N-MFP LIVE N 2012-07-31 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 50 83 2136460239.11 1834878.82 7812310.87 2130482807.06 0.0040 1.0002 2012-07-31 1.0002 2012-07-31 C000048773 1.00 906774266.75 1.00 -28170291.75 20150782.69 48321074.44 0.0014 1.0000 2012-07-31 1.0000 2012-07-31 C000048775 1.00 169879816.83 1.00 -6020600.82 22316422.27 28337023.09 0.0004 1.0002 2012-07-31 1.0002 2012-07-31 C000048776 1.00 167912212.39 1.00 -1621092.70 5454089.47 7075182.17 0.0001 1.0002 2012-07-31 1.0002 2012-07-31 C000048774 1.00 885916511.09 1.00 -19282611.97 35937106.55 55219718.52 0.0012 1.0003 2012-07-31 1.0003 2012-07-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-08-28 2012-09-26 N N N 8000000.00 8000000.00 0.0038 N 8000448.00 8000448.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366VXR2 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 10000000.00 10000000.00 0.0047 N 10004235.00 10004235.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WPF5 Certificate of Deposit First Tier Security 2012-08-20 2012-10-18 N N N 12000000.00 12000000.00 0.0056 N 11999220.00 11999220.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.44% 06366WQD9 Certificate of Deposit First Tier Security 2012-08-29 2012-10-29 N N N 4000000.00 4000000.00 0.0019 N 4000292.00 4000292.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.55% to 0.00% 06366UD47 Certificate of Deposit First Tier Security 2012-10-09 2013-08-06 N N N 14000000.00 14000000.00 0.0066 N 14002940.00 14002940.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.65% 06366UK98 Certificate of Deposit First Tier Security 2012-10-25 2012-10-25 N N N 10000000.00 10003556.12 0.0047 N 9998840.00 9998840.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417EC43 Certificate of Deposit First Tier Security 2012-08-06 2012-09-05 N N N 19000000.00 19000000.00 0.0089 N 19000342.00 19000342.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417EE82 Certificate of Deposit First Tier Security 2012-08-20 2012-09-19 N N N 24000000.00 24000000.00 0.0113 N 24001200.00 24001200.00 Bank of Nova Scotia Bank of Nova Scotia, 0.33% 06417E5W9 Certificate of Deposit First Tier Security 2012-08-13 2013-01-11 N N N 8000000.00 8000000.00 0.0038 N 7998960.00 7998960.00 Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417ELW1 Certificate of Deposit First Tier Security 2012-08-01 2012-11-01 N N N 18000000.00 18000000.00 0.0084 N 18006156.00 18006156.00 Bank of Nova Scotia Bank of Nova Scotia, 0.55% 06417D2A2 Certificate of Deposit First Tier Security 2012-08-13 2013-08-12 N N N 7000000.00 7000000.00 0.0033 N 6999713.00 6999713.00 Bank of Nova Scotia Bank of Nova Scotia, 0.62% 06417DJE6 Certificate of Deposit First Tier Security 2012-08-16 2013-06-17 N N N 6000000.00 6000000.00 0.0028 N 5999760.00 5999760.00 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 11004942.89 0.0052 N 11011935.00 11011935.00 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 0.0075 N 16001020.80 16001020.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.49% 06538EVD6 Certificate of Deposit First Tier Security 2012-08-07 2012-11-07 N N N 14000000.00 14000000.00 0.0066 N 13998894.00 13998894.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.49% 06538EWB9 Certificate of Deposit First Tier Security 2012-08-14 2012-11-14 N N N 10000000.00 10000000.00 0.0047 N 9999140.00 9999140.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.51% 06538EMB0 Certificate of Deposit First Tier Security 2012-08-06 2012-09-05 N N N 8000000.00 8000000.00 0.0038 N 7999712.00 7999712.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.51% 06538EPP6 Certificate of Deposit First Tier Security 2012-08-20 2012-09-20 N N N 10000000.00 10000000.00 0.0047 N 9999720.00 9999720.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.51% 06538EPQ4 Certificate of Deposit First Tier Security 2012-08-21 2012-09-21 N N N 8000000.00 8000000.00 0.0038 N 7999776.00 7999776.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.42% 13606X5X2 Certificate of Deposit First Tier Security 2012-08-23 2012-09-24 N N N 14000000.00 14000000.00 0.0066 N 14004130.00 14004130.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.49% 13606X6B9 Certificate of Deposit First Tier Security 2012-10-24 2012-10-24 N N N 8000000.00 8000000.00 0.0038 N 8003528.00 8003528.00 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 0.0103 N 22011772.20 22011772.20 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.55% 13606XN87 Certificate of Deposit First Tier Security 2012-10-17 2013-08-16 N N N 20000000.00 20000000.00 0.0094 N 20013200.00 20013200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.66% 13606XW20 Certificate of Deposit First Tier Security 2012-10-01 2012-10-01 N N N 14000000.00 14002836.42 0.0066 N 14006986.00 14006986.00 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 0.0019 N 4000781.60 4000781.60 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 5999960.88 0.0028 N 6001239.00 6001239.00 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 0.0019 N 4000906.00 4000906.00 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 0.0047 N 10001085.00 10001085.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.43% 60681P6Z2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 2000000.00 2000000.00 0.0009 N 2000230.20 2000230.20 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.44% 60681P7D0 Certificate of Deposit First Tier Security 2012-10-31 2012-10-31 N N N 13000000.00 13000000.00 0.0061 N 13001991.60 13001991.60 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 0.0038 N 8000388.00 8000388.00 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 0.0056 N 12000300.00 12000300.00 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 0.0075 N 16002024.00 16002024.00 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 0.0075 N 16002184.00 16002184.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.38% 60687GJ33 Certificate of Deposit First Tier Security 2012-10-10 2012-10-10 N N N 8000000.00 8000000.00 0.0038 N 8000472.00 8000472.00 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 0.0038 N 8000557.60 8000557.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.39% 60687GH35 Certificate of Deposit First Tier Security 2012-10-04 2012-10-04 N N N 8000000.00 8000000.00 0.0038 N 8000576.00 8000576.00 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 0.0033 N 7001057.00 7001057.00 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 21999725.06 0.0103 N 22001172.60 22001172.60 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 0.0075 N 16001598.40 16001598.40 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 0.0047 N 10001068.00 10001068.00 Royal Bank of Canada Royal Bank of Canada, 0.82% 78009JKX2 Certificate of Deposit First Tier Security 2012-10-01 2013-08-01 N N N 27000000.00 27000000.00 0.0127 N 27016281.00 27016281.00 Royal Bank of Scotland PLC Connecticut Branch Royal Bank of Scotland PLC Connecticut Branch, 0.35% 78011LCW4 Certificate of Deposit First Tier Security 2012-08-22 2012-08-22 N N N 10000000.00 10000000.00 0.0047 N 10000733.00 10000733.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGW4 Certificate of Deposit First Tier Security 2012-08-06 2012-10-05 N N N 12000000.00 12000000.00 0.0056 N 11999796.00 11999796.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DHN3 Certificate of Deposit First Tier Security 2012-08-09 2012-10-09 N N N 15000000.00 15000000.00 0.0070 N 14999715.00 14999715.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DFJ4 Certificate of Deposit First Tier Security 2012-08-14 2012-09-14 N N N 15000000.00 15000000.00 0.0070 N 15000315.00 15000315.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DFT2 Certificate of Deposit First Tier Security 2012-08-16 2012-09-17 N N N 8000000.00 8000000.00 0.0038 N 8000184.00 8000184.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DFY1 Certificate of Deposit First Tier Security 2012-08-20 2012-09-18 N N N 12000000.00 12000000.00 0.0056 N 12000276.00 12000276.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGH7 Certificate of Deposit First Tier Security 2012-08-25 2012-09-24 N N N 8000000.00 8000000.00 0.0038 N 8000200.00 8000200.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DKU3 Certificate of Deposit First Tier Security 2012-08-02 2012-11-06 N N N 16000000.00 16000000.00 0.0075 N 15995456.00 15995456.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.41% 86562DGK0 Certificate of Deposit First Tier Security 2012-08-24 2012-10-02 N N N 8000000.00 8000000.00 0.0038 N 7999968.00 7999968.00 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 0.0056 N 12000210.00 12000210.00 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 0.0038 N 8000420.00 8000420.00 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 0.0038 N 8000979.20 8000979.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WD88 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 8000000.00 8000000.00 0.0038 N 8001086.40 8001086.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WG69 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 7000000.00 7000000.00 0.0033 N 7001236.90 7001236.90 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 0.0038 N 8000055.20 8000055.20 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 0.0038 N 8000166.40 8000166.40 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 4000026.09 0.0019 N 3999972.80 3999972.80 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 0.0019 N 3999999.60 3999999.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.45% 89112XDH5 Certificate of Deposit First Tier Security 2012-08-07 2012-11-07 N N N 20000000.00 20000000.00 0.0094 N 20006800.00 20006800.00 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 2000602.00 2000602.00 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 0.0084 N 18023265.00 18023265.00 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 7000244.51 0.0033 N 7005179.30 7005179.30 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 2001584.60 2001584.60 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 0.0038 N 8001632.00 8001632.00 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 9000519.30 9000519.30 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 0.0038 N 7996999.20 7996999.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.43% 01L99GRC7 Certificate of Deposit First Tier Security 2012-10-16 2012-10-16 N N N 3000000.00 3000000.00 0.0014 N 3000127.50 3000127.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.44% 01L99GQX2 Certificate of Deposit First Tier Security 2012-10-09 2012-10-09 N N N 2000000.00 2000000.00 0.0009 N 2000324.40 2000324.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.36% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-08-13 2012-10-11 N N N 22000000.00 22000000.00 0.0103 N 22001232.00 22001232.00 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 0.0103 N 22006758.40 22006758.40 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 0.0056 N 12006440.40 12006440.40 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 0.0056 N 12005193.60 12005193.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 39K99HDH0 0000833029 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 20000000.00 20000000.00 0.0094 N 20006360.00 20006360.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DKZ2 Certificate of Deposit First Tier Security 2012-10-22 2012-10-22 N N N 4000000.00 4000000.00 0.0019 N 4002764.80 4002764.80 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 2001515.60 2001515.60 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 0.0019 N 4003031.20 4003031.20 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 2000979.80 2000979.80 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 0.0061 N 13001361.10 13001361.10 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 6001026.00 6001026.00 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 6001049.40 6001049.40 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.35% 0020P5CV9 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-12-10 N N N 11000000.00 10998050.41 0.0052 N 10998823.00 10998823.00 Barclays Bank PLC Barclays Bank PLC, 0.76% 06741PDE2 Financial Company Commercial Paper First Tier Security 2012-08-24 2012-08-24 N N N 2000000.00 2000000.00 0.0009 Y 2000120.00 2000120.00 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 0.0033 Y 7000490.00 7000490.00 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 1999688.89 0.0009 N 1999866.60 1999866.60 BAT International Finance PLC BAT International Finance PLC, 0.40% 05531MH35 Financial Company Commercial Paper Second Tier Security 2012-08-03 2012-08-03 N N N 1000000.00 999977.78 0.0005 N 999977.50 999977.50 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 13000000.00 0.0061 N 12999873.90 12999873.90 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.60% 17307RJ54 Financial Company Commercial Paper First Tier Security 2012-09-05 2012-09-05 N N N 7000000.00 6995916.66 0.0033 N 6997130.00 6997130.00 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 13998230.56 0.0066 N 13998910.80 13998910.80 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.65% 17307RHA5 Financial Company Commercial Paper First Tier Security 2012-08-10 2012-08-10 N N N 15000000.00 14997562.50 0.0070 N 14998542.00 14998542.00 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.65% 17307RHG2 Financial Company Commercial Paper First Tier Security 2012-08-16 2012-08-16 N N N 3000000.00 2999187.50 0.0014 N 2999533.20 2999533.20 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.65% 17307RHH0 Financial Company Commercial Paper First Tier Security 2012-08-17 2012-08-17 N N N 4000000.00 3998844.44 0.0019 N 3999338.80 3999338.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-08-28 2012-11-27 N N N 4000000.00 3999742.99 0.0019 N 4000272.00 4000272.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-08-20 2012-10-22 N N N 3000000.00 3000000.00 0.0014 N 2999862.00 2999862.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-08-24 2012-11-26 N N N 20000000.00 20000000.00 0.0094 N 19998040.00 19998040.00 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 1996933.33 0.0009 N 1997902.20 1997902.20 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 1996844.44 0.0009 N 1997788.80 1997788.80 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 18988088.06 0.0089 N 18989038.90 18989038.90 Credit Suisse New York Branch Credit Suisse New York Branch, 0.38% 2254EAK93 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 23000000.00 22983248.33 0.0108 N 22984033.40 22984033.40 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 14993400.00 0.0070 N 14996467.50 14996467.50 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 7995526.66 0.0038 N 7997414.40 7997414.40 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 11000000.00 0.0052 N 10999979.10 10999979.10 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 10999358.33 0.0052 N 10999825.10 10999825.10 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.30% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-08-13 2012-09-12 N N N 15000000.00 15000000.00 0.0070 N 14999820.00 14999820.00 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 1998900.00 0.0009 N 1999275.00 1999275.00 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 13997371.11 0.0066 N 13998933.20 13998933.20 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 7997666.67 0.0038 N 7998544.00 7998544.00 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 11995763.33 0.0056 N 11997284.40 11997284.40 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 5999333.33 0.0028 N 5999845.80 5999845.80 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 999875.00 0.0005 N 999971.30 999971.30 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 3999333.33 0.0019 N 3999844.00 3999844.00 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 2999458.33 0.0014 N 2999873.40 2999873.40 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 3999222.22 0.0019 N 3999816.80 3999816.80 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 3999111.11 0.0019 N 3999785.20 3999785.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562KMQ4 Financial Company Commercial Paper First Tier Security 2012-12-24 2012-12-24 N N N 5000000.00 4991239.58 0.0023 N 4991213.00 4991213.00 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 11997100.00 0.0056 N 11998100.40 11998100.40 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 3998600.00 0.0019 N 3999011.20 3999011.20 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.31% 86958FK97 Financial Company Commercial Paper First Tier Security 2012-10-09 2012-10-09 N N N 4000000.00 3997623.34 0.0019 N 3998104.80 3998104.80 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 5999300.00 0.0028 N 5999581.80 5999581.80 Swedbank AB Swedbank AB, 0.35% 87019RJE7 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 3000000.00 2998716.67 0.0014 N 2998912.50 2998912.50 Swedbank AB Swedbank AB, 0.37% 87019RJ72 Financial Company Commercial Paper First Tier Security 2012-09-07 2012-09-07 N N N 2000000.00 1999239.44 0.0009 N 1999436.40 1999436.40 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 21982400.00 0.0103 N 21988802.00 21988802.00 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CKP1 Financial Company Commercial Paper First Tier Security 2012-10-23 2012-10-23 N N N 22000000.00 21979711.11 0.0103 N 21984496.60 21984496.60 UBS Finance, Inc. UBS Finance, Inc., 0.40% 90262CL54 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 9000000.00 8990400.00 0.0042 N 8991367.20 8991367.20 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 7987733.34 0.0037 N 7988015.20 7988015.20 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 8985800.00 0.0042 N 8985843.00 8985843.00 Ciesco LP Ciesco LP, 0.43% 17178BJ55 Asset Backed Commercial Paper First Tier Security 2012-09-05 2012-09-05 N N Y GUARANTOR CITIBANK NA N/A N/A 2000000.00 1999163.89 0.0009 N 1999568.00 1999568.00 Govco, Inc. Govco, Inc., 0.43% 38362VJ53 Asset Backed Commercial Paper First Tier Security 2012-09-05 2012-09-05 N N Y LIQUIDITY CITIBANK NA N/A N/A 2000000.00 1999163.89 0.0009 N 1999536.00 1999536.00 Govco, Inc. Govco, Inc., 0.50% 38362VHW6 Asset Backed Commercial Paper First Tier Security 2012-08-30 2012-08-30 N N Y LIQUIDITY CITIBANK NA N/A N/A 3000000.00 2998791.66 0.0014 N 2999450.10 2999450.10 Windmill Funding Corp. Windmill Funding Corp., 0.44% 97342GHN0 Asset Backed Commercial Paper First Tier Security 2012-08-22 2012-08-22 N N Y GUARANTOR ROYAL BANK OF SCOTLAND PLC N/A N/A LIQUIDITY ROYAL BANK OF SCOTLAND PLC N/A N/A 2000000.00 1999486.67 0.0009 N 1999728.60 1999728.60 Devon Energy Corp. Devon Energy Corp., 0.45% 25179JAA8 Other Commercial Paper Second Tier Security 2012-08-28 2012-08-30 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0047 N 9998680.00 9998680.00 Duke Energy Corp. Duke Energy Corp., 0.50% 26244HH63 Other Commercial Paper Second Tier Security 2012-08-06 2012-08-06 N N N 3000000.00 2999791.67 0.0014 N 2999865.00 2999865.00 Ecolab, Inc. Ecolab, Inc., 0.55% 27887RAB7 Other Commercial Paper Second Tier Security 2012-08-13 2012-09-13 Y ECOLAB INC N/A N/A N N 5000000.00 5000000.00 0.0023 N 4999345.00 4999345.00 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 1999973.89 0.0009 N 1999964.40 1999964.40 Northeast Utilities Northeast Utilities, 0.50% 66439THT8 Other Commercial Paper Second Tier Security 2012-08-27 2012-08-27 N N N 3000000.00 2998916.67 0.0014 N 2999250.90 2999250.90 Sempra Global Sempra Global, 0.42% 81685LHD0 Other Commercial Paper Second Tier Security 2012-08-13 2012-08-13 N N N 1000000.00 999860.00 0.0005 N 999912.30 999912.30 Sempra Global Sempra Global, 0.45% 81685LJA4 Other Commercial Paper Second Tier Security 2012-09-10 2012-09-10 N N N 1000000.00 999500.00 0.0005 N 999618.50 999618.50 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 0.0033 N 7000028.00 7000028.00 Viacom, Inc. Viacom, Inc., 0.42% 9255M2H62 Other Commercial Paper Second Tier Security 2012-08-06 2012-08-06 N N N 1000000.00 999941.67 0.0005 N 999955.00 999955.00 Viacom, Inc. Viacom, Inc., 0.43% 9255M2H21 Other Commercial Paper Second Tier Security 2012-08-02 2012-08-02 N N N 1000000.00 999988.06 0.0005 N 999985.00 999985.00 Viacom, Inc. Viacom, Inc., 0.43% 9255M2HD7 Other Commercial Paper Second Tier Security 2012-08-13 2012-08-13 N N N 1000000.00 999856.67 0.0005 N 999894.20 999894.20 Xerox Corp. Xerox Corp., 0.75% 98412EHD0 Other Commercial Paper Second Tier Security 2012-08-13 2012-08-13 N N N 1000000.00 999750.00 0.0005 N 999840.00 999840.00 Xerox Corp. Xerox Corp., 0.75% 98412EHQ1 Other Commercial Paper Second Tier Security 2012-08-24 2012-08-24 N N N 2000000.00 1999041.67 0.0009 N 1999364.00 1999364.00 Xerox Corp. Xerox Corp., 0.75% 98412EHV0 Other Commercial Paper Second Tier Security 2012-08-29 2012-08-29 N N N 1000000.00 999416.67 0.0005 N 999606.90 999606.90 Xerox Corp. Xerox Corp., 0.75% 98412EHX6 Other Commercial Paper Second Tier Security 2012-08-31 2012-08-31 N N N 1000000.00 999375.00 0.0005 N 999575.50 999575.50 Xerox Corp. Xerox Corp., 0.75% 98412EJA4 Other Commercial Paper Second Tier Security 2012-09-10 2012-09-10 N N N 2000000.00 1998333.33 0.0009 N 1998799.60 1998799.60 Xerox Corp. Xerox Corp., 0.75% 98412EJD8 Other Commercial Paper Second Tier Security 2012-09-13 2012-09-13 N N N 1000000.00 999104.17 0.0005 N 999343.70 999343.70 Xerox Corp. Xerox Corp., 0.75% 98412EJE6 Other Commercial Paper Second Tier Security 2012-09-14 2012-09-14 N N N 1000000.00 999083.33 0.0005 N 999062.00 999062.00 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 9995250.00 0.0047 N 9996520.00 9996520.00 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 1998976.94 0.0009 N 1999154.00 1999154.00 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 7995682.22 0.0038 N 7996352.00 7996352.00 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 9993833.33 0.0047 N 9994660.00 9994660.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127956Z9 Treasury Debt First Tier Security 2013-01-03 2013-01-03 N N N 12000000.00 11992185.41 0.0056 N 11993808.00 11993808.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957D7 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 7000000.00 6994868.60 0.0033 N 6994862.00 6994862.00 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 28090850.36 0.0132 N 28090776.00 28090776.00 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 12030107.71 0.0056 N 12030468.00 12030468.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828PV6 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 9000000.00 9009966.35 0.0042 N 9010548.00 9010548.00 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 32113067.81 0.0151 N 32115008.00 32115008.00 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 5071659.49 0.0024 N 5071680.00 5071680.00 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 5007428.53 0.0024 N 5007615.00 5007615.00 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 9905562.25 0.0046 N 9906241.28 9906241.28 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 5003015.63 0.0023 N 5002930.00 5002930.00 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 12005856.94 0.0056 N 12007032.00 12007032.00 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 11037809.68 0.0052 N 11038676.00 11038676.00 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 15096554.37 0.0071 N 15097845.00 15097845.00 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 1019909.98 0.0005 N 1019883.00 1019883.00 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 4029010.01 0.0019 N 4029844.00 4029844.00 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 18162313.47 0.0085 N 18168048.00 18168048.00 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 6013828.97 0.0028 N 6015936.00 6015936.00 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 10106264.54 0.0047 N 10110550.00 10110550.00 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 17130097.12 0.0080 N 17138788.00 17138788.00 California Gen. Oblig. California Gen. Oblig., 0.18% Series 2003 C1, LOC Bank of America NA VRDN 13063BCS9 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6200000.00 6200000.00 0.0029 N 6200000.00 6200000.00 California Health Facilities Fing. Auth. Rev. California Health Facilities Fing. Auth. Rev., 0.18% (Scripps Health Proj.) Series 2008 E, LOC Bank of America NA VRDN 13033F5K2 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 5650000.00 5650000.00 0.0027 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 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 9700000.00 9700000.00 0.0046 N 9700000.00 9700000.00 San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 0.15% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0061 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 2012-08-07 2012-08-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 10000000.00 10000000.00 0.0047 N 10000000.00 10000000.00 Denver Urban Renewal Auth. Tax Increment Rev. Denver Urban Renewal Auth. Tax Increment Rev., 0.16% Series 2008 A1, LOC U.S. Bank NA, Cincinnati VRDN 249301EC2 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y US BANK NA CINCINNATI OHIO N/A N/A Y US BANK NA CINCINNATI OHIO N/A N/A N 6700000.00 6700000.00 0.0031 N 6700000.00 6700000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.20% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0073 N 15600000.00 15600000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.23% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 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 0.0034 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 2012-08-07 2012-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8075000.00 8075000.00 0.0038 N 8075000.00 8075000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.23% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0052 N 11135000.00 11135000.00 Ohio Air Quality Dev. Auth. Rev. Ohio Air Quality Dev. Auth. Rev., 0.17% (Dayton Pwr. & Lt. Co. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 677525SZ1 Variable Rate Demand Note First Tier Security 2012-08-07 2012-08-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9000000.00 9000000.00 0.0042 N 9000000.00 9000000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.30% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2012-08-01 2012-08-01 Y DELMARVA POWER & LIGHT N/A N/A N N 1900000.00 1900000.00 0.0009 N 1900000.00 1900000.00 Palm Beach County Rev. Palm Beach County Rev., 0.36% (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 2012-08-07 2012-08-07 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 Royal Bank of Canada Royal Bank of Canada, 0.52% 78008KXS7 Other Note First Tier Security 2012-08-06 2013-08-06 N N N 21000000.00 20995575.42 0.0099 N 21003612.00 21003612.00 Royal Bank of Canada Royal Bank of Canada, 0.56% 78008FBA1 Other Note First Tier Security 2012-10-01 2013-08-01 N N N 27000000.00 27000000.00 0.0127 N 27002646.00 27002646.00 Royal Bank of Canada Royal Bank of Canada, 0.73% 78008FAM6 Other Note First Tier Security 2012-08-15 2013-08-15 N N N 23000000.00 23000000.00 0.0108 N 23023322.00 23023322.00 Fannie Mae Fannie Mae, 0.20% 31359MQV8 Government Agency Debt First Tier Security 2013-02-21 2013-02-21 N N N 1000000.00 1025223.92 0.0005 N 1024912.00 1024912.00 Fannie Mae Fannie Mae, 0.20% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 1000000.00 1008618.04 0.0005 N 1008303.00 1008303.00 Fannie Mae Fannie Mae, 0.20% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 1000000.00 1003098.69 0.0005 N 1002980.00 1002980.00 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 3999700.80 0.0019 N 4000260.00 4000260.00 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 999723.22 0.0005 N 999745.00 999745.00 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 999825.18 0.0005 N 999848.00 999848.00 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 3999691.47 0.0019 N 3999532.00 3999532.00 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 999806.51 0.0005 N 999691.00 999691.00 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 4194902.12 0.0020 N 4194345.58 4194345.58 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 999919.23 0.0005 N 999787.00 999787.00 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 1999725.13 0.0009 N 1999442.00 1999442.00 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 09/06/2012, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2012-09-06 2012-09-06 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.66% 591999EB9 0000728618 Insurance Company Funding Agreement First Tier Security 2012-10-01 2012-10-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0014 Y 2999127.00 2999127.00 Bank of America NA In a joint trading account with Bank of America NA at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_04197 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2041-07-25 0.555 - 6 Government Agency Debt 1385384.86 710878.78 FEDERAL HOME LOAN MORTGAGE CORP 2035-08-15 2038-12-15 0.624 - 5.5 Government Agency Debt 1197458.72 627309.47 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.429 - 6.5 Government Agency Debt 9845420.08 7471735.58 Unrated Security 2012-08-01 2012-08-01 N N N 8553277.00 8553276.59 0.0040 N 8553276.59 8553276.59 Barclays Capital, Inc. Barclays Capital, Inc., 0.18% 46S99XTY8 0000851376 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2041-07-20 2041-07-20 4.5 - 4.5 Government Agency Debt 6552139.00 7140035.71 First Tier Security 2012-08-07 2012-08-07 N N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_07629 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-15 2042-07-20 3.5 - 5.5 Government Agency Debt 1099081.99 977861.46 FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2042-04-01 2.5 - 4 Government Agency Debt 213395.81 224735.03 FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 Government Agency Debt 83442.94 88612.95 Unrated Security 2012-08-01 2012-08-01 N N N 1265885.00 1265884.93 0.0006 N 1265884.93 1265884.93 Citibank NA Citibank NA, 0.18% 44Q99CYT6 0000036684 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2019-11-01 2042-05-01 3.5 - 5 Government Agency Debt 16135053.00 10200051.23 First Tier Security 2012-08-07 2012-08-07 N N N 10000000.00 10000000.00 0.0047 N 10000000.00 10000000.00 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_04361 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2041-11-01 4 - 4.5 Government Agency Debt 238627.21 181181.14 US TREASURY 2013-10-31 2016-12-31 0.25 - 2.75 Treasury Debt 341852.09 348975.34 FEDERAL NATIONAL MORTGAGE ASSOC 2026-08-01 2040-04-01 4.5 - 5 Government Agency Debt 182352.67 167794.39 Unrated Security 2012-08-01 2012-08-01 N N N 684262.00 684262.13 0.0003 N 684262.13 684262.13 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 46P993UL3 0000318336 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 3.5 - 3.5 Government Agency Debt 6655000.00 7141413.67 First Tier Security 2012-08-07 2012-08-07 N N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2037-10-01 2042-04-01 2.157 - 6.18 Government Agency Debt 181904.29 124754.02 FEDERAL NATIONAL MORTGAGE ASSOC 2021-03-01 2042-07-01 0.739 - 5.83 Government Agency Debt 745704.94 382882.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2061-02-20 2061-02-20 4.65 - 4.65 Government Agency Debt 13888.26 15826.86 Unrated Security 2012-08-01 2012-08-01 N N N 513197.00 513196.60 0.0002 N 513196.60 513196.60 Goldman Sachs & Co. Goldman Sachs & Co., 0.19% 44X99HYR1 0000769993 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-08-01 2.902 - 2.902 Government Agency Debt 9035216.00 7140038.09 First Tier Security 2012-08-07 2012-08-07 N N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_40488 Government Agency Repurchase Agreement Y US TREASURY 2015-05-15 2015-05-15 0.25 - 0.25 Treasury Debt 6335.87 6334.23 FEDERAL AGRICULTURE MORTGAGE CORP 2021-03-09 2026-03-09 4.16 - 4.94 Government Agency Debt 1402.96 1690.37 FEDERAL HOME LOAN BANK 2013-12-27 2018-06-08 0.875 - 1.25 Government Agency Debt 8807.12 8890.10 FEDERAL HOME LOAN MORTGAGE CORP 2017-06-29 2042-08-01 0.65 - 9.25 Government Agency Debt 448489.23 399774.96 FINANCE CORPORATION 2017-11-02 2019-09-26 0 - 0 Government Agency Debt 7011.70 6382.94 FEDERAL NATIONAL MORTGAGE ASSOC 2015-07-02 2047-09-01 0.5 - 8.5 Government Agency Debt 3390122.24 1945540.86 GOVERNMENT NATIONAL MORTAGE ASSOC 2020-12-20 2062-05-20 2 - 5.75 Government Agency Debt 142717.15 80105.14 Unrated Security 2012-08-01 2012-08-01 N N N 2394917.00 2394917.44 0.0011 N 2394917.44 2394917.44 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 45B99TTT8 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 3 - 3 Government Agency Debt 5000.00 5037.35 FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-25 2040-08-25 5 - 5 Government Agency Debt 12970700.00 6175288.01 First Tier Security 2012-08-07 2012-08-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 45B99TUS8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-25 2041-10-01 3.305 - 4.5 Government Agency Debt 11084500.00 6175159.29 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 3 - 3 Government Agency Debt 5000.00 5037.35 First Tier Security 2012-08-07 2012-08-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 45B99TWC1 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2041-08-15 0.649 - 6 Government Agency Debt 12229300.00 1031997.80 First Tier Security 2012-08-07 2012-08-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-05-01 2042-08-01 2.5 - 6.5 Government Agency Debt 1069081.35 1046924.68 Unrated Security 2012-08-01 2012-08-01 N N N 1026393.00 1026393.19 0.0005 N 1026393.19 1026393.19 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_53651 Government Agency Repurchase Agreement Y US TREASURY 2013-01-15 2019-08-15 0 - 9.875 Treasury Debt 1176312.61 1283521.75 FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2042-04-01 3.5 - 5 Government Agency Debt 1041231.79 572641.64 FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2042-07-01 3.5 - 4 Government Agency Debt 451081.91 437498.54 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-20 2041-08-20 4 - 4.5 Government Agency Debt 411173.01 382720.04 Unrated Security 2012-08-01 2012-08-01 N N N 2626804.00 2626803.61 0.0012 N 2626803.61 2626803.61 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_08126 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2021-08-01 2042-07-01 0.546 - 8.5 Government Agency Debt 2095474.70 1638907.81 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-15 2042-07-01 0.699 - 7.5 Government Agency Debt 2993995.79 2087460.80 US TREASURY 2013-05-02 2014-07-31 0 - 0.125 Treasury Debt 3219918.00 3214062.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2062-07-20 0.865 - 7.5 Government Agency Debt 14211834.75 9145457.73 Unrated Security 2012-08-01 2012-08-01 N N N 15755135.00 15755135.47 0.0074 N 15755135.47 15755135.47 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_55501 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2042-05-01 2.5 - 5 Government Agency Debt 831586.96 697951.05 Unrated Security 2012-08-01 2012-08-01 N N N 684262.00 684262.13 0.0003 N 684262.13 684262.13 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_07160 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-08-25 3 - 5.5 Government Agency Debt 530078.87 407364.98 FEDERAL HOME LOAN MORTGAGE CORP 2027-01-15 2042-08-01 2 - 4 Government Agency Debt 289124.79 267778.04 FEDERAL HOME LOAN BANK 2019-07-30 2019-07-30 1.6 - 1.6 Government Agency Debt 5958.01 5974.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2062-05-20 2.37 - 4.633 Government Agency Debt 147056.02 157762.87 Unrated Security 2012-08-01 2012-08-01 N N N 821115.00 821114.55 0.0004 N 821114.55 821114.55 UBS Securities LLC UBS Securities LLC, 0.19% 46X997AT0 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-04-20 2042-04-20 3.5 - 3.5 Government Agency Debt 2830461.00 3060016.79 First Tier Security 2012-08-07 2012-08-07 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 UBS Securities LLC In a joint trading account with UBS Securities LLC at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_06042 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2017-06-15 2042-06-15 0.649 - 238 Government Agency Debt 577850.53 346038.39 FEDERAL NATIONAL MORTGAGE ASSOC 2017-05-25 2042-08-25 0 - 9.25 Government Agency Debt 931331.62 437999.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-16 2042-05-16 0.547 - 7.488 Government Agency Debt 121397.58 96922.86 Unrated Security 2012-08-01 2012-08-01 N N N 855328.00 855327.66 0.0004 N 855327.66 855327.66 UBS Securities LLC UBS Securities LLC, 0.20% 44T99C8U9 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2042-02-20 2042-04-20 3.5 - 4 Government Agency Debt 9435639.00 10200680.51 First Tier Security 2012-08-07 2012-08-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0047 N 10000000.00 10000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.2%, dated 7/31/2012 due 08/01/2012 46V991HH4_08395 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2022-06-25 2042-08-25 0.565 - 5.5 Government Agency Debt 871284.71 711526.10 FINANCE CORPORATION 2012-11-30 2019-09-26 0 - 0 Government Agency Debt 8040.08 7433.69 FEDERAL HOME LOAN MORTGAGE CORP 2027-02-15 2040-12-15 2.25 - 6 Government Agency Debt 191631.85 139911.61 FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 Government Agency Debt 61583.59 85057.07 FEDERAL AGRICULTURE MORTGAGE CORP 2012-08-23 2017-06-05 0 - 1.11 Government Agency Debt 10022.39 10025.90 US TREASURY 2012-08-15 2042-02-15 0 - 3.125 Treasury Debt 723487.25 745347.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-16 2042-06-20 0.599 - 4 Government Agency Debt 525088.44 510192.81 RESOLUTION FUNDING CORP 2012-10-15 2029-10-15 0 - 0 Government Agency Debt 458.46 399.69 Unrated Security 2012-08-01 2012-08-01 N N N 2155426.00 2155425.70 0.0010 N 2155425.70 2155425.70 Barclays Capital, Inc. Barclays Capital, Inc., 0.25% 45J9999R0 0000851376 Other Repurchase Agreement N KFW MEDIUM TERM NTS BOOK ENTRY 2016-10-13 2016-10-13 0.606 - 0.606 Other Instrument CORPORATE 36796876.00 36750256.20 First Tier Security 2012-08-01 2012-08-01 N N N 35000000.00 35000000.00 0.0164 N 35000000.00 35000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.37% 45J9999K5 0000851376 Other Repurchase Agreement N ANALOGIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2366.00 153458.76 VALEANT PHARMA INTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1671.00 81277.44 GATX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20232.00 845292.96 First Tier Security 2012-08-07 2012-08-07 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 45A99VWB9 0001197610 Other Repurchase Agreement N SCOTLAND INTL FIN NO 2 B V 2013-05-23 2013-05-23 4.25 - 4.25 Other Instrument CORPORATE 18.00 18.24 TELEFONICA EMISIONES S A U 2016-06-20 2016-06-20 6.421 - 6.421 Other Instrument CORPORATE 18.00 17.88 PETRONAS CAPITAL LTD 2022-05-22 2022-05-22 7.875 - 7.875 Other Instrument CORPORATE 1492559.00 2100057.38 First Tier Security 2012-08-02 2012-08-02 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.50% 45A99VWC7 0001197610 Other Repurchase Agreement N PETROBRAS INTL FIN CO 2021-01-27 2021-01-27 5.375 - 5.375 Other Instrument CORPORATE 946185.00 1050073.48 First Tier Security 2012-08-03 2012-08-03 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.26% 44U99V8R2 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2052-08-16 2052-08-16 0.936 - 0.936 Government Agency Debt 56080000.00 4120029.43 First Tier Security 2012-08-07 2012-08-07 N N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.30% 44U99V8S0 0000318336 Other Repurchase Agreement N FIRST REP BK SAN FRANCISCO 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 199884.00 6480239.28 First Tier Security 2012-08-07 2012-08-07 N N N 6000000.00 6000000.00 0.0028 N 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.87% 44U99VSU3 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2037-11-25 2037-11-25 0.376 - 0.376 Other Instrument ASSET BACKED 2670000.00 2167730.88 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 LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.466 - 0.466 Other Instrument ASSET BACKED 5545000.00 2164572.79 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% 44U99VRH3 0000318336 Other Repurchase Agreement N ENDO PHARMA HLDG INC 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 7330000.00 8660856.79 First Tier Security 2012-08-01 2012-08-01 N N N 8000000.00 8000000.00 0.0038 N 8000000.00 8000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99V4A3 0000318336 Other Repurchase Agreement N LEHMAN XS TRUST, SERIES 2007-7 2047-06-25 2047-06-25 0.466 - 0.466 Other Instrument ASSET BACKED 5540000.00 2162620.97 First Tier Security 2012-10-01 2012-10-01 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% 44U99V5E4 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.516 - 5.516 Other Instrument ASSET BACKED 9475000.00 4322625.49 First Tier Security 2012-10-09 2012-10-09 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99V5F1 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.516 - 5.516 Other Instrument ASSET BACKED 9475000.00 4322625.49 First Tier Security 2012-10-15 2012-10-15 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.92% 44U99V6N3 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.416 - 0.416 Other Instrument ASSET BACKED 7130000.00 6483780.09 First Tier Security 2012-10-16 2012-10-16 N N N 6000000.00 6000000.00 0.0028 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.92% 44U99V7G7 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2035-11-25 2035-11-25 0.576 - 0.576 Other Instrument ASSET BACKED 23450000.00 3454508.34 CWABS ASSET-BACKED CERTIFICATE 2036-05-25 2036-05-25 5.516 - 5.516 Other Instrument ASSET BACKED 1900000.00 866806.17 First Tier Security 2012-10-22 2012-10-22 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.92% 44U99V7R3 0000318336 Other Repurchase Agreement N LEHMAN XS TRUST 2006-8 2036-06-25 2036-06-25 0.426 - 0.426 Other Instrument ASSET BACKED 19685000.00 2160840.20 First Tier Security 2012-10-24 2012-10-24 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 46J99ELN2 0000058056 Other Repurchase Agreement N CEMEX S A B DE C V 2015-03-15 2016-03-15 3.25 - 4.875 Other Instrument EQUITY 69264791.00 62496081.81 WASHINGTON WTS 18 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 14.20 YRC WORLDWIDE INC 2015-03-31 2015-03-31 N/A Other Instrument EQUITY 26791499.00 9865010.12 First Tier Security 2012-08-01 2012-08-01 N N N 67000000.00 67000000.00 0.0314 N 67000000.00 67000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99NVG7 Other Repurchase Agreement N SPDR GOLD TRUST 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 13812.00 2174423.16 First Tier Security 2012-10-18 2012-10-18 N N N 2000000.00 2000000.00 0.0009 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 45A99NVS1 Other Repurchase Agreement N VERISIGN, INC. 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 7429000.00 10872460.36 First Tier Security 2012-10-22 2012-10-22 N N N 10000000.00 10000000.00 0.0047 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.87% 45A99NFC4 Other Repurchase Agreement N WHITING PETROLEUM CORPORATION 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 36868.00 1532234.08 SENIOR HOUSING PROPERTIES TRUS 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 125598.00 2873682.24 MFA MORTGAGE INVESTMENTS INC 2012-07-31 2012-07-31 N/A Other Instrument OTHER NOTE 128327.00 1042015.24 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 Securities, Inc. J.P. Morgan Securities, Inc., 0.25% 46S99VKS4 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2037-10-01 2.5 - 6.5 Government Agency Debt 85428475.00 38760549.85 First Tier Security 2012-08-01 2012-08-01 N N N 38000000.00 38000000.00 0.0178 N 38000000.00 38000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.34% 46S99VKQ8 0001287279 Other Repurchase Agreement N ECOLAB INC 2014-12-08 2014-12-08 2.375 - 2.375 Other Instrument CORPORATE 2065000.00 2149748.71 MAXIM INTEGRATED PRODS INC 2013-06-14 2013-06-14 3.45 - 3.45 Other Instrument CORPORATE 980000.00 1003392.59 First Tier Security 2012-08-07 2012-08-07 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.50% 46S99VHA7 0001287279 Other Repurchase Agreement N GSR MTG 06-OA1 D08/24/06 2046-08-25 2046-08-25 2.618 - 2.618 Other Instrument GOVERNMENT AGENCY 21315000.00 5401845.39 First Tier Security 2012-08-07 2012-08-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0023 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.64% 46S99VKP0 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 5.378 - 5.378 Other Instrument GOVERNMENT AGENCY 1415000.00 1080280.94 First Tier Security 2012-08-07 2012-08-07 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.95% 45A99WDV4 0001287279 Other Repurchase Agreement N GSR MTG 06-OA1 D08/24/06 2046-08-25 2046-08-25 2.618 - 2.618 Other Instrument GOVERNMENT AGENCY 17105000.00 4334908.07 First Tier Security 2012-09-21 2012-09-21 N N N 4000000.00 4000000.00 0.0019 Y 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.28% 46J99XVF6 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-02-15 2040-02-15 4.708 - 4.708 Government Agency Debt 56645807.00 7693777.83 FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2038-11-25 6.405 - 6.455 Government Agency Debt 96159296.00 12906382.48 First Tier Security 2012-08-01 2012-08-01 N N N 20000000.00 20000000.00 0.0094 N 20000000.00 20000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 46J99XSB9 Other Repurchase Agreement N AFFILIATED MANAGERS GROUP INC 2038-08-15 2038-08-15 3.95 - 3.95 Other Instrument EQUITY 6000.00 6566.78 ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument EQUITY 108000.00 159822.00 TEXTRON INC 2013-05-01 2013-05-01 4.5 - 4.5 Other Instrument EQUITY 1979000.00 4034686.25 First Tier Security 2012-08-07 2012-08-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99QNQ4 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2040-12-15 6.358 - 6.358 Government Agency Debt 12320724.00 2060017.76 First Tier Security 2012-08-07 2012-08-07 N N N 2000000.00 2000000.00 0.0009 N 2000000.00 2000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.58% 42T99QNL5 0000050916 Other Repurchase Agreement N ASSET BACKED CTFS TR 2006-8 2035-12-25 2035-12-25 0.406 - 0.406 Other Instrument ASSET BACKED 3080302.00 2155147.34 MERRILL LYNCH MTG INVS INC 2036-03-25 2036-03-25 5.564 - 5.564 Other Instrument MORTGAGE 31175.00 6692.09 First Tier Security 2012-08-07 2012-08-07 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.61% 42T99QMX0 0000050916 Other Repurchase Agreement N BNC MTG LN TR 2007-1 2037-03-25 2037-03-25 0.346 - 0.346 Other Instrument ASSET BACKED 34.00 27.10 CWABS INC 2034-05-25 2034-05-25 0.996 - 0.996 Other Instrument ASSET BACKED 529.00 344.67 MORGAN STANLEY ABS CAP I INC 2034-03-25 2034-03-25 1.101 - 1.101 Other Instrument ASSET BACKED 149951.00 81646.98 U S ED LN TR IV LLC 2046-09-01 2046-09-01 N/A Other Instrument ASSET BACKED 2885942.00 2016095.99 U S ED LN TR III LLC 2039-06-01 2039-06-01 N/A Other Instrument ASSET BACKED 24767.00 6117.17 First Tier Security 2012-08-07 2012-08-07 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.61% 42T99QMW2 0000050916 Other Repurchase Agreement N NRG ENERGY INC 2018-01-15 2018-01-15 7.625 - 7.625 Other Instrument CORPORATE 170729.00 181978.14 JARDEN CORP 2020-01-15 2020-01-15 7.5 - 7.5 Other Instrument CORPORATE 5015.00 5552.02 HOMER CITY FDG LLC 2026-10-01 2026-10-01 8.734 - 8.734 Other Instrument CORPORATE 1025600.00 894145.20 CENGAGE LEARNING ACQUISITIONS 2020-04-15 2020-04-15 11.5 - 11.5 Other Instrument CORPORATE 1130.00 1221.28 RADNET MGMT INC 2018-04-01 2018-04-01 10.375 - 10.375 Other Instrument CORPORATE 3973.00 4140.20 First Tier Security 2012-08-07 2012-08-07 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 RBS Securities, Inc. RBS Securities, Inc., 0.68% 35J99R4T2 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2041-01-01 0 - 2.837 Government Agency Debt 8413117.00 5106341.03 First Tier Security 2012-08-02 2012-08-02 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., 0.68% 35J99R4U9 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-01-01 2041-09-01 2.837 - 3.766 Government Agency Debt 7961286.00 5103797.13 First Tier Security 2012-08-07 2012-08-07 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., 0.95% 35J99R4W5 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 3.766 - 3.766 Government Agency Debt 9205000.00 7142600.13 First Tier Security 2012-08-17 2012-08-17 N N N 7000000.00 7000000.00 0.0033 Y 7000000.00 7000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.95% 35J99R4X3 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-12-01 3.07 - 3.766 Government Agency Debt 7583042.00 7144020.82 First Tier Security 2012-08-24 2012-08-24 N N N 7000000.00 7000000.00 0.0033 Y 7000000.00 7000000.00 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.68% 40Q995GU6 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2026-01-01 3.5 - 4.5 Government Agency Debt 6601647.00 5106114.79 First Tier Security 2012-08-07 2012-08-07 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 Royal Bank of Scotland PLC Royal Bank of Scotland PLC, 0.95% 40Q995GY8 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2037-04-01 3.5 - 5.5 Government Agency Debt 9038697.00 6121062.59 First Tier Security 2012-08-30 2012-08-30 N N N 6000000.00 6000000.00 0.0028 Y 6000000.00 6000000.00 UBS Securities LLC UBS Securities LLC, 0.49% 23M99SUX4 0000230611 Other Repurchase Agreement N HARRAHS OPER INC 2018-12-15 2018-12-15 10 - 10 Other Instrument CORPORATE 3357617.00 2216959.90 SELECT MED CORP 2015-02-01 2015-02-01 7.625 - 7.625 Other Instrument CORPORATE 19203.00 20127.14 First Tier Security 2012-08-07 2012-08-07 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, 0.62% 23M99SVA3 0000230611 Other Repurchase Agreement N SILVER STD RES INC 2028-03-01 2028-03-01 4.5 - 4.5 Other Instrument EQUITY 2102000.00 2170315.00 VOLCANO CORP 2015-09-01 2015-09-01 2.875 - 2.875 Other Instrument EQUITY 2000.00 2341.46 First Tier Security 2012-08-07 2012-08-07 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, 0.65% 23M99SUY2 0000230611 Other Repurchase Agreement N HEARTWARE INTL INC 2017-12-15 2017-12-15 3.5 - 3.5 Other Instrument EQUITY 2690000.00 3266930.28 First Tier Security 2012-08-07 2012-08-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00