N-MFP LIVE N 2012-08-31 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 54 83 2094848525.27 10360328.94 9796863.16 2095411991.05 0.0038 1.0002 2012-08-31 1.0002 2012-08-31 C000048773 1.00 888177506.84 1.00 -19571251.60 23443213.44 43014465.04 0.0012 1.0000 2012-08-31 1.0000 2012-08-31 C000048775 1.00 142301591.33 1.00 -17540630.72 10637032.36 28177663.08 0.0003 1.0002 2012-08-31 1.0002 2012-08-31 C000048776 1.00 171747684.88 1.00 4925079.85 11781088.99 6856009.14 0.0001 1.0002 2012-08-31 1.0002 2012-08-31 C000048774 1.00 893185208.00 1.00 11571644.52 50000567.27 38428922.75 0.0010 1.0004 2012-08-31 1.0004 2012-08-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.30% 06366VT55 Certificate of Deposit First Tier Security 2013-03-01 2013-03-01 N N N 2000000.00 2000000.00 0.0010 N 2000202.00 2000202.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.39% 06366WLY8 Certificate of Deposit First Tier Security 2012-09-26 2012-09-26 N N N 8000000.00 8000000.00 0.0038 N 8001024.00 8001024.00 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 0.0048 N 10006200.00 10006200.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.42% 06366WQD9 Certificate of Deposit First Tier Security 2012-09-28 2012-10-29 N N N 4000000.00 4000000.00 0.0019 N 4001808.00 4001808.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.43% 06366WPF5 Certificate of Deposit First Tier Security 2012-09-18 2012-10-18 N N N 12000000.00 12000000.00 0.0057 N 12003624.00 12003624.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.55% 06366UD47 Certificate of Deposit First Tier Security 2012-10-09 2013-09-06 N N N 14000000.00 14000000.00 0.0067 N 14004900.00 14004900.00 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 10002259.18 0.0048 N 10006820.00 10006820.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EC43 Certificate of Deposit First Tier Security 2012-09-05 2012-09-05 N N N 19000000.00 19000000.00 0.0091 N 19000000.00 19000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417EE82 Certificate of Deposit First Tier Security 2012-09-19 2012-09-19 N N N 24000000.00 24000000.00 0.0115 N 24000672.00 24000672.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417E5W9 Certificate of Deposit First Tier Security 2012-09-13 2013-01-11 N N N 8000000.00 8000000.00 0.0038 N 7999200.00 7999200.00 Bank of Nova Scotia Bank of Nova Scotia, 0.45% 06417ELW1 Certificate of Deposit First Tier Security 2012-09-04 2012-11-01 N N N 18000000.00 18000000.00 0.0086 N 18003924.00 18003924.00 Bank of Nova Scotia Bank of Nova Scotia, 0.52% 06417D2A2 Certificate of Deposit First Tier Security 2012-11-13 2013-09-11 N N N 7000000.00 7000000.00 0.0033 N 6997732.00 6997732.00 Bank of Nova Scotia Bank of Nova Scotia, 0.59% 06417DJE6 Certificate of Deposit First Tier Security 2012-11-16 2013-06-17 N N N 6000000.00 6000000.00 0.0029 N 6000078.00 6000078.00 Bank of Nova Scotia Bank of Nova Scotia, 0.69% 06417DSG1 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 11000000.00 11003410.60 0.0053 N 11010549.00 11010549.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EVD6 Certificate of Deposit First Tier Security 2012-09-07 2012-11-07 N N N 14000000.00 14000000.00 0.0067 N 14003136.00 14003136.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.48% 06538EWB9 Certificate of Deposit First Tier Security 2012-09-14 2012-11-14 N N N 10000000.00 10000000.00 0.0048 N 10002520.00 10002520.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EMB0 Certificate of Deposit First Tier Security 2012-09-05 2012-09-05 N N N 8000000.00 8000000.00 0.0038 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 2012-09-20 2012-09-20 N N N 10000000.00 10000000.00 0.0048 N 10001300.00 10001300.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EPQ4 Certificate of Deposit First Tier Security 2012-09-21 2012-09-21 N N N 8000000.00 8000000.00 0.0038 N 8001112.00 8001112.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.50% 06538EW37 Certificate of Deposit First Tier Security 2013-02-11 2013-02-11 N N N 25000000.00 25000000.00 0.0119 N 25001120.00 25001120.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.41% 13606X5X2 Certificate of Deposit First Tier Security 2012-09-24 2012-09-24 N N N 14000000.00 14000000.00 0.0067 N 14001624.00 14001624.00 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 8002392.00 8002392.00 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 0.0105 N 22006325.00 22006325.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.55% 13606XN87 Certificate of Deposit First Tier Security 2012-10-17 2013-09-17 N N N 20000000.00 20000000.00 0.0095 N 20011840.00 20011840.00 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 14001394.96 0.0067 N 14003374.00 14003374.00 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 4000230.80 4000230.80 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 5999986.68 0.0029 N 6000438.60 6000438.60 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 0.0019 N 4000355.20 4000355.20 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 0.0010 N 2000577.20 2000577.20 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 0.0062 N 13004621.50 13004621.50 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.55% 60682AAJ5 Certificate of Deposit First Tier Security 2013-02-21 2013-02-21 N N N 9000000.00 9000000.00 0.0043 N 8994358.80 8994358.80 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 8000097.60 8000097.60 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 0.0076 N 16000560.00 16000560.00 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 0.0076 N 16000800.00 16000800.00 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 8001154.40 8001154.40 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 8000994.40 8000994.40 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 8001056.00 8001056.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.40% 60687GQ76 Certificate of Deposit First Tier Security 2012-12-06 2012-12-06 N N N 11000000.00 11000000.00 0.0052 N 11000292.60 11000292.60 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2012-09-20 2013-02-20 N N N 11000000.00 11000000.00 0.0052 N 10993576.00 10993576.00 National Bank of Canada National Bank of Canada, 0.54% 63306V6J4 Certificate of Deposit First Tier Security 2012-11-05 2013-02-04 N N N 7000000.00 7000000.00 0.0033 N 7004018.00 7004018.00 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 0.0048 N 10000167.00 10000167.00 Royal Bank of Canada Royal Bank of Canada, 0.82% 78009JS22 Certificate of Deposit First Tier Security 2012-10-01 2013-09-01 N N N 27000000.00 27000000.00 0.0129 N 27019575.00 27019575.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.36% 83051A5G2 Certificate of Deposit First Tier Security 2012-11-08 2012-11-08 N N N 18000000.00 18000000.00 0.0086 N 18001720.80 18001720.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DGW4 Certificate of Deposit First Tier Security 2012-09-05 2012-10-05 N N N 12000000.00 12000000.00 0.0057 N 12001704.00 12001704.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DHN3 Certificate of Deposit First Tier Security 2012-09-09 2012-10-09 N N N 15000000.00 15000000.00 0.0072 N 15002415.00 15002415.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFJ4 Certificate of Deposit First Tier Security 2012-09-14 2012-09-14 N N N 15000000.00 15000000.00 0.0072 N 15000825.00 15000825.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFT2 Certificate of Deposit First Tier Security 2012-09-17 2012-09-17 N N N 8000000.00 8000000.00 0.0038 N 8000584.00 8000584.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DFY1 Certificate of Deposit First Tier Security 2012-09-18 2012-09-18 N N N 12000000.00 12000000.00 0.0057 N 12000948.00 12000948.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.39% 86562DGH7 Certificate of Deposit First Tier Security 2012-09-24 2012-09-24 N N N 8000000.00 8000000.00 0.0038 N 8000928.00 8000928.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DKU3 Certificate of Deposit First Tier Security 2012-09-06 2012-11-06 N N N 16000000.00 16000000.00 0.0076 N 16001904.00 16001904.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.40% 86562DGK0 Certificate of Deposit First Tier Security 2012-09-24 2012-10-02 N N N 8000000.00 8000000.00 0.0038 N 8001120.00 8001120.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.44% 86562DSB7 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 4000000.00 4000000.00 0.0019 N 3999999.60 3999999.60 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WH92 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 8000000.00 8000000.00 0.0038 N 8001242.40 8001242.40 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WJ90 Certificate of Deposit First Tier Security 2012-11-15 2012-11-15 N N N 7000000.00 7000000.00 0.0033 N 7001180.20 7001180.20 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.41% 86562WL55 Certificate of Deposit First Tier Security 2012-11-26 2012-11-26 N N N 7000000.00 7000000.00 0.0033 N 7001351.70 7001351.70 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 8001732.00 8001732.00 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 7002331.70 7002331.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.42% 86562WH50 Certificate of Deposit First Tier Security 2012-11-05 2012-11-05 N N N 11000000.00 11000000.00 0.0052 N 11001811.70 11001811.70 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958CGU2 Certificate of Deposit First Tier Security 2012-12-27 2012-12-27 N N N 3000000.00 3000000.00 0.0014 N 3000098.10 3000098.10 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 4000008.88 0.0019 N 4000216.80 4000216.80 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 4000332.80 4000332.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112XY25 Certificate of Deposit First Tier Security 2013-02-14 2013-02-14 N N N 8000000.00 8000000.00 0.0038 N 8000740.00 8000740.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3F0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 1000000.00 1000000.00 0.0005 N 1000057.70 1000057.70 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X3Q6 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 1000000.00 1000000.00 0.0005 N 1000057.90 1000057.90 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112X2Q7 Certificate of Deposit First Tier Security 2013-03-28 2013-03-28 N N N 4000000.00 4000000.00 0.0019 N 4000231.60 4000231.60 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XDH5 Certificate of Deposit First Tier Security 2012-09-07 2012-11-07 N N N 20000000.00 20000000.00 0.0095 N 20008640.00 20008640.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.44% 89112XNA9 Certificate of Deposit First Tier Security 2012-11-02 2013-02-04 N N N 2000000.00 2000000.00 0.0010 N 2001454.00 2001454.00 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 0.0086 N 18016459.20 18016459.20 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 7000184.35 0.0033 N 7005035.80 7005035.80 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 0.0010 N 2001573.60 2001573.60 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 8000639.20 8000639.20 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 8000520.00 8000520.00 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 3000497.40 3000497.40 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 0.0010 N 2000411.20 2000411.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.35% XS0772836416 0000833029 Certificate of Deposit First Tier Security 2012-09-11 2012-10-11 N N N 22000000.00 22000000.00 0.0105 N 22004642.00 22004642.00 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 0.0105 N 22001832.60 22001832.60 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 0.0057 N 12007191.60 12007191.60 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 0.0057 N 12008130.00 12008130.00 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 0.0095 N 20014016.00 20014016.00 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 4001442.80 4001442.80 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 0.0010 N 2000832.20 2000832.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLF5 Certificate of Deposit First Tier Security 2012-10-30 2012-10-30 N N N 4000000.00 4000000.00 0.0019 N 4001664.40 4001664.40 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.42% 10513DLH1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 2000000.00 2000000.00 0.0010 N 2000791.00 2000791.00 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 0.0029 N 6000281.40 6000281.40 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 0.0029 N 6000303.00 6000303.00 ASB Finance Ltd. (London) ASB Finance Ltd. (London), 0.34% 0020P5CV9 Financial Company Commercial Paper First Tier Security 2012-09-10 2012-12-10 N N N 11000000.00 10998511.76 0.0052 N 10999142.00 10999142.00 Barclays Bank PLC Barclays Bank PLC, 0.73% 06741PDC6 Financial Company Commercial Paper First Tier Security 2012-09-13 2012-09-13 N N N 3000000.00 3000000.00 0.0014 Y 3000420.00 3000420.00 Barclays Bank PLC Barclays Bank PLC, 0.73% 06741PDF9 Financial Company Commercial Paper First Tier Security 2012-09-26 2012-09-26 N N N 1000000.00 1000000.00 0.0005 Y 1000140.00 1000140.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GKT1 Financial Company Commercial Paper First Tier Security 2012-09-14 2012-09-14 N N N 1000000.00 999898.89 0.0005 N 999937.90 999937.90 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.28% 06741GLR4 Financial Company Commercial Paper First Tier Security 2012-09-19 2012-09-19 N N N 2000000.00 1999720.00 0.0010 N 1999817.40 1999817.40 BAT International Finance PLC BAT International Finance PLC, 0.43% 05531MKC1 Financial Company Commercial Paper Second Tier Security 2012-10-12 2012-10-12 N N N 1000000.00 999510.28 0.0005 N 999575.30 999575.30 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.50% 17307RJR6 Financial Company Commercial Paper First Tier Security 2012-09-25 2012-09-25 N N N 3000000.00 2999000.00 0.0014 N 2999252.40 2999252.40 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.55% 17307RJH8 Financial Company Commercial Paper First Tier Security 2012-09-17 2012-09-17 N N N 15000000.00 14996333.34 0.0072 N 14997520.50 14997520.50 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 6999533.33 0.0033 N 6999659.80 6999659.80 Citigroup Funding, Inc. Citigroup Funding, Inc., 0.60% 17307RJA3 Financial Company Commercial Paper First Tier Security 2012-09-10 2012-09-10 N N N 11000000.00 10998350.00 0.0052 N 10998930.80 10998930.80 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACA2 Financial Company Commercial Paper First Tier Security 2012-09-20 2012-10-22 N N N 3000000.00 3000000.00 0.0014 N 3000207.00 3000207.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACM6 Financial Company Commercial Paper First Tier Security 2012-09-24 2012-11-26 N N N 20000000.00 20000000.00 0.0095 N 19998740.00 19998740.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.29% 20272ACR5 Financial Company Commercial Paper First Tier Security 2012-09-27 2012-11-27 N N N 4000000.00 3999810.51 0.0019 N 4000368.00 4000368.00 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 1997622.22 0.0010 N 1998644.00 1998644.00 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 1997533.33 0.0010 N 1998587.60 1998587.60 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 18994141.67 0.0091 N 18996553.40 18996553.40 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 22990774.44 0.0110 N 22994618.00 22994618.00 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 14997662.50 0.0072 N 14998837.50 14998837.50 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 7997800.00 0.0038 N 7998892.80 7998892.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.28% 4662J0LF7 Financial Company Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 6000000.00 5996500.00 0.0029 N 5997715.80 5997715.80 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.29% 46636JAF0 Financial Company Commercial Paper First Tier Security 2012-09-12 2012-09-12 N N N 15000000.00 15000000.00 0.0072 N 15000000.00 15000000.00 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 1999675.00 0.0010 N 1999847.60 1999847.60 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 7999733.33 0.0038 N 7999844.80 7999844.80 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 11998966.67 0.0057 N 11999468.40 11999468.40 PNC Bank NA PNC Bank NA, 0.39% 69349JPF4 Financial Company Commercial Paper First Tier Security 2013-02-15 2013-02-15 N N N 5000000.00 4990954.17 0.0024 N 4993886.50 4993886.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.37% 83050TLU3 Financial Company Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N N 4000000.00 3996382.22 0.0019 N 3996960.80 3996960.80 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 4993112.50 0.0024 N 4994175.50 4994175.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.27% 86958FMU8 Financial Company Commercial Paper First Tier Security 2012-12-28 2012-12-28 N N N 5000000.00 4995575.00 0.0024 N 4995708.00 4995708.00 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 3999633.33 0.0019 N 3999804.80 3999804.80 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 3998691.11 0.0019 N 3999168.00 3999168.00 Swedbank AB Swedbank AB, 0.31% 87019RM37 Financial Company Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N N 17950000.00 17935625.03 0.0086 N 17930642.72 17930642.72 Swedbank AB Swedbank AB, 0.31% 87019RM60 Financial Company Commercial Paper First Tier Security 2012-12-06 2012-12-06 N N N 1000000.00 999173.33 0.0005 N 999164.00 999164.00 Swedbank AB Swedbank AB, 0.31% 87019RM78 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 5000000.00 4995823.62 0.0024 N 4994188.00 4994188.00 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 2999620.83 0.0014 N 2999771.40 2999771.40 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 1999876.67 0.0010 N 1999933.80 1999933.80 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.31% 89233GQ17 Financial Company Commercial Paper First Tier Security 2013-03-01 2013-03-01 N N N 3000000.00 2995324.17 0.0014 N 2994995.10 2994995.10 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.32% 89233GQ82 Financial Company Commercial Paper First Tier Security 2013-03-08 2013-03-08 N N N 3000000.00 2994986.67 0.0014 N 2994802.50 2994802.50 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 21989977.78 0.0105 N 21997536.00 21997536.00 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 21987288.89 0.0105 N 21996416.20 21996416.20 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 8993500.00 0.0043 N 8997657.30 8997657.30 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 7990488.89 0.0038 N 7994384.00 7994384.00 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 8988900.00 0.0043 N 8993307.60 8993307.60 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 1999904.44 0.0010 N 1999944.40 1999944.40 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 1999904.44 0.0010 N 1999938.80 1999938.80 Devon Energy Corp. Devon Energy Corp., 0.44% 25179JAA8 Other Commercial Paper Second Tier Security 2012-09-28 2012-10-01 Y DEVON ENERGY CORP NEW N/A N/A N N 10000000.00 10000000.00 0.0048 N 9998950.00 9998950.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.42% 2574P0JJ4 Other Commercial Paper Second Tier Security 2012-09-18 2012-09-18 N N N 1000000.00 999801.67 0.0005 N 999845.00 999845.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.42% 2574P0K11 Other Commercial Paper Second Tier Security 2012-10-01 2012-10-01 N N N 2000000.00 1999300.00 0.0010 N 1999411.00 1999411.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.42% 2574P0K45 Other Commercial Paper Second Tier Security 2012-10-04 2012-10-04 N N N 1000000.00 999615.00 0.0005 N 999671.30 999671.30 Ecolab, Inc. Ecolab, Inc., 0.54% 27887RAB7 Other Commercial Paper Second Tier Security 2012-09-13 2012-10-15 Y ECOLAB INC N/A N/A N N 5000000.00 5000000.00 0.0024 N 4999490.00 4999490.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.43% 42823JJ71 Other Commercial Paper Second Tier Security 2012-09-07 2012-09-07 N N N 1000000.00 999928.33 0.0005 N 999937.80 999937.80 Hewlett-Packard Co. Hewlett-Packard Co., 0.43% 42823JJC0 Other Commercial Paper Second Tier Security 2012-09-12 2012-09-12 N N N 1000000.00 999868.61 0.0005 N 999893.30 999893.30 Northeast Utilities Northeast Utilities, 0.43% 66439TJ41 Other Commercial Paper Second Tier Security 2012-09-04 2012-09-04 N N N 1000000.00 999964.17 0.0005 N 999970.00 999970.00 Northeast Utilities Northeast Utilities, 0.43% 66439TJA7 Other Commercial Paper Second Tier Security 2012-09-10 2012-09-10 N N N 1000000.00 999892.50 0.0005 N 999921.90 999921.90 Northeast Utilities Northeast Utilities, 0.44% 66439TJ41 Other Commercial Paper Second Tier Security 2012-09-04 2012-09-04 N N N 1000000.00 999963.33 0.0005 N 999970.00 999970.00 Sempra Global Sempra Global, 0.45% 81685LJA4 Other Commercial Paper Second Tier Security 2012-09-10 2012-09-10 N N N 1000000.00 999887.50 0.0005 N 999935.80 999935.80 Verizon Communications, Inc. Verizon Communications, Inc., 0.45% 92344PUW4 Other Commercial Paper Second Tier Security 2012-09-03 2012-10-15 Y VERIZON COMMUNICATIONS INC N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000091.00 7000091.00 Viacom, Inc. Viacom, Inc., 0.42% 9255M2JA1 Other Commercial Paper Second Tier Security 2012-09-10 2012-09-10 N N N 1000000.00 999895.00 0.0005 N 999921.90 999921.90 Viacom, Inc. Viacom, Inc., 0.42% 9255M2JB9 Other Commercial Paper Second Tier Security 2012-09-11 2012-09-11 N N N 1000000.00 999883.33 0.0005 N 999912.90 999912.90 Xerox Corp. Xerox Corp., 0.74% 98412EJR7 Other Commercial Paper Second Tier Security 2012-09-25 2012-09-25 N N N 1000000.00 999506.67 0.0005 N 999486.00 999486.00 Xerox Corp. Xerox Corp., 0.75% 98412EJA4 Other Commercial Paper Second Tier Security 2012-09-10 2012-09-10 N N N 2000000.00 1999625.00 0.0010 N 1999760.60 1999760.60 Xerox Corp. Xerox Corp., 0.75% 98412EJD8 Other Commercial Paper Second Tier Security 2012-09-13 2012-09-13 N N N 1000000.00 999750.00 0.0005 N 999840.00 999840.00 Xerox Corp. Xerox Corp., 0.75% 98412EJE6 Other Commercial Paper Second Tier Security 2012-09-14 2012-09-14 N N N 1000000.00 999729.17 0.0005 N 999826.60 999826.60 Xerox Corp. Xerox Corp., 0.75% 98412EJH9 Other Commercial Paper Second Tier Security 2012-09-17 2012-09-17 N N N 1000000.00 999666.67 0.0005 N 999784.20 999784.20 Xerox Corp. Xerox Corp., 0.75% 98412EJT3 Other Commercial Paper Second Tier Security 2012-09-27 2012-09-27 N N N 1000000.00 999458.33 0.0005 N 999637.80 999637.80 Xerox Corp. Xerox Corp., 0.75% 98412EK12 Other Commercial Paper Second Tier Security 2012-10-01 2012-10-01 N N N 2000000.00 1998750.00 0.0010 N 1999152.60 1999152.60 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 9996541.67 0.0048 N 9998110.00 9998110.00 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 1999226.67 0.0010 N 1999510.00 1999510.00 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 7996681.11 0.0038 N 7997832.00 7997832.00 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 9995125.00 0.0048 N 9996600.00 9996600.00 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 11993748.32 0.0057 N 11995968.00 11995968.00 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 6995714.44 0.0033 N 6996745.00 6996745.00 U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127957G0 Treasury Debt First Tier Security 2013-02-21 2013-02-21 N N N 7000000.00 6995122.33 0.0033 N 6995954.00 6995954.00 U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127957F2 Treasury Debt First Tier Security 2013-02-14 2013-02-14 N N N 5000000.00 4996426.39 0.0024 N 4997170.00 4997170.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127957E5 Treasury Debt First Tier Security 2013-08-22 2013-08-22 N N N 8400000.00 8383847.47 0.0040 N 8387080.80 8387080.80 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 12017663.18 0.0057 N 12016404.00 12016404.00 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 9007412.98 0.0043 N 9007731.00 9007731.00 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 32087295.00 0.0153 N 32087488.00 32087488.00 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 3000000.00 3034226.83 0.0014 N 3033399.00 3033399.00 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 5002311.10 0.0024 N 5001760.00 5001760.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% to 0.18% 912828AU4 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 6000000.00 6100955.25 0.0029 N 6099612.00 6099612.00 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 9901806.65 0.0047 N 9902773.40 9902773.40 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 1000000.00 1001862.05 0.0005 N 1001992.00 1001992.00 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 12003861.72 0.0057 N 12004692.00 12004692.00 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 11026752.13 0.0053 N 11027071.00 11027071.00 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 15081437.27 0.0072 N 15082035.00 15082035.00 U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 0.23% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 12000000.00 12112748.81 0.0058 N 12115776.00 12115776.00 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 4025030.76 0.0019 N 4025624.00 4025624.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828JG6 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 3000000.00 3086361.54 0.0015 N 3086484.00 3086484.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 3000000.00 3115009.80 0.0015 N 3115314.00 3115314.00 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 18144781.35 0.0087 N 18149760.00 18149760.00 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 6012414.13 0.0029 N 6014532.00 6014532.00 U.S. Treasury Notes U.S. Treasury Notes, 0.22% 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 9000000.00 8991103.78 0.0043 N 8994375.00 8994375.00 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 17117414.70 0.0082 N 17125511.00 17125511.00 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 2012-09-07 2012-09-07 Y BANK OF AMERICA NA N/A N/A Y BANK OF AMERICA NA N/A N/A N 6200000.00 6200000.00 0.0030 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 2012-09-07 2012-09-07 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 2012-09-07 2012-09-07 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., 0.17% Series 2010 A3, LOC JPMorgan Chase Bank VRDN 79765A3M6 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 13000000.00 13000000.00 0.0062 N 13000000.00 13000000.00 Colorado Hsg. Fin. Auth. Single Family Mtg. Rev. Colorado Hsg. Fin. Auth. Single Family Mtg. Rev., 0.18% Series 2008 A3, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 196483CV1 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y FANNIE MAE N/A N/A FREDDIE MAC N/A N/A N N 10000000.00 10000000.00 0.0048 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 2012-09-07 2012-09-07 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 0.0032 N 6700000.00 6700000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.21% (Catholic Healthcare West Proj.) Series 2009 F, LOC Citibank NA VRDN 040507MK8 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y CITIBANK NA N/A N/A Y CITIBANK NA N/A N/A N 15600000.00 15600000.00 0.0074 N 15600000.00 15600000.00 Indiana Dev. Fin. Auth. Envir. Rev. Indiana Dev. Fin. Auth. Envir. Rev., 0.22% Series 2005, LOC Royal Bank of Scotland PLC VRDN 455054AC0 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 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., 0.17% (Franklin College Proj.) Series 2003, LOC JPMorgan Chase Bank VRDN 455048U48 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 8075000.00 8075000.00 0.0039 N 8075000.00 8075000.00 Texas Gen. Oblig. Texas Gen. Oblig., 0.20% Participating VRDN Series Putters 4263, (Liquidity Facility JPMorgan Chase Bank) 46636YW48 Variable Rate Demand Note First Tier Security 2012-09-01 2012-09-04 Y JPMORGAN CHASE BANK NA N/A N/A N N 12000000.00 12000000.00 0.0057 N 12000000.00 12000000.00 Clark County Fuel Tax Clark County Fuel Tax, 0.20% Participating VRDN Series BA 08 1171, (Liquidity Facility Bank of America NA) 05248P4D4 Variable Rate Demand Note First Tier Security 2012-09-07 2012-09-07 Y BANK OF AMERICA NA N/A N/A N N 11135000.00 11135000.00 0.0053 N 11135000.00 11135000.00 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 2012-09-07 2012-09-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 9000000.00 9000000.00 0.0043 N 9000000.00 9000000.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.36% (Delmarva Pwr. & Lt. Co. Proj.) Series 1988 VRDN 246387BL7 Variable Rate Demand Note Second Tier Security 2012-09-04 2012-09-04 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., 0.37% (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 2012-09-07 2012-09-07 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, 0.49% 78008KXS7 Other Note First Tier Security 2012-11-06 2013-09-06 N N N 21000000.00 20995717.26 0.0100 N 21006594.00 21006594.00 Royal Bank of Canada Royal Bank of Canada, 0.56% 78008FBC7 Other Note First Tier Security 2012-10-01 2013-09-01 N N N 27000000.00 27000000.00 0.0129 N 27000432.00 27000432.00 Royal Bank of Canada Royal Bank of Canada, 0.72% 78008FAM6 Other Note First Tier Security 2012-09-17 2013-09-13 N N N 23000000.00 23000000.00 0.0110 N 23020769.00 23020769.00 Fannie Mae Fannie Mae, 0.17% to 0.20% 31398AE24 Government Agency Debt First Tier Security 2013-02-22 2013-02-22 N N N 4000000.00 4029631.88 0.0019 N 4029468.00 4029468.00 Fannie Mae Fannie Mae, 0.17% to 0.20% 3135G0AK9 Government Agency Debt First Tier Security 2013-02-26 2013-02-26 N N N 2000000.00 2005422.16 0.0010 N 2005488.00 2005488.00 Fannie Mae Fannie Mae, 0.20% 31359MQV8 Government Agency Debt First Tier Security 2013-02-21 2013-02-21 N N N 1000000.00 1021390.87 0.0005 N 1021045.00 1021045.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313378EW7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 1000000.00 1000078.35 0.0005 N 1000058.00 1000058.00 Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.20% 313378BF7 Government Agency Debt First Tier Security 2013-02-28 2013-02-28 N N N 3000000.00 2999795.82 0.0014 N 3000030.00 3000030.00 Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313379WT2 Government Agency Debt First Tier Security 2013-03-25 2013-03-25 N N N 5000000.00 5000232.15 0.0024 N 4999635.00 4999635.00 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 3999778.74 0.0019 N 4000372.00 4000372.00 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 999768.62 0.0005 N 1000004.00 1000004.00 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 999853.85 0.0005 N 1000089.00 1000089.00 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 3999739.78 0.0019 N 4000520.00 4000520.00 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 999835.35 0.0005 N 999981.00 999981.00 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 4194916.57 0.0020 N 4195474.03 4195474.03 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 999931.15 0.0005 N 1000065.00 1000065.00 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 0.0024 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 2012-11-29 Y METROPOLITAN LIFE INS CO N/A N/A N N 3000000.00 3000000.00 0.0014 Y 2999280.00 2999280.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC, 0.18% 12R99T8Y3 0001167831 Other Instrument Time Deposits First Tier Security 2012-09-05 2012-09-05 N N N 22000000.00 22000000.00 0.0105 N 22000000.00 22000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2035-10-01 2040-03-01 4.5 - 6.5 Government Agency Debt 588925.83 296534.27 FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2042-03-01 2.295 - 6.5 Government Agency Debt 3342897.46 1103577.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-08-20 2041-08-20 2.997 - 7 Government Agency Debt 2132324.22 1398901.20 Unrated Security 2012-09-04 2012-09-04 N N N 2737153.00 2737153.01 0.0013 N 2737153.01 2737153.01 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_06453 Government Agency Repurchase Agreement Y US TREASURY 2012-09-15 2022-08-15 0.125 - 5.125 Treasury Debt 2980423.66 3139742.08 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 21609.81 26529.41 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-28 2042-08-01 0 - 6.25 Government Agency Debt 1152618.24 1097307.64 FEDERAL HOME LOAN MORTGAGE CORP 2013-10-18 2042-06-01 0.35 - 5.5 Government Agency Debt 944464.26 946344.20 FEDERAL HOME LOAN BANK 2012-09-19 2016-03-11 0 - 3.125 Government Agency Debt 145908.03 147977.05 FEDERAL AGRICULTURE MORTGAGE CORP 2012-11-26 2022-01-10 0 - 3.25 Government Agency Debt 11164.99 11248.49 Unrated Security 2012-09-04 2012-09-04 N N N 5263756.00 5263755.79 0.0025 N 5263755.79 5263755.79 Citibank NA Citibank NA, 0.19% 44Q99C6J9 0000036684 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2027-08-01 2.5 - 2.821 Government Agency Debt 8915297.00 9236149.20 FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-06-01 5.681 - 5.681 Government Agency Debt 3200743.00 964228.27 First Tier Security 2012-09-04 2012-09-04 N N N 10000000.00 10000000.00 0.0048 N 10000000.00 10000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.19% 46P9938D6 0000318336 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-06-01 2042-06-01 4.5 - 4.5 Government Agency Debt 9100000.00 10202195.04 First Tier Security 2012-09-07 2012-09-07 N N N 10000000.00 10000000.00 0.0048 N 10000000.00 10000000.00 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-25 2042-09-25 1.5 - 7 Government Agency Debt 209464.07 184643.01 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-20 2042-06-16 2.5 - 4 Government Agency Debt 31842.78 32229.03 Unrated Security 2012-09-04 2012-09-04 N N N 210550.00 210550.23 0.0001 N 210550.23 210550.23 Goldman Sachs & Co. Goldman Sachs & Co., 0.19% 44X99H5M4 0000769993 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2041-01-01 4.5 - 4.5 Government Agency Debt 14447067.00 13260280.15 First Tier Security 2012-09-07 2012-09-07 N N N 13000000.00 13000000.00 0.0062 N 13000000.00 13000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99TYU9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-01 2041-09-25 4 - 5.5 Government Agency Debt 8592700.00 8240420.68 First Tier Security 2012-09-07 2012-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 8000000.00 8000000.00 0.0038 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.22% 45B99T2Q3 0000877559 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2040-12-15 2 - 2 Government Agency Debt 9443000.00 9266814.92 FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-01 2039-12-01 5.5 - 5.5 Government Agency Debt 5000.00 3457.45 First Tier Security 2012-09-07 2012-09-07 Y ING FINL MKTS LLC (GOV RP JPM) N/A N/A N N 9000000.00 9000000.00 0.0043 N 9000000.00 9000000.00 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2013-06-01 2042-09-01 2.5 - 7 Government Agency Debt 156812.98 139595.44 Unrated Security 2012-09-04 2012-09-04 N N N 136858.00 136857.65 0.0001 N 136857.65 136857.65 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_08126 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2023-09-15 2042-07-15 2.81 - 8.5 Government Agency Debt 5051759.15 2584884.56 FEDERAL NATIONAL MORTGAGE ASSOC 2012-11-01 2047-10-01 1.347 - 9.5 Government Agency Debt 4717306.82 1336794.49 FEDERAL HOME LOAN MORTGAGE CORP 2015-07-01 2041-04-15 2.11 - 11 Government Agency Debt 2701732.70 494361.86 FEDERAL AGRICULTURE MORTGAGE CORP 2012-10-01 2012-10-01 0 - 0 Government Agency Debt 58486.18 58494.36 US TREASURY 2012-09-06 2022-08-15 0 - 4.75 Treasury Debt 3546072.49 3579425.57 Unrated Security 2012-09-04 2012-09-04 N N N 7895634.00 7895633.68 0.0038 N 7895633.68 7895633.68 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.19% 46Z99KCA8 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2042-02-01 2042-02-01 2.26 - 2.26 Government Agency Debt 3155105.00 3063287.15 First Tier Security 2012-09-07 2012-09-07 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.20% 46Z99KAN2 0000050916 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2041-11-15 4 - 5.022 Government Agency Debt 5412.00 5882.32 FEDERAL NATIONAL MORTGAGE ASSOC 2040-07-01 2042-05-01 2.552 - 3.841 Government Agency Debt 14230716.00 7155073.45 First Tier Security 2012-09-06 2012-09-06 Y RBC CAP MARKETS LLC(GOV REPO) N/A N/A N N 7000000.00 7000000.00 0.0033 N 7000000.00 7000000.00 RBC Capital Markets Corp. In a joint trading account with RBC Capital Markets Corp. at 0.21%, dated 8/31/2012 due 09/04/2012 46V991VC9_07160 Government Agency Repurchase Agreement Y US TREASURY 2014-01-15 2039-11-15 1 - 4.375 Treasury Debt 554969.23 572268.71 FEDERAL HOME LOAN MORTGAGE CORP 2016-02-12 2042-04-01 0 - 5.597 Government Agency Debt 147945.24 145576.05 FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2042-02-01 0.646 - 5.06 Government Agency Debt 555126.45 556027.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-08-20 2042-05-20 0 - 5.5 Government Agency Debt 838341.51 837217.46 Unrated Security 2012-09-04 2012-09-04 N N N 2068050.00 2068049.64 0.0010 N 2068049.64 2068049.64 UBS Securities LLC UBS Securities LLC, 0.20% 46X997EX7 0000230611 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2038-12-15 5 - 5 Government Agency Debt 23141407.00 10249532.15 First Tier Security 2012-09-07 2012-09-07 Y UBS SECURITIES LLC (GOV REPO) N/A N/A N N 10000000.00 10000000.00 0.0048 N 10000000.00 10000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.37% 46Z99LJL5 0000851376 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-01 2022-03-01 2.738 - 2.738 Government Agency Debt 743775.00 771926.40 BANCORPSOUTH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 28.00 411.88 ELECTRONIC ARTS INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5379.00 69927.00 FOSSIL INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 700.00 59871.00 GOLD RESOURCE CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3400.00 61914.00 PHILLIPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1600.00 67968.00 PROSHARES TR II 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 58.00 2652.34 First Tier Security 2012-09-04 2012-09-04 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 45A99V2Y2 0001197610 Other Repurchase Agreement N DAIMLER FIN NORTH AMER LLC 2015-07-31 2015-07-31 1.3 - 1.3 Other Instrument CORPORATE 1049224.00 1050056.38 First Tier Security 2012-09-05 2012-09-05 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.32% 45A99V3E5 0001197610 Other Repurchase Agreement N YUM BRANDS INC 2037-11-15 2037-11-15 6.875 - 6.875 Other Instrument CORPORATE 765290.00 1054273.50 First Tier Security 2012-09-06 2012-09-06 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.40% 45A99V3H8 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2041-06-01 2.451 - 3.084 Government Agency Debt 143030648.00 45861815.42 FEDERAL NATIONAL MORTGAGE ASSOC 2036-04-01 2042-06-01 2.422 - 3.781 Government Agency Debt 154715339.00 56142718.28 First Tier Security 2012-09-04 2012-09-04 N N N 100000000.00 100000000.00 0.0477 N 100000000.00 100000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.53% 45A99V2R7 0001197610 Other Repurchase Agreement N FELCOR LODGING LTD PARTNERSHIP 2019-06-01 2019-06-01 6.75 - 6.75 Other Instrument CORPORATE 994936.00 1080127.40 First Tier Security 2012-09-04 2012-09-04 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.35% 45H99MMT4 0000315030 Other Repurchase Agreement N US TREASURY 2029-02-15 2029-02-15 5.25 - 5.25 Treasury Debt 21489600.00 30601203.48 First Tier Security 2012-09-04 2012-09-04 N N N 30000000.00 30000000.00 0.0143 N 30000000.00 30000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.26% 47A99PDP8 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-05-15 2041-05-15 N/A Government Agency Debt 7010000.00 4121481.39 First Tier Security 2012-09-04 2012-09-04 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% 47A99PDN3 0000318336 Other Repurchase Agreement N TYSON FOODS, INC. 2012-08-31 2012-08-31 N/A Other Instrument OTHER NOTE 419172.00 6480399.12 First Tier Security 2012-09-04 2012-09-04 N N N 6000000.00 6000000.00 0.0029 N 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.85% 44U99V8X9 0000318336 Other Repurchase Agreement N MICRON TECHNOLOGY, INC. 2012-08-31 2012-08-31 N/A Other Instrument OTHER NOTE 1084000.00 1081385.39 First Tier Security 2012-10-30 2012-10-30 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.89% 47A99PAD8 0000318336 Other Repurchase Agreement N THE NATIONAL COLLEGIATE STUDEN 2033-10-25 2033-10-25 0.54 - 0.54 Other Instrument ASSET BACKED 5460000.00 2161445.64 First Tier Security 2012-11-06 2012-11-06 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.89% 47A99PCB0 0000318336 Other Repurchase Agreement N CWABS INC. 2034-01-25 2034-01-25 1.306 - 1.306 Other Instrument ASSET BACKED 2875000.00 1086694.71 RENAISSANCE MORTGAGE ACCEPTANC 2032-12-25 2032-12-25 1.235 - 1.235 Other Instrument ASSET BACKED 2190000.00 1074481.33 First Tier Security 2012-11-19 2012-11-19 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99V4A3 0000318336 Other Repurchase Agreement N THE NATIONAL COLLEGIATE STUDEN 2033-10-25 2033-10-25 0.54 - 0.54 Other Instrument ASSET BACKED 5465000.00 2163424.99 First Tier Security 2012-10-01 2012-10-01 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.90% 44U99V5E4 0000318336 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2037-05-25 2037-05-25 0.386 - 0.386 Other Instrument ASSET BACKED 41790000.00 4325931.05 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 STRUCTURED ASSET SECURITIES CO 2037-05-25 2037-05-25 0.386 - 0.386 Other Instrument ASSET BACKED 41790000.00 4325931.05 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 2037-11-25 2037-11-25 0.366 - 0.366 Other Instrument ASSET BACKED 7625000.00 6488888.26 First Tier Security 2012-10-16 2012-10-16 N N N 6000000.00 6000000.00 0.0029 Y 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.92% 44U99V7G7 0000318336 Other Repurchase Agreement N PARK PLACE SECURITIES, INC. 2035-03-25 2035-03-25 0.985 - 0.985 Other Instrument ASSET BACKED 9760000.00 2426754.33 STRUCTURED ASSET SECURITIES CO 2037-05-25 2037-05-25 0.386 - 0.386 Other Instrument ASSET BACKED 18335000.00 1897964.72 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 RENAISSANCE MORTGAGE ACCEPTANC 2032-12-25 2032-12-25 1.235 - 1.235 Other Instrument ASSET BACKED 4410000.00 2163681.59 First Tier Security 2012-10-24 2012-10-24 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99NVG7 Other Repurchase Agreement N AMERIGROUP CORPORATION 2012-08-31 2012-08-31 N/A Other Instrument OTHER NOTE 23966.00 2175633.48 First Tier Security 2012-10-18 2012-10-18 N N N 2000000.00 2000000.00 0.0010 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 45A99NVS1 Other Repurchase Agreement N MICRON TECHNOLOGY, INC. 2012-08-31 2012-08-31 N/A Other Instrument OTHER NOTE 10905000.00 10878697.14 First Tier Security 2012-10-22 2012-10-22 N N N 10000000.00 10000000.00 0.0048 Y 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.87% 45A99NFC4 Other Repurchase Agreement N WESTLAKE CHEM CORP NT 2012-08-31 2012-08-31 N/A Other Instrument OTHER NOTE 79755.00 5452051.80 First Tier Security 2012-10-19 2012-10-19 N N N 5000000.00 5000000.00 0.0024 Y 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.27% 46S99VLM6 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-01 2040-02-01 4.5 - 4.5 Government Agency Debt 21600000.00 15301218.80 First Tier Security 2012-09-05 2012-09-05 N N N 15000000.00 15000000.00 0.0072 N 15000000.00 15000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.34% 46S99VLK0 0001287279 Other Repurchase Agreement N JERSEY CENTRAL POWER & LIGHT C 2037-06-01 2037-06-01 6.15 - 6.15 Other Instrument CORPORATE 2420000.00 3137487.80 TIME WARNER CABLE INC. 2041-09-01 2041-09-01 5.5 - 5.5 Other Instrument CORPORATE 14000.00 16000.55 First Tier Security 2012-09-04 2012-09-04 N N N 3000000.00 3000000.00 0.0014 N 3000000.00 3000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.49% 46S99VLF1 0001287279 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MOR 2044-07-10 2044-07-10 6.072 - 6.072 Other Instrument GOVERNMENT AGENCY 3865000.00 2210708.69 CHASE MORTGAGE FINANCE 2007-A1 2037-03-25 2037-03-25 2.925 - 5.377 Other Instrument GOVERNMENT AGENCY 4418419.00 3191556.77 First Tier Security 2012-09-07 2012-09-07 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.64% 46S99VLL8 0001287279 Other Repurchase Agreement N ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 5.556 - 5.556 Other Instrument GOVERNMENT AGENCY 1965000.00 1082015.42 First Tier Security 2012-09-04 2012-09-04 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 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 5.541 - 5.541 Other Instrument GOVERNMENT AGENCY 6945000.00 4340225.95 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., 0.43% 46J99X7V8 Other Repurchase Agreement N MICROSOFT CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 141363.00 4286126.16 TRANSOCEAN INC 2037-12-15 2037-12-15 1.5 - 1.5 Other Instrument EQUITY 34000.00 33980.17 First Tier Security 2012-09-07 2012-09-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0019 N 4000000.00 4000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.45% 47H993AL2 Other Repurchase Agreement N AVIS BUDGET RENT CAR FDG AESOP 2018-02-20 2018-02-20 4.72 - 4.72 Other Instrument ASSET BACKED 7572108.00 8235615.65 2010 U-HAUL S FLEET LLC / 2010 2023-10-25 2023-10-25 N/A Other Instrument ASSET BACKED 8499301.00 7652187.89 HYUNDAI AUTO RECEIVABLES TR 2018-05-15 2018-05-15 2.61 - 2.61 Other Instrument ASSET BACKED 2975000.00 3013142.48 First Tier Security 2012-09-04 2012-09-04 N N N 18000000.00 18000000.00 0.0086 N 18000000.00 18000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.88% 46J99X8L9 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2034-02-20 2037-10-20 5.253 - 6.253 Government Agency Debt 42306165.00 1030176.25 First Tier Security 2012-10-29 2012-10-29 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.97% 46J99X8M7 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2037-10-20 6.253 - 6.253 Government Agency Debt 37391350.00 1030194.27 First Tier Security 2012-11-30 2012-11-30 N N N 1000000.00 1000000.00 0.0005 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.45% 42T99QPD1 0000050916 Other Repurchase Agreement N EURONET WORLDWIDE INC 2025-10-15 2025-10-15 3.5 - 3.5 Other Instrument EQUITY 600000.00 609433.33 SAKS INC 2013-12-01 2013-12-01 7.5 - 7.5 Other Instrument EQUITY 219000.00 470576.25 NAVISTAR INTL CORP NEW 2014-10-15 2014-10-15 3 - 3 Other Instrument EQUITY 1000.00 912.58 First Tier Security 2012-09-04 2012-09-04 N N N 1000000.00 1000000.00 0.0005 N 1000000.00 1000000.00 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 0.396 - 0.396 Other Instrument ASSET BACKED 3080302.00 2189553.59 First Tier Security 2012-09-07 2012-09-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 2000000.00 2000000.00 0.0010 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 184343.45 HOMER CITY FDG LLC 2026-10-01 2026-10-01 8.734 - 8.734 Other Instrument CORPORATE 1025600.00 939030.69 First Tier Security 2012-09-07 2012-09-07 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 RBC Capital Markets Co. 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RBS Securities, Inc., 0.65% 35J99R4Y1 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2041-06-25 2041-06-25 5.685 - 5.685 Government Agency Debt 46795000.00 5152199.98 First Tier Security 2012-09-07 2012-09-07 Y RBS SECS INC (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0024 N 5000000.00 5000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.95% 35J99R5A2 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2036-11-25 2038-04-25 5.765 - 6.385 Government Agency Debt 108368914.00 7212859.58 First Tier Security 2012-09-17 2012-09-17 N N N 7000000.00 7000000.00 0.0033 Y 7000000.00 7000000.00 RBS Securities, Inc. 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