N-MFP LIVE N 2012-06-30 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 51 90 2163696179.37 1757896.01 766737.44 2164687337.94 0.0039 1.0001 2012-06-29 1.0001 2012-06-29 C000048773 1.00 934966950.46 1.00 -45565803.45 27652103.80 73217907.25 0.0012 1.0000 2012-06-29 1.0000 2012-06-29 C000048775 1.00 159473310.29 1.00 4782555.73 18835136.05 14052580.32 0.0002 1.0001 2012-06-29 1.0001 2012-06-29 C000048776 1.00 168736259.20 1.00 -172257.25 5452317.39 5624574.64 0.0001 1.0002 2012-06-29 1.0002 2012-06-29 C000048774 1.00 901510817.99 1.00 -23940410.86 44043404.23 67983815.09 0.0010 1.0003 2012-06-29 1.0003 2012-06-29 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366WLY8 Certificate of Deposit First Tier Security 2012-07-26 2012-09-26 N N N 8000000.00 8000000.00 0.0037 N 8000704.00 8000704.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-07-18 2012-10-18 N N N 12000000.00 12000000.00 0.0055 N 11998932.00 11998932.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WQD9 Certificate of Deposit First Tier Security 2012-07-30 2012-10-29 N N N 4000000.00 4000000.00 0.0018 N 4000280.00 4000280.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.56% 06366UD47 Certificate of Deposit First Tier Security 2012-07-06 2013-07-05 N N N 14000000.00 14000000.00 0.0065 N 14006454.00 14006454.00 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 10004853.06 0.0046 N 10002600.00 10002600.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-07-05 2012-09-05 N N N 19000000.00 19000000.00 0.0088 N 19000000.00 19000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE82 Certificate of Deposit First Tier Security 2012-07-19 2012-09-19 N N N 24000000.00 24000000.00 0.0111 N 23999256.00 23999256.00 Bank of Nova Scotia Bank of Nova Scotia, 0.44% 06417ELW1 Certificate of Deposit First Tier Security 2012-07-02 2012-11-01 N N N 18000000.00 18000000.00 0.0083 N 17998830.00 17998830.00 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 8000386.40 8000386.40 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417D2A2 Certificate of Deposit First Tier Security 2012-08-13 2013-07-11 N N N 7000000.00 7000000.00 0.0032 N 6998558.00 6998558.00 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 0.0028 N 5999748.00 5999748.00 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 11006475.19 0.0051 N 11008690.00 11008690.00 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 0.0074 N 16003168.00 16003168.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EVD6 Certificate of Deposit First Tier Security 2012-07-07 2012-11-07 N N N 14000000.00 14000000.00 0.0065 N 13998558.00 13998558.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EWB9 Certificate of Deposit First Tier Security 2012-07-16 2012-11-14 N N N 10000000.00 10000000.00 0.0046 N 9998900.00 9998900.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-07-05 2012-09-05 N N N 8000000.00 8000000.00 0.0037 N 8000000.00 8000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPP6 Certificate of Deposit First Tier Security 2012-07-20 2012-09-20 N N N 10000000.00 10000000.00 0.0046 N 9999560.00 9999560.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-07-23 2012-09-21 N N N 8000000.00 8000000.00 0.0037 N 7999648.00 7999648.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.42% 13606X5X2 Certificate of Deposit First Tier Security 2012-07-23 2012-09-24 N N N 14000000.00 14000000.00 0.0065 N 14000588.00 14000588.00 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 0.0102 N 22015450.60 22015450.60 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 0.0037 N 7999824.00 7999824.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.56% 13606XN87 Certificate of Deposit First Tier Security 2012-07-17 2013-07-17 N N N 20000000.00 20000000.00 0.0092 N 20007640.00 20007640.00 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 14004277.87 0.0065 N 14000000.00 14000000.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.32% 23330LFW1 Certificate of Deposit First Tier Security 2012-09-13 2012-09-13 N N N 4000000.00 4000000.00 0.0018 N 3999915.20 3999915.20 DnB NOR Bank ASA DnB NOR Bank ASA, 0.32% 23330LFY7 Certificate of Deposit First Tier Security 2012-09-17 2012-09-17 N N N 6000000.00 5999935.07 0.0028 N 5999799.60 5999799.60 DnB NOR Bank ASA DnB NOR Bank ASA, 0.32% 23330LGE0 Certificate of Deposit First Tier Security 2012-09-20 2012-09-20 N N N 4000000.00 4000000.00 0.0018 N 3999907.60 3999907.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.30% 60681P5N0 Certificate of Deposit First Tier Security 2012-07-09 2012-07-09 N N N 8000000.00 7999875.47 0.0037 N 8000088.80 8000088.80 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 20003420.00 20003420.00 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 4000506.40 4000506.40 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 0.0046 N 10002447.00 10002447.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GF37 Certificate of Deposit First Tier Security 2012-07-03 2012-07-03 N N N 8000000.00 8000000.00 0.0037 N 7999991.20 7999991.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.18% 60687GF86 Certificate of Deposit First Tier Security 2012-07-05 2012-07-05 N N N 8000000.00 8000000.00 0.0037 N 7999986.40 7999986.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.30% 60687GF60 Certificate of Deposit First Tier Security 2012-09-04 2012-09-04 N N N 8000000.00 8000000.00 0.0037 N 7999107.20 7999107.20 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 0.0055 N 12001390.80 12001390.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.37% 60687GA32 Certificate of Deposit First Tier Security 2012-09-07 2012-09-07 N N N 16000000.00 16000000.00 0.0074 N 16000308.80 16000308.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.37% 60687GC22 Certificate of Deposit First Tier Security 2012-09-10 2012-09-10 N N N 16000000.00 16000000.00 0.0074 N 16000321.60 16000321.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GF52 Certificate of Deposit First Tier Security 2012-10-02 2012-10-02 N N N 8000000.00 8000000.00 0.0037 N 7999788.80 7999788.80 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 0.0102 N 22000464.20 22000464.20 National Bank Canada National Bank Canada, 0.35% 63306VY38 Certificate of Deposit First Tier Security 2012-07-06 2012-07-06 N N N 7000000.00 7000000.00 0.0032 N 6999972.00 6999972.00 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 8001001.60 8001001.60 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 7000336.00 7000336.00 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 21999156.86 0.0102 N 22001465.20 22001465.20 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 0.0074 N 16001988.80 16001988.80 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.30% 65557V6L0 Certificate of Deposit First Tier Security 2012-09-04 2012-09-04 N N N 10000000.00 10000000.00 0.0046 N 9999999.00 9999999.00 Royal Bank of Canada Royal Bank of Canada, 0.83% 78009JKX2 Certificate of Deposit First Tier Security 2012-07-02 2013-07-01 N N N 27000000.00 27000000.00 0.0125 N 27024003.00 27024003.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.38% 86562DAW0 Certificate of Deposit First Tier Security 2012-07-03 2012-07-03 N N N 15000000.00 15000000.00 0.0069 N 15000000.00 15000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DGW4 Certificate of Deposit First Tier Security 2012-07-05 2012-10-05 N N N 12000000.00 12000000.00 0.0055 N 11999088.00 11999088.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DHN3 Certificate of Deposit First Tier Security 2012-07-09 2012-10-09 N N N 15000000.00 15000000.00 0.0069 N 14998800.00 14998800.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFJ4 Certificate of Deposit First Tier Security 2012-07-14 2012-09-14 N N N 15000000.00 15000000.00 0.0069 N 14999100.00 14999100.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFY1 Certificate of Deposit First Tier Security 2012-07-18 2012-09-18 N N N 12000000.00 12000000.00 0.0055 N 11999232.00 11999232.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFT2 Certificate of Deposit First Tier Security 2012-07-18 2012-09-17 N N N 8000000.00 8000000.00 0.0037 N 7999504.00 7999504.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGH7 Certificate of Deposit First Tier Security 2012-07-25 2012-09-24 N N N 8000000.00 8000000.00 0.0037 N 7999440.00 7999440.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DGK0 Certificate of Deposit First Tier Security 2012-07-24 2012-10-02 N N N 8000000.00 8000000.00 0.0037 N 7999384.00 7999384.00 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 0.0055 N 12001864.80 12001864.80 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 0.0037 N 8001456.00 8001456.00 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 0.0037 N 8001882.40 8001882.40 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 8000532.80 8000532.80 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 8001464.80 8001464.80 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 8001553.60 8001553.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.30% 86958CCJ1 Certificate of Deposit First Tier Security 2012-09-17 2012-09-17 N N N 4000000.00 4000043.30 0.0018 N 3998623.20 3998623.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.31% 86958CCN2 Certificate of Deposit First Tier Security 2012-09-25 2012-09-25 N N N 4000000.00 4000000.00 0.0018 N 3998534.80 3998534.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-07-09 2012-11-07 N N N 20000000.00 20000000.00 0.0092 N 19998640.00 19998640.00 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 2000124.00 2000124.00 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 0.0083 N 18027516.60 18027516.60 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.40% 05299WRH3 0000859994 Certificate of Deposit First Tier Security 2012-12-05 2012-12-05 N N N 7000000.00 7000304.67 0.0032 N 7003703.00 7003703.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.41% 05299WRM2 0000859994 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 2000000.00 2000000.00 0.0009 N 2001118.00 2001118.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 2029914E2 0000008565 Certificate of Deposit First Tier Security 2012-09-18 2012-09-18 N N N 8000000.00 8000000.00 0.0037 N 8000899.20 8000899.20 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 0.0042 N 9002296.80 9002296.80 HSBC Bank PLC HSBC Bank PLC, 0.42% 35X99QBD5 0001140465 Certificate of Deposit First Tier Security 2012-12-28 2012-12-28 N N N 8000000.00 8000000.00 0.0037 N 7991532.80 7991532.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-07-11 2012-10-11 N N N 22000000.00 22000000.00 0.0102 N 21998790.00 21998790.00 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 0.0102 N 22008014.60 22008014.60 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 0.0055 N 12006106.80 12006106.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.40% 39K99HDF4 0000833029 Certificate of Deposit First Tier Security 2012-12-20 2012-12-20 N N N 12000000.00 12000000.00 0.0055 N 11999997.60 11999997.60 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 4001784.40 4001784.40 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 2000954.40 2000954.40 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 4001908.80 4001908.80 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 2000483.80 2000483.80 Citibank NA Citibank NA, 0.40% 1730D23E0 Certificate of Deposit First Tier Security 2012-07-10 2012-07-10 N N N 1000000.00 1000000.00 0.0005 N 1000082.50 1000082.50 Citibank NA Citibank NA, 0.40% 1730D23M2 Certificate of Deposit First Tier Security 2012-07-16 2012-07-16 N N N 11000000.00 11000000.00 0.0051 N 11001402.50 11001402.50 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 0.0060 N 13002421.90 13002421.90 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P06H6 Certificate of Deposit First Tier Security 2012-09-13 2012-09-13 N N N 6000000.00 6000000.00 0.0028 N 6001139.40 6001139.40 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.28% 8574P06J2 Certificate of Deposit First Tier Security 2012-09-14 2012-09-14 N N N 6000000.00 6000000.00 0.0028 N 6001154.40 6001154.40 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.34% 0020P5CV9 Financial Company Commercial Paper First Tier Security 2012-07-10 2012-12-10 N N N 11000000.00 10997589.06 0.0051 N 10998559.00 10998559.00 Barclays Bank PLC Barclays Bank PLC, 0.75% 06741PDD4 Financial Company Commercial Paper First Tier Security 2012-07-20 2012-07-20 N N N 2000000.00 2000000.00 0.0009 Y 2000100.00 2000100.00 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 7002170.00 7002170.00 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 1999000.00 0.0009 N 1999477.80 1999477.80 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 13999805.56 0.0065 N 13999615.00 13999615.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.60% 17307RGT5 Financial Company Commercial Paper First Tier Security 2012-07-27 2012-07-27 N N N 12000000.00 11994800.00 0.0055 N 11996774.40 11996774.40 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.60% 17307RH15 Financial Company Commercial Paper First Tier Security 2012-08-01 2012-08-01 N N N 13000000.00 12993283.33 0.0060 N 12995590.40 12995590.40 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.65% 17307RH80 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 14000000.00 13990394.45 0.0065 N 13989878.00 13989878.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-07-20 2012-10-22 N N N 3000000.00 3000000.00 0.0014 N 2999814.00 2999814.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-07-25 2012-11-26 N N N 20000000.00 20000000.00 0.0092 N 19997560.00 19997560.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-07-27 2012-11-27 N N N 4000000.00 3999675.47 0.0018 N 4000148.00 4000148.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMH0 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 2000000.00 1996244.45 0.0009 N 1996827.00 1996827.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.40% 20272DMM9 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 2000000.00 1996155.55 0.0009 N 1996730.20 1996730.20 Credit Suisse New York Branch Credit Suisse New York Branch, 0.37% 2254EAK10 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 19000000.00 18982034.45 0.0088 N 18981627.00 18981627.00 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 14989137.51 0.0069 N 14990617.50 14990617.50 DNB Bank ASA DNB Bank ASA, 0.33% 2332K0K19 Financial Company Commercial Paper First Tier Security 2012-10-01 2012-10-01 N N N 8000000.00 7993253.33 0.0037 N 7993104.00 7993104.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-07-12 2012-09-12 N N N 15000000.00 15000000.00 0.0069 N 14999415.00 14999415.00 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 10997158.33 0.0051 N 10998446.80 10998446.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 4662J0H88 Financial Company Commercial Paper First Tier Security 2012-08-08 2012-08-08 N N N 11000000.00 10996516.67 0.0051 N 10998007.90 10998007.90 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 1998125.00 0.0009 N 1998297.40 1998297.40 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 12998310.00 0.0060 N 12999285.00 12999285.00 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 12997183.33 0.0060 N 12998729.90 12998729.90 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 13991102.22 0.0065 N 13994597.40 13994597.40 Nordea North America, Inc. Nordea North America, Inc., 0.30% 6555P0J59 Financial Company Commercial Paper First Tier Security 2012-09-05 2012-09-05 N N N 8000000.00 7995600.00 0.0037 N 7996353.60 7996353.60 Nordea North America, Inc. Nordea North America, Inc., 0.31% 6555P0JB6 Financial Company Commercial Paper First Tier Security 2012-09-11 2012-09-11 N N N 12000000.00 11992560.00 0.0055 N 11993652.00 11993652.00 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 5996750.00 0.0028 N 5998467.00 5998467.00 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 999444.44 0.0005 N 999734.00 999734.00 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 3997611.11 0.0018 N 3998800.00 3998800.00 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 2998166.67 0.0014 N 2999069.70 2999069.70 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 3997500.00 0.0018 N 3998718.80 3998718.80 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 3997388.89 0.0018 N 3998635.20 3998635.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.30% 86958FHW0 Financial Company Commercial Paper First Tier Security 2012-08-30 2012-08-30 N N N 12000000.00 11994000.00 0.0055 N 11995149.60 11995149.60 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.30% 86958FJC2 Financial Company Commercial Paper First Tier Security 2012-09-12 2012-09-12 N N N 4000000.00 3997566.67 0.0018 N 3997791.60 3997791.60 Swedbank AB Swedbank AB, 0.35% 87019RHD1 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-08-13 N N N 6000000.00 5997491.67 0.0028 N 5997750.00 5997750.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKC0 Financial Company Commercial Paper First Tier Security 2012-10-12 2012-10-12 N N N 22000000.00 21974822.22 0.0102 N 21974326.00 21974326.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MH9 Financial Company Commercial Paper First Tier Security 2012-12-17 2012-12-17 N N N 8000000.00 7984977.78 0.0037 N 7983584.00 7983584.00 Westpac Banking Corp. Westpac Banking Corp., 0.40% 9612C0MM8 Financial Company Commercial Paper First Tier Security 2012-12-21 2012-12-21 N N N 9000000.00 8982700.00 0.0041 N 8980735.50 8980735.50 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 999955.56 0.0005 N 999970.00 999970.00 Ciesco LP Ciesco LP, 0.40% 17178BGG4 Asset Backed Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N Y GUARANTOR CITIBANK NA N/A N/A 6000000.00 5999000.00 0.0028 N 5999490.00 5999490.00 Ciesco LP Ciesco LP, 0.50% 17178BGW9 Asset Backed Commercial Paper First Tier Security 2012-07-30 2012-07-30 N N Y GUARANTOR CITIBANK NA N/A N/A 10000000.00 9995972.22 0.0046 N 9998424.00 9998424.00 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 1999978.33 0.0009 N 1999963.40 1999963.40 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 2999935.00 0.0014 N 2999926.80 2999926.80 Govco, Inc. Govco, Inc., 0.39% 38362VGA5 Asset Backed Commercial Paper First Tier Security 2012-07-10 2012-07-10 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999805.00 0.0009 N 1999865.60 1999865.60 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 2999833.33 0.0014 N 2999871.60 2999871.60 Govco, Inc. Govco, Inc., 0.40% 38362VGG2 Asset Backed Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2999500.00 0.0014 N 2999688.30 2999688.30 Govco, Inc. Govco, Inc., 0.50% 38362VGP2 Asset Backed Commercial Paper First Tier Security 2012-07-23 2012-07-23 N N Y LIQUIDITY CITIBANK NA N/A N/A 1000000.00 999694.44 0.0005 N 999853.30 999853.30 Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.25% 56274LGG3 Asset Backed Commercial Paper First Tier Security 2012-07-16 2012-07-16 N N Y LIQUIDITY SUMITOMO MITSUI BKG CORP N/A N/A 3100000.00 3099677.08 0.0014 N 3099677.91 3099677.91 Windmill Funding Corp. Windmill Funding Corp., 0.39% 97342GG27 Asset Backed Commercial Paper First Tier Security 2012-07-02 2012-07-02 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 7000000.00 6999924.17 0.0032 N 6999906.90 6999906.90 Windmill Funding Corp. Windmill Funding Corp., 0.39% 97342GG35 Asset Backed Commercial Paper First Tier Security 2012-07-03 2012-07-03 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 2000000.00 1999956.67 0.0009 N 1999964.40 1999964.40 Windmill Funding Corp. Windmill Funding Corp., 0.40% 97342GG35 Asset Backed Commercial Paper First Tier Security 2012-07-03 2012-07-03 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 1000000.00 999977.78 0.0005 N 999982.20 999982.20 Windmill Funding Corp. Windmill Funding Corp., 0.40% 97342GG50 Asset Backed Commercial Paper First Tier Security 2012-07-05 2012-07-05 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A 4000000.00 3999822.22 0.0018 N 3999893.20 3999893.20 Devon Energy Corp. Devon Energy Corp., 0.45% 25179JAA8 Other Commercial Paper Second Tier Security 2012-07-26 2012-07-30 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0046 N 9998520.00 9998520.00 Ecolab, Inc. Ecolab, Inc., 0.52% 27887RAA9 Other Commercial Paper Second Tier Security 2012-07-11 2012-07-11 Y ECOLAB INC N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000077.00 7000077.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.47% 42823JH24 Other Commercial Paper Second Tier Security 2012-08-02 2012-08-02 N N N 2000000.00 1999164.44 0.0009 N 1999374.80 1999374.80 Sempra Global Sempra Global, 0.42% 81685LGT6 Other Commercial Paper Second Tier Security 2012-07-27 2012-07-27 N N N 1000000.00 999696.66 0.0005 N 999673.00 999673.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.43% 88159BG94 Other Commercial Paper Second Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 999904.45 0.0005 N 999923.60 999923.60 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.43% 88159BG94 Other Commercial Paper Second Tier Security 2012-07-09 2012-07-09 N N N 1000000.00 999904.44 0.0005 N 999923.60 999923.60 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 999905.56 0.0005 N 999967.40 999967.40 Verizon Communications, Inc. Verizon Communications, Inc., 0.45% 92344PUW4 Other Commercial Paper Second Tier Security 2012-08-01 2012-08-03 Y VERIZON COMMUNICATIONS INC N/A N/A N N 7000000.00 7000000.00 0.0032 N 6997963.00 6997963.00 Xerox Corp. Xerox Corp., 0.68% 98412EGL3 Other Commercial Paper Second Tier Security 2012-07-20 2012-07-20 N N N 1000000.00 999641.11 0.0005 N 999725.80 999725.80 Xerox Corp. Xerox Corp., 0.68% 98412EGL3 Other Commercial Paper Second Tier Security 2012-07-20 2012-07-20 N N N 1000000.00 999641.11 0.0005 N 999725.80 999725.80 Xerox Corp. Xerox Corp., 0.70% 98412EGP4 Other Commercial Paper Second Tier Security 2012-07-23 2012-07-23 N N N 2000000.00 1999144.44 0.0009 N 1999360.00 1999360.00 Xerox Corp. Xerox Corp., 0.74% 98412EGW9 Other Commercial Paper Second Tier Security 2012-07-30 2012-07-30 N N N 1000000.00 999403.89 0.0005 N 999566.90 999566.90 Xerox Corp. Xerox Corp., 0.75% 98412EGT6 Other Commercial Paper Second Tier Security 2012-07-27 2012-07-27 N N N 1000000.00 999458.34 0.0005 N 999616.60 999616.60 Xerox Corp. Xerox Corp., 0.75% 98412EHD0 Other Commercial Paper Second Tier Security 2012-08-13 2012-08-13 N N N 1000000.00 999104.17 0.0005 N 999062.00 999062.00 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 9995750.00 0.0046 N 9997410.00 9997410.00 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 9993958.33 0.0046 N 9995200.00 9995200.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956V8 Treasury Debt First Tier Security 2012-12-06 2012-12-06 N N N 2000000.00 1998727.22 0.0009 N 1998780.00 1998780.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127955Q0 Treasury Debt First Tier Security 2012-12-13 2012-12-13 N N N 8000000.00 7994683.32 0.0037 N 7994720.00 7994720.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127956Y2 Treasury Debt First Tier Security 2012-12-27 2012-12-27 N N N 10000000.00 9992541.67 0.0046 N 9992340.00 9992340.00 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 28184729.07 0.0130 N 28182644.00 28182644.00 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 12042552.22 0.0056 N 12042192.00 12042192.00 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 32138840.63 0.0148 N 32136256.00 32136256.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828HM5 Treasury Debt First Tier Security 2012-12-31 2012-12-31 N N N 5000000.00 5086274.25 0.0023 N 5084960.00 5084960.00 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 5012545.96 0.0023 N 5012695.00 5012695.00 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 9880000.00 9909317.83 0.0046 N 9908563.08 9908563.08 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 5009693.09 0.0023 N 5009960.00 5009960.00 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 5006752.02 0.0023 N 5006640.00 5006640.00 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 12007852.17 0.0055 N 12008904.00 12008904.00 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 11048867.24 0.0051 N 11048983.00 11048983.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 1000000.00 1023027.19 0.0005 N 1022812.00 1022812.00 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 15000000.00 15111671.46 0.0070 N 15110160.00 15110160.00 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 4032989.26 0.0019 N 4032968.00 4032968.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% to 0.23% 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 18000000.00 18179845.59 0.0084 N 18177192.00 18177192.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828QZ6 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 6000000.00 6015243.82 0.0028 N 6013830.00 6013830.00 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 10119082.45 0.0047 N 10119530.00 10119530.00 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 17000000.00 17142779.55 0.0079 N 17140777.00 17140777.00 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 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6980000.00 6980000.00 0.0032 N 6980000.00 6980000.00 California Gen. Oblig. California Gen. Oblig., 0.21% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6200000.00 6200000.00 0.0029 N 6200000.00 6200000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.22% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5650000.00 5650000.00 0.0026 N 5650000.00 5650000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.24% (Catholic Healthcare West Proj.) Series 2005 H, LOC Bank of America NA VRDN 13033FF54 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9700000.00 9700000.00 0.0045 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., 0.18% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0060 N 13000000.00 13000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.17% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y FANNIE MAE N/A N/A FREDDIE MAC 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., 0.18% Series 2008 A1, LOC U.S. Bank NA, Cincinnati VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 6700000.00 6700000.00 0.0031 N 6700000.00 6700000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.24% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0072 N 15600000.00 15600000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.25% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y ROYAL BANK OF SCOTLAND PLC N/A N/A Y ROYAL BANK OF SCOTLAND PLC N/A N/A N 7200000.00 7200000.00 0.0033 N 7200000.00 7200000.00 Indiana Edl. Facilities Auth. Rev. Indiana Edl. Facilities Auth. Rev., 0.19% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8075000.00 8075000.00 0.0037 N 8075000.00 8075000.00 New York City Gen. Oblig. New York City Gen. Oblig., 0.16% Series 2004 A6, LOC Mizuho Corporate Bank Ltd. VRDN 64966CLY5 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y MIZUHO CORPORATE BANK LTD N/A N/A Y MIZUHO CORPORATE BANK LTD N/A N/A N 14475000.00 14475000.00 0.0067 N 14475000.00 14475000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.26% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0051 N 11135000.00 11135000.00 Highlands County Health Facilities Auth. Rev. Highlands County Health Facilities Auth. Rev., 0.14% (Adventist Health Sys./Sunbelt Obligated Group Proj.) Series 2005 H, LOC U.S. Bank NA, Cincinnati 431022QW5 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 10000000.00 10000000.00 0.0046 N 10000000.00 10000000.00 Palm Beach County Rev. Palm Beach County Rev., 0.39% (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 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1100000.00 1100000.00 0.0005 N 1100000.00 1100000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.18% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9000000.00 9000000.00 0.0042 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 2012-07-06 2012-07-06 Y BRANCH BANKING AND TRUST CO N/A N/A Y BRANCH BANKING AND TRUST CO N/A N/A N 2250000.00 2250000.00 0.0010 N 2250000.00 2250000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.34% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2012-07-02 2012-07-02 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0009 N 1900000.00 1900000.00 Houston Util. Sys. Rev. Houston Util. Sys. Rev., 0.33% Series 2004 B1, LOC Bank of America NA VRDN 442435PD9 Variable Rate Demand Note First Tier Security 2012-07-06 2012-07-06 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 1400000.00 1400000.00 0.0006 N 1400000.00 1400000.00 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008FBA1 Other Note First Tier Security 2012-07-02 2013-07-01 N N N 27000000.00 27000000.00 0.0125 N 27003942.00 27003942.00 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 20995650.72 0.0097 N 21008694.00 21008694.00 Royal Bank of Canada Royal Bank of Canada, 0.72% 78008FAM6 Other Note First Tier Security 2012-07-16 2013-07-15 N N N 23000000.00 23000000.00 0.0106 N 23025737.00 23025737.00 Fannie Mae Fannie Mae, 0.20% 31359MQV8 Government Agency Debt First Tier Security 2013-02-21 2013-02-21 N N N 1000000.00 1029056.96 0.0005 N 1028255.00 1028255.00 Fannie Mae Fannie Mae, 0.20% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 1000000.00 1009921.25 0.0005 N 1009247.00 1009247.00 Fannie Mae Fannie Mae, 0.20% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 1000000.00 1003558.30 0.0005 N 1003180.00 1003180.00 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 3999622.86 0.0018 N 4000484.00 4000484.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376YC3 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 1000000.00 999677.82 0.0005 N 999347.00 999347.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313376TQ8 Government Agency Debt First Tier Security 2013-02-06 2013-02-06 N N N 1000000.00 999796.50 0.0005 N 999466.00 999466.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BT7 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 4000000.00 3999643.16 0.0018 N 3998264.00 3998264.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313379A58 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 1000000.00 999777.67 0.0005 N 999418.00 999418.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378FS5 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 4195000.00 4194887.67 0.0019 N 4193359.75 4193359.75 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BC4 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 1000000.00 999907.31 0.0005 N 999544.00 999544.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 2000000.00 1999684.75 0.0009 N 1998952.00 1998952.00 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 9999060.00 9999060.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.50% Bonds (New England Pwr. Co. Proj.) Series 1990 A, tender 07/25/2012, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2012-07-25 2012-07-25 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0023 N 5000050.00 5000050.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.32% 35N99XAG5 0000729153 Other Instrument Time Deposits First Tier Security 2012-07-06 2012-07-06 N N N 20000000.00 20000000.00 0.0092 N 20000000.00 20000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.614 - 5.5 Government Agency Debt 2800272.08 1536606.39 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2040-04-25 0.555 - 6 Government Agency Debt 3791534.09 2119750.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.423 - 6.5 Government Agency Debt 22030666.77 16945970.71 Unrated Security 2012-07-02 2012-07-02 N N N 20001943.00 20001943.41 0.0092 N 20001943.41 20001943.41 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_06453 Government Agency Repurchase Agreement Y US TREASURY 2012-11-15 2020-05-15 0.125 - 5.125 Treasury Debt 63074.25 68007.46 FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 4 - 4 Government Agency Debt 10626.23 11560.45 FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-01 2041-12-01 4 - 5.5 Government Agency Debt 22515.24 22443.42 Unrated Security 2012-07-02 2012-07-02 N N N 100010.00 100009.72 0.0000 N 100009.72 100009.72 Citibank NA Citibank NA, 0.18% 44Q99CTR6 0000036684 Government Agency Repurchase Agreement Y US TREASURY 2016-02-29 2016-02-29 2.125 - 2.125 Treasury Debt 9564500.00 10179785.17 FEDERAL NATIONAL MORTGAGE ASSOC 2024-11-01 2024-11-01 4 - 4 Government Agency Debt 28707.00 20521.31 First Tier Security 2012-07-03 2012-07-03 N N N 10000000.00 10000000.00 0.0046 N 10000000.00 10000000.00 Citibank NA In a joint trading account with Citibank NA at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_26602 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2022-03-20 2041-10-20 1.125 - 5.5 Government Agency Debt 1119143.89 58836.86 FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2047-09-01 0.784 - 8 Government Agency Debt 4040068.90 1360632.26 FEDERAL HOME LOAN MORTGAGE CORP 2018-01-01 2048-07-01 1.976 - 7 Government Agency Debt 2309265.74 620763.12 Unrated Security 2012-07-02 2012-07-02 N N N 2000194.00 2000194.34 0.0009 N 2000194.34 2000194.34 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_04361 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2042-06-01 4 - 5 Government Agency Debt 238032.14 131289.87 US TREASURY 2013-06-27 2038-05-15 0 - 7.625 Treasury Debt 503097.70 612287.61 FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2042-06-01 3 - 5 Government Agency Debt 560727.24 480782.35 Unrated Security 2012-07-02 2012-07-02 N N N 1200117.00 1200116.60 0.0006 N 1200116.60 1200116.60 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.18% 46P993HS3 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-11-20 2040-11-20 4 - 4 Government Agency Debt 17960000.00 17342222.28 First Tier Security 2012-07-06 2012-07-06 N N N 17000000.00 17000000.00 0.0079 N 17000000.00 17000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2031-05-25 2042-07-25 2.5 - 7 Government Agency Debt 1031881.84 1030118.11 Unrated Security 2012-07-02 2012-07-02 N N N 1000097.00 1000097.17 0.0005 N 1000097.17 1000097.17 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2042-06-15 0 - 9.25 Government Agency Debt 3485767.80 1036608.07 FEDERAL AGRICULTURE MORTGAGE CORP 2021-03-09 2026-03-09 4.16 - 4.94 Government Agency Debt 954.20 1128.96 US TREASURY 2015-09-30 2015-09-30 1.25 - 1.25 Treasury Debt 1.58 1.62 FINANCE CORPORATION 2018-11-02 2018-11-02 0 - 0 Government Agency Debt 59.90 54.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-20 2041-09-16 0.55 - 7.5 Government Agency Debt 183969.16 133109.73 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-01 2044-10-01 0.575 - 8.5 Government Agency Debt 4354737.20 495332.51 Unrated Security 2012-07-02 2012-07-02 N N N 1628870.00 1628870.26 0.0008 N 1628870.26 1628870.26 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_55502 Government Agency Repurchase Agreement Y US TREASURY 2013-06-27 2013-06-27 0 - 0 Treasury Debt 22.40 22.35 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-01 2042-06-01 1.785 - 6.5 Government Agency Debt 5786574.51 2856280.63 Unrated Security 2012-07-02 2012-07-02 N N N 2800272.00 2800272.08 0.0013 N 2800272.08 2800272.08 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-09-25 2043-10-25 6.5 - 7.5 Government Agency Debt 482216.64 66934.69 US TREASURY 2012-06-30 2040-02-15 0 - 4.875 Treasury Debt 3666243.82 4092761.90 FEDERAL NATIONAL MORTGAGE ASSOC 2034-03-25 2044-01-25 7 - 7.5 Government Agency Debt 49604.82 7457.90 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-11-16 2062-06-20 0.489 - 5.5 Government Agency Debt 10721428.70 10128495.59 Unrated Security 2012-07-02 2012-07-02 N N N 14001360.00 14001360.38 0.0065 N 14001360.38 14001360.38 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-12-01 2042-06-01 3.5 - 4 Government Agency Debt 191758.08 204024.07 Unrated Security 2012-07-02 2012-07-02 N N N 200019.00 200019.43 0.0001 N 200019.43 200019.43 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.23% 41B99C7R2 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-03-25 0.645 - 3.5 Government Agency Debt 3708625.00 3091229.65 First Tier Security 2012-07-06 2012-07-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 Societe Generale In a joint trading account with Societe Generale at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_74037 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.922 - 2.922 Government Agency Debt 13348.56 3003.93 FEDERAL NATIONAL MORTGAGE ASSOC 2012-12-01 2041-12-01 2.574 - 5.105 Government Agency Debt 1547498.01 813088.28 Unrated Security 2012-07-02 2012-07-02 N N N 800078.00 800077.74 0.0004 N 800077.74 800077.74 UBS Securities LLC UBS Securities LLC, 0.20% 44T99C2K7 0000230611 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2031-09-01 4 - 4 Government Agency Debt 13395913.00 13260737.24 First Tier Security 2012-07-06 2012-07-06 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 13000000.00 13000000.00 0.0060 N 13000000.00 13000000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.21%, dated 6/29/2012 due 07/02/2012 45G99K7C3_06042 Government Agency Repurchase Agreement Y US TREASURY 2012-06-30 2042-02-15 0 - 10.625 Treasury Debt 297399.26 324531.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-04-20 2042-06-20 2.5 - 4.5 Government Agency Debt 85832.84 83653.28 Unrated Security 2012-07-02 2012-07-02 N N N 400039.00 400038.87 0.0002 N 400038.87 400038.87 Barclays Capital, Inc. Barclays Capital, Inc., 0.39% 45J999VN4 0000851376 Other Repurchase Agreement N COINSTAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20791.00 1380522.40 TRUEBLUE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 54369.00 779651.46 First Tier Security 2012-07-03 2012-07-03 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 45A99VSA6 0001197610 Other Repurchase Agreement N COMMONWEALTH BK AUSTRALIA 2012-10-15 2012-10-15 2.75 - 2.75 Other Instrument CORPORATE 1673833.00 1691463.11 GENERAL ELEC CAP CORP MEDIUM 2012-08-13 2012-08-13 3.5 - 3.5 Other Instrument CORPORATE 401869.00 408593.16 First Tier Security 2012-07-06 2012-07-06 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.41% 45A99VSD0 0001197610 Other Repurchase Agreement N 51-100 2012-10-01 2067-05-15 0 - 10.25 Other Instrument CORPORATE 60101405.00 64976016.80 First Tier Security 2012-07-02 2012-07-02 N N N 61000000.00 61000000.00 0.0282 N 61000000.00 61000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.26% 44U99V2T4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-20 2051-03-16 0.544 - 4.45 Government Agency Debt 4122838.00 4124862.25 First Tier Security 2012-07-03 2012-07-03 N N N 4000000.00 4000000.00 0.0018 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.30% 44U99V2Y3 0000318336 Other Repurchase Agreement N PROGRESS ENERGY INC 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 107683.00 6480362.94 First Tier Security 2012-07-03 2012-07-03 N N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.40% 44U99V3R7 0000318336 Other Repurchase Agreement N RESIDENTIAL CAPITAL, LLC 2015-05-15 2015-05-15 9.625 - 9.625 Other Instrument CORPORATE 39510000.00 37801742.60 First Tier Security 2012-07-02 2012-07-02 N N N 35000000.00 35000000.00 0.0162 N 35000000.00 35000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.75% 44U99VVA3 0000318336 Other Repurchase Agreement N HOME LOAN TRUST 2006-H14 2036-09-25 2036-09-25 5.72 - 5.72 Other Instrument ASSET BACKED 4065000.00 2164128.27 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 DOMINO'S PIZZA MASTER ISSUES L 2042-01-25 2042-01-25 5.216 - 5.216 Other Instrument ASSET BACKED 8030000.00 8418374.75 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, 0.87% 44U99VSU3 0000318336 Other Repurchase Agreement N CWHEQ REVOLVING HOME EQUITY LO 2036-05-15 2036-05-15 0.422 - 0.422 Other Instrument ASSET BACKED 4165000.00 548261.37 BNC MORTGAGE LOAN TRUST 2007-2 2037-05-25 2037-05-25 0.585 - 0.585 Other Instrument ASSET BACKED 18318000.00 313971.02 CARRINGTON MORTGAGE LOAN TRUST 2035-10-25 2035-10-25 0.895 - 0.895 Other Instrument ASSET BACKED 14435000.00 146522.06 HOME LOAN TRUST 2006-H14 2036-09-25 2036-09-25 5.72 - 5.72 Other Instrument ASSET BACKED 1425000.00 758642.75 CHASE FUNDING 2032-12-25 2032-12-25 1.945 - 1.945 Other Instrument ASSET BACKED 14750000.00 47919.01 HSI ASSET SECURITIZATION CORPO 2037-04-25 2037-04-25 0.525 - 0.525 Other Instrument ASSET BACKED 12785000.00 137609.57 HOME EQUITY MORTGAGE TRUST 200 2037-01-25 2037-01-25 0.445 - 0.445 Other Instrument ASSET BACKED 18045097.00 209679.25 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 AIRSPEED LIMITED 2032-06-15 2032-06-15 0.512 - 0.512 Other Instrument ASSET BACKED 4180000.00 2102683.10 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 HOME LOAN TRUST 2006-H14 2036-09-25 2036-09-25 5.72 - 5.72 Other Instrument ASSET BACKED 4070000.00 2166790.18 First Tier Security 2012-07-03 2012-07-03 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99VPH5 0000318336 Other Repurchase Agreement N BNC MORTGAGE LOAN TRUST 2007-2 2037-05-25 2037-05-25 0.625 - 0.625 Other Instrument ASSET BACKED 6594000.00 38307.66 BOMBARDIER CAPITAL MORTGAGE SE 2020-01-15 2029-12-15 7.44 - 7.85 Other Instrument ASSET BACKED 6752000.00 2459132.38 UCFC FUNDING CORPORATION 2028-06-15 2028-06-15 7.675 - 7.675 Other Instrument ASSET BACKED 4715000.00 3995036.33 First Tier Security 2012-07-18 2012-07-18 N N N 6000000.00 6000000.00 0.0028 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99VQD3 0000318336 Other Repurchase Agreement N OAKWOOD MORTGAGE INVESTORS INC 2027-09-15 2027-09-15 7.45 - 7.45 Other Instrument ASSET BACKED 4820000.00 4327454.74 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 DOLLAR THRIFTY AUTOMOTIVE GROU 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 104617.00 8408068.29 First Tier Security 2012-08-01 2012-08-01 N N N 8000000.00 8000000.00 0.0037 Y 8000000.00 8000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.27% 45A99NRD9 Other Repurchase Agreement N AURIZON MINESLTD F*- 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 24327.00 106065.72 EMBOTELLADORA ANDINA S.A. 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 1939.00 50898.75 RICHMONT MINES INC 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 12929.00 57792.63 PETROLEO BRASILEIRO S.A. 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 872429.00 15415820.43 ADR GOLD FIELDS LIMITED 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 2454704.00 30708347.04 KYOCERA CORP 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 4732.00 400563.80 First Tier Security 2012-07-02 2012-07-02 N N N 43000000.00 43000000.00 0.0199 N 43000000.00 43000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99NFD2 Other Repurchase Agreement N TUPPERWARE CORPORATION 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 60798.00 3264852.60 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 PEOPLES BANCORP INC 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 6657.00 141461.25 OPNET TECHNOLOGIES, INC. 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 7896.00 201584.88 ON ASSIGNMENT, INC. 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 10318.00 153119.12 NUTRI/SYSTEM INC 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 60270.00 690694.20 NETEASE.COM, INC. 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 48329.00 2806948.32 NAVIGATORS GROUP INC 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 6655.00 318774.50 NATIONAL BEVERAGE CORP 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 11623.00 161908.39 MTS SYS CORP 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 4513.00 170230.36 ARRAY BIOPHARMA 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 122966.00 415625.08 ACCELRYS INC 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 18024.00 142209.36 PLEXUS CORP 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 8749.00 240247.54 STEC INC + 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 120.00 916.80 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 AMERICAN EQUITY INT LI 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 9243000.00 9975119.54 ACCURAY INCORPORATED 2012-06-30 2012-06-30 N/A Other Instrument OTHER NOTE 950000.00 945326.95 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% 45A99W8N8 0001287279 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRU 2036-10-25 2036-10-25 0.445 - 0.445 Other Instrument GOVERNMENT AGENCY 19915000.00 5098380.90 INDYMAC INDA MORTGAGE LOAN TRU 2037-08-25 2037-08-25 5.661 - 5.661 Other Instrument GOVERNMENT AGENCY 795000.00 303660.48 First Tier Security 2012-07-06 2012-07-06 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.95% 45A99WDV4 0001287279 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRU 2036-10-25 2036-10-25 0.445 - 0.445 Other Instrument GOVERNMENT AGENCY 16920000.00 4331639.71 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., 0.28% 46J99XJE3 Other Repurchase Agreement N CRSH SWISS FRANC TR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17788.00 1816866.32 TEVAPHARMIND SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 91551.00 3583306.14 First Tier Security 2012-07-02 2012-07-02 N N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 46J99XGC0 Other Repurchase Agreement N PRICELINE COM INC 2015-03-15 2015-03-15 1.25 - 1.25 Other Instrument EQUITY 8000.00 17278.89 ARCELORMITTAL SA LUXEMBOURG 2014-05-15 2014-05-15 5 - 5 Other Instrument EQUITY 38000.00 38659.72 TEXTRON INC 2013-05-01 2013-05-01 4.5 - 4.5 Other Instrument EQUITY 2240000.00 4146240.00 First Tier Security 2012-07-06 2012-07-06 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., 0.30% 42T99QNJ0 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2036-05-15 2036-05-15 6.911 - 6.911 Government Agency Debt 30940039.00 2074358.39 First Tier Security 2012-07-03 2012-07-03 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.61% 42T99QMW2 0000050916 Other Repurchase Agreement N HCA INC 2020-09-15 2020-09-15 7.25 - 7.25 Other Instrument CORPORATE 4345.00 4843.35 HOMER CITY FDG LLC 2026-10-01 2026-10-01 8.734 - 8.734 Other Instrument CORPORATE 1025600.00 882636.21 JARDEN CORP 2020-01-15 2020-01-15 7.5 - 7.5 Other Instrument CORPORATE 5015.00 5650.23 RITE AID CORP 2020-03-15 2020-03-15 N/A Other Instrument CORPORATE 6586.00 6528.37 ROCKIES EXPRESS PIPELINE LLC 2020-04-15 2020-04-15 5.625 - 5.625 Other Instrument CORPORATE 201481.00 183662.52 SPRINGLEAF FIN CORP MEDIUM 2017-12-15 2017-12-15 6.9 - 6.9 Other Instrument CORPORATE 5002.00 4048.87 First Tier Security 2012-07-06 2012-07-06 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.61% 42T99QMX0 0000050916 Other Repurchase Agreement N TRINITY RAIL LEASING 2010 LLC 2040-10-16 2040-10-16 5.194 - 5.194 Other Instrument ASSET BACKED 2133971.00 2109202.03 SMART SER 2011-2US TR 2017-04-15 2017-04-15 N/A Other Instrument ASSET BACKED 10262.00 10416.66 U S ED LN TR III LLC 2039-06-01 2039-06-01 N/A Other Instrument ASSET BACKED 24767.00 5964.97 First Tier Security 2012-07-06 2012-07-06 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.62% 42T99QJE6 0000050916 Other Repurchase Agreement N CD 2006-CD2 MTG TR 2046-01-15 2046-01-15 5.302 - 5.302 Other Instrument MORTGAGE 1490.00 1655.00 BEAR STEARNS ASSET BACKED SECS 2034-10-25 2034-10-25 5.25 - 5.25 Other Instrument MORTGAGE 278682.00 64890.56 FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-25 2041-06-25 5.691 - 5.691 Government Agency Debt 100000.00 8187.75 CWALT ALTERNATIVE LN TR SER 2036-10-25 2036-10-25 0.435 - 0.435 Other Instrument MORTGAGE 13925.00 8818.36 GSR MTG LN TR 2006-4F 2036-05-26 2036-05-26 5.5 - 5.5 Other Instrument MORTGAGE 4669391.00 1998636.96 LEHMAN XS TR SER 2006-11 2046-06-25 2046-06-25 6.17 - 6.17 Other Instrument MORTGAGE 283.00 148.48 HARBORVIEW MTG LN TR 2036-01-19 2036-01-19 0.493 - 0.493 Other Instrument MORTGAGE 471648.00 71590.64 WAMU MTG PASS-THROUGH CTFS 2045-12-25 2045-12-25 N/A Other Instrument MORTGAGE 612528.00 8938.08 First Tier Security 2012-07-05 2012-07-05 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., 0.67% 35J99R4K1 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2042-06-01 2.61 - 5.592 Government Agency Debt 14719486.00 5102460.59 First Tier Security 2012-07-06 2012-07-06 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99R4R6 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2042-06-01 2.656 - 5.731 Government Agency Debt 16435479.00 7141702.76 First Tier Security 2012-07-06 2012-07-06 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99R4S4 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-04-01 2042-05-01 2.549 - 5.731 Government Agency Debt 21422459.00 7140884.52 First Tier Security 2012-07-06 2012-07-06 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0032 N 7000000.00 7000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.90% 35J99R4P0 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2041-07-01 2.46 - 5.969 Government Agency Debt 20937853.00 10203287.95 First Tier Security 2012-07-03 2012-07-03 N N N 10000000.00 10000000.00 0.0046 N 10000000.00 10000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.62% 40Q995GR3 Other Repurchase Agreement N AMERICAN INTERNATIONAL GROUP, 2018-08-15 2036-05-01 6.25 - 8.25 Other Instrument CORPORATE 3650000.00 4272671.99 MORGAN STANLEY DEAN WITTER & C 2016-10-18 2016-10-18 0.916 - 0.916 Other Instrument CORPORATE 60000.00 52395.35 STONE STREET TRUST 2015-12-15 2015-12-15 5.902 - 5.902 Other Instrument CORPORATE 750000.00 768363.92 TELECOM ITALIA CAPITAL 2036-07-18 2036-07-18 7.2 - 7.2 Other Instrument CORPORATE 500000.00 438600.00 TOLL ROAD INVESTORS PARTNERSHI 2037-02-15 2037-02-15 N/A Other Instrument CORPORATE 1000000.00 233495.43 WESTVACO CORP 2031-02-15 2031-02-15 7.95 - 7.95 Other Instrument CORPORATE 465000.00 550356.18 First Tier Security 2012-07-03 2012-07-03 N N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.67% 40Q995GN2 Other Repurchase Agreement N MORGAN STANLEY DEAN WITTER & C 2016-10-18 2016-10-18 0.916 - 0.916 Other Instrument CORPORATE 6015000.00 5252633.93 First Tier Security 2012-07-06 2012-07-06 Y ROYAL BK SCOT PLC(NON GOV REPO N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 UBS Securities LLC UBS Securities LLC, 0.36% 23M99SUW6 0000230611 Other Repurchase Agreement N VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 2199000.00 3241753.58 First Tier Security 2012-07-06 2012-07-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC, 0.49% 23M99SUX4 0000230611 Other Repurchase Agreement N CIT GROUP INC 2018-04-01 2018-04-01 6.625 - 6.625 Other Instrument CORPORATE 1291023.00 1400688.23 RITE AID CORP 2028-12-15 2028-12-15 6.875 - 6.875 Other Instrument CORPORATE 970527.00 759605.87 First Tier Security 2012-07-06 2012-07-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 UBS Securities LLC UBS Securities LLC, 0.51% 23M99SUV8 0000230611 Other Repurchase Agreement N VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 1467000.00 2162643.25 First Tier Security 2012-07-06 2012-07-06 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00