N-MFP LIVE N 2012-05-31 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 46 86 2215427360.85 1580948.59 3828782.13 2213179527.31 0.0040 1.0001 2012-05-31 1.0001 2012-05-31 C000048773 1.00 954938228.85 1.00 24740092.31 68345939.30 43605846.99 0.0014 1.0000 2012-05-31 1.0000 2012-05-31 C000048775 1.00 161284411.00 1.00 308517.09 10815215.71 10506698.62 0.0005 1.0001 2012-05-31 1.0001 2012-05-31 C000048776 1.00 169351980.82 1.00 -2841568.39 3259856.70 6101425.09 0.0001 1.0002 2012-05-31 1.0002 2012-05-31 C000048774 1.00 927604906.64 1.00 24127505.00 82054015.70 57926510.70 0.0012 1.0003 2012-05-31 1.0003 2012-05-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-06-29 2012-09-26 N N N 8000000.00 8000000.00 0.0036 N 8000992.00 8000992.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-06-18 2012-10-18 N N N 12000000.00 12000000.00 0.0054 N 11998680.00 11998680.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WQD9 Certificate of Deposit First Tier Security 2012-06-29 2012-10-29 N N N 4000000.00 4000000.00 0.0018 N 4000288.00 4000288.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.56% 06366UD47 Certificate of Deposit First Tier Security 2012-07-06 2013-06-06 N N N 14000000.00 14000000.00 0.0063 N 14004676.00 14004676.00 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 10006108.16 0.0045 N 10001980.00 10001980.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-06-06 2012-09-05 N N N 19000000.00 19000000.00 0.0086 N 19000000.00 19000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE82 Certificate of Deposit First Tier Security 2012-06-19 2012-09-19 N N N 24000000.00 24000000.00 0.0108 N 23998920.00 23998920.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417ELW1 Certificate of Deposit First Tier Security 2012-06-01 2012-11-01 N N N 18000000.00 18000000.00 0.0081 N 17998542.00 17998542.00 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 0.0036 N 8002330.40 8002330.40 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417D2A2 Certificate of Deposit First Tier Security 2012-08-13 2013-06-11 N N N 7000000.00 7000000.00 0.0032 N 6997354.00 6997354.00 Bank of Nova Scotia Bank of Nova Scotia, 0.62% 06417DJE6 Certificate of Deposit First Tier Security 2012-08-16 2013-04-15 N N N 6000000.00 6000000.00 0.0027 N 5999088.00 5999088.00 Bank of Nova Scotia Bank of Nova Scotia, 0.72% 06417DSG1 Certificate of Deposit First Tier Security 2012-08-09 2012-11-09 N N N 11000000.00 11007958.06 0.0050 N 11011231.00 11011231.00 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 0.0072 N 16001569.60 16001569.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EVD6 Certificate of Deposit First Tier Security 2012-06-07 2012-11-07 N N N 14000000.00 14000000.00 0.0063 N 13998236.00 13998236.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EWB9 Certificate of Deposit First Tier Security 2012-06-14 2012-11-14 N N N 10000000.00 10000000.00 0.0045 N 9998680.00 9998680.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-06-05 2012-09-05 N N N 8000000.00 8000000.00 0.0036 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 2012-06-20 2012-09-20 N N N 10000000.00 10000000.00 0.0045 N 9999430.00 9999430.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-06-21 2012-09-21 N N N 8000000.00 8000000.00 0.0036 N 7999544.00 7999544.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2012-06-25 2012-09-24 N N N 14000000.00 14000000.00 0.0063 N 14000014.00 14000014.00 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 0.0099 N 22017571.40 22017571.40 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.51% 13606X6B9 Certificate of Deposit First Tier Security 2012-07-24 2012-10-24 N N N 8000000.00 8000000.00 0.0036 N 7999496.00 7999496.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.56% 13606XN87 Certificate of Deposit First Tier Security 2012-07-17 2013-06-17 N N N 20000000.00 20000000.00 0.0090 N 20005120.00 20005120.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.67% 13606XW20 Certificate of Deposit First Tier Security 2012-07-02 2012-10-01 N N N 14000000.00 14005672.83 0.0063 N 13998362.00 13998362.00 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 0.0090 N 20005378.00 20005378.00 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 4001012.40 4001012.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P5R1 Certificate of Deposit First Tier Security 2012-08-17 2012-08-17 N N N 10000000.00 10000000.00 0.0045 N 10000864.00 10000864.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.35% 60687GXR4 Certificate of Deposit First Tier Security 2012-08-06 2012-08-06 N N N 12000000.00 12000000.00 0.0054 N 11999997.60 11999997.60 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 0.0036 N 8000372.80 8000372.80 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 0.0099 N 22003020.60 22003020.60 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-06-06 2012-07-06 N N N 7000000.00 7000000.00 0.0032 N 6999839.00 6999839.00 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 0.0036 N 8003464.80 8003464.80 National Bank Canada National Bank Canada, 0.57% 63306V6J4 Certificate of Deposit First Tier Security 2012-08-06 2013-02-04 N N N 7000000.00 7000000.00 0.0032 N 7000609.00 7000609.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.30% 65557V5C1 Certificate of Deposit First Tier Security 2012-08-16 2012-08-16 N N N 22000000.00 21998606.99 0.0099 N 21998587.60 21998587.60 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.30% 65557V5P2 Certificate of Deposit First Tier Security 2012-08-24 2012-08-24 N N N 16000000.00 16000000.00 0.0072 N 16000000.00 16000000.00 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 2000007.77 0.0009 N 2000166.60 2000166.60 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.29% 74977MWQ4 Certificate of Deposit First Tier Security 2012-06-08 2012-06-08 N N N 20000000.00 20000000.00 0.0090 N 19999920.00 19999920.00 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 0.0099 N 22001881.00 22001881.00 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 3000000.00 3000000.00 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 7000000.00 7000000.00 Royal Bank of Canada Royal Bank of Canada, 0.83% 78009JKX2 Certificate of Deposit First Tier Security 2012-07-02 2013-05-31 N N N 27000000.00 27000000.00 0.0122 N 27021330.00 27021330.00 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 0.0090 N 20002398.00 20002398.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6J2 Certificate of Deposit First Tier Security 2012-06-02 2012-06-06 N N N 15000000.00 15000000.00 0.0068 N 15000000.00 15000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DAW0 Certificate of Deposit First Tier Security 2012-06-03 2012-07-03 N N N 15000000.00 15000000.00 0.0068 N 14999655.00 14999655.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562E6R4 Certificate of Deposit First Tier Security 2012-06-08 2012-06-08 N N N 15000000.00 15000000.00 0.0068 N 15000000.00 15000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFJ4 Certificate of Deposit First Tier Security 2012-06-14 2012-09-14 N N N 15000000.00 15000000.00 0.0068 N 14998770.00 14998770.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFT2 Certificate of Deposit First Tier Security 2012-06-18 2012-09-17 N N N 8000000.00 8000000.00 0.0036 N 7999328.00 7999328.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFY1 Certificate of Deposit First Tier Security 2012-06-18 2012-09-18 N N N 12000000.00 12000000.00 0.0054 N 11998980.00 11998980.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DGH7 Certificate of Deposit First Tier Security 2012-06-25 2012-09-24 N N N 8000000.00 8000000.00 0.0036 N 7999280.00 7999280.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGK0 Certificate of Deposit First Tier Security 2012-06-25 2012-10-02 N N N 8000000.00 8000000.00 0.0036 N 7999224.00 7999224.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WZG6 Certificate of Deposit First Tier Security 2012-08-03 2012-08-03 N N N 12000000.00 12000000.00 0.0054 N 12000850.80 12000850.80 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WZL5 Certificate of Deposit First Tier Security 2012-08-09 2012-08-09 N N N 8000000.00 8000000.00 0.0036 N 8000620.00 8000620.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WZS0 Certificate of Deposit First Tier Security 2012-08-21 2012-08-21 N N N 8000000.00 8000000.00 0.0036 N 8000727.20 8000727.20 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 0.0036 N 8001731.20 8001731.20 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 0.0036 N 8001099.20 8001099.20 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 0.0036 N 8001134.40 8001134.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-06-07 2012-11-07 N N N 20000000.00 20000000.00 0.0090 N 19998320.00 19998320.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.47% 89112XNA9 Certificate of Deposit First Tier Security 2012-08-02 2013-02-04 N N N 2000000.00 2000000.00 0.0009 N 2000234.00 2000234.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.62% 89112XES0 Certificate of Deposit First Tier Security 2012-11-14 2012-11-14 N N N 18000000.00 18000000.00 0.0081 N 18027433.80 18027433.80 UBS AG UBS AG, 0.30% 90267RER6 Certificate of Deposit First Tier Security 2012-06-22 2012-06-22 N N N 16000000.00 16002980.65 0.0072 N 16004494.40 16004494.40 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 0.0090 N 20002322.00 20002322.00 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 0.0068 N 15001741.50 15001741.50 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 4000333.20 4000333.20 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 9003098.70 9003098.70 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 0.0099 N 22000096.80 22000096.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-06-11 2012-10-11 N N N 22000000.00 22000000.00 0.0099 N 21998460.00 21998460.00 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 0.0099 N 22009952.80 22009952.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDE7 0000833029 Certificate of Deposit First Tier Security 2012-11-29 2012-11-29 N N N 12000000.00 12000000.00 0.0054 N 12002420.40 12002420.40 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 4001116.00 4001116.00 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 2000589.20 2000589.20 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 4001178.40 4001178.40 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 2000084.20 2000084.20 Citibank NA Citibank NA, 0.40% 1730D23B6 Certificate of Deposit First Tier Security 2012-07-09 2012-07-09 N N N 11000000.00 11000000.00 0.0050 N 11002740.10 11002740.10 Citibank NA Citibank NA, 0.40% 1730D23E0 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P06C7 Certificate of Deposit First Tier Security 2012-08-29 2012-08-29 N N N 13000000.00 13000000.00 0.0059 N 13002598.70 13002598.70 Barclays Bank PLC Barclays Bank PLC, 0.70% 06741PBU8 Financial Company Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N N 2000000.00 2000000.00 0.0009 Y 2000500.00 2000500.00 Barclays Bank PLC Barclays Bank PLC, 0.78% 06741PBZ7 Financial Company Commercial Paper First Tier Security 2012-06-14 2012-06-14 N N N 2000000.00 2000000.00 0.0009 Y 2000080.00 2000080.00 Barclays Bank PLC Barclays Bank PLC, 1.00% 06741PBT1 Financial Company Commercial Paper First Tier Security 2012-08-09 2012-08-09 N N N 7000000.00 7000000.00 0.0032 Y 7002940.00 7002940.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.40% 06741GKJ3 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 2000000.00 1998333.33 0.0009 N 1998914.80 1998914.80 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 22999290.83 0.0104 N 22999668.80 22999668.80 BP Capital Markets PLC BP Capital Markets PLC, 0.25% 05568TF87 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 4000000.00 3999805.56 0.0018 N 3999902.40 3999902.40 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 10998930.55 0.0050 N 10999266.30 10999266.30 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RFJ8 Financial Company Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N N 11000000.00 10997402.77 0.0050 N 10998350.00 10998350.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RFN9 Financial Company Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N N 11000000.00 10996791.66 0.0050 N 10997976.00 10997976.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RFV1 Financial Company Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N N 11000000.00 10995722.22 0.0050 N 10997263.20 10997263.20 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RG24 Financial Company Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N N 14000000.00 13993972.22 0.0063 N 13996071.60 13996071.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-06-20 2012-10-22 N N N 3000000.00 3000000.00 0.0014 N 2999775.00 2999775.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-06-25 2012-11-26 N N N 20000000.00 20000000.00 0.0090 N 19997160.00 19997160.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-06-27 2012-11-27 N N N 4000000.00 3999610.13 0.0018 N 4000044.00 4000044.00 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 3999242.22 0.0018 N 3999885.20 3999885.20 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 3999035.56 0.0018 N 3999850.00 3999850.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EAFB4 Financial Company Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N N 22000000.00 21998166.67 0.0099 N 21998790.00 21998790.00 Danske Corp. Danske Corp., 0.30% 2363F6F13 Financial Company Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N N 12000000.00 12000000.00 0.0054 N 11999923.20 11999923.20 Danske Corp. Danske Corp., 0.30% 2363F6F62 Financial Company Commercial Paper First Tier Security 2012-06-06 2012-06-06 N N N 14000000.00 13999416.66 0.0063 N 13999463.80 13999463.80 Danske Corp. Danske Corp., 0.30% 2363F6F70 Financial Company Commercial Paper First Tier Security 2012-06-07 2012-06-07 N N N 12000000.00 11999400.00 0.0054 N 11999463.60 11999463.60 Danske Corp. Danske Corp., 0.30% 2363F6F88 Financial Company Commercial Paper First Tier Security 2012-06-08 2012-06-08 N N N 12000000.00 11999300.00 0.0054 N 11999373.60 11999373.60 Danske Corp. Danske Corp., 0.30% 2363F6FC9 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-06-12 N N N 12000000.00 11998900.00 0.0054 N 11998980.00 11998980.00 Danske Corp. Danske Corp., 0.30% 2363F6FD7 Financial Company Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N N 12000000.00 11998800.00 0.0054 N 11998873.20 11998873.20 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 6999416.67 0.0032 N 6999689.90 6999689.90 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0JJ2 Financial Company Commercial Paper First Tier Security 2012-09-18 2012-09-18 N N N 15000000.00 14985012.51 0.0068 N 14986693.50 14986693.50 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 3998755.56 0.0018 N 3999454.80 3999454.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-06-12 2012-09-12 N N N 15000000.00 15000000.00 0.0068 N 14999205.00 14999205.00 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 10994408.33 0.0050 N 10996002.60 10996002.60 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 10993766.67 0.0050 N 10995446.00 10995446.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.45% 60682WJE9 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 2000000.00 1997375.00 0.0009 N 1996920.20 1996920.20 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 12992676.67 0.0059 N 12995955.70 12995955.70 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 12991550.00 0.0059 N 12994950.80 12994950.80 Nationwide Building Society Nationwide Building Society, 0.52% 6385E0HE6 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 14000000.00 13985035.55 0.0063 N 13987895.60 13987895.60 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 3999794.44 0.0018 N 3999893.20 3999893.20 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050TH95 Financial Company Commercial Paper First Tier Security 2012-08-09 2012-08-09 N N N 6000000.00 5994250.00 0.0027 N 5995834.80 5995834.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THA2 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 1000000.00 999027.78 0.0005 N 999288.00 999288.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THD6 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-08-13 N N N 4000000.00 3995944.44 0.0018 N 3996916.80 3996916.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THE4 Financial Company Commercial Paper First Tier Security 2012-08-14 2012-08-14 N N N 3000000.00 2996916.66 0.0014 N 2997624.90 2997624.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THF1 Financial Company Commercial Paper First Tier Security 2012-08-15 2012-08-15 N N N 4000000.00 3995833.33 0.0018 N 3996748.80 3996748.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.50% 83050THH7 Financial Company Commercial Paper First Tier Security 2012-08-17 2012-08-17 N N N 4000000.00 3995722.22 0.0018 N 3996585.20 3996585.20 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365RF18 Financial Company Commercial Paper First Tier Security 2012-06-01 2012-06-01 N N N 16000000.00 16000000.00 0.0072 N 15999929.60 15999929.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.32% 86958FFF9 Financial Company Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N N 1000000.00 999875.56 0.0005 N 999937.50 999937.50 Swedbank AB Swedbank AB, 0.32% 87019RFE1 Financial Company Commercial Paper First Tier Security 2012-06-14 2012-06-14 N N N 12000000.00 11998613.33 0.0054 N 11999090.40 11999090.40 UBS Finance, Inc. UBS Finance, Inc., 0.30% 90262CFU6 Financial Company Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N N 30000000.00 29993250.00 0.0136 N 29995446.00 29995446.00 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 21999340.00 0.0099 N 21999656.80 21999656.80 Ciesco LP Ciesco LP, 0.37% 17178BFM2 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999794.44 0.0005 N 999906.70 999906.70 Ciesco LP Ciesco LP, 0.37% 17178BFS9 Asset Backed Commercial Paper First Tier Security 2012-06-26 2012-06-26 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999743.05 0.0005 N 999884.40 999884.40 Ciesco LP Ciesco LP, 0.38% 17178BFR1 Asset Backed Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N Y GUARANTOR CITIBANK NA N/A N/A 6000000.00 5998480.00 0.0027 N 5999333.40 5999333.40 Ciesco LP Ciesco LP, 0.38% 17178BG25 Asset Backed Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N Y GUARANTOR CITIBANK NA N/A N/A 6000000.00 5998036.67 0.0027 N 5999109.60 5999109.60 Ciesco LP Ciesco LP, 0.38% 17178BG66 Asset Backed Commercial Paper First Tier Security 2012-07-06 2012-07-06 N N Y GUARANTOR CITIBANK NA N/A N/A 4000000.00 3998522.22 0.0018 N 3999280.00 3999280.00 Ciesco LP Ciesco LP, 0.40% 17178BG58 Asset Backed Commercial Paper First Tier Security 2012-07-05 2012-07-05 N N Y GUARANTOR CITIBANK NA N/A N/A 1000000.00 999622.22 0.0005 N 999611.00 999611.00 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 4000000.00 0.0018 N 3999973.20 3999973.20 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 2999907.50 0.0014 N 2999919.90 2999919.90 Govco, Inc. Govco, Inc., 0.37% 38362VFB4 Asset Backed Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999897.22 0.0005 N 999926.70 999926.70 Govco, Inc. Govco, Inc., 0.37% 38362VFD0 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999753.33 0.0009 N 1999826.60 1999826.60 Govco, Inc. Govco, Inc., 0.37% 38362VFF5 Asset Backed Commercial Paper First Tier Security 2012-06-15 2012-06-15 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999856.11 0.0005 N 999869.40 999869.40 Govco, Inc. Govco, Inc., 0.37% 38362VFJ7 Asset Backed Commercial Paper First Tier Security 2012-06-18 2012-06-18 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999475.84 0.0014 N 2999640.00 2999640.00 Govco, Inc. Govco, Inc., 0.37% 38362VFN8 Asset Backed Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N Y LIQUIDITY CITIBANK NA N/A N/A 4000000.00 3999136.67 0.0018 N 3999413.20 3999413.20 Govco, Inc. Govco, Inc., 0.37% 38362VFT5 Asset Backed Commercial Paper First Tier Security 2012-06-27 2012-06-27 N N Y LIQUIDITY CITIBANK NA N/A N/A 8000000.00 7997862.23 0.0036 N 7998560.00 7998560.00 Govco, Inc. Govco, Inc., 0.38% 38362VFV0 Asset Backed Commercial Paper First Tier Security 2012-06-29 2012-06-29 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999113.33 0.0014 N 2999420.10 2999420.10 Govco, Inc. Govco, Inc., 0.39% 38362VG23 Asset Backed Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999328.33 0.0009 N 1999566.20 1999566.20 Govco, Inc. Govco, Inc., 0.39% 38362VG31 Asset Backed Commercial Paper First Tier Security 2012-07-03 2012-07-03 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2998960.00 0.0014 N 2999323.50 2999323.50 Govco, Inc. Govco, Inc., 0.40% 38362VG64 Asset Backed Commercial Paper First Tier Security 2012-07-06 2012-07-06 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2998833.33 0.0014 N 2998833.00 2998833.00 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFB8 Asset Backed Commercial Paper First Tier Security 2012-06-11 2012-06-11 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 5000000.00 4999569.44 0.0023 N 4999725.00 4999725.00 Windmill Funding Corp. Windmill Funding Corp., 0.31% 97342GFD4 Asset Backed Commercial Paper First Tier Security 2012-06-13 2012-06-13 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 4000000.00 3999586.67 0.0018 N 3999725.60 3999725.60 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFM4 Asset Backed Commercial Paper First Tier Security 2012-06-21 2012-06-21 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 5000000.00 4999027.78 0.0023 N 4999387.50 4999387.50 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFN2 Asset Backed Commercial Paper First Tier Security 2012-06-22 2012-06-22 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 3000000.00 2999387.50 0.0014 N 2999609.40 2999609.40 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFR3 Asset Backed Commercial Paper First Tier Security 2012-06-25 2012-06-25 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 3000000.00 2999300.00 0.0014 N 2999535.30 2999535.30 Windmill Funding Corp. Windmill Funding Corp., 0.35% 97342GFU6 Asset Backed Commercial Paper First Tier Security 2012-06-28 2012-06-28 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 3000000.00 2999212.50 0.0014 N 2999456.40 2999456.40 Comcast Corp. Comcast Corp., 0.45% 2003A2F84 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 1000000.00 999912.50 0.0005 N 999941.10 999941.10 Devon Energy Corp. Devon Energy Corp., 0.44% 25179JAA8 Other Commercial Paper Second Tier Security 2012-06-26 2012-07-02 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0045 N 9998400.00 9998400.00 Ecolab, Inc. Ecolab, Inc., 0.52% 27887RAA9 Other Commercial Paper Second Tier Security 2012-06-11 2012-07-02 Y ECOLAB INC N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000070.00 7000070.00 Sempra Global Sempra Global, 0.42% 81685LFV2 Other Commercial Paper Second Tier Security 2012-06-29 2012-06-29 N N N 1000000.00 999673.33 0.0005 N 999745.50 999745.50 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 999551.39 0.0005 N 999802.80 999802.80 Viacom, Inc. Viacom, Inc., 0.42% 9255M2F80 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 1000000.00 999918.33 0.0005 N 999941.10 999941.10 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FB3 Other Commercial Paper Second Tier Security 2012-06-11 2012-06-11 N N N 1000000.00 999883.33 0.0005 N 999914.40 999914.40 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FD9 Other Commercial Paper Second Tier Security 2012-06-13 2012-06-13 N N N 1000000.00 999860.00 0.0005 N 999895.30 999895.30 Viacom, Inc. Viacom, Inc., 0.42% 9255M2FK3 Other Commercial Paper Second Tier Security 2012-06-19 2012-06-19 N N N 1000000.00 999790.00 0.0005 N 999838.00 999838.00 Xerox Corp. Xerox Corp., 0.63% 98412EF67 Other Commercial Paper Second Tier Security 2012-06-06 2012-06-06 N N N 1000000.00 999912.50 0.0005 N 999931.70 999931.70 Xerox Corp. Xerox Corp., 0.63% 98412EF75 Other Commercial Paper Second Tier Security 2012-06-07 2012-06-07 N N N 1000000.00 999895.00 0.0005 N 999920.30 999920.30 Xerox Corp. Xerox Corp., 0.63% 98412EF83 Other Commercial Paper Second Tier Security 2012-06-08 2012-06-08 N N N 2000000.00 1999755.00 0.0009 N 1999815.60 1999815.60 Xerox Corp. Xerox Corp., 0.63% 98412EFB6 Other Commercial Paper Second Tier Security 2012-06-11 2012-06-11 N N N 1000000.00 999825.00 0.0005 N 999868.60 999868.60 Xerox Corp. Xerox Corp., 0.65% 98412EFC4 Other Commercial Paper Second Tier Security 2012-06-12 2012-06-12 N N N 2000000.00 1999602.78 0.0009 N 1999710.00 1999710.00 Xerox Corp. Xerox Corp., 0.65% 98412EFD2 Other Commercial Paper Second Tier Security 2012-06-13 2012-06-13 N N N 1000000.00 999783.33 0.0005 N 999841.10 999841.10 Xerox Corp. Xerox Corp., 0.67% 98412EFJ9 Other Commercial Paper Second Tier Security 2012-06-18 2012-06-18 N N N 1000000.00 999683.61 0.0005 N 999772.50 999772.50 Xerox Corp. Xerox Corp., 0.68% 98412EFN0 Other Commercial Paper Second Tier Security 2012-06-22 2012-06-22 N N N 1000000.00 999603.33 0.0005 N 999717.10 999717.10 Xerox Corp. Xerox Corp., 0.68% 98412EFV2 Other Commercial Paper Second Tier Security 2012-06-29 2012-06-29 N N N 1000000.00 999471.11 0.0005 N 999607.70 999607.70 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 6380000.00 6378777.17 0.0029 N 6379234.40 6379234.40 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 7996300.00 0.0036 N 7997904.00 7997904.00 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 9994500.00 0.0045 N 9996060.00 9996060.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956T3 Treasury Debt First Tier Security 2012-11-23 2012-11-23 N N N 10000000.00 9992708.33 0.0045 N 9994050.00 9994050.00 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 5992095.00 0.0027 N 5993148.00 5993148.00 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 9984650.00 0.0045 N 9985740.00 9985740.00 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 7061307.46 0.0032 N 7061250.00 7061250.00 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 8005214.46 0.0036 N 8005312.00 8005312.00 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 28275579.45 0.0128 N 28277816.00 28277816.00 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 12054595.30 0.0054 N 12055776.00 12055776.00 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 32163782.06 0.0145 N 32166240.00 32166240.00 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 5017498.31 0.0023 N 5018165.00 5018165.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.19% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 5880000.00 5899680.91 0.0027 N 5899292.28 5899292.28 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 5016155.14 0.0023 N 5016795.00 5016795.00 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 5008084.66 0.0023 N 5008595.00 5008595.00 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 12009783.03 0.0054 N 12012192.00 12012192.00 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 11059568.08 0.0050 N 11061446.00 11061446.00 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 12000000.00 12101060.84 0.0055 N 12100308.00 12100308.00 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 4036840.14 0.0018 N 4037344.00 4037344.00 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 10131486.87 0.0046 N 10134380.00 10134380.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 11000000.00 11100332.77 0.0050 N 11103554.00 11103554.00 ABAG Fin. Auth. for Nonprofit Corps. Rev. ABAG Fin. Auth. for Nonprofit Corps. Rev., 0.24% (Valley Christian Schools Proj.) Series 2003, LOC Bank of America NA VRDN 00037CEY2 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.19% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.21% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.22% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.19% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0059 N 13000000.00 13000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.18% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 10000000.00 10000000.00 0.0045 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 2012-06-07 2012-06-07 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 0.0030 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 2012-06-07 2012-06-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0070 N 15600000.00 15600000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.24% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.19% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8075000.00 8075000.00 0.0036 N 8075000.00 8075000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.16% Series 2004 A6, LOC Mizuho Corporate Bank Ltd. VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y MIZUHO CORPORATE BANK LTD N/A N/A Y MIZUHO CORPORATE BANK LTD N/A N/A N 14475000.00 14475000.00 0.0065 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.24% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0050 N 11135000.00 11135000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.15% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Cincinnati 431022QW5 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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 0.0045 N 10000000.00 10000000.00 Palm Beach County Rev. Palm Beach County Rev., 0.34% (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 2012-06-07 2012-06-07 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., 0.19% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.17% (AnMed Health Proj.) Series 2009 A, LOC Branch Banking & Trust Co. VRDN 83703FBX9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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., 0.32% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2012-06-01 2012-06-01 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., 0.26% Series 2004 B1, LOC Bank of America NA VRDN 442435PD9 Variable Rate Demand Note First Tier Security 2012-06-07 2012-06-07 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 2013-05-31 N N N 27000000.00 27000000.00 0.0122 N 27000270.00 27000270.00 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008KXS7 Other Note First Tier Security 2012-08-06 2013-06-06 N N N 21000000.00 20995266.96 0.0095 N 21006069.00 21006069.00 Royal Bank of Canada Royal Bank of Canada, 0.72% 78008FAM6 Other Note First Tier Security 2012-06-15 2013-06-14 N N N 23000000.00 23000000.00 0.0104 N 23000851.00 23000851.00 Westpac Banking Corp. Westpac Banking Corp., 0.58% 91621CBE0 Other Note First Tier Security 2012-06-08 2012-06-08 N N N 9000000.00 9000000.00 0.0041 N 9000036.00 9000036.00 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 0.0086 N 19000209.00 19000209.00 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 0.0045 Y 9998670.00 9998670.00 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 06/25/2012, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2012-06-25 2012-06-25 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 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 3999547.43 0.0018 N 4000404.00 4000404.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.20% 12R99T8G2 0001167831 Other Instrument Time Deposits First Tier Security 2012-06-07 2012-06-07 N N N 25000000.00 25000000.00 0.0113 N 25000000.00 25000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.20% 44B9928B2 0000851376 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-10-01 6 - 6.5 Government Agency Debt 127274.00 41371.96 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2042-05-01 3 - 6 Government Agency Debt 21128040.00 7112618.23 First Tier Security 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2041-09-01 3 - 4.5 Government Agency Debt 15454.47 15120.63 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2042-06-25 3.5 - 7 Government Agency Debt 35042.25 37044.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-02-16 2041-10-20 3.5 - 4.5 Government Agency Debt 10845.06 11763.36 Unrated Security 2012-06-01 2012-06-01 N N N 62210.00 62209.79 0.0000 N 62209.79 62209.79 ING Financial Markets LLC ING Financial Markets LLC, 0.20% 45B99TGS4 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-25 2040-07-25 3.5 - 3.5 Government Agency Debt 1990000.00 2061667.31 First Tier Security 2012-06-07 2012-06-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-07-01 2052-05-01 3 - 8.5 Government Agency Debt 57948.97 50807.54 Unrated Security 2012-06-01 2012-06-01 N N N 49811.00 49811.19 0.0000 N 49811.19 49811.19 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.24%, dated 5/31/2012 due 06/01/2012 45G99KSY2_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2042-03-01 2.125 - 11 Government Agency Debt 463763.07 132089.91 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2047-10-01 1.358 - 9.5 Government Agency Debt 983926.34 323724.84 US TREASURY 2015-07-31 2017-09-30 0.625 - 10.625 Treasury Debt 203347.89 221706.26 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2062-04-20 0.49 - 8 Government Agency Debt 257208.42 136001.08 Unrated Security 2012-06-01 2012-06-01 N N N 796979.00 796979.02 0.0004 N 796979.02 796979.02 Barclays Capital, Inc. Barclays Capital, Inc., 0.38% 45J999LH8 0000851376 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-02-20 2041-02-20 0.68 - 0.68 Government Agency Debt 1131045.00 854710.29 SPDR S&P RETAIL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 39903.00 2343902.22 First Tier Security 2012-06-05 2012-06-05 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 45J999MS3 0000851376 Other Repurchase Agreement N ATLANTIC ASSET SECURITIZATION LLC 2012-06-22 2012-06-22 N/A Asset Backed Commercial Paper 18000000.00 17997469.20 BARTON CAPITAL LLC 2012-06-01 2012-06-01 N/A Asset Backed Commercial Paper 10500000.00 10499906.55 GDF SUEZ 2012-07-09 2012-07-16 N/A Other Commercial Paper 23696038.00 23687288.16 ROYAL PARK INVESTMENTS FUNDING CORP 2012-06-29 2012-06-29 N/A Asset Backed Commercial Paper 4488440.00 4465997.80 First Tier Security 2012-06-01 2012-06-01 N N N 55000000.00 55000000.00 0.0249 N 55000000.00 55000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.47% 44U99VVW5 0000318336 Other Repurchase Agreement N RESIDENTIAL CAPITAL, LLC 2015-05-15 2015-05-15 9.625 - 9.625 Other Instrument CORPORATE 34690000.00 32400820.31 First Tier Security 2012-06-01 2012-06-01 N N N 30000000.00 30000000.00 0.0136 N 30000000.00 30000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.75% 44U99VVA3 0000318336 Other Repurchase Agreement N BK OF NY MELLON 2012-06-21 2012-06-21 N/A Other Commercial Paper 2105000.00 2104764.75 First Tier Security 2012-07-24 2012-07-24 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.87% 44U99VNG9 0000318336 Other Repurchase Agreement N HSI ASSET LOAN OBLIGATION TRUS 2037-01-25 2037-01-25 2.779 - 2.779 Other Instrument GOVERNMENT AGENCY 35000.00 7880.71 LEHMAN XS TRUST, SERIES 2007-1 2047-09-25 2047-09-25 1.189 - 1.189 Other Instrument GOVERNMENT AGENCY 190000.00 19419.40 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.409 - 0.409 Other Instrument ASSET BACKED 6807000.00 6301721.97 MERRILL LYNCH ALTERNATIVE NOTE 2037-04-25 2037-04-25 0.499 - 0.499 Other Instrument GOVERNMENT AGENCY 15000.00 1054.91 BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 0.399 - 0.399 Other Instrument GOVERNMENT AGENCY 120000.00 13918.51 BEAR STEARNS ASSET BACKED SECU 2035-11-25 2035-11-25 0.569 - 0.569 Other Instrument ASSET BACKED 15418300.00 2306491.05 First Tier Security 2012-07-11 2012-07-11 N N N 8000000.00 8000000.00 0.0036 Y 8000000.00 8000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.87% 44U99VSU3 0000318336 Other Repurchase Agreement N BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 2.954 - 2.954 Other Instrument GOVERNMENT AGENCY 10140000.00 2096662.49 HSI ASSET LOAN OBLIGATION TRUS 2037-01-25 2037-01-25 2.779 - 2.779 Other Instrument GOVERNMENT AGENCY 270000.00 60794.04 LEHMAN MORTGAGE TRUST 2036-12-25 2036-12-25 0.659 - 0.659 Other Instrument GOVERNMENT AGENCY 20000.00 3979.70 First Tier Security 2012-08-08 2012-08-08 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.87% 44U99VUJ5 0000318336 Other Repurchase Agreement N HSI ASSET LOAN OBLIGATION TRUS 2037-01-25 2037-01-25 2.779 - 2.779 Other Instrument GOVERNMENT AGENCY 10000.00 2251.63 BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 0.399 - 0.399 Other Instrument GOVERNMENT AGENCY 20000.00 2319.75 LEHMAN XS TRUST 2006-8 2036-06-25 2036-06-25 0.419 - 0.419 Other Instrument ASSET BACKED 5278399.00 589519.10 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.459 - 0.459 Other Instrument ASSET BACKED 4240000.00 1530109.41 LEHMAN XS TRUST, SERIES 2007-1 2047-09-25 2047-09-25 1.189 - 1.189 Other Instrument GOVERNMENT AGENCY 265000.00 27084.96 MERRILL LYNCH ALTERNATIVE NOTE 2037-04-25 2037-04-25 0.499 - 0.499 Other Instrument GOVERNMENT AGENCY 120000.00 8439.29 RALI SERIES 2005-QS9 TRUST 2036-03-25 2036-03-25 5.361 - 5.361 Other Instrument GOVERNMENT AGENCY 45000.00 1813.73 First Tier Security 2012-08-20 2012-08-20 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% 44U99VLS5 0000318336 Other Repurchase Agreement N LEHMAN MORTGAGE TRUST 2036-12-25 2036-12-25 0.659 - 0.659 Other Instrument GOVERNMENT AGENCY 20000.00 3979.70 HSI ASSET LOAN OBLIGATION TRUS 2037-01-25 2037-01-25 2.779 - 2.779 Other Instrument GOVERNMENT AGENCY 280000.00 63045.67 RBSGC MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 6.961 - 6.961 Other Instrument GOVERNMENT AGENCY 14793100.00 2096115.91 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 DEUTSCHE MORTGAGE SECURITIES,I 2035-06-26 2035-06-26 5.242 - 5.242 Other Instrument GOVERNMENT AGENCY 22714300.00 6206744.39 BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 0.399 - 0.399 Other Instrument GOVERNMENT AGENCY 65000.00 7539.19 INDYMAC INDX MORTGAGE LOAN TRU 2035-04-25 2035-04-25 0.549 - 0.549 Other Instrument GOVERNMENT AGENCY 8080000.00 269832.38 J.P. MORGAN MORTGAGE TRUST 200 2035-10-25 2035-10-25 0.539 - 0.539 Other Instrument GOVERNMENT AGENCY 15000.00 2915.24 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 BEAR STEARNS ALT-A TRUST 2006- 2036-08-25 2036-08-25 0.399 - 0.399 Other Instrument GOVERNMENT AGENCY 100000.00 11598.76 BEAR STEARNS ALT-A TRUST 2002- 2035-08-25 2035-08-25 0.509 - 0.509 Other Instrument GOVERNMENT AGENCY 17610000.00 2534511.05 BEAR STEARNS ARM TRUST 2007-3 2047-05-25 2047-05-25 5.176 - 5.176 Other Instrument GOVERNMENT AGENCY 420000.00 175311.82 HSI ASSET LOAN OBLIGATION TRUS 2037-01-25 2037-01-25 2.779 - 2.779 Other Instrument GOVERNMENT AGENCY 25000.00 5629.08 J.P. MORGAN MORTGAGE TRUST 200 2035-10-25 2035-10-25 0.539 - 0.539 Other Instrument GOVERNMENT AGENCY 60000.00 11660.95 WACHOVIA BANK COMMERCIAL MORTG 2044-12-15 2044-12-15 5.358 - 5.358 Other Instrument GOVERNMENT AGENCY 2000000.00 1586407.30 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, 0.90% 44U99VRH3 0000318336 Other Repurchase Agreement N D. R. HORTON, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 6068000.00 8403324.41 First Tier Security 2012-08-01 2012-08-01 N N N 8000000.00 8000000.00 0.0036 Y 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.34% 45K99PBB4 0000877559 Other Repurchase Agreement N ASPEN INSURANCE HOLDINGS LTD 2020-12-15 2020-12-15 6 - 6 Other Instrument CORPORATE 10000.00 11039.03 CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 10000.00 13723.16 FPL GROUP CAPITAL INC 2067-06-15 2067-06-15 6.65 - 6.65 Other Instrument CORPORATE 10000.00 10560.33 GOLDMAN SACHS GROUP, INC. (THE 2017-01-15 2017-01-15 5.625 - 5.625 Other Instrument CORPORATE 970500.00 1015224.34 First Tier Security 2012-06-07 2012-06-07 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% 45K99PAT6 0000877559 Other Repurchase Agreement N CINGULAR WIRELESS 2031-12-15 2031-12-15 7.125 - 7.125 Other Instrument CORPORATE 20000.00 27446.32 UNITED TECHNOLOGIES 2040-04-15 2040-04-15 5.7 - 5.7 Other Instrument CORPORATE 827100.00 1022654.05 First Tier Security 2012-06-07 2012-06-07 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 ITT INDS INC IND 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 81223.00 1669944.88 GENERAL GROWTH PROPERTIES INC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 79437.00 1335335.97 INTRALINKS HLDGS INC 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 6563.00 26514.52 TOWERS WATSON & CO 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 3783.00 227585.28 LEAR CORPORATION 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 94.00 3760.00 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 NETEASE.COM, INC. 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 88569.00 5439907.98 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 VIRGIN MEDIA INC + 2012-05-31 2012-05-31 N/A Other Instrument OTHER NOTE 8006000.00 10911289.33 First Tier Security 2012-07-23 2012-07-23 N N N 10000000.00 10000000.00 0.0045 Y 10000000.00 10000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.49% 45A99WWE1 0001287279 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRU 2036-10-25 2036-10-25 0.439 - 0.439 Other Instrument GOVERNMENT AGENCY 2310000.00 599968.96 INDYMAC INDA MORTGAGE LOAN TRU 2037-08-25 2037-08-25 5.666 - 5.666 Other Instrument GOVERNMENT AGENCY 12145000.00 4801876.59 First Tier Security 2012-06-18 2012-06-18 N N N 5000000.00 5000000.00 0.0023 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.95% 45A99WDV4 0001287279 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRU 2036-10-25 2036-10-25 0.439 - 0.439 Other Instrument GOVERNMENT AGENCY 16665000.00 4328347.49 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% 46J99XAU6 Other Repurchase Agreement N FIDELITY NATL FINL INC NEW FORMERLY FIDELITY NAT 2018-08-15 2018-08-15 4.25 - 4.25 Other Instrument EQUITY 103621.00 115927.43 ALLEGHENY TECHNOLOGIES INC 2014-06-01 2014-06-01 4.25 - 4.25 Other Instrument EQUITY 100000.00 117625.00 PRICELINE COM INC 2015-03-15 2015-03-15 1.25 - 1.25 Other Instrument EQUITY 1859000.00 3966899.44 First Tier Security 2012-06-07 2012-06-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.47% 46J99XCE0 Other Repurchase Agreement N LA ARENA FUNDING 2026-12-15 2026-12-15 N/A Other Instrument ASSET BACKED 1458514.00 1020818.68 IMPAC CMB TRUST 2034-10-25 2034-10-25 1.019 - 1.019 Other Instrument MORTGAGE 23000000.00 1336389.89 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2042-09-11 2042-09-11 6.154 - 6.154 Other Instrument MORTGAGE 13510000.00 11130456.68 MORGAN STANLEY CAPITAL I 2049-04-12 2049-04-12 5.781 - 5.781 Other Instrument MORTGAGE 14803000.00 13430704.28 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2043-12-15 2043-12-15 5.342 - 5.342 Other Instrument MORTGAGE 15000000.00 15943638.34 SBA TOWER TRUST 2040-04-15 2040-04-15 4.254 - 4.254 Other Instrument MORTGAGE 180000.00 188554.26 First Tier Security 2012-06-01 2012-06-01 N N N 41000000.00 41000000.00 0.0185 N 41000000.00 41000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.62% 42T99QJE6 0000050916 Other Repurchase Agreement N MORGAN STANLEY CAPITAL I 2049-06-11 2049-06-11 6.076 - 6.076 Other Instrument MORTGAGE 51319.00 57635.80 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2051-02-12 2051-02-12 5.794 - 5.794 Other Instrument MORTGAGE 18740.00 21522.42 GSR MORTGAGE LOAN TRUST 2036-05-26 2036-05-26 5.5 - 5.5 Other Instrument MORTGAGE 4669391.00 2072441.46 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 N/A Other Instrument MORTGAGE 612528.00 8296.07 First Tier Security 2012-06-07 2012-06-07 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., 0.61% 35J99R4G0 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-25 2040-05-25 4.5 - 5 Government Agency Debt 20621000.00 22662527.81 First Tier Security 2012-06-06 2012-06-06 N N N 22000000.00 22000000.00 0.0099 N 22000000.00 22000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.66% 35J99R4C9 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-25 2041-04-25 2 - 2 Government Agency Debt 5100000.00 5151941.08 First Tier Security 2012-06-07 2012-06-07 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% 35J99R4E5 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-04-25 2041-04-25 2 - 2 Government Agency Debt 10200000.00 10303882.17 First Tier Security 2012-06-18 2012-06-18 N N N 10000000.00 10000000.00 0.0045 Y 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.61% 40Q995GK8 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-15 2047-05-15 3.05 - 3.05 Government Agency Debt 5890000.00 6121619.33 First Tier Security 2012-06-06 2012-06-06 N N N 6000000.00 6000000.00 0.0027 N 6000000.00 6000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.66% 40Q995GG7 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-15 2047-05-15 3.05 - 3.05 Government Agency Debt 4910000.00 5103081.65 First Tier Security 2012-06-07 2012-06-07 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, 0.47% 23M99SUT3 0000230611 Other Repurchase Agreement N JAGUAR MNG INC 2014-11-01 2014-11-01 N/A Other Instrument EQUITY 6104000.00 3242750.00 First Tier Security 2012-06-07 2012-06-07 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 MOHEGAN TRIBAL GAMING AUTH 2018-09-15 2018-09-15 N/A Other Instrument CORPORATE 3022616.00 2161170.44 First Tier Security 2012-06-07 2012-06-07 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, 0.51% 23M99SUV8 0000230611 Other Repurchase Agreement N JAGUAR MNG INC 2014-11-01 2014-11-01 N/A Other Instrument EQUITY 4018000.00 2134562.50 OLD REP INTL CORP 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 27000.00 26505.00 First Tier Security 2012-06-07 2012-06-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00