N-MFP LIVE N 2012-03-31 0000823535 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N Y Prime 47 91 2200478925.37 1561416.66 15813996.29 2186226345.74 0.0043 1.0001 2012-03-30 1.0001 2012-03-30 C000048773 1.00 940568603.66 1.00 -13606025.28 52377447.68 65983472.96 0.0017 1.0000 2012-03-30 1.0000 2012-03-30 C000048775 1.00 162076714.11 1.00 -15802768.89 21522924.48 37325693.37 0.0007 1.0001 2012-03-30 1.0001 2012-03-30 C000048776 1.00 161577025.51 1.00 889329.46 10018987.74 9129658.28 0.0001 1.0002 2012-03-30 1.0002 2012-03-30 C000048774 1.00 922004002.46 1.00 29704112.90 55436428.66 25732315.76 0.0015 1.0003 2012-03-30 1.0003 2012-03-30 Bank of Montreal Chicago CD Pogram Bank of Montreal Chicago CD Pogram, 0.76% 06366UK98 Certificate of Deposit First Tier Security 2012-04-25 2012-10-25 N N N 10000000.00 10008660.20 0.0046 N 10005550.00 10005550.00 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 8000000.00 8000000.00 0.0037 N 7999992.00 7999992.00 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 12000000.00 12000000.00 0.0055 N 11998056.00 11998056.00 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 4000000.00 4000000.00 0.0018 N 4000292.00 4000292.00 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 14000000.00 14000000.00 0.0064 N 14006790.00 14006790.00 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 19000000.00 19000000.00 0.0087 N 19000000.00 19000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE82 Certificate of Deposit First Tier Security 2012-04-19 2012-09-19 N N N 24000000.00 24000000.00 0.0110 N 23998104.00 23998104.00 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 18000000.00 18000000.00 0.0082 N 17997930.00 17997930.00 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 8000000.00 8000000.00 0.0037 N 8004733.60 8004733.60 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 7000000.00 7000000.00 0.0032 N 6998502.00 6998502.00 Bank of Nova Scotia Bank of Nova Scotia, 0.65% 06417DJE6 Certificate of Deposit First Tier Security 2012-05-16 2013-03-15 N N N 6000000.00 6000000.00 0.0027 N 5999622.00 5999622.00 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 11000000.00 11010973.22 0.0050 N 11014091.00 11014091.00 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 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 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 10000000.00 10000000.00 0.0046 N 9999080.00 9999080.00 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 8000000.00 8000000.00 0.0037 N 7999264.00 7999264.00 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 22000000.00 22000000.00 0.0101 N 22012408.00 22012408.00 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 14000000.00 14000000.00 0.0064 N 13999986.00 13999986.00 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 8000000.00 8000000.00 0.0037 N 7999784.00 7999784.00 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 20000000.00 20000000.00 0.0091 N 20008060.00 20008060.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.78% 13606XW20 Certificate of Deposit First Tier Security 2012-04-02 2012-10-01 N N N 14000000.00 14008509.25 0.0064 N 14000000.00 14000000.00 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 8000000.00 8000000.00 0.0037 N 8001537.60 8001537.60 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 8000000.00 8000000.00 0.0037 N 8001738.40 8001738.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60681P3L6 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 7000000.00 7000000.00 0.0032 N 7001512.70 7001512.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60681P2Q6 Certificate of Deposit First Tier Security 2012-04-10 2012-04-10 N N N 8000000.00 8000000.00 0.0037 N 8000830.40 8000830.40 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 22000000.00 22000000.00 0.0101 N 22003845.60 22003845.60 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 8000000.00 8000000.00 0.0037 N 8000153.60 8000153.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GTL2 Certificate of Deposit First Tier Security 2012-07-03 2012-07-03 N N N 22000000.00 22000000.00 0.0101 N 21997679.00 21997679.00 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-04-10 2012-07-06 N N N 7000000.00 7000000.00 0.0032 N 6999594.00 6999594.00 National Bank Canada National Bank Canada, 0.47% 63306V5M8 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 8000000.00 8000000.00 0.0037 N 8006338.40 8006338.40 National Bank Canada National Bank Canada, 0.64% 63306V6J4 Certificate of Deposit First Tier Security 2012-05-04 2013-02-04 N N N 7000000.00 7000000.00 0.0032 N 7000294.00 7000294.00 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 2000000.00 2000041.60 0.0009 N 2000512.80 2000512.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2012-04-10 2012-06-08 N N N 20000000.00 20000000.00 0.0091 N 19999880.00 19999880.00 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 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 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 22000000.00 22000000.00 0.0101 N 22002783.00 22002783.00 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 7000000.00 7000000.00 0.0032 N 6998404.00 6998404.00 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 3000000.00 3000000.00 0.0014 N 2999292.00 2999292.00 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 27000000.00 27000000.00 0.0124 N 27026649.00 27026649.00 Societe Generale Societe Generale, 0.35% 83369R6W6 Certificate of Deposit First Tier Security 2012-04-04 2012-04-04 N N N 7000000.00 7000000.00 0.0032 N 6999960.80 6999960.80 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 15000000.00 15000000.00 0.0069 N 15000000.00 15000000.00 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 15000000.00 15000000.00 0.0069 N 15000000.00 15000000.00 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 15000000.00 15000000.00 0.0069 N 15000000.00 15000000.00 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 15000000.00 15000000.00 0.0069 N 15000030.00 15000030.00 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 15000000.00 15000000.00 0.0069 N 15002854.50 15002854.50 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 24000000.00 24000000.00 0.0110 N 24000720.00 24000720.00 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 8000000.00 8000000.00 0.0037 N 8002308.80 8002308.80 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 8000000.00 8000000.00 0.0037 N 8002077.60 8002077.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-04-10 2012-11-07 N N N 20000000.00 20000000.00 0.0091 N 19997660.00 19997660.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.54% 89112XNA9 Certificate of Deposit First Tier Security 2012-05-02 2013-02-04 N N N 2000000.00 2000000.00 0.0009 N 2000112.00 2000112.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.62% 89112XES0 Certificate of Deposit First Tier Security 2012-11-14 2012-11-14 N N N 18000000.00 18000000.00 0.0082 N 18044526.60 18044526.60 ABN AMRO Bank NV ABN AMRO Bank NV, 0.25% 37V995LA4 Certificate of Deposit First Tier Security 2012-04-16 2012-04-16 N N N 11000000.00 11000000.00 0.0050 N 11000051.70 11000051.70 ABN AMRO Bank NV ABN AMRO Bank NV, 0.25% 37V995KY3 Certificate of Deposit First Tier Security 2012-04-16 2012-04-16 N N N 11000000.00 11000000.00 0.0050 N 11000051.70 11000051.70 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 4000000.00 4000000.00 0.0018 N 4003320.80 4003320.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 202991XY6 0000008565 Certificate of Deposit First Tier Security 2012-08-08 2012-08-08 N N N 9000000.00 9000000.00 0.0041 N 9005230.80 9005230.80 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 7000000.00 7000000.00 0.0032 N 7001645.00 7001645.00 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAU8 0001140465 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 9000000.00 9000000.00 0.0041 N 9002550.60 9002550.60 HSBC Bank PLC HSBC Bank PLC, 0.51% 35X99QAY0 0001140465 Certificate of Deposit First Tier Security 2012-05-31 2012-05-31 N N N 4000000.00 4000000.00 0.0018 N 4001787.20 4001787.20 ING Bank NV ING Bank NV, 0.37% 42K99Y7A9 0001017255 Certificate of Deposit First Tier Security 2012-05-14 2012-05-14 N N N 22000000.00 22000000.00 0.0101 N 22000547.80 22000547.80 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 22000000.00 22000000.00 0.0101 N 21997307.20 21997307.20 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 5000000.00 5000022.19 0.0023 N 5000943.00 5000943.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.59% 18G993BF6 0001462160 Certificate of Deposit First Tier Security 2012-04-12 2012-04-12 N N N 25000000.00 25000038.14 0.0114 N 25003427.50 25003427.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HCU2 0000833029 Certificate of Deposit First Tier Security 2012-09-10 2012-09-10 N N N 22000000.00 22000000.00 0.0101 N 22004994.00 22004994.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.47% 39K99HBS8 0000833029 Certificate of Deposit First Tier Security 2012-04-05 2012-04-05 N N N 18000000.00 18000000.00 0.0082 N 18001080.00 18001080.00 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 24000000.00 24000000.00 0.0110 N 24004917.60 24004917.60 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 21000000.00 21000000.00 0.0096 N 21007694.40 21007694.40 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 3000000.00 3000000.00 0.0014 N 3000284.10 3000284.10 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 4000000.00 4000000.00 0.0018 N 4000679.20 4000679.20 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 2000000.00 1999677.78 0.0009 N 1999899.40 1999899.40 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 2000000.00 1999613.33 0.0009 N 1999872.40 1999872.40 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 23000000.00 22977843.33 0.0105 N 22989944.40 22989944.40 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 9000000.00 9000000.00 0.0041 Y 9000000.00 9000000.00 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 5000000.00 5000000.00 0.0023 Y 5000050.00 5000050.00 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 4000000.00 4000000.00 0.0018 Y 4000240.00 4000240.00 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 6000000.00 6000000.00 0.0027 Y 6000240.00 6000240.00 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 0.0005 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% 06741GKH7 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 3000000.00 2998416.67 0.0014 N 2998600.20 2998600.20 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.31% 06737HDG1 Financial Company Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N N 15000000.00 14998062.50 0.0069 N 14998725.00 14998725.00 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 22000000.00 21992990.56 0.0101 N 21995362.40 21995362.40 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 4000000.00 3998111.11 0.0018 N 3999090.00 3999090.00 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 7000000.00 6999888.26 0.0032 N 6995632.00 6995632.00 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 11000000.00 10999847.22 0.0050 N 10999752.50 10999752.50 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 11000000.00 10999388.89 0.0050 N 10999505.00 10999505.00 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 11000000.00 10998472.22 0.0050 N 10999010.00 10999010.00 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 15000000.00 14996875.00 0.0069 N 14998087.50 14998087.50 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 11000000.00 10995569.44 0.0050 N 10997344.60 10997344.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.50% 20272DE30 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 8000000.00 7996444.44 0.0037 N 7999247.20 7999247.20 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 2000000.00 1998441.67 0.0009 N 1999657.40 1999657.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.56% 20272DEP1 Financial Company Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N N 4000000.00 3996764.45 0.0018 N 3999292.00 3999292.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.62% 20272DFC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 4000000.00 3995040.00 0.0018 N 3998742.00 3998742.00 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 4000000.00 3994833.33 0.0018 N 3998648.40 3998648.40 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EAFB4 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 22000000.00 21986983.33 0.0101 N 21982243.80 21982243.80 Danske Corp. Danske Corp., 0.30% 2363F6D23 Financial Company Commercial Paper First Tier Security 2012-04-02 2012-04-02 N N N 5000000.00 4999958.33 0.0023 N 4999937.50 4999937.50 Danske Corp. Danske Corp., 0.30% 2363F6D31 Financial Company Commercial Paper First Tier Security 2012-04-03 2012-04-03 N N N 5000000.00 4999916.67 0.0023 N 4999916.50 4999916.50 Danske Corp. Danske Corp., 0.30% 2363F6D49 Financial Company Commercial Paper First Tier Security 2012-04-04 2012-04-04 N N N 6000000.00 5999850.00 0.0027 N 5999875.20 5999875.20 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 7000000.00 6995858.33 0.0032 N 6996280.90 6996280.90 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 4000000.00 3996044.44 0.0018 N 3997037.60 3997037.60 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 15000000.00 15000000.00 0.0069 N 14998680.00 14998680.00 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 11000000.00 10988816.66 0.0050 N 10991197.80 10991197.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 11000000.00 10988175.00 0.0050 N 10990486.10 10990486.10 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.30% 51489GDK0 Financial Company Commercial Paper First Tier Security 2012-04-19 2012-04-19 N N N 5000000.00 4999250.00 0.0023 N 4999375.00 4999375.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.40% 60682WE20 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 1000000.00 999655.56 0.0005 N 999761.70 999761.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.46% 60682WE38 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 2000000.00 1999182.22 0.0009 N 1999503.20 1999503.20 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 2000000.00 1999902.22 0.0009 N 1999950.00 1999950.00 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 0.0005 N 999953.10 999953.10 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 9000000.00 8998900.00 0.0041 N 8999078.40 8999078.40 Rabobank USA Financial Corp. Rabobank USA Financial Corp., 0.37% 74977KF61 Financial Company Commercial Paper First Tier Security 2012-06-06 2012-06-06 N N N 4000000.00 3997286.67 0.0018 N 3997987.60 3997987.60 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 13000000.00 12994800.00 0.0059 N 12996198.80 12996198.80 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 2000000.00 1999111.11 0.0009 N 1999323.40 1999323.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.40% 83050TEB3 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 1000000.00 999555.56 0.0005 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 0.0005 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 4000000.00 3998000.00 0.0018 N 3998396.80 3998396.80 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 6000000.00 5999825.00 0.0027 N 5999875.20 5999875.20 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 0.0005 N 999469.60 999469.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.52% 86958FD38 Financial Company Commercial Paper First Tier Security 2012-04-03 2012-04-03 N N N 11000000.00 10999682.22 0.0050 N 10999853.70 10999853.70 Swedbank AB Swedbank AB, 0.43% 87019RE10 Financial Company Commercial Paper First Tier Security 2012-05-01 2012-05-01 N N N 2000000.00 1999291.67 0.0009 N 1999543.20 1999543.20 Swedbank AB Swedbank AB, 0.45% 87019RDW3 Financial Company Commercial Paper First Tier Security 2012-04-30 2012-04-30 N N N 4000000.00 3998550.00 0.0018 N 3999128.40 3999128.40 Swedbank AB Swedbank AB, 0.50% 87019RE28 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 2000000.00 1999138.89 0.0009 N 1999523.40 1999523.40 Swedbank AB Swedbank AB, 0.50% 87019RE44 Financial Company Commercial Paper First Tier Security 2012-05-04 2012-05-04 N N N 2000000.00 1999083.34 0.0009 N 1999480.80 1999480.80 Swedbank AB Swedbank AB, 0.53% 87019REF9 Financial Company Commercial Paper First Tier Security 2012-05-15 2012-05-15 N N N 6000000.00 5996113.34 0.0027 N 5997676.80 5997676.80 Swedbank AB Swedbank AB, 0.55% 87019REN2 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 4000000.00 3996883.33 0.0018 N 3998074.40 3998074.40 UBS Finance, Inc. UBS Finance, Inc., 0.36% 90262CF44 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 22000000.00 21985920.00 0.0101 N 21987416.00 21987416.00 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 28000000.00 27987166.67 0.0128 N 27994820.00 27994820.00 UBS Finance, Inc. UBS Finance, Inc., 0.54% 90262CDP9 Financial Company Commercial Paper First Tier Security 2012-04-23 2012-04-23 N N N 22000000.00 21992740.00 0.0101 N 21997696.60 21997696.60 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 9000000.00 9000000.00 0.0041 N 9000000.00 9000000.00 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 15000000.00 15000000.00 0.0069 N 15000045.00 15000045.00 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.27% 03221LDG2 Asset Backed Commercial Paper First Tier Security 2012-04-16 2012-04-16 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 18000000.00 17997975.00 0.0082 N 17998326.00 17998326.00 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 5000000.00 4999883.33 0.0023 N 4999868.00 4999868.00 Autobahn Funding Autobahn Funding, 0.48% 0527M0EB9 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y LIQUIDITY DZ BANK AG DEUT ZENT GENOSBANK N/A N/A 5000000.00 4997333.34 0.0023 N 4998553.50 4998553.50 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 5000000.00 4999062.50 0.0023 N 4999512.50 4999512.50 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 14000000.00 13999895.00 0.0064 N 13999778.80 13999778.80 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 2000000.00 1999985.00 0.0009 N 1999968.40 1999968.40 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 5000000.00 4999925.00 0.0023 N 4999894.50 4999894.50 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 3000000.00 2999910.00 0.0014 N 2999904.90 2999904.90 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 3000000.00 2999797.50 0.0014 N 2999825.70 2999825.70 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 3000000.00 2999640.00 0.0014 N 2999700.00 2999700.00 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 3000000.00 2999505.00 0.0014 N 2999559.90 2999559.90 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 2000000.00 1999320.00 0.0009 N 1999482.80 1999482.80 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 9000000.00 8998920.00 0.0041 N 8999032.50 8999032.50 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 5000000.00 4999883.33 0.0023 N 4999896.00 4999896.00 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 10000000.00 10000000.00 0.0046 N 9998050.00 9998050.00 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 7000000.00 7000000.00 0.0032 N 7000077.00 7000077.00 Sempra Global Sempra Global, 0.42% 81685LDL6 Other Commercial Paper Second Tier Security 2012-04-20 2012-04-20 N N N 1000000.00 999778.34 0.0005 N 999825.00 999825.00 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 0.0005 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 0.0005 N 999748.20 999748.20 Texas Instruments International Management Co. S.a.r.L. Texas Instruments International Management Co. S.a.r.L., 0.43% 88252AG92 Other Commercial Paper First Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 998831.25 0.0005 N 999171.40 999171.40 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 2000000.00 1999977.78 0.0009 N 1999958.40 1999958.40 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 2000000.00 1999666.67 0.0009 N 1999707.20 1999707.20 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127956A4 Treasury Debt First Tier Security 2012-08-09 2012-08-09 N N N 12000000.00 11995666.66 0.0055 N 11995488.00 11995488.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127955Z0 Treasury Debt First Tier Security 2013-02-07 2013-02-07 N N N 5000000.00 4993933.31 0.0023 N 4992775.00 4992775.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956C0 Treasury Debt First Tier Security 2012-08-30 2012-08-30 N N N 7000000.00 6995742.64 0.0032 N 6996500.00 6996500.00 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 8000000.00 7994266.67 0.0037 N 7994872.00 7994872.00 U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127956E6 Treasury Debt First Tier Security 2013-03-07 2013-03-07 N N N 6000000.00 5990366.66 0.0027 N 5990412.00 5990412.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828LB4 Treasury Debt First Tier Security 2012-07-15 2012-07-15 N N N 6000000.00 6024003.80 0.0028 N 6023670.00 6023670.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828AJ9 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 7000000.00 7111170.87 0.0033 N 7109921.00 7109921.00 U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828PH7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 8000000.00 8008709.87 0.0037 N 8007184.00 8007184.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828NS5 Treasury Debt First Tier Security 2012-06-30 2012-06-30 N N N 5000000.00 5005925.21 0.0023 N 5006250.00 5006250.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 28000000.00 28461552.52 0.0130 N 28456092.00 28456092.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828LR9 Treasury Debt First Tier Security 2012-10-15 2012-10-15 N N N 12000000.00 12079082.90 0.0055 N 12077808.00 12077808.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.21% 912828MB3 Treasury Debt First Tier Security 2012-12-15 2012-12-15 N N N 27000000.00 27181386.30 0.0124 N 27176121.00 27176121.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LM0 Treasury Debt First Tier Security 2012-09-15 2012-09-15 N N N 5000000.00 5027568.09 0.0023 N 5027345.00 5027345.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 3880000.00 3896135.01 0.0018 N 3894247.36 3894247.36 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828LH1 Treasury Debt First Tier Security 2012-08-15 2012-08-15 N N N 5000000.00 5029294.66 0.0023 N 5029690.00 5029690.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 10000000.00 10021588.73 0.0046 N 10020700.00 10020700.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PD6 Treasury Debt First Tier Security 2012-10-31 2012-10-31 N N N 12000000.00 12013709.11 0.0055 N 12014532.00 12014532.00 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 11000000.00 11081326.49 0.0051 N 11081213.00 11081213.00 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 9000000.00 9093699.47 0.0042 N 9090351.00 9090351.00 U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 4000000.00 4044670.28 0.0019 N 4043280.00 4043280.00 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 21000000.00 20994919.78 0.0096 N 21009177.00 21009177.00 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 27000000.00 27000000.00 0.0124 N 27003564.00 27003564.00 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 23000000.00 23000000.00 0.0105 N 23005888.00 23005888.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612E0CB1 Other Note First Tier Security 2012-04-02 2012-04-02 N N N 17000000.00 17000000.00 0.0078 N 17000000.00 17000000.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2012-04-23 2012-05-23 N N N 26000000.00 26000000.00 0.0119 N 25999324.00 25999324.00 Westpac Banking Corp. Westpac Banking Corp., 0.62% 91621CBE0 Other Note First Tier Security 2012-05-11 2012-06-08 N N N 9000000.00 9000000.00 0.0041 N 9000180.00 9000180.00 Westpac Banking Corp. Westpac Banking Corp., 0.68% 91621CBA8 Other Note First Tier Security 2012-04-16 2012-06-14 N N N 19000000.00 19000000.00 0.0087 N 18999297.00 18999297.00 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.25% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 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 6980000.00 6980000.00 0.0032 N 6980000.00 6980000.00 California Gen. Oblig. California Gen. Oblig., 0.19% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6200000.00 6200000.00 0.0028 N 6200000.00 6200000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.20% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 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 5650000.00 5650000.00 0.0026 N 5650000.00 5650000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.25% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 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 9700000.00 9700000.00 0.0044 N 9700000.00 9700000.00 San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 0.15% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 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 13000000.00 13000000.00 0.0059 N 13000000.00 13000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.17% Series 2008 A3, (Liquidity Facility Fannie Mae Guaranteed Mtg.) (Liquidity Facility Freddie Ma 196483CV1 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y FREDDIE MAC N/A N/A FANNIE MAE N/A N/A N N 10000000.00 10000000.00 0.0046 N 10000000.00 10000000.00 Denver Urban Renewal Auth. Tax Increment Rev. Denver Urban Renewal Auth. Tax Increment Rev., 0.19% Series 2008 A1, LOC U.S. Bank NA, Cincinnati VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 6700000.00 6700000.00 0.0031 N 6700000.00 6700000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.20% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0071 N 15600000.00 15600000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.23% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 7200000.00 7200000.00 0.0033 N 7200000.00 7200000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.19% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 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 8075000.00 8075000.00 0.0037 N 8075000.00 8075000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.17% Series 2004 A6, LOC Mizuho Corporate Bank Ltd. VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y MIZUHO CORPORATE BANK LTD N/A N/A Y MIZUHO CORPORATE BANK LTD N/A N/A N 14475000.00 14475000.00 0.0066 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.25% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0051 N 11135000.00 11135000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.16% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Cincinnati 431022QW5 Variable Rate Demand Note First Tier Security 2012-04-06 2012-04-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 10000000.00 10000000.00 0.0046 N 10000000.00 10000000.00 Palm Beach County Rev. Palm Beach County Rev., 0.33% (The Norton Gallery and School of Arts, Inc. Proj.) Series 2000, LOC Bank of America NA VRDN 696547CK2 Variable Rate Demand Note First Tier Security 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 1100000.00 1100000.00 0.0005 N 1100000.00 1100000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.20% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 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 9000000.00 9000000.00 0.0041 N 9000000.00 9000000.00 South Carolina Jobs-Econ. Dev. Auth. South Carolina Jobs-Econ. Dev. Auth., 0.19% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 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 2250000.00 2250000.00 0.0010 N 2250000.00 2250000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.32% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2012-04-02 2012-04-02 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0009 N 1900000.00 1900000.00 Houston Util. Sys. Rev. Houston Util. Sys. Rev., 0.29% Series 2004 B1, LOC Bank of America NA VRDN 442435PD9 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 1400000.00 1400000.00 0.0006 N 1400000.00 1400000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384VT3 Government Agency Debt First Tier Security 2012-04-18 2012-04-18 N N N 9000000.00 8999376.67 0.0041 N 8999919.00 8999919.00 Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384WX3 Government Agency Debt First Tier Security 2012-05-16 2012-05-16 N N N 11000000.00 10997855.00 0.0050 N 10999593.00 10999593.00 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 4000000.00 3999394.06 0.0018 N 3999480.00 3999480.00 Federal Home Loan Bank Federal Home Loan Bank, 0.41% 3133755S2 Government Agency Debt First Tier Security 2012-08-30 2012-08-30 N N N 3666667.00 3666666.67 0.0017 N 3667653.00 3667653.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.91% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-04-02 2012-06-28 Y METROPOLITAN LIFE INS CO N/A N/A N N 10000000.00 10000000.00 0.0046 Y 9994980.00 9994980.00 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 0.0023 N 4999900.00 4999900.00 Huntington Auto Trust 2011-1 Huntington Auto Trust 2011-1, 0.36% 446149AA4 Other Instrument Asset-Backed Securities First Tier Security 2012-09-17 2012-09-17 N N N 572670.00 572669.80 0.0003 N 572627.48 572627.48 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 41516.81 25626.38 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2040-04-25 0.552 - 6 Government Agency Debt 69557.93 44946.63 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.428 - 6.5 Government Agency Debt 290911.29 234876.38 Unrated Security 2012-04-02 2012-04-02 N N N 296549.00 296548.61 0.0001 N 296548.61 296548.61 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928B2 0000851376 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-03-01 2032-03-01 3.5 - 3.5 Government Agency Debt 6800342.00 7140436.93 First Tier Security 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 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 US TREASURY 2012-04-30 2021-11-15 0 - 3.25 Treasury Debt 65299.69 67279.12 FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2042-01-01 3.5 - 5 Government Agency Debt 10247.67 6916.92 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2042-04-01 4 - 5 Government Agency Debt 8963.44 8538.69 Unrated Security 2012-04-02 2012-04-02 N N N 81112.00 81111.93 0.0000 N 81111.93 81111.93 ING Financial Markets LLC ING Financial Markets LLC, 0.17% 41P99G8U0 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-04-01 2041-12-25 3.305 - 6 Government Agency Debt 4439900.00 3870478.68 FEDERAL HOME LOAN MORTGAGE CORP 2026-02-15 2040-12-15 2 - 3.75 Government Agency Debt 258000.00 254217.41 First Tier Security 2012-04-02 2012-04-02 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 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 86799.02 41367.11 Unrated Security 2012-04-02 2012-04-02 N N N 40556.00 40555.96 0.0000 N 40555.96 40555.96 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 163267.56 165469.03 FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2043-10-25 2.452 - 7.5 Government Agency Debt 45723.84 28769.35 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2046-02-25 2.387 - 7.5 Government Agency Debt 97031.18 33475.38 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-05-20 2041-10-20 3 - 7 Government Agency Debt 331562.77 267800.32 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 0.473 - 0.473 Other Instrument CORPORATE 129.78 130.02 CITIBANK N A FDIC GTD TLGP 2012-12-28 2012-12-28 1.75 - 1.75 Other Instrument CORPORATE 1081.49 1098.63 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument CORPORATE 162.22 163.90 Unrated Security 2012-04-02 2012-04-02 N N N 486672.00 486671.57 0.0002 N 486671.57 486671.57 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.18% 41B99CYR2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-11-15 2026-11-15 3 - 3 Government Agency Debt 5048099.00 5166706.73 FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-25 2042-03-01 2.5 - 4.5 Government Agency Debt 16806.00 17995.18 First Tier Security 2012-04-06 2012-04-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 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 NATIONAL MORTGAGE ASSOC 2026-08-01 2051-09-01 3.5 - 6.5 Government Agency Debt 77212.76 69758.65 FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2042-04-01 3 - 6 Government Agency Debt 17220.68 12976.76 Unrated Security 2012-04-02 2012-04-02 N N N 81112.00 81111.93 0.0000 N 81111.93 81111.93 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 2447.00 1492327.42 THORATEC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 51296.00 1748167.68 First Tier Security 2012-04-03 2012-04-03 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 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 24543833.00 4120117.92 First Tier Security 2012-04-03 2012-04-03 N N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.32% 44U99VKU1 0000318336 Other Repurchase Agreement N RSC HOLDINGS INC. 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 717489.00 16200901.62 First Tier Security 2012-04-04 2012-04-04 N N N 15000000.00 15000000.00 0.0069 N 15000000.00 15000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.88% 42V99R2U3 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2037-05-25 2037-05-25 0.392 - 0.392 Other Instrument ASSET BACKED 4186000.00 2135213.26 ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 35000.00 4098.52 RASC SERIES 2006-KS6 2036-08-25 2036-08-25 0.392 - 0.392 Other Instrument ASSET BACKED 40000.00 25980.10 First Tier Security 2012-04-03 2012-04-03 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 44U99VCR7 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2047-06-25 2047-06-25 0.432 - 0.432 Other Instrument ASSET BACKED 9352100.00 4313300.55 ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 30000.00 3513.02 STRUCTURED ASSET MORTGAGE INVE 2036-02-25 2036-02-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 50000.00 11206.52 First Tier Security 2012-05-17 2012-05-17 N N N 4000000.00 4000000.00 0.0018 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.94% 44U99VDB1 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 10000.00 1171.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-04-15 2038-04-15 6 - 6 Government Agency Debt 95000.00 34787.72 BANK OF AMERICA STRUCTURED NOT 2034-05-25 2034-05-25 N/A Other Instrument GOVERNMENT AGENCY 57308.00 16673.20 CWABS ASSET-BACKED CERTIFICATE 2046-10-25 2046-10-25 0.392 - 0.392 Other Instrument ASSET BACKED 8341600.00 4271023.21 First Tier Security 2012-05-22 2012-05-22 N N N 4000000.00 4000000.00 0.0018 Y 4000000.00 4000000.00 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 250000.00 29275.16 CSMC MORTGAGE PASS-THROUGH CER 2036-11-25 2036-11-25 5.108 - 5.108 Other Instrument GOVERNMENT AGENCY 495000.00 10968.91 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 2012-05-25 2012-05-25 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 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 260000.00 30446.17 CSMC MORTGAGE PASS-THROUGH CER 2036-11-25 2036-11-25 5.108 - 5.108 Other Instrument GOVERNMENT AGENCY 480000.00 10636.52 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 2012-05-10 2012-05-10 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.97% 42V99R6H8 0000318336 Other Repurchase Agreement N ALPHA NATURAL RESOURCES, INC. 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 3448000.00 3153889.05 First Tier Security 2012-05-01 2012-05-01 N N N 3000000.00 3000000.00 0.0014 Y 3000000.00 3000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.98% 42V99RYU8 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 4238600.00 2162043.70 First Tier Security 2012-04-12 2012-04-12 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 1.00% 42V99R2V1 0000318336 Other Repurchase Agreement N GMAC COMMERCIAL MORTGAGE SECUR 2041-12-10 2041-12-10 4.965 - 4.965 Other Instrument GOVERNMENT AGENCY 80000.00 70487.96 DOMINO'S PIZZA MASTER ISSUES L 2042-01-25 2042-01-25 5.216 - 5.216 Other Instrument ASSET BACKED 835000.00 849636.62 JPMORGAN ACCEPTANCE CORPORATIO 2036-05-26 2036-05-26 N/A Other Instrument GOVERNMENT AGENCY 40000.00 25232.64 MSCC HELOC TRUST 2007-1 2031-12-25 2031-12-25 0.342 - 0.342 Other Instrument ASSET BACKED 12135000.00 5552615.77 First Tier Security 2012-04-18 2012-04-18 N N N 6000000.00 6000000.00 0.0027 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 1.00% 42V99R3G3 0000318336 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-06-25 2047-06-25 0.472 - 0.472 Other Instrument GOVERNMENT AGENCY 260000.00 30446.17 ALTERNATIVE LOAN TRUST 2007-OH 2047-09-25 2047-09-25 0.462 - 0.462 Other Instrument GOVERNMENT AGENCY 55000.00 23300.31 CSMC MORTGAGE PASS-THROUGH CER 2036-11-25 2036-11-25 5.108 - 5.108 Other Instrument GOVERNMENT AGENCY 2025000.00 44872.81 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.343 - 5.343 Other Instrument ASSET BACKED 8185000.00 5170448.23 LEHMAN XS TRUST SERIES 2006-16 2046-11-25 2046-11-25 0.432 - 0.432 Other Instrument ASSET BACKED 11381900.00 3387743.27 First Tier Security 2012-04-24 2012-04-24 N N N 8000000.00 8000000.00 0.0037 Y 8000000.00 8000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.28% 41J99M4M6 0000058056 Other Repurchase Agreement N COMERICA WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 56770.00 477435.70 CELGENE CVR 11 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 147.00 269.01 CAPITAL ONE WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 250000.00 5830000.00 FORD WTS 13 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4954257.00 17339899.50 SIGNATURE BK WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25000.00 985750.00 GM WTS 16 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 738845.00 12087504.20 First Tier Security 2012-04-02 2012-04-02 N N N 34000000.00 34000000.00 0.0156 N 34000000.00 34000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.50% 41J99M4H7 0000058056 Other Repurchase Agreement N PRICELINE COM INC 2018-03-15 2018-03-15 1 - 1 Other Instrument EQUITY 30386070.00 32221895.06 SAKS INC 2013-12-01 2013-12-01 7.5 - 7.5 Other Instrument EQUITY 15975000.00 35980359.38 First Tier Security 2012-04-02 2012-04-02 N N N 64000000.00 64000000.00 0.0293 N 64000000.00 64000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99S8C6 0000877559 Other Repurchase Agreement N IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 870600.00 1052131.75 First Tier Security 2012-04-06 2012-04-06 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99S7Q6 0000877559 Other Repurchase Agreement N IBM CORPORATION 2017-09-14 2017-09-14 5.7 - 5.7 Other Instrument CORPORATE 865100.00 1045484.92 STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 5000.00 4716.92 First Tier Security 2012-04-06 2012-04-06 Y ING FINL MKTS LLC(NONGOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.74% 43H99UXS1 Other Repurchase Agreement N SPDR GOLD TRUST 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 67490.00 10884787.20 First Tier Security 2012-04-23 2012-04-23 N N N 10000000.00 10000000.00 0.0046 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 43H99UCS4 Other Repurchase Agreement N EL PASO CORPORATION 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 183226.00 5452805.76 First Tier Security 2012-04-23 2012-04-23 N N N 5000000.00 5000000.00 0.0023 Y 5000000.00 5000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.05% 43H99UXR3 Other Repurchase Agreement N VERISIGN, INC. 2012-03-31 2012-03-31 N/A Other Instrument OTHER NOTE 8431000.00 10892337.71 First Tier Security 2012-07-23 2012-07-23 N N N 10000000.00 10000000.00 0.0046 Y 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 45A99WFE0 0001287279 Other Repurchase Agreement N AT & T INC 2015-02-13 2015-02-13 0.875 - 0.875 Other Instrument CORPORATE 10672000.00 10618498.20 ROYAL BANK OF SCOTLAND 2014-08-25 2014-08-25 4.875 - 4.875 Other Instrument CORPORATE 370000.00 386333.69 NORTHERN NATURAL GAS COMPANY 2012-10-31 2018-07-15 5.375 - 5.75 Other Instrument CORPORATE 2590000.00 3084067.02 MCDONALD'S CORPORATION 2022-01-15 2042-02-15 2.625 - 3.7 Other Instrument CORPORATE 6694000.00 6418183.56 DANSKE BANK A/S 2016-04-14 2016-04-14 3.875 - 3.875 Other Instrument CORPORATE 285000.00 286489.31 CATERPLR FIN.SRV.CO. 2013-04-05 2015-02-09 0.87 - 6.125 Other Instrument CORPORATE 16917000.00 17260480.41 CARGILL INC. 2013-11-15 2013-11-15 5 - 5 Other Instrument CORPORATE 100000.00 107823.88 CARGILL, INCORPORATED 2017-11-27 2021-11-15 3.25 - 6 Other Instrument CORPORATE 288000.00 340983.87 BG ENERGY CAPITAL PLC 2041-10-15 2041-10-15 5.125 - 5.125 Other Instrument CORPORATE 318000.00 353062.38 First Tier Security 2012-04-02 2012-04-02 N N N 37000000.00 37000000.00 0.0169 N 37000000.00 37000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.49% 45A99WCA1 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-45 2037-02-25 2037-02-25 0.505 - 0.505 Other Instrument GOVERNMENT AGENCY 273490000.00 2229753.76 CHASE MORTGAGE FINANCE TRUST 2 2037-12-25 2037-12-25 0.23 - 0.23 Other Instrument GOVERNMENT AGENCY 132500000.00 236554.17 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 N/A Other Instrument GOVERNMENT AGENCY 157438000.00 311713.08 COMMERCIAL MORTGAGE ACCEPTANCE 2031-07-15 2031-07-15 1.033 - 1.033 Other Instrument GOVERNMENT AGENCY 250000000.00 516722.27 GREENPOINT MORTGAGE FUNDING TR 2036-03-25 2036-03-25 1.2 - 1.2 Other Instrument GOVERNMENT AGENCY 122331000.00 1772946.00 RALI SERIES 2006-QS4 TRUST 2036-04-25 2036-04-25 0.604 - 0.604 Other Instrument GOVERNMENT AGENCY 35411702.00 333152.99 First Tier Security 2012-04-06 2012-04-06 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.95% 45A99WDV4 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2006-45 2037-02-25 2037-02-25 0.505 - 0.505 Other Instrument GOVERNMENT AGENCY 260943424.00 2127461.99 CHASE MORTGAGE FINANCE TRUST S 2036-11-25 2036-11-25 N/A Other Instrument GOVERNMENT AGENCY 239212.00 91440.63 CHASE MORTGAGE FINANCE 2006-S4 2036-12-25 2036-12-25 N/A Other Instrument GOVERNMENT AGENCY 348374.00 178958.96 CHASE MORTGAGE FINANCE TRUST S 2037-12-25 2037-12-25 N/A Other Instrument GOVERNMENT AGENCY 1571228.00 418394.26 CHASE MORTGAGE FINANCE TRUST S 2036-10-25 2036-10-25 N/A Other Instrument GOVERNMENT AGENCY 1248724.00 201312.14 RALI SERIES 2005-QS9 TRUST 2036-03-25 2036-03-25 N/A Other Instrument GOVERNMENT AGENCY 1060891.00 194997.69 CHASE MORTGAGE FINANCE TRUST 2 2037-02-25 2037-02-25 N/A Other Instrument GOVERNMENT AGENCY 1209186.00 362877.11 CHASEFLEX TRUST SERIES 2005-1 2035-06-25 2035-06-25 N/A Other Instrument GOVERNMENT AGENCY 1.00 0.38 LEHMAN MORTGAGE TRUST 2006-3 2036-07-25 2036-07-25 N/A Other Instrument GOVERNMENT AGENCY 343320.00 93371.09 LEHMAN MORTGAGE TRUST 2034-08-25 2034-08-25 N/A Other Instrument GOVERNMENT AGENCY 2115000.00 531558.32 CHASE MORTGAGE FINANCE TRUST S 2037-03-25 2037-03-25 N/A Other Instrument GOVERNMENT AGENCY 560644.00 121190.46 First Tier Security 2012-09-21 2012-09-21 N N N 4000000.00 4000000.00 0.0018 Y 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.43% 44P99C3T1 Other Repurchase Agreement N AMGEN INC FORMERLY AMGEN TO 02/17/1987 2013-02-01 2013-02-01 0.375 - 0.375 Other Instrument EQUITY 40000.00 40924.58 DANAHER CORP 2021-01-22 2021-01-22 N/A Other Instrument EQUITY 45000.00 72000.00 BORG WARNER AUTOMOTIVE INC FORMERLY BORG WARNER 2012-04-15 2012-04-15 3.5 - 3.5 Other Instrument EQUITY 1180000.00 3038254.17 First Tier Security 2012-04-06 2012-04-06 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99QHR9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2038-03-15 2038-03-15 5.882 - 5.882 Government Agency Debt 38304876.00 2087194.86 First Tier Security 2012-04-04 2012-04-04 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 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 8130427.00 2147204.80 CWALT ALTERNATIVE LOAN TRUST 2046-05-20 2046-05-20 0.452 - 0.452 Other Instrument MORTGAGE 66539.00 17310.89 RBSSP RESECURITIZATION TR 2045-10-26 2045-10-26 N/A Other Instrument MORTGAGE 4091.00 1483.16 LB-UBS COMMERCIAL MORTGAGE TRUST 2038-11-16 2038-11-16 5.347 - 5.347 Other Instrument MORTGAGE 1275.00 1433.63 First Tier Security 2012-04-04 2012-04-04 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 35J99R3Q9 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2021-02-15 2041-11-15 0.642 - 100 Government Agency Debt 111446742.00 21631300.88 First Tier Security 2012-04-04 2012-04-04 N N N 21000000.00 21000000.00 0.0096 N 21000000.00 21000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.64% 35J99R3L0 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-25 2042-02-25 0.642 - 0.642 Government Agency Debt 5215000.00 5152975.65 First Tier Security 2012-04-06 2012-04-06 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.80% 35J99R3N6 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 2012-04-18 2012-04-18 N N N 10000000.00 10000000.00 0.0046 Y 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.60% 40Q995FX1 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2024-11-01 2024-11-01 5 - 5 Government Agency Debt 32540000.00 8161267.12 First Tier Security 2012-04-04 2012-04-04 N N N 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 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 9090000.00 5102590.66 First Tier Security 2012-04-06 2012-04-06 Y ROYAL BK SCOT PLC(NON GOV REPO N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 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 1153000.00 2101582.71 First Tier Security 2012-04-06 2012-04-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 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 2041377.00 2162732.61 First Tier Security 2012-04-06 2012-04-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 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 2736000.00 3245580.00 First Tier Security 2012-04-06 2012-04-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00