388.89 0.0050 N 4999488.00 4999488.00 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 6000000.00 5997600.00 0.0059 N 5998245.60 5998245.60 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 1000000.00 999555.56 0.0010 N 999661.70 999661.70 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 1000000.00 999555.56 0.0010 N 999661.70 999661.70 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 1000000.00 999522.22 0.0010 N 999625.00 999625.00 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 2000000.00 1999000.00 0.0020 N 1999198.40 1999198.40 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 3000000.00 2999912.50 0.0030 N 2999937.60 2999937.60 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 1000000.00 999333.33 0.0010 N 999469.60 999469.60 Swedbank AB Swedbank AB, 0.45% 87019RDW3 Financial Company Commercial Paper First Tier Security 2012-04-30 2012-04-30 N N N 2000000.00 1999275.00 0.0020 N 1999564.20 1999564.20 Swedbank AB Swedbank AB, 0.50% 87019RE28 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 1000000.00 999569.44 0.0010 N 999761.70 999761.70 Swedbank AB Swedbank AB, 0.50% 87019RE44 Financial Company Commercial Paper First Tier Security 2012-05-04 2012-05-04 N N N 1000000.00 999541.67 0.0010 N 999740.40 999740.40 Swedbank AB Swedbank AB, 0.53% 87019REF9 Financial Company Commercial Paper First Tier Security 2012-05-15 2012-05-15 N N N 3000000.00 2998056.66 0.0030 N 2998838.40 2998838.40 Swedbank AB Swedbank AB, 0.55% 87019REN2 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 2000000.00 1998441.67 0.0020 N 1999037.20 1999037.20 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.33% 89233GDP8 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 10000000.00 9997983.33 0.0099 N 9999444.00 9999444.00 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 2000000.00 1999083.33 0.0020 N 1999630.00 1999630.00 Westpac Banking Corp. Westpac Banking Corp., 0.50% 9612C0E96 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 5000000.00 4997361.11 0.0050 N 4998668.50 4998668.50 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 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 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 5000000.00 5000000.00 0.0050 N 5000015.00 5000015.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.28% 03221LD49 Asset Backed Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 2000000.00 1999953.33 0.0020 N 1999947.20 1999947.20 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 2000000.00 1998933.34 0.0020 N 1999421.40 1999421.40 CIESCO LP CIESCO LP, 0.27% 17178BDS1 Asset Backed Commercial Paper First Tier Security 2012-04-26 2012-04-26 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1999625.00 0.0020 N 1999805.00 1999805.00 Govco, Inc. Govco, Inc., 0.27% 38362VD26 Asset Backed Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999992.50 0.0010 N 999984.20 999984.20 Govco, Inc. Govco, Inc., 0.27% 38362VD34 Asset Backed Commercial Paper First Tier Security 2012-04-03 2012-04-03 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999970.00 0.0020 N 1999957.80 1999957.80 Govco, Inc. Govco, Inc., 0.27% 38362VD59 Asset Backed Commercial Paper First Tier Security 2012-04-05 2012-04-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999970.00 0.0010 N 999968.30 999968.30 Govco, Inc. Govco, Inc., 0.27% 38362VDA8 Asset Backed Commercial Paper First Tier Security 2012-04-10 2012-04-10 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999932.50 0.0010 N 999941.90 999941.90 Govco, Inc. Govco, Inc., 0.27% 38362VDD2 Asset Backed Commercial Paper First Tier Security 2012-04-13 2012-04-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999910.00 0.0010 N 999926.10 999926.10 Govco, Inc. Govco, Inc., 0.27% 38362VDH3 Asset Backed Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999880.00 0.0010 N 999900.00 999900.00 Govco, Inc. Govco, Inc., 0.27% 38362VDP5 Asset Backed Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999835.00 0.0010 N 999853.30 999853.30 Govco, Inc. Govco, Inc., 0.34% 38362VE74 Asset Backed Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999660.00 0.0010 N 999741.40 999741.40 Liberty Street Funding LLC Liberty Street Funding LLC, 0.24% 53127TDJ9 Asset Backed Commercial Paper First Tier Security 2012-04-18 2012-04-18 N N Y GUARANTOR BANK OF NOVA SCOTIA N/A N/A LIQUIDITY BANK OF NOVA SCOTIA N/A N/A 5000000.00 4999433.33 0.0050 N 4999464.50 4999464.50 Market Street Funding LLC Market Street Funding LLC, 0.26% 5705X4E26 Asset Backed Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N Y LIQUIDITY PNC BANK NA PITTSBURGH PA N/A N/A 4000000.00 3999104.45 0.0040 N 3999508.80 3999508.80 Windmill Funding Corp. Windmill Funding Corp., 0.27% 97342GDH7 Asset Backed Commercial Paper First Tier Security 2012-04-17 2012-04-17 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 1000000.00 999880.00 0.0010 N 999892.50 999892.50 Windmill Funding Corp. Windmill Funding Corp., 0.28% 97342GD46 Asset Backed Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 2000000.00 1999953.33 0.0020 N 1999958.40 1999958.40 Devon Energy Corp. Devon Energy Corp., 0.44% 25179JAA8 Other Commercial Paper Second Tier Security 2012-04-26 2012-04-30 Y DEVON ENERGY CORP NEW N/A N/A N N 5000000.00 5000000.00 0.0050 N 4999025.00 4999025.00 Ecolab, Inc. Ecolab, Inc., 0.52% 27887RAA9 Other Commercial Paper Second Tier Security 2012-04-11 2012-04-30 Y ECOLAB INC N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000033.00 3000033.00 Sempra Global Sempra Global, 0.45% 81685LDT9 Other Commercial Paper Second Tier Security 2012-04-27 2012-04-27 N N N 1000000.00 999675.00 0.0010 N 999748.20 999748.20 Sempra Global Sempra Global, 0.45% 81685LDT9 Other Commercial Paper Second Tier Security 2012-04-27 2012-04-27 N N N 1000000.00 999675.00 0.0010 N 999748.20 999748.20 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JD24 Other Commercial Paper Second Tier Security 2012-04-02 2012-04-02 N N N 1000000.00 999988.89 0.0010 N 999979.20 999979.20 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780JDG3 Other Commercial Paper Second Tier Security 2012-04-16 2012-04-16 N N N 1000000.00 999833.33 0.0010 N 999853.60 999853.60 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 20000000.00 19987836.04 0.0198 N 19990000.00 19990000.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956H9 Treasury Debt First Tier Security 2012-09-13 2012-09-13 N N N 10000000.00 9993125.00 0.0099 N 9994200.00 9994200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955C1 Treasury Debt First Tier Security 2012-09-20 2012-09-20 N N N 15000000.00 14989249.99 0.0149 N 14990385.00 14990385.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956J5 Treasury Debt First Tier Security 2012-09-27 2012-09-27 N N N 10000000.00 9992541.67 0.0099 N 9993330.00 9993330.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.16% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 55000000.00 55215449.68 0.0547 N 55216975.00 55216975.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828NQ9 Treasury Debt First Tier Security 2012-07-31 2012-07-31 N N N 10000000.00 10017169.96 0.0099 N 10016410.00 10016410.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828PW4 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 10000000.00 10034250.00 0.0099 N 10031640.00 10031640.00 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 8000000.00 8059251.94 0.0080 N 8059064.00 8059064.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.20% 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 8000000.00 8074293.08 0.0080 N 8073128.00 8073128.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 10000000.00 10103412.26 0.0100 N 10100390.00 10100390.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.19% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 677525SY4 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 21000000.00 21000000.00 0.0208 N 21000000.00 21000000.00 Harris County Tex Indl. Dev. Corp. Harris County Tex Indl. Dev. Corp., 0.29% (HFOTCO LLC Proj.) Series 2010, LOC Bank of America NA VRDN 414189AD2 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 12400000.00 12400000.00 0.0123 N 12400000.00 12400000.00 Denver Colorado Pub. Schools Ctfs. of Prtn. Denver Colorado Pub. Schools Ctfs. of Prtn., 0.15% Series 2011 A4, LOC Royal Bank of Canada VRDN 249218AA6 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 5000000.00 5000000.00 0.0050 N 5000000.00 5000000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.49% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2012-04-06 2012-04-06 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0046 N 4600000.00 4600000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.19% (AnMed Health Proj.) Series 2009 C, LOC Branch Banking & Trust Co. VRDN 83703FCR1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 2900000.00 2900000.00 0.0029 N 2900000.00 2900000.00 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 9000000.00 8997822.76 0.0089 N 9003933.00 9003933.00 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 11000000.00 11000000.00 0.0109 N 11001452.00 11001452.00 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 4000000.00 4000000.00 0.0040 N 4001024.00 4001024.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612E0CB1 Other Note First Tier Security 2012-04-02 2012-04-02 N N N 10000000.00 10000000.00 0.0099 N 10000000.00 10000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2012-04-23 2012-05-23 N N N 5000000.00 5000000.00 0.0050 N 4999870.00 4999870.00 Westpac Banking Corp. Westpac Banking Corp., 0.62% 91621CBE0 Other Note First Tier Security 2012-05-11 2012-06-08 N N N 2000000.00 2000000.00 0.0020 N 2000040.00 2000040.00 Westpac Banking Corp. Westpac Banking Corp., 0.68% 91621CBA8 Other Note First Tier Security 2012-04-16 2012-06-14 N N N 3000000.00 3000000.00 0.0030 N 2999889.00 2999889.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.45% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 04/10/2012, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2012-04-10 2012-04-10 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0050 N 4999900.00 4999900.00 Harley-Davidson Motor Trust Harley-Davidson Motor Trust, 0.38% 41283PAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-11-15 2012-11-15 N N N 4029516.00 4029516.40 0.0040 N 4029282.29 4029282.29 Honda Auto Receivables Owner Trust Honda Auto Receivables Owner Trust, 0.40% 43811AAA4 Other Instrument Asset-Backed Securities First Tier Security 2012-10-22 2012-10-22 N N N 1903322.00 1903322.20 0.0019 N 1903029.47 1903029.47 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 229068.00 229067.92 0.0002 N 229050.99 229050.99 Bank of America NA In a joint trading account with Bank of America NA at 0.19%, dated 3/30/2012 due 04/02/2012 44P99W5V0_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.623 - 5.5 Government Agency Debt 16758.31 10344.12 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2040-04-25 0.552 - 6 Government Agency Debt 28077.14 18142.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.428 - 6.5 Government Agency Debt 117426.67 94808.11 Unrated Security 2012-04-02 2012-04-02 N N N 119702.00 119702.18 0.0001 N 119702.18 119702.18 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928G1 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-01-01 2041-01-01 5 - 5 Government Agency Debt 3003395.00 3064628.35 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9929B1 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-01 2040-09-01 5 - 5 Government Agency Debt 1979008.00 2044381.01 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.19%, dated 3/30/2012 due 04/02/2012 44P99W5V0_04361 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2042-01-01 3.5 - 5 Government Agency Debt 4136.48 2792.02 US TREASURY 2012-04-30 2021-11-15 0 - 3.25 Treasury Debt 26358.29 27157.29 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2042-04-01 4 - 5 Government Agency Debt 3618.10 3446.65 Unrated Security 2012-04-02 2012-04-02 N N N 32741.00 32740.92 0.0000 N 32740.92 32740.92 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.19%, dated 3/30/2012 due 04/02/2012 44P99W5V0_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2048-01-01 1.523 - 6.645 Government Agency Debt 35036.52 16697.88 Unrated Security 2012-04-02 2012-04-02 N N N 16370.00 16370.46 0.0000 N 16370.46 16370.46 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.19%, dated 3/30/2012 due 04/02/2012 44P99W5V0_08126 Government Agency Repurchase Agreement Y US TREASURY 2012-04-05 2018-10-31 0 - 4.75 Treasury Debt 65903.13 66791.76 FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2043-10-25 2.452 - 7.5 Government Agency Debt 18456.48 11612.78 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2046-02-25 2.387 - 7.5 Government Agency Debt 39166.74 13512.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-05-20 2041-10-20 3 - 7 Government Agency Debt 133835.68 108097.90 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument CORPORATE 65.48 66.16 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 0.473 - 0.473 Other Instrument CORPORATE 52.39 52.48 CITIBANK N A FDIC GTD TLGP 2012-12-28 2012-12-28 1.75 - 1.75 Other Instrument CORPORATE 436.55 443.46 Unrated Security 2012-04-02 2012-04-02 N N N 196446.00 196445.52 0.0002 N 196445.52 196445.52 Societe Generale In a joint trading account with Societe Generale at 0.19%, dated 3/30/2012 due 04/02/2012 44P99W5V0_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2042-04-01 3 - 6 Government Agency Debt 6951.15 5238.08 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2051-09-01 3.5 - 6.5 Government Agency Debt 31167.02 28158.16 Unrated Security 2012-04-02 2012-04-02 N N N 32741.00 32740.92 0.0000 N 32740.92 32740.92 Barclays Capital, Inc. Barclays Capital, Inc., 0.37% 44T99SXE2 0000851376 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 3659.16 NEWCASTLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17949.00 110565.84 SOLUTIA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23727.00 659847.87 SYNOPSYS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9876.00 306353.52 First Tier Security 2012-04-03 2012-04-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.25% 44U99VKP2 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2031-06-01 2042-03-25 0 - 5 Government Agency Debt 14998394.00 2060108.57 First Tier Security 2012-04-03 2012-04-03 N N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.32% 44U99VKU1 0000318336 Other Repurchase Agreement N HCA HOLDINGS, INC. 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 316468.00 7560420.52 First Tier Security 2012-04-04 2012-04-04 N N N 7000000.00 7000000.00 0.0069 N 7000000.00 7000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.88% 42V99R2U3 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 20000.00 2342.01 CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.392 - 0.392 Other Instrument ASSET BACKED 2126100.00 1084490.42 First Tier Security 2012-04-03 2012-04-03 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 44U99VCR7 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 35000.00 4098.52 CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.392 - 0.392 Other Instrument ASSET BACKED 4234200.00 2159799.33 First Tier Security 2012-05-17 2012-05-17 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 44U99VDB1 0000318336 Other Repurchase Agreement N CWALT, ALTERNATIVE LOAN TRUST 2046-08-25 2046-08-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 215000.00 18451.27 ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 75000.00 8782.55 CSMC MORTGAGE PASS-THROUGH CER 2036-11-25 2036-11-25 5.108 - 5.108 Other Instrument GOVERNMENT AGENCY 530000.00 11744.49 RASC SERIES 2006-KS6 2036-08-25 2036-08-25 0.392 - 0.392 Other Instrument ASSET BACKED 3270000.00 2123873.42 First Tier Security 2012-05-22 2012-05-22 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 44U99VEC8 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 20000.00 2342.01 CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.392 - 0.392 Other Instrument ASSET BACKED 2124400.00 1083623.28 First Tier Security 2012-05-25 2012-05-25 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.95% 42V99R9N2 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 20000.00 2342.01 CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.392 - 0.392 Other Instrument ASSET BACKED 2125200.00 1084031.35 First Tier Security 2012-05-10 2012-05-10 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.97% 42V99R6H8 0000318336 Other Repurchase Agreement N SALESFORCE.COM SR CPFD 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 1687000.00 3155099.94 First Tier Security 2012-05-01 2012-05-01 N N N 3000000.00 3000000.00 0.0030 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.97% 42V99R7C8 0000318336 Other Repurchase Agreement N DOMINO'S PIZZA MASTER ISSUES L 2042-01-25 2042-01-25 5.216 - 5.216 Other Instrument ASSET BACKED 1035000.00 1053142.40 JPMORGAN ACCEPTANCE CORPORATIO 2036-05-26 2036-05-26 N/A Other Instrument GOVERNMENT AGENCY 50000.00 31540.80 First Tier Security 2012-05-03 2012-05-03 N N N 1000000.00 1000000.00 0.0010 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.98% 42V99RYU8 0000318336 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2035-11-25 2035-11-25 0.552 - 0.552 Other Instrument GOVERNMENT AGENCY 920000.00 13625.88 CSMC MORTGAGE PASS-THROUGH CER 2036-11-25 2036-11-25 5.108 - 5.108 Other Instrument GOVERNMENT AGENCY 870000.00 19278.69 SASI FINANCE LIMITED PARTNERSH 2037-12-25 2037-12-25 1.122 - 1.122 Other Instrument GOVERNMENT AGENCY 289703.00 27477.62 RASC SERIES 2006-KS6 2036-08-25 2036-08-25 0.392 - 0.392 Other Instrument ASSET BACKED 4910000.00 3189057.65 First Tier Security 2012-04-12 2012-04-12 N N N 3000000.00 3000000.00 0.0030 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 1.00% 42V99R2V1 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 25000.00 2927.52 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 35000.00 7844.57 CWABS ASSET-BACKED CERTIFICATE 2047-06-25 2047-06-25 0.432 - 0.432 Other Instrument ASSET BACKED 7019400.00 3237431.37 First Tier Security 2012-04-18 2012-04-18 N N N 3000000.00 3000000.00 0.0030 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 1.00% 42V99R3G3 0000318336 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MORTGA 2041-10-12 2041-10-12 5.811 - 5.811 Other Instrument GOVERNMENT AGENCY 410000.00 67739.01 DOMINO'S PIZZA MASTER ISSUES L 2042-01-25 2042-01-25 5.216 - 5.216 Other Instrument ASSET BACKED 3099500.00 3153830.80 JPMORGAN ACCEPTANCE CORPORATIO 2036-05-26 2036-05-26 N/A Other Instrument GOVERNMENT AGENCY 40000.00 25232.64 First Tier Security 2012-04-24 2012-04-24 N N N 3000000.00 3000000.00 0.0030 Y 3000000.00 3000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.50% 41J99M4J3 0000058056 Other Repurchase Agreement N JETBLUE AWYS CORP 2038-10-15 2038-10-15 5.5 - 5.5 Other Instrument EQUITY 13868000.00 18499334.19 PMI GROUP INC 2020-04-15 2020-04-15 4.5 - 4.5 Other Instrument EQUITY 80925000.00 20382984.44 First Tier Security 2012-04-02 2012-04-02 N N N 36000000.00 36000000.00 0.0357 N 36000000.00 36000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.22% 40M99HTN6 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN BANK 2013-05-16 2013-05-16 0.24 - 0.24 Government Agency Debt 2970000.00 2970009.90 FEDERAL NATIONAL MORTGAGE ASSOC 2013-11-08 2013-11-08 0.212 - 0.212 Government Agency Debt 5191000.00 5190970.66 First Tier Security 2012-04-04 2012-04-04 N N N 8000000.00 8000000.00 0.0079 N 8000000.00 8000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.27% 40M99HTP1 0000769993 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2017-05-12 1.25 - 1.25 Government Agency Debt 3060000.00 3060700.40 First Tier Security 2012-04-04 2012-04-04 N N N 3000000.00 3000000.00 0.0030 N 3000000.00 3000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.74% 43H99UXS1 Other Repurchase Agreement N APPLE COMPUTER, INC. 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 8924.00 5442390.64 First Tier Security 2012-04-23 2012-04-23 N N N 5000000.00 5000000.00 0.0050 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 43H99UCS4 Other Repurchase Agreement N WELLS FARGO & COMPANY 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 64264.00 2181120.16 First Tier Security 2012-04-23 2012-04-23 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.05% 43H99UXR3 Other Repurchase Agreement N UAL CORPORATION 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 2003000.00 5446852.04 First Tier Security 2012-07-23 2012-07-23 N N N 5000000.00 5000000.00 0.0050 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.49% 45A99WCA1 0001287279 Other Repurchase Agreement N LEHMAN MORTGAGE TRUST 2005-1 2036-01-25 2036-01-25 N/A Other Instrument GOVERNMENT AGENCY 2970000.00 730532.44 RFMSI SERIES 2007-S5 TRUST 2037-05-25 2037-05-25 N/A Other Instrument GOVERNMENT AGENCY 523389.00 173447.28 STRUCTURED ASSET SECURITIES CO 2035-05-25 2035-05-25 N/A Other Instrument GOVERNMENT AGENCY 4054164.00 1256974.14 First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.95% 45A99WDV4 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE TRUST 2 2037-05-25 2037-05-25 N/A Other Instrument GOVERNMENT AGENCY 4439305.00 1324801.66 LEHMAN MORTGAGE TRUST 2005-1 2035-11-25 2036-01-25 N/A Other Instrument GOVERNMENT AGENCY 2943767.00 835781.74 First Tier Security 2012-09-21 2012-09-21 N N N 2000000.00 2000000.00 0.0020 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.20% 44Y99JMQ1 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-09-15 2041-09-15 5.808 - 5.808 Government Agency Debt 51243726.00 5573538.96 FEDERAL NATIONAL MORTGAGE ASSOC 2037-01-25 2041-12-25 5.756 - 6.456 Government Agency Debt 264936742.00 27850145.15 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-20 2039-06-20 5.758 - 5.758 Government Agency Debt 100000000.00 5716968.24 First Tier Security 2012-04-02 2012-04-02 N N N 38000000.00 38000000.00 0.0377 N 38000000.00 38000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.43% 44P99C3T1 Other Repurchase Agreement N DANAHER CORP 2021-01-22 2021-01-22 N/A Other Instrument EQUITY 5000.00 8000.00 BOSTON PPTYS LTD PARTNERSHIP 2014-02-15 2014-02-15 3.625 - 3.625 Other Instrument EQUITY 1915000.00 2096027.34 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 2000.00 1996.25 First Tier Security 2012-04-06 2012-04-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99QHR9 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-03-25 2041-03-25 6.406 - 6.406 Government Agency Debt 4354449.00 862516.71 FEDERAL HOME LOAN MORTGAGE CORP 2038-03-15 2038-03-15 5.882 - 5.882 Government Agency Debt 3121400.00 170082.00 First Tier Security 2012-04-04 2012-04-04 N N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.64% 42T99QGJ8 0000050916 Other Repurchase Agreement N CITIGROUP MORTGAGE LOAN TRUST 2036-09-25 2036-09-25 0.402 - 0.402 Other Instrument ASSET BACKED 3723869.00 1144987.19 DUTCH HILL FUNDING 2045-12-12 2045-12-12 2.224 - 2.224 Other Instrument ASSET BACKED 1000000.00 1121.78 WAMU ASSET-BACKED CERTIFICATES, WAMU 2037-01-25 2037-01-25 0.352 - 0.352 Other Instrument ASSET BACKED 2894.00 1061.50 First Tier Security 2012-04-06 2012-04-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.70% 42T99QBG9 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 4065216.00 1073603.06 CWALT ALTERNATIVE LOAN TRUST 2046-05-20 2046-05-20 0.452 - 0.452 Other Instrument MORTGAGE 33269.00 8655.31 RBSSP RESECURITIZATION TR 2045-10-26 2045-10-26 N/A Other Instrument MORTGAGE 2045.00 741.40 LB-UBS COMMERCIAL MORTGAGE TRUST 2038-11-16 2038-11-16 5.347 - 5.347 Other Instrument MORTGAGE 637.00 716.25 First Tier Security 2012-04-04 2012-04-04 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 35J99R3Q9 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-11-15 2041-11-15 0.642 - 0.642 Government Agency Debt 10380000.00 10303020.58 First Tier Security 2012-04-04 2012-04-04 N N N 10000000.00 10000000.00 0.0099 N 10000000.00 10000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.64% 35J99R3L0 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2040-07-25 0.692 - 0.692 Government Agency Debt 2075000.00 2062771.55 First Tier Security 2012-04-06 2012-04-06 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R3N6 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2042-02-25 0.642 - 0.692 Government Agency Debt 5197789.00 5152319.95 First Tier Security 2012-04-18 2012-04-18 N N N 5000000.00 5000000.00 0.0050 Y 5000000.00 5000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.60% 40Q995FX1 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 4 - 4 Government Agency Debt 7270000.00 4080949.85 First Tier Security 2012-04-04 2012-04-04 N N N 4000000.00 4000000.00 0.0040 N 4000000.00 4000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.64% 40Q995FU7 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 4 - 4 Government Agency Debt 3640000.00 2043281.63 First Tier Security 2012-04-06 2012-04-06 Y ROYAL BK SCOT PLC(NON GOV REPO N/A N/A N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.59% 23M99SUS5 0000230611 Other Repurchase Agreement N DIGITAL RLTY TR LP 2029-04-15 2029-04-15 5.5 - 5.5 Other Instrument EQUITY 577000.00 1051702.71 First Tier Security 2012-04-06 2012-04-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.66% 23M99SUR7 0000230611 Other Repurchase Agreement N ARAMARK HLDGS CORP 2016-05-01 2016-05-01 8.625 - 8.625 Other Instrument CORPORATE 1020689.00 1081366.84 First Tier Security 2012-04-06 2012-04-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.71% 23M99SUL0 0000230611 Other Repurchase Agreement N UNITED STS STL CORP NEW 2014-05-15 2014-05-15 4 - 4 Other Instrument EQUITY 912000.00 1081860.00 First Tier Security 2012-04-06 2012-04-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0010 N 1000000.00 1000000.00