N-MFP LIVE N 2012-04-30 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 49 87 2182554115.54 461365.33 827562.72 2182187918.15 0.0042 1.0001 2012-04-30 1.0001 2012-04-30 C000048773 1.00 952921185.42 1.00 13762572.62 48570460.74 34807888.12 0.0015 1.0000 2012-04-30 1.0000 2012-04-30 C000048775 1.00 161047058.06 1.00 -884457.10 9928222.80 10812679.90 0.0005 1.0001 2012-04-30 1.0001 2012-04-30 C000048776 1.00 161802763.22 1.00 9176854.36 14168778.06 4991923.70 0.0001 1.0002 2012-04-30 1.0002 2012-04-30 C000048774 1.00 906416911.45 1.00 -19270045.06 41408959.51 60679004.57 0.0013 1.0003 2012-04-30 1.0003 2012-04-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-05-29 2012-09-26 N N N 8000000.00 8000000.00 0.0037 N 8001280.00 8001280.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-05-18 2012-10-18 N N N 12000000.00 12000000.00 0.0055 N 11998356.00 11998356.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WQD9 Certificate of Deposit First Tier Security 2012-05-29 2012-10-29 N N N 4000000.00 4000000.00 0.0018 N 4000312.00 4000312.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.56% 06366UD47 Certificate of Deposit First Tier Security 2012-07-06 2013-05-06 N N N 14000000.00 14000000.00 0.0064 N 14002772.00 14002772.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.67% 06366UK98 Certificate of Deposit First Tier Security 2012-07-25 2012-10-25 N N N 10000000.00 10007405.10 0.0046 N 10001350.00 10001350.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-05-08 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 2012-05-21 2012-09-19 N N N 24000000.00 24000000.00 0.0110 N 23998536.00 23998536.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417ELW1 Certificate of Deposit First Tier Security 2012-05-01 2012-11-01 N N N 18000000.00 18000000.00 0.0082 N 17998218.00 17998218.00 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 8003660.80 8003660.80 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417D2A2 Certificate of Deposit First Tier Security 2012-05-11 2013-05-10 N N N 7000000.00 7000000.00 0.0032 N 6999678.00 6999678.00 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 5999712.00 5999712.00 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 11009490.36 0.0050 N 11011517.00 11011517.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538ESG3 Certificate of Deposit First Tier Security 2012-08-10 2012-08-10 N N N 16000000.00 16000000.00 0.0073 N 15999995.20 15999995.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-05-08 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 2012-05-21 2012-09-20 N N N 10000000.00 10000000.00 0.0046 N 9999260.00 9999260.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-05-21 2012-09-21 N N N 8000000.00 8000000.00 0.0037 N 7999400.00 7999400.00 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 22016341.60 22016341.60 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 2012-05-23 2012-09-24 N N N 14000000.00 14000000.00 0.0064 N 14000014.00 14000014.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.51% 13606X6B9 Certificate of Deposit First Tier Security 2012-07-24 2012-10-24 N N N 8000000.00 8000000.00 0.0037 N 7999192.00 7999192.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.56% 13606XN87 Certificate of Deposit First Tier Security 2012-07-17 2013-05-17 N N N 20000000.00 20000000.00 0.0092 N 20002440.00 20002440.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.67% 13606XW20 Certificate of Deposit First Tier Security 2012-07-02 2012-10-01 N N N 14000000.00 14007114.29 0.0064 N 13996374.00 13996374.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.41% 60681P5D2 Certificate of Deposit First Tier Security 2012-07-27 2012-07-27 N N N 20000000.00 20000000.00 0.0092 N 20000486.00 20000486.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P4Y7 Certificate of Deposit First Tier Security 2012-07-18 2012-07-18 N N N 4000000.00 4000000.00 0.0018 N 4000262.40 4000262.40 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 8000696.00 8000696.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.50% 60681P3L6 Certificate of Deposit First Tier Security 2012-05-10 2012-05-10 N N N 7000000.00 7000000.00 0.0032 N 7000602.00 7000602.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQH4 Certificate of Deposit First Tier Security 2012-05-14 2012-05-14 N N N 22000000.00 22000000.00 0.0101 N 22001795.20 22001795.20 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 8001298.40 8001298.40 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 22001166.00 22001166.00 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-05-08 2012-07-06 N N N 7000000.00 7000000.00 0.0032 N 6999699.00 6999699.00 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 8005834.40 8005834.40 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 7000000.00 7000000.00 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 2000024.96 0.0009 N 2000485.20 2000485.20 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2012-05-08 2012-06-08 N N N 20000000.00 20000000.00 0.0092 N 19999860.00 19999860.00 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 22003845.60 22003845.60 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 2999835.00 2999835.00 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 6999720.00 6999720.00 Royal Bank of Canada Royal Bank of Canada, 0.83% 78009JKX2 Certificate of Deposit First Tier Security 2012-07-02 2013-05-01 N N N 27000000.00 27000000.00 0.0124 N 27018009.00 27018009.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.40% 78011LCC8 Certificate of Deposit First Tier Security 2012-06-27 2012-06-27 N N N 20000000.00 20000000.00 0.0092 N 20001610.00 20001610.00 Societe Generale Societe Generale, 0.35% 83369TAL1 Certificate of Deposit First Tier Security 2012-05-02 2012-05-02 N N N 8000000.00 8000000.00 0.0037 N 8000048.80 8000048.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6J2 Certificate of Deposit First Tier Security 2012-05-02 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% 86562DAW0 Certificate of Deposit First Tier Security 2012-05-03 2012-07-03 N N N 15000000.00 15000000.00 0.0069 N 14999250.00 14999250.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6R4 Certificate of Deposit First Tier Security 2012-05-10 2012-06-08 N N N 15000000.00 15000000.00 0.0069 N 15000015.00 15000015.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562E3P1 Certificate of Deposit First Tier Security 2012-05-07 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 15001498.50 15001498.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86562WYF9 Certificate of Deposit First Tier Security 2012-07-09 2012-07-09 N N N 8000000.00 8000000.00 0.0037 N 8000930.40 8000930.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86562WYX0 Certificate of Deposit First Tier Security 2012-08-01 2012-08-01 N N N 8000000.00 8000000.00 0.0037 N 8000205.60 8000205.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.45% 86562WYY8 Certificate of Deposit First Tier Security 2012-08-03 2012-08-03 N N N 8000000.00 8000000.00 0.0037 N 8000210.40 8000210.40 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 8001212.00 8001212.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.50% 86562WWA2 Certificate of Deposit First Tier Security 2012-05-08 2012-05-08 N N N 8000000.00 8000000.00 0.0037 N 8000532.80 8000532.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-05-08 2012-11-07 N N N 20000000.00 20000000.00 0.0092 N 19997980.00 19997980.00 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 2000000.00 2000000.00 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 18033526.80 18033526.80 UBS AG UBS AG, 0.35% 90267RGZ6 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 20000000.00 20000000.00 0.0092 N 20000588.00 20000588.00 UBS AG UBS AG, 0.35% 90267RGT0 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 15000000.00 15000000.00 0.0069 N 15000441.00 15000441.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% 37V995LT3 Certificate of Deposit First Tier Security 2012-05-18 2012-05-18 N N N 9000000.00 9000000.00 0.0041 N 9000270.00 9000270.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.61% 05299WNK0 0000859994 Certificate of Deposit First Tier Security 2012-06-06 2012-06-06 N N N 4000000.00 4000000.00 0.0018 N 4002012.80 4002012.80 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 9004491.90 9004491.90 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 7000209.30 7000209.30 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 9000772.20 9000772.20 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 4001273.20 4001273.20 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 22001111.00 22001111.00 ING Bank NV ING Bank NV, 0.40% 42K99Y8Y6 0001017255 Certificate of Deposit First Tier Security 2012-06-01 2012-06-01 N N N 22000000.00 22000000.00 0.0101 N 22000974.60 22000974.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.51% 18G993BJ8 0001462160 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 5000000.00 5000001.39 0.0023 N 5000133.00 5000133.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% 39K99HCX6 0000833029 Certificate of Deposit First Tier Security 2012-05-11 2012-10-11 N N N 22000000.00 22000000.00 0.0101 N 21998086.00 21998086.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HCU2 0000833029 Certificate of Deposit First Tier Security 2012-09-10 2012-09-10 N N N 22000000.00 22000000.00 0.0101 N 22012168.20 22012168.20 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 21000478.80 21000478.80 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.35% 10513DGW4 Certificate of Deposit First Tier Security 2012-05-03 2012-05-03 N N N 4000000.00 4000000.00 0.0018 N 4000070.00 4000070.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DKZ2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 4000000.00 4000000.00 0.0018 N 4000193.60 4000193.60 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLM0 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLF5 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 4000000.00 4000000.00 0.0018 N 4000202.40 4000202.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLH1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 2000000.00 2000000.00 0.0009 N 1999487.20 1999487.20 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 23000000.00 22990876.67 0.0105 N 22997302.10 22997302.10 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 4000000.00 4000000.00 Barclays Bank PLC Barclays Bank PLC, 0.77% 06741PBR5 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 9000000.00 9000000.00 0.0041 Y 9000360.00 9000360.00 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBX2 Financial Company Commercial Paper First Tier Security 2012-05-15 2012-05-15 N N N 5000000.00 5000000.00 0.0023 Y 5000200.00 5000200.00 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBS3 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 6000000.00 6000000.00 0.0027 Y 6000360.00 6000360.00 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 999989.72 0.0005 N 999991.70 999991.70 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 2999366.67 0.0014 N 2999737.50 2999737.50 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531ME46 Financial Company Commercial Paper Second Tier Security 2012-05-04 2012-05-04 N N N 1000000.00 999964.17 0.0005 N 999952.00 999952.00 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531ME95 Financial Company Commercial Paper Second Tier Security 2012-05-09 2012-05-09 N N N 2000000.00 1999808.89 0.0009 N 1999865.00 1999865.00 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 21999773.89 0.0101 N 21999841.60 21999841.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.37% 0556N0F42 Financial Company Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N N 23000000.00 22991962.77 0.0105 N 22994857.20 22994857.20 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 3998944.44 0.0018 N 3999601.20 3999601.20 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 6999950.34 0.0032 N 6998586.00 6998586.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307REA8 Financial Company Commercial Paper First Tier Security 2012-05-10 2012-05-10 N N N 11000000.00 10998625.00 0.0050 N 10999175.00 10999175.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307REE0 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-05-14 N N N 11000000.00 10998013.89 0.0050 N 10998845.00 10998845.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307REM2 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N N 11000000.00 10996944.44 0.0050 N 10998267.50 10998267.50 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RER1 Financial Company Commercial Paper First Tier Security 2012-05-25 2012-05-25 N N N 15000000.00 14995000.00 0.0069 N 14997141.00 14997141.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RF82 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 11000000.00 10994194.44 0.0050 N 10994038.00 10994038.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-05-21 2012-10-22 N N N 3000000.00 3000000.00 0.0014 N 2999721.00 2999721.00 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 7999777.78 0.0037 N 7999946.40 7999946.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.55% 20272DEN6 Financial Company Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N N 2000000.00 1999358.33 0.0009 N 1999901.20 1999901.20 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 3998631.11 0.0018 N 3999791.20 3999791.20 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 3997106.67 0.0018 N 3999528.40 3999528.40 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 3996900.00 0.0018 N 3999480.40 3999480.40 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 21992483.33 0.0101 N 21992608.00 21992608.00 Danske Corp. Danske Corp., 0.30% 2363F6E14 Financial Company Commercial Paper First Tier Security 2012-05-01 2012-05-01 N N N 12000000.00 12000000.00 0.0055 N 11999947.20 11999947.20 Danske Corp. Danske Corp., 0.30% 2363F6E22 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 12000000.00 11999900.00 0.0055 N 11999893.20 11999893.20 Danske Corp. Danske Corp., 0.30% 2363F6E30 Financial Company Commercial Paper First Tier Security 2012-05-03 2012-05-03 N N N 12000000.00 11999800.00 0.0055 N 11999840.40 11999840.40 Danske Corp. Danske Corp., 0.30% 2363F6E71 Financial Company Commercial Paper First Tier Security 2012-05-07 2012-05-07 N N N 12000000.00 11999400.00 0.0055 N 11999626.80 11999626.80 Danske Corp. Danske Corp., 0.30% 2363F6E89 Financial Company Commercial Paper First Tier Security 2012-05-08 2012-05-08 N N N 12000000.00 11999300.00 0.0055 N 11999559.60 11999559.60 Danske Corp. Danske Corp., 0.30% 2363F6E97 Financial Company Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N N 12000000.00 11999200.00 0.0055 N 11999490.00 11999490.00 Danske Corp. Danske Corp., 0.30% 2363F6EA4 Financial Company Commercial Paper First Tier Security 2012-05-10 2012-05-10 N N N 12000000.00 11999100.00 0.0055 N 11999416.80 11999416.80 Danske Corp. Danske Corp., 0.30% 2363F6EB2 Financial Company Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N N 25000000.00 24997916.66 0.0115 N 24998625.00 24998625.00 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 6997608.33 0.0032 N 6998644.10 6998644.10 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 4000000.00 3997377.78 0.0018 N 3998800.00 3998800.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-05-14 2012-09-12 N N N 15000000.00 15000000.00 0.0069 N 14998935.00 14998935.00 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 10991566.66 0.0050 N 10993975.30 10993975.30 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 10990925.00 0.0050 N 10993379.10 10993379.10 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 999988.89 0.0005 N 999991.10 999991.10 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 1999948.89 0.0009 N 1999973.40 1999973.40 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GA5 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N N 13000000.00 12986855.56 0.0060 N 12990078.40 12990078.40 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0GG2 Financial Company Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N N 13000000.00 12985728.90 0.0060 N 12988683.50 12988683.50 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 3998520.00 0.0018 N 3999180.40 3999180.40 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 12999133.33 0.0060 N 12999595.70 12999595.70 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 2000000.00 1999777.78 0.0009 N 1999890.00 1999890.00 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 999888.89 0.0005 N 999945.00 999945.00 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 999855.55 0.0005 N 999924.20 999924.20 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 3999333.33 0.0018 N 3999639.20 3999639.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RE27 Financial Company Commercial Paper First Tier Security 2012-05-02 2012-05-02 N N N 7000000.00 6999931.94 0.0032 N 6999937.70 6999937.70 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 999600.00 0.0005 N 999728.70 999728.70 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 2000000.00 0.0009 N 1999991.20 1999991.20 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 1999972.22 0.0009 N 1999982.20 1999982.20 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 1999916.67 0.0009 N 1999964.40 1999964.40 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 5998763.33 0.0027 N 5999500.20 5999500.20 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 3998716.67 0.0018 N 3999457.20 3999457.20 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 21992520.00 0.0101 N 21995650.60 21995650.60 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 27998833.33 0.0128 N 27999563.20 27999563.20 Amsterdam Funding Corp. Amsterdam Funding Corp., 0.33% 03221LEH9 Asset Backed Commercial Paper First Tier Security 2012-05-17 2012-05-17 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 4000000.00 3999413.33 0.0018 N 3999603.20 3999603.20 Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 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 4999333.33 0.0023 N 4999694.50 4999694.50 Ciesco LP Ciesco LP, 0.34% 17178BEB7 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1999811.11 0.0009 N 1999920.60 1999920.60 Ciesco LP Ciesco LP, 0.35% 17178BEM3 Asset Backed Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N Y GUARANTOR CITIBANK NA N/A N/A 5000000.00 4999027.78 0.0023 N 4999621.00 4999621.00 Ciesco LP Ciesco LP, 0.35% 17178BEV3 Asset Backed Commercial Paper First Tier Security 2012-05-29 2012-05-29 N N Y GUARANTOR CITIBANK NA N/A N/A 5000000.00 4998638.89 0.0023 N 4999476.50 4999476.50 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 1999886.67 0.0009 N 1999926.20 1999926.20 Govco, Inc. Govco, Inc., 0.34% 38362VEA7 Asset Backed Commercial Paper First Tier Security 2012-05-10 2012-05-10 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999915.00 0.0005 N 999945.00 999945.00 Govco, Inc. Govco, Inc., 0.34% 38362VEB5 Asset Backed Commercial Paper First Tier Security 2012-05-11 2012-05-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999716.67 0.0014 N 2999816.70 2999816.70 Govco, Inc. Govco, Inc., 0.35% 38362VEJ8 Asset Backed Commercial Paper First Tier Security 2012-05-18 2012-05-18 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3999338.89 0.0018 N 3999580.00 3999580.00 Govco, Inc. Govco, Inc., 0.35% 38362VEM1 Asset Backed Commercial Paper First Tier Security 2012-05-21 2012-05-21 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999416.67 0.0014 N 2999632.50 2999632.50 Govco, Inc. Govco, Inc., 0.35% 38362VEN9 Asset Backed Commercial Paper First Tier Security 2012-05-22 2012-05-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999387.50 0.0014 N 2999615.10 2999615.10 Govco, Inc. Govco, Inc., 0.35% 38362VEP4 Asset Backed Commercial Paper First Tier Security 2012-05-23 2012-05-23 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999358.33 0.0014 N 2999597.40 2999597.40 Govco, Inc. Govco, Inc., 0.35% 38362VEQ2 Asset Backed Commercial Paper First Tier Security 2012-05-24 2012-05-24 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999552.78 0.0009 N 1999720.00 1999720.00 Govco, Inc. Govco, Inc., 0.35% 38362VER0 Asset Backed Commercial Paper First Tier Security 2012-05-25 2012-05-25 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999300.00 0.0014 N 2999562.60 2999562.60 Govco, Inc. Govco, Inc., 0.36% 38362VF16 Asset Backed Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3998760.00 0.0018 N 3999235.60 3999235.60 Govco, Inc. Govco, Inc., 0.37% 38362VF40 Asset Backed Commercial Paper First Tier Security 2012-06-04 2012-06-04 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2998951.67 0.0014 N 2999349.60 2999349.60 Windmill Funding Corp. Windmill Funding Corp., 0.30% 97342GE94 Asset Backed Commercial Paper First Tier Security 2012-05-09 2012-05-09 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 6000000.00 5999600.00 0.0027 N 5999745.00 5999745.00 Windmill Funding Corp. Windmill Funding Corp., 0.33% 97342GEG8 Asset Backed Commercial Paper First Tier Security 2012-05-16 2012-05-16 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 2000000.00 1999725.00 0.0009 N 1999819.60 1999819.60 Comcast Corp. Comcast Corp., 0.45% 2003A2EX0 Other Commercial Paper Second Tier Security 2012-05-31 2012-05-31 N N N 1000000.00 999625.00 0.0005 N 999703.80 999703.80 Comcast Corp. Comcast Corp., 0.45% 2003A2F84 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 1000000.00 999525.00 0.0005 N 999592.70 999592.70 Devon Energy Corp. Devon Energy Corp., 0.44% 25179JAA8 Other Commercial Paper Second Tier Security 2012-05-29 2012-05-30 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0046 N 9998230.00 9998230.00 Ecolab, Inc. Ecolab, Inc., 0.52% 27887RAA9 Other Commercial Paper Second Tier Security 2012-05-11 2012-05-30 Y ECOLAB INC N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000098.00 7000098.00 Sempra Global Sempra Global, 0.40% 81685LE76 Other Commercial Paper Second Tier Security 2012-05-07 2012-05-07 N N N 1000000.00 999933.33 0.0005 N 999922.00 999922.00 Sempra Global Sempra Global, 0.42% 81685LEV3 Other Commercial Paper Second Tier Security 2012-05-29 2012-05-29 N N N 1000000.00 999673.34 0.0005 N 999744.70 999744.70 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 999185.42 0.0005 N 999534.00 999534.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344LEE1 Other Commercial Paper Second Tier Security 2012-05-14 2012-05-14 N N N 1000000.00 999855.56 0.0005 N 999885.30 999885.30 Verizon Communications, Inc. Verizon Communications, Inc., 0.40% 92344LEF8 Other Commercial Paper Second Tier Security 2012-05-15 2012-05-15 N N N 1000000.00 999844.44 0.0005 N 999875.00 999875.00 Viacom, Inc. Viacom, Inc., 0.40% 9255M2EM0 Other Commercial Paper Second Tier Security 2012-05-21 2012-05-21 N N N 1000000.00 999777.78 0.0005 N 999766.00 999766.00 Viacom, Inc. Viacom, Inc., 0.42% 9255M2E73 Other Commercial Paper Second Tier Security 2012-05-07 2012-05-07 N N N 1000000.00 999930.00 0.0005 N 999949.40 999949.40 Viacom, Inc. Viacom, Inc., 0.42% 9255M2EA6 Other Commercial Paper Second Tier Security 2012-05-10 2012-05-10 N N N 1000000.00 999895.00 0.0005 N 999923.60 999923.60 Viacom, Inc. Viacom, Inc., 0.42% 9255M2EG3 Other Commercial Paper Second Tier Security 2012-05-16 2012-05-16 N N N 1000000.00 999825.00 0.0005 N 999865.30 999865.30 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 11996666.66 0.0055 N 11996748.00 11996748.00 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 4994516.65 0.0023 N 4993740.00 4993740.00 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 6996588.47 0.0032 N 6997473.00 6997473.00 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 7995266.67 0.0037 N 7996136.00 7996136.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956M8 Treasury Debt First Tier Security 2012-10-11 2012-10-11 N N N 10000000.00 9993208.33 0.0046 N 9994000.00 9994000.00 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 5991216.66 0.0027 N 5991228.00 5991228.00 U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127956F3 Treasury Debt First Tier Security 2013-04-04 2013-04-04 N N N 10000000.00 9983100.00 0.0046 N 9983360.00 9983360.00 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 6017145.57 0.0028 N 6017112.00 6017112.00 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 7086647.88 0.0032 N 7086135.00 7086135.00 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 8006990.82 0.0037 N 8006248.00 8006248.00 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 5003950.14 0.0023 N 5004100.00 5004100.00 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 28369458.16 0.0130 N 28370776.00 28370776.00 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 12067039.82 0.0055 N 12066564.00 12066564.00 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 32000000.00 32189554.87 0.0148 N 32187488.00 32187488.00 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 5022615.74 0.0023 N 5022850.00 5022850.00 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 3894681.40 0.0018 N 3893793.40 3893793.40 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 5022832.60 0.0023 N 5023440.00 5023440.00 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 5000000.00 5009461.72 0.0023 N 5009570.00 5009570.00 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 12011778.25 0.0055 N 12012660.00 12012660.00 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 11070625.63 0.0051 N 11070895.00 11070895.00 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 9084915.14 0.0042 N 9083673.00 9083673.00 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 4040819.39 0.0019 N 4040936.00 4040936.00 U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 10000000.00 10144304.77 0.0046 N 10146880.00 10146880.00 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.30% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.25% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.27% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.29% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.26% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0060 N 13000000.00 13000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.23% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.26% Series 2008 A1, LOC U.S. Bank NA, Cincinnati VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.26% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.29% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.27% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.21% Series 2004 A6, LOC Mizuho Corporate Bank Ltd. VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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, 0.31% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.22% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Cincinnati 431022QW5 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.40% (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 2012-05-07 2012-05-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0005 N 1100000.00 1100000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.25% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.22% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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., 0.37% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2012-05-01 2012-05-01 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., 0.34% Series 2004 B1, LOC Bank of America NA VRDN 442435PD9 Variable Rate Demand Note First Tier Security 2012-05-07 2012-05-07 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 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008FBA1 Other Note First Tier Security 2012-07-02 2013-05-01 N N N 27000000.00 27000000.00 0.0124 N 27002079.00 27002079.00 Royal Bank of Canada Royal Bank of Canada, 0.58% 78008KXS7 Other Note First Tier Security 2012-05-08 2013-05-06 N N N 21000000.00 20995093.12 0.0096 N 21003255.00 21003255.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2012-05-15 2013-05-15 N N N 23000000.00 23000000.00 0.0105 N 23003519.00 23003519.00 Westpac Banking Corp. Westpac Banking Corp., 0.38% 91621CAW1 Other Note First Tier Security 2012-05-23 2012-05-23 N N N 26000000.00 26000000.00 0.0119 N 26000026.00 26000026.00 Westpac Banking Corp. Westpac Banking Corp., 0.58% 91621CBA8 Other Note First Tier Security 2012-06-14 2012-06-14 N N N 19000000.00 19000000.00 0.0087 N 19000969.00 19000969.00 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 8999883.00 8999883.00 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 10999285.00 0.0050 N 10999813.00 10999813.00 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 3999469.49 0.0018 N 3998876.00 3998876.00 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 3666949.00 3666949.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.80% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2012-07-02 2012-07-20 Y METROPOLITAN LIFE INS CO N/A N/A N N 10000000.00 10000000.00 0.0046 Y 9996780.00 9996780.00 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 05/17/2012, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2012-05-17 2012-05-17 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0023 N 4999950.00 4999950.00 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 242924.00 242924.07 0.0001 N 242917.64 242917.64 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928B2 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 6.5 - 6.5 Government Agency Debt 69261.00 18967.03 FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2032-03-01 3 - 3.5 Government Agency Debt 6778733.00 7122619.87 First Tier Security 2012-05-07 2012-05-07 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 0.23%, dated 4/30/2012 due 05/01/2012 45G99KGD1_04361 Government Agency Repurchase Agreement Y US TREASURY 2014-03-15 2018-08-31 0.25 - 2.75 Treasury Debt 51290.33 53607.79 FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2042-01-01 4 - 6 Government Agency Debt 14461.85 11434.18 FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2041-10-01 3 - 4.5 Government Agency Debt 16345.11 15369.73 Unrated Security 2012-05-01 2012-05-01 N N N 78835.00 78834.59 0.0000 N 78834.59 78834.59 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.23%, dated 4/30/2012 due 05/01/2012 45G99KGD1_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2017-09-01 2046-02-25 2 - 7.5 Government Agency Debt 361182.73 171617.14 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2042-02-15 2.125 - 8.5 Government Agency Debt 186523.81 74196.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-10-15 2042-01-20 0.492 - 8.5 Government Agency Debt 113819.24 87503.72 Unrated Security 2012-05-01 2012-05-01 N N N 326165.00 326165.41 0.0001 N 326165.41 326165.41 Barclays Capital, Inc. Barclays Capital, Inc., 0.35% 44T99S9A7 0000851376 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2035-05-01 2035-05-01 2.453 - 2.453 Government Agency Debt 48872.00 13557.67 MKT VECT OIL SVCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 79651.00 3225865.50 First Tier Security 2012-05-01 2012-05-01 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.51% 45J999BB2 0000851376 Other Repurchase Agreement N MONTGOMERY CNTY MD 2013-01-01 2013-01-01 5 - 5 Other Municipal Debt 5285000.00 5541257.90 MASSACHUSETTS ST 2019-10-01 2019-10-01 5.5 - 5.5 Other Municipal Debt 2080000.00 2669223.56 LOS ANGELES CALIF UNI SCH DIST 2034-07-01 2034-07-01 5.75 - 5.75 Other Municipal Debt 40000.00 47450.28 CALIFORNIA ST PUB WKS BRD LEASE REV 2015-01-01 2015-01-01 5 - 5 Other Municipal Debt 4900.00 5435.04 CALIFORNIA ST 2028-12-01 2028-12-01 5.25 - 5.25 Other Municipal Debt 2145000.00 2409305.11 RESOLUTION FUNDING CORP 2019-10-15 2019-10-15 N/A Government Agency Debt 32001000.00 27985834.53 US TREASURY 2013-09-30 2014-08-15 0.5 - 3.125 Treasury Debt 20220800.00 20900268.42 NEW JERSEY ST CTFS PARTN 2012-06-15 2012-06-15 5 - 5 Other Municipal Debt 4400.00 4507.58 WASHINGTON ST 2018-07-01 2018-07-01 5 - 5 Other Municipal Debt 160000.00 195243.20 VIRGINIA ST PUB SCH AUTH 2016-08-01 2016-08-01 5 - 5 Other Municipal Debt 300000.00 355686.33 UNIVERSITY N MEX UNIV REVS 2032-06-01 2032-06-01 5 - 5 Other Municipal Debt 500000.00 575514.44 SPOKANE WASH 2030-12-01 2030-12-01 5 - 5 Other Municipal Debt 2800.00 3046.66 SAN FRANCISCO CALIF CMNTY COLLEGE DIST 2028-06-15 2028-06-15 5 - 5 Other Municipal Debt 1380000.00 1591705.80 NEW MEXICO ST SEVERANCE TAX 2015-07-01 2015-07-01 5 - 5 Other Municipal Debt 1780000.00 2053902.44 NEW YORK N Y FOR PRIOR ISSUES SEE 64966F FOR FUTURE ISSUES SEE 64966H FO ADDL ISSUES SEE 64966J 2025-10-01 2025-12-01 5 - 5.125 Other Municipal Debt 257100.00 304703.65 NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV 2025-06-15 2025-06-15 5 - 5 Other Municipal Debt 500000.00 598690.00 NEW YORK ST ENVIRONMENTAL FACS CORP ST PERS INCOME TAX REV 2014-12-15 2024-12-15 5 - 5 Other Municipal Debt 584200.00 662564.80 NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT FOR ISSUES DTD PRIOR TO 02/10/11 SEE 649905 2037-07-01 2037-07-01 3.75 - 3.75 Other Municipal Debt 100000.00 100373.67 NEW YORK ST DORM AUTH REVS ST SUPPORTED DEBT FOR ISSUES DTD PRIOR TO 11/01/09 SEE 64983M 2024-07-01 2024-07-01 5 - 5 Other Municipal Debt 780000.00 919173.67 NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TR FD 2028-04-01 2028-04-01 5 - 5 Other Municipal Debt 3900.00 4333.20 NEW YORK ST URBAN DEV CORP REV 2022-01-01 2022-01-01 5 - 5 Other Municipal Debt 1279800.00 1481058.50 OHIO ST FOR ISSUES DTD PRIOR TO 3/25/05 SEE 677519 ETC FOR FUTURE ISUES SEE 677521 2015-08-01 2015-08-01 5 - 5 Other Municipal Debt 2260000.00 2604087.51 First Tier Security 2012-05-01 2012-05-01 N N N 69000000.00 69000000.00 0.0316 N 69000000.00 69000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.32% 44U99VQJ0 0000318336 Other Repurchase Agreement N SPDR GOLD TRUST 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 100393.00 16201422.34 First Tier Security 2012-05-02 2012-05-02 N N N 15000000.00 15000000.00 0.0069 N 15000000.00 15000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.87% 44U99VNG9 0000318336 Other Repurchase Agreement N CWALT, INC., 2005-43 2035-11-25 2035-11-25 0.529 - 0.529 Other Instrument GOVERNMENT AGENCY 225000.00 20761.25 LB-UBS COMMERCIAL MORTGAGE TRU 2045-09-15 2045-09-15 5.866 - 5.866 Other Instrument GOVERNMENT AGENCY 180000.00 205956.85 ML-CFC COMMERCIAL MORTGAGE TRU 2049-09-12 2049-09-12 5.7 - 5.7 Other Instrument GOVERNMENT AGENCY 475000.00 522960.59 MORGAN STANLEY CAPITAL I TRUST 2044-03-15 2044-03-15 5.36 - 5.36 Other Instrument GOVERNMENT AGENCY 7075000.00 7869907.36 STRUCTURED ASSET SECURITIES CO 2033-12-25 2033-12-25 4.52 - 4.52 Other Instrument GOVERNMENT AGENCY 205000.00 24398.54 First Tier Security 2012-07-11 2012-07-11 N N N 8000000.00 8000000.00 0.0037 Y 8000000.00 8000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99VLS5 0000318336 Other Repurchase Agreement N COUNTRYWIDE HOME LOAN TRUST 2030-01-15 2030-01-15 0.48 - 0.48 Other Instrument ASSET BACKED 41745000.00 2162433.51 First Tier Security 2012-07-03 2012-07-03 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99VPH5 0000318336 Other Repurchase Agreement N SOUNDVIEW HOME LOAN TRUST 2003 2035-06-25 2035-06-25 0.69 - 0.69 Other Instrument ASSET BACKED 4495000.00 1834820.94 FIRST HORIZON ALTERNATIVE MORT 2034-10-25 2034-10-25 0.399 - 0.399 Other Instrument ASSET BACKED 19469300.00 4649404.98 First Tier Security 2012-07-18 2012-07-18 N N N 6000000.00 6000000.00 0.0027 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99VQD3 0000318336 Other Repurchase Agreement N SONIC CAP LLC / SONIC INDS LLC 2041-05-20 2041-05-20 5.438 - 5.438 Other Instrument ASSET BACKED 4020000.00 4210919.87 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.856 - 3.856 Other Instrument GOVERNMENT AGENCY 2655000.00 114937.17 First Tier Security 2012-07-23 2012-07-23 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% 44U99VCR7 0000318336 Other Repurchase Agreement N DRUG ROYALTY LP I 2024-07-15 2024-07-15 5.8 - 5.8 Other Instrument ASSET BACKED 2000000.00 2012151.24 SONIC CAP LLC / SONIC INDS LLC 2041-05-20 2041-05-20 5.438 - 5.438 Other Instrument ASSET BACKED 2105000.00 2204971.72 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.856 - 3.856 Other Instrument GOVERNMENT AGENCY 2655000.00 114937.17 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 DRUG ROYALTY LP I 2024-07-15 2024-07-15 5.8 - 5.8 Other Instrument ASSET BACKED 4185000.00 4210426.47 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.856 - 3.856 Other Instrument GOVERNMENT AGENCY 2765000.00 119699.16 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 FIELDSTONE MORTGAGE INVESTMENT 2035-10-25 2035-10-25 1.539 - 1.539 Other Instrument ASSET BACKED 3005000.00 1445014.29 RESIDENTIAL ASSET MORTGAGE PRO 2034-03-25 2034-03-25 4.57 - 4.57 Other Instrument ASSET BACKED 7660000.00 722250.07 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 MORGAN STANLEY MORTGAGE LOAN T 2036-01-25 2036-01-25 3.856 - 3.856 Other Instrument GOVERNMENT AGENCY 890000.00 38528.84 IRWIN HOME EQUITY LOAN TRUST 1 2035-09-25 2035-09-25 0.449 - 0.449 Other Instrument ASSET BACKED 5515036.00 723354.54 CARRINGTON MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 0.709 - 0.709 Other Instrument ASSET BACKED 135000.00 42992.30 SIGNATURE BANK SPRINGFIELD (TH 2019-05-20 2019-05-20 3.58 - 3.58 Other Instrument ASSET BACKED 1390000.00 1349925.48 ALTERNATIVE LOAN TRUST 2007-OH 2047-09-25 2047-09-25 0.459 - 0.459 Other Instrument GOVERNMENT AGENCY 25000.00 10214.46 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 PSS WORLD MEDICAL INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 2000.00 2558.91 ALPHA NATURAL RESOURCES, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 3419000.00 3153364.21 First Tier Security 2012-05-01 2012-05-01 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.31% 45C990BV4 0000853784 Other Repurchase Agreement N METLIFE CAPITAL TRUST I 2019-02-15 2019-02-15 7.717 - 7.717 Other Instrument CORPORATE 2470000.00 3170929.19 DAIMLER CHRYSLER NORTH AMERICA 2013-11-15 2013-11-15 6.5 - 6.5 Other Instrument CORPORATE 2815000.00 3134816.93 First Tier Security 2012-05-01 2012-05-01 N N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 36N99S9R2 0000877559 Other Repurchase Agreement N STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 5000.00 4819.71 PROLOGIS L P 2018-05-15 2018-05-15 6.625 - 6.625 Other Instrument CORPORATE 5000.00 5858.21 WAL-MART STORES, INC. 2035-09-01 2035-09-01 5.25 - 5.25 Other Instrument CORPORATE 901400.00 1042563.11 First Tier Security 2012-05-07 2012-05-07 Y ING FINL MKTS LLC(NNGV RP JPM) 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% 36N99S9F8 0000877559 Other Repurchase Agreement N ABBOTT LABORATORIES 2017-11-30 2017-11-30 5.6 - 5.6 Other Instrument CORPORATE 844000.00 1044452.88 STANCORP FINANCIAL GROUP, INC. 2067-05-29 2067-05-29 6.9 - 6.9 Other Instrument CORPORATE 5000.00 4819.71 EXPEDIA,INC. 2020-08-15 2020-08-15 5.95 - 5.95 Other Instrument CORPORATE 5000.00 5269.04 First Tier Security 2012-05-07 2012-05-07 Y ING FINL MKTS LLC(NNGV RP JPM) 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., 0.64% 45A99NFD2 Other Repurchase Agreement N ARM HOLDINGS PLC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 125292.00 3261350.76 First Tier Security 2012-07-20 2012-07-20 N N N 3000000.00 3000000.00 0.0014 Y 3000000.00 3000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.87% 45A99NFC4 Other Repurchase Agreement N CIGNA CORPORATION 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 22987.00 1077400.69 CATERPILLAR INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 26039.00 2722637.84 CITRIX SYSTEMS, INC. 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 19070.00 1635824.60 First Tier Security 2012-10-19 2012-10-19 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 MICROCHIP TECHNOLOGY INC 2012-04-30 2012-04-30 N/A Other Instrument OTHER NOTE 8212000.00 10902234.78 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., 0.49% 45A99WMB8 0001287279 Other Repurchase Agreement N WASHINGTON MUTUAL MORTGAGE PAS 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 11940000.00 5401968.77 First Tier Security 2012-05-07 2012-05-07 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 WASHINGTON MUTUAL MORTGAGE PAS 2037-06-25 2037-06-25 6 - 6 Other Instrument GOVERNMENT AGENCY 9560000.00 4325194.43 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% 44P99C6Y7 Other Repurchase Agreement N INTEL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 152053.00 4315264.14 RAYONIER TRS HLDGS INC 2012-10-15 2012-10-15 3.75 - 3.75 Other Instrument EQUITY 4000.00 5011.25 First Tier Security 2012-05-07 2012-05-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.28% 42T99QKT1 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2038-04-25 2038-04-25 5.808 - 5.808 Government Agency Debt 49570592.00 2224506.96 First Tier Security 2012-05-02 2012-05-02 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.62% 42T99QJE6 0000050916 Other Repurchase Agreement N GSR MORTGAGE LOAN TRUST 2036-05-26 2036-05-26 5.5 - 5.5 Other Instrument MORTGAGE 4669391.00 2131548.70 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2051-02-12 2051-02-12 5.794 - 5.794 Other Instrument MORTGAGE 18740.00 21514.63 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 N/A Other Instrument MORTGAGE 665120.00 8436.05 First Tier Security 2012-05-07 2012-05-07 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% 35J99R3Y2 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-25 2044-04-25 0.489 - 1.823 Government Agency Debt 435541531.00 21632956.90 First Tier Security 2012-05-02 2012-05-02 N N N 21000000.00 21000000.00 0.0096 N 21000000.00 21000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99R3U0 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-05-15 2040-05-15 4.5 - 4.5 Government Agency Debt 4680000.00 5155390.61 First Tier Security 2012-05-07 2012-05-07 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., 0.85% 35J99R3X4 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-05-15 2040-11-15 4.5 - 4.5 Government Agency Debt 9315000.00 10304226.43 First Tier Security 2012-05-18 2012-05-18 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% 40Q995GD4 Other Repurchase Agreement N ICE I: EM CLO LTD. 2022-08-15 2022-08-15 1.106 - 1.106 Other Instrument ASSET BACKED 9440000.00 8401599.86 First Tier Security 2012-05-02 2012-05-02 N N N 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.67% 40Q995GB8 Other Repurchase Agreement N ICE I: EM CLO LTD. 2022-08-15 2022-08-15 1.106 - 1.106 Other Instrument ASSET BACKED 4725000.00 4205249.93 First Tier Security 2012-05-07 2012-05-07 Y ROYAL BK SCOT PLC(NON GOV REPO N/A N/A N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 UBS Securities LLC UBS Securities LLC, 0.47% 23M99SUT3 0000230611 Other Repurchase Agreement N GLOBALSTAR INC 2028-04-01 2028-04-01 5.75 - 5.75 Other Instrument EQUITY 1893000.00 917408.27 ALASKA COMMUNICATIONS SYS GROUP INC 2013-03-01 2013-03-01 5.75 - 5.75 Other Instrument EQUITY 1940000.00 1972831.80 PEABODY ENERGY CORP 2066-12-15 2066-12-15 4.75 - 4.75 Other Instrument EQUITY 367000.00 351058.44 First Tier Security 2012-05-07 2012-05-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.50% 23M99SUU0 0000230611 Other Repurchase Agreement N ATP OIL & GAS CORP 2015-05-01 2015-05-01 11.875 - 11.875 Other Instrument CORPORATE 2597863.00 2160240.35 First Tier Security 2012-05-07 2012-05-07 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, 0.59% 23M99SUS5 0000230611 Other Repurchase Agreement N ALTRIA GROUP INC 2019-08-06 2019-08-06 9.25 - 9.25 Other Instrument CORPORATE 1518179.00 2102409.70 First Tier Security 2012-05-07 2012-05-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00