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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Corporate Backed TR Ctfs 2004-4 Goldman Sachs Cap I Deb CL A-1 | NYSE:JZC | NYSE | Ordinary Share |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 25.50 | 0.00 | 01:00:00 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-3320
Fidelity Colchester Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Scott C. Goebel, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-563-7000
Date of fiscal year end: |
March 31 |
|
|
Date of reporting period: |
December 31, 2013 |
Item 1. Schedule of Investments
Quarterly Holdings Report
for
Fidelity
®
Institutional Money Market Funds:
Government Portfolio
December 31, 2013
1.811316.109
GVP-QTLY-0214
Showing Percentage of Net Assets
Treasury Debt - 6.7% |
||||
|
|
Yield (a) |
Principal Amount (000s) |
Value (000s) |
U.S. Treasury Obligations - 6.7% |
||||
U.S. Treasury Notes |
||||
|
1/31/14 to 9/30/14 |
|
|
|
(Cost $1,983,051) |
0.10 to 0.18% |
$ 1,973,460 |
$ 1,983,051 |
|
Government Agency Debt - 41.6% |
||||
|
||||
Federal Agencies - 41.6% |
||||
Fannie Mae |
||||
|
2/24/14 to 8/5/15 |
0.11 to 0.20 (b) |
948,844 |
949,287 |
Federal Farm Credit Bank |
||||
|
1/13/15 |
0.16 (b) |
50,000 |
49,990 |
|
1/13/15 |
0.16 (b) |
47,000 |
46,990 |
|
8/12/14 to 1/12/15 |
0.14 to 0.16 (b) |
563,000 |
562,947 |
Federal Home Loan Bank |
||||
|
1/23/14 to 12/11/15 |
0.07 to 0.25 (b) |
9,273,940 |
9,275,054 |
Freddie Mac |
||||
|
2/28/14 to 10/16/15 |
0.12 to 0.21 (b) |
1,425,913 |
1,425,859 |
TOTAL GOVERNMENT AGENCY DEBT (Cost $12,310,127) |
|
Government Agency Repurchase Agreement - 38.9% |
||
Maturity Amount (000s) |
|
|
In a joint trading account at 0.02% dated 12/31/13 due 1/2/14: |
|
|
(Collateralized by U.S. Government Obligations) # |
$ 4,949,411 |
4,949,406 |
(Collateralized by U.S. Government Obligations) # |
560,622 |
560,621 |
With: |
|
|
BNP Paribas Securities Corp. at 0.07%, dated: |
|
|
11/4/13 due 1/6/14 (Collateralized by U.S. Government Obligations valued at $280,832,095, 3% - 4.5%, 1/1/27 - 5/1/43) |
275,328 |
275,294 |
11/7/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $51,103,880, 2.5% - 5%, 10/1/20 - 7/1/43) |
50,006 |
50,000 |
Citibank NA at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at: |
|
|
$249,900,555, 1.9% - 11.5%, 6/1/14 - 9/1/50) |
245,002 |
245,000 |
$92,821,044, 0.75% - 5%, 11/25/14 - 6/21/22) |
91,001 |
91,000 |
|
|||
Maturity Amount (000s) |
Value (000s) |
||
Credit Suisse Securities (U.S.A.) LLC at: |
|
|
|
0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Treasury Obligations valued at $92,872,640, 0% - 6%, 3/27/14 - 6/20/39) |
$ 91,001 |
$ 91,000 |
|
0.12%, dated 9/10/13 due 1/8/14 (Collateralized by U.S. Government Obligations valued at $141,162,988, 3.32% - 7.5%, 2/20/29 - 10/16/54) |
137,055 |
137,000 |
|
Deutsche Bank Securities, Inc. at 0.04%, dated 12/30/13 due 1/6/14 (Collateralized by U.S. Treasury Obligations valued at $71,400,271, 1.63% - 8%, 8/1/14 - 5/15/44) |
70,001 |
70,000 |
|
Goldman Sachs & Co. at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $46,920,105, 2.5% - 4.5%, 12/1/27 - 7/1/41) |
46,000 |
46,000 |
|
ING Financial Markets LLC at 0.12%, dated: |
|
|
|
11/25/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $422,113,509, 2.5% - 3.5%, 11/1/25 - 10/1/42) |
413,868 |
413,785 |
|
12/4/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $100,213,530, 3.5% - 5%, 9/1/27 - 4/1/43) |
98,257 |
98,237 |
|
12/16/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $169,686,902, 3.5% - 5.5%, 12/1/24 - 11/1/43) |
166,382 |
166,347 |
|
Merrill Lynch, Pierce, Fenner & Smith at 0.07%, dated 11/12/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $280,527,817, 2.39% - 4.5%, 6/1/28 - 3/1/43) |
275,033 |
275,000 |
|
Morgan Stanley & Co., Inc. at 0.04%, dated 12/30/13 due 1/6/14 (Collateralized by U.S. Government Obligations valued at $510,001,700, 0% - 6.16%, 5/2/14 - 10/1/43) |
500,004 |
500,000 |
|
RBC Capital Markets Corp. at: |
|
|
|
0.08%, dated 12/18/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $292,400,840, 1.75% - 6.5%, 3/1/19 - 12/15/43) |
286,019 |
286,000 |
|
Government Agency Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
With: - continued |
|
|
|
RBC Capital Markets Corp. at: - continued |
|
|
|
0.1%, dated: |
|
|
|
11/15/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $432,567,392, 1.16% - 5.5%, 12/25/18 - 12/1/43) |
$ 423,443 |
$ 423,372 |
|
11/18/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $293,729,687, 2.38% - 7%, 4/1/25 - 1/1/44) |
287,778 |
287,730 |
|
11/22/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $283,346,192, 2.5% - 5%, 10/1/22 - 1/1/44) |
277,366 |
277,320 |
|
0.11%, dated: |
|
|
|
12/5/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $283,820,921, 3% - 4.5%, 10/1/25 - 1/1/44) |
278,309 |
278,232 |
|
12/6/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $280,987,280, 1.87% - 5.5%, 10/1/26 - 12/1/43) |
275,530 |
275,455 |
|
12/16/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $450,868,120, 2% - 9.3%, 7/15/18 - 12/1/43) |
442,102 |
441,979 |
|
UBS Securities LLC at 0.05%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $126,690,352, 0.97% - 238%, 9/15/21 - 5/25/42) |
123,001 |
123,000 |
|
Wells Fargo Securities, LLC at: |
|
|
|
0.12%, dated 11/12/13 due 2/14/14 (Collateralized by U.S. Government Obligations valued at $889,108,977, 0.47% - 10.5%, 1/25/14 - 8/25/45) |
870,185 |
869,912 |
|
|
|||
Maturity Amount (000s) |
Value (000s) |
||
0.13%, dated: |
|
|
|
11/15/13 due 2/13/14 (Collateralized by U.S. Government Obligations valued at $255,501,159, 0.45% - 6%, 4/1/15 - 1/1/44) |
$ 250,081 |
$ 250,000 |
|
11/21/13 due 2/19/14 (Collateralized by U.S. Government Obligations valued at $51,153,758, 2% - 6%, 12/1/17 - 12/1/43) |
50,016 |
50,000 |
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT (Cost $11,531,690) |
|
||
Treasury Repurchase Agreement - 13.3% |
|||
|
|
|
|
With: |
|
|
|
BNP Paribas Securities Corp. at 0.06%, dated: |
|
|
|
11/4/13 due 1/6/14 (Collateralized by U.S. Treasury Obligations valued at $510,599,581, 0.25% - 5%, 4/15/14 - 8/15/42) |
500,053 |
500,000 |
|
11/5/13 due 1/6/14 (Collateralized by U.S. Treasury Obligations valued at $459,044,401, 0.25% - 7.88%, 11/15/14 - 11/15/22) |
450,047 |
450,000 |
|
Federal Reserve Bank of New York at 0.03%, dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations valued at $3,000,005,021, 2.13%, 8/15/21) |
3,000,005 |
3,000,000 |
|
TOTAL TREASURY REPURCHASE AGREEMENT (Cost $3,950,000) |
|
||
TOTAL INVESTMENT PORTFOLIO - 100.5% (Cost $29,774,868) |
|
||
NET OTHER ASSETS (LIABILITIES) - (0.5) |
(156,725 ) |
||
NET ASSETS - 100% |
$ 29,618,143 |
Legend |
(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end. |
(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
# Additional information on each counterparty to the repurchase agreement is as follows: |
Repurchase Agreement / Counterparty |
Value
|
$4,949,406,000 due 1/02/14 at 0.02% |
|
BNP Paribas Securities Corp. |
$ 178,889 |
Bank of America NA |
1,073,333 |
Barclays Capital, Inc. |
536,668 |
Citibank NA |
655,927 |
Credit Agricole CIB New York Branch |
834,816 |
Credit Suisse Securities (USA) LLC |
35,778 |
Deutsche Bank Securities, Inc. |
95,408 |
HSBC Securities (USA), Inc. |
298,149 |
ING Financial Markets LLC |
262,371 |
J.P. Morgan Securities, Inc. |
82,572 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
81,240 |
Morgan Stanley & Co., Inc. |
281,224 |
RBC Capital Markets Corp. |
47,704 |
Societe Generale |
157,423 |
UBS Securities LLC |
35,778 |
Wells Fargo Securities LLC |
292,126 |
|
$ 4,949,406 |
$560,621,000 due 1/02/14 at 0.02% |
|
BNP Paribas Securities Corp. |
$ 413,035 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
51,629 |
Wells Fargo Securities LLC |
95,957 |
|
$ 560,621 |
Other Information |
The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets. |
All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing. |
Income Tax Information |
At December 31, 2013, the cost of investment securities for income tax purposes was $29,774,868,000. |
Investment Valuation |
Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). |
As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly Report
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general
information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent
prospectus and annual report.
|
Quarterly Report
Quarterly Holdings Report
for
Fidelity
®
Institutional Money Market Funds:
Treasury Portfolio
December 31, 2013
1.811325.109
TRES-QTLY-0214
Showing Percentage of Net Assets
Treasury Debt - 44.6% |
||||
|
|
Yield (a) |
Principal Amount (000s) |
Value (000s) |
U.S. Treasury Inflation Protected Obligations - 4.0% |
||||
U.S. Treasury Notes |
||||
|
1/15/14 |
0.08 to 0.10% |
$ 549,866 |
$ 549,708 |
U.S. Treasury Obligations - 40.6% |
||||
U.S. Treasury Bills |
||||
|
1/16/14 to 5/29/14 |
0.08 to 0.14 |
1,280,362 |
1,280,011 |
U.S. Treasury Notes |
||||
|
1/15/14 to 11/15/14 |
0.05 to 0.20 |
4,211,530 |
4,228,905 |
|
|
5,508,916 |
||
TOTAL TREASURY DEBT (Cost $6,058,624) |
|
Treasury Repurchase Agreement - 55.3% |
|||
Maturity Amount (000s) |
|
||
In a joint trading account at: |
|
|
|
0.01% dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations) # |
$ 447,125 |
447,125 |
|
0.02% dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations) # |
826,843 |
826,842 |
|
With: |
|
|
|
Barclays Capital, Inc. at: |
|
|
|
0.01%, dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations valued at $1,019,528,276, 0.25% - 0.63%, 7/31/15 - 11/30/17) |
1,000,001 |
1,000,000 |
|
0.03%, dated 12/27/13 due 1/3/14 (Collateralized by U.S. Treasury Obligations valued at $364,120,424, 0.38% - 3.25%, 1/31/15 - 8/31/18) |
356,981 |
356,979 |
|
0.06%, dated 11/14/13 due 1/7/14 (Collateralized by U.S. Treasury Obligations valued at $292,736,487, 0.25% - 4.5%, 12/31/14 - 2/15/36) |
286,873 |
286,844 |
|
|
|||
Maturity Amount (000s) |
Value (000s) |
||
0.07%, dated 10/29/13 due 1/31/14 (Collateralized by U.S. Treasury Obligations valued at $368,347,637, 0.5% - 5.13%, 11/15/15 - 8/31/20) |
$ 361,138 |
$ 361,072 |
|
BNP Paribas Securities Corp. at: |
|
|
|
0.06%, dated: |
|
|
|
10/23/13 due 1/7/14 (Collateralized by U.S. Treasury Obligations valued at $220,107,392, 0.25% - 4.25%, 5/31/15 - 2/15/21) |
215,798 |
215,766 |
|
11/4/13 due 1/6/14 (Collateralized by U.S. Treasury Obligations valued at $292,848,589, 0.25% - 2.75%, 3/31/14 - 6/30/20) |
286,711 |
286,681 |
|
0.07%, dated 11/12/13 due 1/7/14 (Collateralized by U.S. Treasury Obligations valued at $733,008,684, 0% - 6.75%, 4/17/14 - 2/15/40) |
718,686 |
718,560 |
|
Federal Reserve Bank of New York at 0.03%, dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations valued at $3,000,005,074, 4.25%, 5/15/39) |
3,000,005 |
3,000,000 |
|
TOTAL TREASURY REPURCHASE AGREEMENT (Cost $7,499,869) |
|
||
TOTAL INVESTMENT PORTFOLIO - 99.9% (Cost $13,558,493) |
|
||
NET OTHER ASSETS (LIABILITIES) - 0.1% |
18,229 |
||
NET ASSETS - 100% |
$ 13,576,722 |
Legend |
(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end. |
# Additional information on each counterparty to the repurchase agreement is as follows: |
Repurchase Agreement / Counterparty |
Value
|
$447,125,000 due 1/02/14 at 0.01% |
|
BNP Paribas Securities Corp. |
$ 63,205 |
Barclays Capital, Inc. |
225,731 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
158,189 |
|
$ 447,125 |
$826,842,000 due 1/02/14 at 0.02% |
|
Deutsche Bank Securities, Inc. |
$ 220,775 |
Societe Generale |
296,981 |
Wells Fargo Securities LLC |
309,086 |
|
$ 826,842 |
Other Information |
All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing. |
Income Tax Information |
At December 31, 2013, the cost of investment securities for income tax purposes was $13,558,493,000. |
Investment Valuation |
Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). |
As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly Report
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general
information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent
prospectus and annual report.
|
Quarterly Report
Quarterly Holdings Report
for
Fidelity
®
Institutional Money Market Funds:
Tax-Exempt Portfolio
December 31, 2013
1.811334.109
TAX-QTLY-0214
Showing Percentage of Net Assets
Variable Rate Demand Note - 53.9% |
|||
Principal Amount (000s) |
Value (000s) |
||
Alabama - 2.0% |
|||
Columbia Indl. Dev. Board Poll. Cont. Rev. (Alabama Pwr. Co. Proj.): |
|
|
|
Series 1995 A, 0.04% 1/2/14, VRDN (c) |
$ 3,800 |
$ 3,800 |
|
Series 1995 C, 0.05% 1/2/14, VRDN (c) |
3,000 |
3,000 |
|
Series 1995 D, 0.05% 1/2/14, VRDN (c) |
2,180 |
2,180 |
|
Eutaw Indl. Dev. Board Poll. Cont. Rev. (Alabama Pwr. Co. Proj.) 0.02% 1/2/14, VRDN (c) |
1,800 |
1,800 |
|
Mobile Indl. Dev. Board Exempt Facilities Rev. Series 1997, 0.06% 1/7/14 (Kimberly-Clark Corp. Guaranteed), VRDN (c) |
14,750 |
14,750 |
|
Mobile Indl. Dev. Board Solid Waste Disp. Rev. (Alabama Pwr. Co. Barry Plant Proj.) Second Series 2009, 0.04% 1/2/14, VRDN (c) |
1,400 |
1,400 |
|
Univ. of Alabama at Birmingham Hosp. Rev. Participating VRDN Series Solar 07 108, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
15,855 |
15,855 |
|
Wilsonville Indl. Dev. Board Poll. Cont. Rev. (Alabama Pwr. Co. Proj.) Series D, 0.04% 1/2/14, VRDN (c) |
5,300 |
5,300 |
|
|
48,085 |
||
Arizona - 1.0% |
|||
Arizona Health Facilities Auth. Rev.: |
|
|
|
(Banner Health Sys. Proj.) Series 2008 E, 0.05% 1/7/14, LOC Bank of America NA, VRDN (c) |
2,500 |
2,500 |
|
(Catholic Healthcare West Proj.): |
|
|
|
Series 2005 B, 0.06% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
1,500 |
1,500 |
|
Series 2008 B, 0.05% 1/7/14, LOC PNC Bank NA, VRDN (c) |
2,200 |
2,200 |
|
Maricopa County Indl. Dev. Auth. Rev. (Valley of the Sun YMCA Proj.) Series 2008, 0.06% 1/7/14, LOC U.S. Bank NA, Cincinnati, VRDN (c) |
1,400 |
1,400 |
|
Phoenix Civic Impt. Corp. Wtr. Sys. Rev. Participating VRDN Series Putters 3458, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
3,000 |
3,000 |
|
Salt River Proj. Agricultural Impt. & Pwr. District Elec. Sys. Rev. Participating VRDN: |
|
|
|
Series EGL 06 14 Class A, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
1,100 |
1,100 |
|
Series Putters 3307, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
3,600 |
3,600 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
Series ROC II R 11980 X, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
$ 3,030 |
$ 3,030 |
|
Series WF 09 40C, 0.1% 1/7/14 (Liquidity Facility Wells Fargo & Co.) (c)(f) |
2,300 |
2,300 |
|
Tucson Indl. Dev. Auth. Multi-family Hsg. Rev. (Family Hsg. Resources Proj.) Series 2002 A, 0.09% 1/7/14, LOC Fannie Mae, VRDN (c) |
2,350 |
2,350 |
|
|
22,980 |
||
Arkansas - 0.2% |
|||
Fort Smith Gen. Oblig. (Mitsubishi Pwr. Systems Americas Proj.) Series 2010, 0.07% 1/7/14, LOC Bank of Tokyo-Mitsubishi UFJ Ltd., VRDN (c) |
6,000 |
6,000 |
|
California - 1.0% |
|||
Los Angeles Cmnty. College District Participating VRDN: |
|
|
|
Series MS 3096, 0.07% 1/7/14 (Liquidity Facility Deutsche Bank AG) (c)(f) |
8,500 |
8,500 |
|
Series RBC O 4, 0.06% 1/7/14 (Liquidity Facility Royal Bank of Canada) (c)(f) |
2,500 |
2,500 |
|
Rancho Wtr. District Fing. Auth. Rev. Participating VRDN Series BA 08 3024X, 0.11% 1/7/14 (Liquidity Facility Bank of America NA) (c)(f) |
4,980 |
4,980 |
|
Univ. of California Revs. Participating VRDN Series Floaters 09 7C, 0.08% 1/7/14 (Liquidity Facility Wells Fargo & Co.) (c)(f) |
7,500 |
7,500 |
|
|
23,480 |
||
Colorado - 1.3% |
|||
Colorado Reg'l. Trans. District Sales Tax Rev. Participating VRDN: |
|
|
|
Series EGL 07 0039, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
16,000 |
16,000 |
|
Series EGL 07 0040, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
11,700 |
11,700 |
|
Colorado Univ. Co. Hosp. Auth. Rev. Series 2011 A, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
1,400 |
1,400 |
|
Univ. of Colorado Enterprise Sys. Rev. Participating VRDN Series RBC O 70, 0.06% 1/7/14 (Liquidity Facility Royal Bank of Canada) (c)(f) |
1,800 |
1,800 |
|
|
30,900 |
||
Connecticut - 0.1% |
|||
Connecticut Health & Edl. Facilities Auth. Rev. Participating VRDN Series Putters 3363, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
2,315 |
2,315 |
|
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
District Of Columbia - 0.7% |
|||
District of Columbia Hsg. Fin. Agcy. Multi-family Hsg. Rev. (Pentacle Apts. Proj.) Series 2008, 0.08% 1/7/14, LOC Freddie Mac, VRDN (c) |
$ 3,525 |
$ 3,525 |
|
District of Columbia Income Tax Rev. Participating VRDN Series Putters 3354, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
7,155 |
7,155 |
|
District of Columbia Rev.: |
|
|
|
(American Psychological Assoc. Proj.) Series 2003, 0.08% 1/7/14, LOC Bank of America NA, VRDN (c) |
1,655 |
1,655 |
|
(Medlantic/Helix Proj.) Series 1998 A Tranche III, 0.04% 1/7/14, LOC PNC Bank NA, VRDN (c) |
1,920 |
1,920 |
|
(Washington Drama Society, Inc. Proj.) Series 2008, 0.07% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
1,500 |
1,500 |
|
|
15,755 |
||
Florida - 3.3% |
|||
Cape Coral Wtr. & Swr. Rev. Participating VRDN Series Solar 07 60, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
20,225 |
20,225 |
|
Florida Dept. of Trans. Tpk. Rev. Participating VRDN Series Solar 07 30, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
2,505 |
2,505 |
|
Highlands County Health Facilities Auth. Rev. Participating VRDN Series MS 3251, 0.08% 1/7/14 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (c)(f) |
5,625 |
5,625 |
|
Jacksonville Hsg. Fin. Auth. Multi-family Hsg. Rev. (Augustine Apts. Proj.) 0.04% 1/7/14, LOC Fannie Mae, VRDN (c) |
1,700 |
1,700 |
|
Lakeland Edl. Facilities Rev. (Southern College Proj.) Series 2012 B, 0.05% 1/7/14, LOC TD Banknorth, NA, VRDN (c) |
1,000 |
1,000 |
|
North Broward Hosp. District Rev. Series 2005 A: |
|
|
|
0.05% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
200 |
200 |
|
0.05% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
7,700 |
7,700 |
|
Orange County Health Facilities Auth. Rev. (The Nemours Foundation Proj.) Series 2009 B, 0.06% 1/7/14, LOC Northern Trust Co., VRDN (c) |
2,500 |
2,500 |
|
Orange County Indl. Dev. Auth. Indl. Dev. Rev. (Central Florida YMCA Proj.) Series 2002 A, 0.07% 1/7/14, LOC Bank of America NA, VRDN (c) |
2,700 |
2,700 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
Palm Beach County Pub. Impt. Rev. Participating VRDN Series BBT 08 53, 0.06% 1/7/14 (Liquidity Facility Branch Banking & Trust Co.) (c)(f) |
$ 8,600 |
$ 8,600 |
|
Palm Beach County Rev.: |
|
|
|
(Raymond F. Kravis Ctr. Proj.) Series 2002, 0.06% 1/7/14, LOC Northern Trust Co., VRDN (c) |
1,900 |
1,900 |
|
(Saint Andrew's School of Boca Raton, Inc. Proj.) Series 2007, 0.07% 1/7/14, LOC Bank of America NA, VRDN (c) |
16,735 |
16,735 |
|
(The Norton Gallery and School of Arts, Inc. Proj.) Series 2000, 0.11% 1/7/14, LOC Bank of America NA, VRDN (c) |
2,200 |
2,200 |
|
Pinellas County Health Facilities Auth. Rev. (BayCare Health Sys. Proj.) Series 2009 A3, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
5,475 |
5,475 |
|
|
79,065 |
||
Georgia - 0.8% |
|||
Athens-Clarke County Unified Govt. Dev. Auth. Rev. (Univ. of Georgia Athletic Assoc. Proj.): |
|
|
|
Series 2003, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
1,900 |
1,900 |
|
Series 2005 B, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
1,400 |
1,400 |
|
Fulton County Dev. Auth. (Mount Vernon Presbyterian School Proj.) Series 2005, 0.07% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
2,600 |
2,600 |
|
Glynn-Brunswick Memorial Hosp. Auth. Rev. (Southeast Georgia Health Sys. Proj.) Series 2008 B, 0.07% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
12,375 |
12,375 |
|
|
18,275 |
||
Illinois - 6.0% |
|||
Chicago Gen. Oblig.: |
|
|
|
Series 2005 D2, 0.04% 1/2/14, LOC Northern Trust Co., VRDN (c) |
2,200 |
2,200 |
|
Series 2007 E, 0.04% 1/2/14, LOC Barclays Bank PLC, VRDN (c) |
3,200 |
3,200 |
|
Series 2007 F, 0.04% 1/2/14, LOC JPMorgan Chase Bank, VRDN (c) |
6,400 |
6,400 |
|
Chicago Wtr. Rev.: |
|
|
|
Series 2004 A1, 0.1% 1/7/14, LOC California Pub. Employees Retirement Sys., VRDN (c) |
21,075 |
21,075 |
|
Series 2004 A2, 0.1% 1/7/14, LOC California Pub. Employees Retirement Sys., VRDN (c) |
20,265 |
20,265 |
|
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Illinois - continued |
|||
Illinois Fin. Auth. Rev.: |
|
|
|
(Northwest Cmnty. Hosp. Proj.) Series 2008 B, 0.05% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
$ 1,200 |
$ 1,200 |
|
(OSF Healthcare Sys. Proj.) Series 2009 C, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
2,000 |
2,000 |
|
(Spertus Institute of Jewish Studies Proj.) 0.07% 1/7/14, LOC Northern Trust Co., VRDN (c) |
8,900 |
8,900 |
|
(The Univ. of Chicago Med. Ctr. Proj.) Series 2010 B, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
8,500 |
8,500 |
|
Participating VRDN: |
|
|
|
Series BC 11 16B, 0.08% 1/7/14 (Liquidity Facility Barclays Bank PLC) (a)(c)(f) |
3,950 |
3,950 |
|
Series Putters 3174, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
1,130 |
1,130 |
|
Series Putters 3302, 0.04% 1/2/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
4,695 |
4,695 |
|
Series Putters 3378, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
3,795 |
3,795 |
|
Series Putters 3379, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
4,995 |
4,995 |
|
Series 2011 B, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
9,450 |
9,450 |
|
Illinois Gen. Oblig. Series 2003 B, 0.05% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
2,900 |
2,900 |
|
Illinois Sales Tax Rev. Participating VRDN Series MS 3283 X, 0.06% 1/7/14 (Liquidity Facility Cr. Suisse AG) (c)(f) |
4,500 |
4,500 |
|
Metropolitan Pier & Exposition Participating VRDN: |
|
|
|
Series MS 3216, 0.08% 1/7/14 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (c)(f) |
10,000 |
10,000 |
|
Series MS 3219, 0.08% 1/7/14 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (c)(f) |
15,000 |
15,000 |
|
Romeoville Gen. Oblig. Rev. (Lewis Univ. Proj.) Series 2006, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
10,580 |
10,580 |
|
|
144,735 |
||
|
|||
Principal Amount (000s) |
Value (000s) |
||
Indiana - 0.7% |
|||
Indiana Fin. Auth. Hosp. Rev. (Cmnty. Health Network Proj.) Series 2009 A, 0.05% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
$ 11,555 |
$ 11,555 |
|
Indiana Fin. Auth. Rev. Participating VRDN Series BBT 08 12, 0.04% 1/7/14 (Liquidity Facility Branch Banking & Trust Co.) (c)(f) |
6,130 |
6,130 |
|
|
17,685 |
||
Kansas - 0.3% |
|||
Kansas Dept. of Trans. Hwy. Rev. Participating VRDN Series BBT 08 51, 0.06% 1/7/14 (Liquidity Facility Branch Banking & Trust Co.) (c)(f) |
6,300 |
6,300 |
|
Kentucky - 0.7% |
|||
Louisville & Jefferson County Series 2013 C, 0.05% 1/7/14, LOC PNC Bank NA, VRDN (c) |
16,000 |
16,000 |
|
Louisiana - 1.1% |
|||
Louisiana Pub. Facilities Auth. Rev.: |
|
|
|
(Air Products & Chemicals, Inc. Proj.): |
|
|
|
Series 2005, 0.02% 1/2/14, VRDN (c) |
2,600 |
2,600 |
|
Series 2007, 0.02% 1/2/14, VRDN (c) |
8,850 |
8,850 |
|
Series 2008 B, 0.02% 1/2/14, VRDN (c) |
11,200 |
11,200 |
|
(C-Port LLC Proj.) Series 2008, 0.08% 1/7/14, LOC Bank of America NA, VRDN (c) |
2,900 |
2,900 |
|
|
25,550 |
||
Maryland - 0.5% |
|||
Maryland Health & Higher Edl. Facilities Auth. Rev.: |
|
|
|
(Anne Arundel Health Sys. Proj.) Series 2009 B, 0.06% 1/7/14, LOC Bank of America NA, VRDN (c) |
1,600 |
1,600 |
|
Participating VRDN Series Putters 4424, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
3,000 |
3,000 |
|
Maryland Trans. Auth. Trans. Facility Projects Rev. Participating VRDN Series ROC II R 11437, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
7,785 |
7,785 |
|
|
12,385 |
||
Massachusetts - 3.9% |
|||
Massachusetts Gen. Oblig. Participating VRDN: |
|
|
|
Series Clipper 07 41, 0.09% 1/7/14 (Liquidity Facility State Street Bank & Trust Co., Boston) (c)(f) |
66,850 |
66,850 |
|
Series Putters 4320, 0.04% 1/2/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
9,600 |
9,600 |
|
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Massachusetts - continued |
|||
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Participating VRDN: |
|
|
|
Series EGL 07 0031, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
$ 10,000 |
$ 10,000 |
|
Series EGL 07 0092, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
5,000 |
5,000 |
|
Series MS 30911, 0.08% 1/7/14 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (c)(f) |
2,630 |
2,630 |
|
|
94,080 |
||
Michigan - 1.2% |
|||
Kent Hosp. Fin. Auth. Hosp. Facilities Rev. (Metropolitan Hosp. Proj.) Series 2012, 0.05% 1/7/14, LOC Bank of America NA, VRDN (c) |
22,400 |
22,400 |
|
Michigan Higher Ed. Rev. (Univ. of Detroit Mercy Proj.) Series 2007, 0.08% 1/2/14, LOC JPMorgan Chase Bank, VRDN (c) |
300 |
300 |
|
Ottawa County Wtr. Supply Sys. Rev. Participating VRDN Series Putters 3360, 0.08% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
6,620 |
6,620 |
|
|
29,320 |
||
Minnesota - 0.0% |
|||
St. Anthony Multi-Family Rev. (Autumn Woods Proj.) 0.05% 1/7/14, LOC Fannie Mae, VRDN (c) |
1,015 |
1,015 |
|
Mississippi - 2.8% |
|||
Jackson County Port Facilities Rev. (Chevron U.S.A., Inc. Proj.) Series 1993, 0.02% 1/2/14, VRDN (c) |
30,715 |
30,715 |
|
Mississippi Bus. Fin. Corp. (Chevron U.S.A., Inc. Proj.) Series 2007 C, 0.02% 1/2/14 (Chevron Corp. Guaranteed), VRDN (c) |
25,850 |
25,850 |
|
Mississippi Dev. Bank Spl. Oblig. (Harrison County Proj.) Series 2008 A2, 0.07% 1/7/14, LOC Bank of America NA, VRDN (c) |
10,150 |
10,150 |
|
|
66,715 |
||
Missouri - 0.4% |
|||
Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev. (Saint Louis Univ. Proj.): |
|
|
|
Series 2008 A2, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
2,600 |
2,600 |
|
Series 2008 B1, 0.04% 1/2/14, LOC Barclays Bank PLC, VRDN (c) |
2,535 |
2,535 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
Missouri Highways & Trans. Commission State Road Rev. Series 2005 B, 0.04% 1/7/14, LOC State Street Bank & Trust Co., Boston, VRDN (c) |
$ 2,025 |
$ 2,025 |
|
RBC Muni. Products, Inc. Trust Participating VRDN Series RBC E 47, 0.06% 1/7/14 (Liquidity Facility Royal Bank of Canada) (c)(f) |
1,500 |
1,500 |
|
|
8,660 |
||
Nebraska - 0.1% |
|||
Nebraska Edl. Fin. Auth. Rev. (Creighton Univ. Proj.) Series 2008, 0.03% 1/2/14, LOC JPMorgan Chase Bank, VRDN (c) |
2,360 |
2,360 |
|
Nevada - 0.8% |
|||
Clark County Fuel Tax Participating VRDN Series ROC II R 11507, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
5,345 |
5,345 |
|
Las Vegas Valley Wtr. District Wtr. Impt. Gen. Oblig. Participating VRDN Series Solar 06 93, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
12,670 |
12,670 |
|
|
18,015 |
||
New Mexico - 0.1% |
|||
Univ. of New Mexico Univ. Revs. Participating VRDN Series ROC II R 11961, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
3,000 |
3,000 |
|
New York - 5.6% |
|||
Barclays Bank PLC Participating VRDN Series BC 11 11B, 0.07% 1/7/14 (Liquidity Facility Barclays Bank PLC) (c)(f) |
6,240 |
6,240 |
|
New York City Gen. Oblig.: |
|
|
|
Series 2008 J6, 0.05% 1/2/14, LOC Landesbank Hessen-Thuringen, VRDN (c) |
9,500 |
9,500 |
|
Series 2012 G, 0.01% 1/2/14 (Liquidity Facility Wells Fargo Bank NA), VRDN (c) |
6,400 |
6,400 |
|
New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev.: |
|
|
|
Participating VRDN: |
|
|
|
Series EGL 07 116, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
19,800 |
19,800 |
|
Series ROC II R 11916, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
1,240 |
1,240 |
|
Series 2009 BB1, 0.04% 1/2/14 (Liquidity Facility Landesbank Hessen-Thuringen), VRDN (c) |
9,400 |
9,400 |
|
Series 2009 BB2, 0.05% 1/2/14 (Liquidity Facility Landesbank Hessen-Thuringen), VRDN (c) |
4,400 |
4,400 |
|
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
New York - continued |
|||
New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev.: - continued |
|
|
|
Series 2011 DD-1, 0.03% 1/2/14 (Liquidity Facility TD Banknorth, NA), VRDN (c) |
$ 2,200 |
$ 2,200 |
|
New York City Transitional Fin. Auth. Rev.: |
|
|
|
Participating VRDN: |
|
|
|
Series ROC II R 11902, 0.08% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
3,800 |
3,800 |
|
Series ROC II R 14022, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
2,185 |
2,185 |
|
Series 2001 B, 0.05% 1/2/14 (Liquidity Facility Landesbank Baden-Wuert), VRDN (c) |
7,000 |
7,000 |
|
Series 2003 1D, 0.04% 1/2/14 (Liquidity Facility Landesbank Hessen-Thuringen), VRDN (c) |
10,530 |
10,530 |
|
Series 2003 A4, 0.03% 1/2/14 (Liquidity Facility TD Banknorth, NA), VRDN (c) |
25,680 |
25,680 |
|
Series 2003 C4, 0.04% 1/2/14 (Liquidity Facility Landesbank Hessen-Thuringen), VRDN (c) |
3,650 |
3,650 |
|
Series 2013 C4, 0.02% 1/2/14 (Liquidity Facility JPMorgan Chase Bank), VRDN (c) |
4,000 |
4,000 |
|
New York City Trust Cultural Resources Rev. (The New York Botanical Garden Proj.) Series 2009 A, 0.08% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
1,900 |
1,900 |
|
New York Envir. Facilities Corp. Clean Wtr. & Drinking Wtr. Participating VRDN Series Putters 3376, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
4,425 |
4,425 |
|
New York Envir. Facilities Corp. State Personal Income Tax Rev. Participating VRDN Series Putters 2666, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
3,185 |
3,185 |
|
New York Hsg. Fin. Agcy. Rev. Series 2009 B, 0.04% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
3,100 |
3,100 |
|
New York Hsg. Fin. Svc. Contract Rev. Series 2003 L, 0.06% 1/7/14, LOC Bank of America NA, VRDN (c) |
4,400 |
4,400 |
|
New York Thruway Auth. Second Gen. Hwy. & Bridge Trust Fund Participating VRDN Series ROC II R 11997, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
2,000 |
2,000 |
|
|
135,035 |
||
|
|||
Principal Amount (000s) |
Value (000s) |
||
North Carolina - 2.6% |
|||
Charlotte Wtr. & Swr. Sys. Rev. Participating VRDN Series ROC II R 11906, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
$ 2,730 |
$ 2,730 |
|
North Carolina Cap. Facilities Fin. Agcy. Edl. Facilities Rev.: |
|
|
|
(Greensboro College Proj.) 0.06% 1/7/14, LOC Bank of America NA, VRDN (c) |
3,455 |
3,455 |
|
(High Point Univ. Rev.) Series 2006, 0.07% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
3,610 |
3,610 |
|
North Carolina Cap. Facilities Fin. Agcy. Rev. Participating VRDN: |
|
|
|
Series EGL 06 0139, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
1,900 |
1,900 |
|
Series EGL 07 0015, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
10,890 |
10,890 |
|
Series EGL 7053004 Class A, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
13,105 |
13,105 |
|
North Carolina Med. Care Commission Health Care Facilities Rev. (WakeMed Proj.): |
|
|
|
Series 2009 B, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
6,000 |
6,000 |
|
Series 2009 C, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
5,605 |
5,605 |
|
North Carolina Med. Care Commission Hosp. Rev. (CaroMont Health Proj.) Series 2003 A, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
2,500 |
2,500 |
|
Parson County Indl. Facilities and Poll. Cont. Fing. Auth. (CertainTeed Gypsum NC, Inc. Proj.) Series 2010, 0.11% 1/7/14, LOC Cr. Industriel et Commercial, VRDN (c) |
3,920 |
3,920 |
|
Piedmont Triad Arpt. Auth. Series 2008 A, 0.06% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
1,000 |
1,000 |
|
Raleigh Combined Enterprise Sys. Rev. Participating VRDN Series EGL 07 0010, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
4,950 |
4,950 |
|
Univ. of North Carolina at Chapel Hill Rev. Participating VRDN Series EGL 05 3014 Class A, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
2,100 |
2,100 |
|
|
61,765 |
||
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Ohio - 0.6% |
|||
Akron Bath Copley Hosp. District Rev. (Akron Gen. Health Systems Proj.) Series 2008, 0.06% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
$ 9,800 |
$ 9,800 |
|
Columbus Swr. Sys. Rev. Participating VRDN Series BBT 08 5, 0.06% 1/7/14 (Liquidity Facility Branch Banking & Trust Co.) (c)(f) |
5,190 |
5,190 |
|
|
14,990 |
||
Oregon - 0.1% |
|||
Oregon Gen. Oblig. Participating VRDN Series ROC II R 11949, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
3,000 |
3,000 |
|
Pennsylvania - 1.0% |
|||
Chester County Health & Ed. Auth. Rev. 0.06% 1/7/14, LOC Manufacturers & Traders Trust Co., VRDN (c) |
7,465 |
7,465 |
|
Lancaster County Hosp. Auth. Health Ctr. Rev. (Masonic Homes Proj.) Series 2008 D, 0.02% 1/2/14, LOC JPMorgan Chase Bank, VRDN (c) |
3,210 |
3,210 |
|
Pennsylvania Gen. Oblig. Participating VRDN Series ROC II R 11505, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
4,510 |
4,510 |
|
Philadelphia Auth. Indl. Dev. Lease Rev. Series 2007 B2, 0.04% 1/7/14, LOC TD Banknorth, NA, VRDN (c) |
2,000 |
2,000 |
|
RBC Muni. Products, Inc. Trust Participating VRDN: |
|
|
|
Series RBC E 22, 0.06% 1/7/14 (Liquidity Facility Royal Bank of Canada) (c)(f) |
1,900 |
1,900 |
|
Series RBC E 45, 0.06% 1/7/14 (Liquidity Facility Royal Bank of Canada) (a)(c)(f) |
5,000 |
5,000 |
|
|
24,085 |
||
Rhode Island - 0.1% |
|||
Rhode Island Health and Edl. Bldg. Corp. Higher Ed. Facility Rev.: |
|
|
|
(Bryant Univ. Proj.) Series 2008, 0.05% 1/7/14, LOC TD Banknorth, NA, VRDN (c) |
1,205 |
1,205 |
|
(Rhode Island School of Design Proj.) Series 2008 A, 0.05% 1/7/14, LOC JPMorgan Chase Bank, VRDN (c) |
1,700 |
1,700 |
|
|
2,905 |
||
South Carolina - 1.1% |
|||
Charleston County Hosp. Facilities (Care Alliance Health Svcs. Proj.) Series 2004 B2, 0.02% 1/2/14, LOC Wells Fargo Bank NA, VRDN (c) |
7,900 |
7,900 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
Florence County Hosp. Rev. (McLeod Reg'l. Med. Ctr. Proj.) Series 2010 B, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
$ 4,400 |
$ 4,400 |
|
Greenville Hosp. Sys. Facilities Rev. Series 2008 B, 0.05% 1/7/14, LOC U.S. Bank NA, Cincinnati, VRDN (c) |
1,795 |
1,795 |
|
South Carolina Edl. Facilities Auth. for Private Nonprofit Institutions of Higher Learning Edl. Facilities Rev. (Newberry College Proj.) Series 2008, 0.07% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
11,095 |
11,095 |
|
|
25,190 |
||
Tennessee - 0.2% |
|||
Blount County Pub. Bldg. Auth. (Local Govt. Pub. Impt. Proj.) Series 2009 E8A, 0.07% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
1,400 |
1,400 |
|
Clarksville Pub. Bldg. Auth. Rev. (Tennessee Muni. Bond Fund Proj.): |
|
|
|
Series 1994, 0.08% 1/7/14, LOC Bank of America NA, VRDN (c) |
2,885 |
2,885 |
|
Series 2005, 0.06% 1/2/14, LOC Bank of America NA, VRDN (c) |
1,200 |
1,200 |
|
|
5,485 |
||
Texas - 8.8% |
|||
Alamo Cmnty. College District Participating VRDN Series Solar 06 42, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
10,120 |
10,120 |
|
Austin Elec. Util. Sys. Rev. Participating VRDN Series Solar 06 91, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
10,090 |
10,090 |
|
Austin Wtr. & Wastewtr. Sys. Rev. Participating VRDN Series ROC II R 11992, 0.07% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
3,455 |
3,455 |
|
Dallas Wtr. & Swr. Sys. Rev. Participating VRDN Series Solar 06 60, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
18,930 |
18,930 |
|
Dallas Wtrwks. & Swr. Sys. Rev. Participating VRDN: |
|
|
|
Series Putters 3227, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
14,835 |
14,835 |
|
Series Putters 3742, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
5,000 |
5,000 |
|
Friendswood Independent School District Participating VRDN Series Putters 3221, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
7,885 |
7,885 |
|
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Texas - continued |
|||
Harris County Cultural Ed. Facilities Fin. Corp. Spl. Facilities Rev. (Texas Med. Ctr. Proj.) Series 2008 B2, 0.03% 1/2/14, LOC JPMorgan Chase Bank, VRDN (c) |
$ 8,685 |
$ 8,685 |
|
Harris County Gen. Oblig. Participating VRDN: |
|
|
|
Series Clipper 07 46, 0.09% 1/7/14 (Liquidity Facility State Street Bank & Trust Co., Boston) (c)(f) |
40,000 |
40,000 |
|
Series ROC II R 10360, 0.06% 1/2/14 (Liquidity Facility Citibank NA) (c)(f) |
28,695 |
28,695 |
|
Houston Higher Ed. Fin. Corp. Higher Ed. Rev. Participating VRDN Series ROC II R 11860, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
6,000 |
6,000 |
|
Houston Util. Sys. Rev. Participating VRDN: |
|
|
|
Series ROC II R 11411, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
10,000 |
10,000 |
|
Series ROC II R 11885X, 0.08% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
5,180 |
5,180 |
|
Judson Independent School District Participating VRDN Series DB 423, 0.12% 1/7/14 (Liquidity Facility Deutsche Bank AG) (c)(f) |
650 |
650 |
|
Leander Independent School District Participating VRDN Series BC 10 28W, 0.08% 1/7/14 (Liquidity Facility Barclays Bank PLC) (c)(f) |
7,200 |
7,200 |
|
Medina Valley Texas Independent School District Participating VRDN Series ROC II R 11969, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
2,040 |
2,040 |
|
North East Texas Independent School District Participating VRDN Series MS 3277 X, 0.06% 1/7/14 (Liquidity Facility Cr. Suisse AG) (c)(f) |
5,000 |
5,000 |
|
North Texas Muni. Wtr. District Wtr. Sys. Rev. Participating VRDN Series BA 08 1174, 0.08% 1/7/14 (Liquidity Facility Bank of America NA) (c)(f) |
5,460 |
5,460 |
|
Northside Independent School District Participating VRDN Series ROC II R 11965, 0.06% 1/7/14 (Liquidity Facility Citibank NA) (c)(f) |
2,000 |
2,000 |
|
Port Arthur Navigation District Indl. Dev. Corp. Exempt Facilities Rev. (Total Petrochemicals and Refining U.S.A., Inc. Proj.) Series 2012 A, 0.07% 1/7/14 (Total SA Guaranteed), VRDN (c) |
4,100 |
4,100 |
|
RBC Muni. Products, Inc. Trust Participating VRDN Series RBC E 18, 0.06% 1/7/14 (Liquidity Facility Royal Bank of Canada) (c)(f) |
2,200 |
2,200 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
Spring Branch Independent School District Participating VRDN Series Putters 3377, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
$ 4,500 |
$ 4,500 |
|
Tarrant County Cultural Ed. Facilities Fin. Corp. Rev. (Christus Health Proj.) Series 2008 C1, 0.05% 1/7/14, LOC PNC Bank NA, VRDN (b)(c) |
1,300 |
1,300 |
|
Texas A&M Univ. Rev. Participating VRDN: |
|
|
|
Series BC 10 39W, 0.08% 1/7/14 (Liquidity Facility Barclays Bank PLC) (c)(f) |
1,580 |
1,580 |
|
0.08% 1/7/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f) |
4,575 |
4,575 |
|
Texas City Indl. Dev. Corp. (NRG Energy, Inc. Proj.) Series 2012, 0.05% 1/7/14, LOC Bank of America NA, VRDN (c) |
600 |
600 |
|
Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev. Series 2003, 0.04% 1/7/14, LOC Freddie Mac, VRDN (c) |
1,300 |
1,300 |
|
|
211,380 |
||
Utah - 0.1% |
|||
Emery County Poll. Cont. Rev. (PacifiCorp Proj.) Series 1994, 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
2,710 |
2,710 |
|
Virginia - 0.9% |
|||
Albemarle County Indl. Dev. Auth. 0.06% 1/7/14, LOC Wells Fargo Bank NA, VRDN (c) |
2,795 |
2,795 |
|
Albemarle Econ. Dev. Auth. Health Svcs. Rev. (The Univ. of Virginia Health Svcs. Foundation Proj.) Series 2009, 0.04% 1/2/14, LOC Bank of America NA, VRDN (c) |
1,725 |
1,725 |
|
Fairfax County Indl. Dev. Auth. Participating VRDN Series MS 3285, 0.08% 1/7/14 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (c)(f) |
8,270 |
8,270 |
|
Fauquier County Indl. Dev. Auth. Rev. (Highland School Proj.) Series 2008, 0.07% 1/7/14, LOC Branch Banking & Trust Co., VRDN (c) |
3,350 |
3,350 |
|
Hanover County Econ. Dev. Auth. Rev. (Bon Secours Health Sys. Proj.) Series 2008 D1, 0.06% 1/7/14, LOC Bank of New York, New York, VRDN (c) |
2,800 |
2,800 |
|
Virginia Resources Auth. Clean Wtr. Rev. Participating VRDN Series BBT 08 48, 0.06% 1/7/14 (Liquidity Facility Branch Banking & Trust Co.) (c)(f) |
2,865 |
2,865 |
|
|
21,805 |
||
Variable Rate Demand Note - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Washington - 2.5% |
|||
Central Puget Sound Reg'l. Trans. Auth. Sales & Use Tax Rev. Participating VRDN Series Putters 2866, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
$ 7,280 |
$ 7,280 |
|
Eclipse Fdg. Trust Custody Rpt. Various States Participating VRDN Series Solar 07 106, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
3,315 |
3,315 |
|
King County Gen. Oblig. Participating VRDN Series BC 10 66W, 0.08% 1/7/14 (Liquidity Facility Barclays Bank PLC) (c)(f) |
2,500 |
2,500 |
|
Univ. of Washington Univ. Revs. Participating VRDN Series Solar 07 94, 0.06% 1/7/14 (Liquidity Facility U.S. Bank NA, Cincinnati) (c)(f) |
18,304 |
18,304 |
|
Washington Gen. Oblig. Participating VRDN: |
|
|
|
Series Clipper 05 39, 0.06% 1/7/14 (Liquidity Facility State Street Bank & Trust Co., Boston) (c)(f) |
11,930 |
11,930 |
|
Series Putters 3539, 0.07% 1/7/14 (Liquidity Facility JPMorgan Chase Bank) (c)(f) |
4,330 |
4,330 |
|
Washington Hsg. Fin. Commission Multi-family Hsg. Rev.: |
|
|
|
(Affinity at Olympia Apts. Proj.) Series 2012 A, 0.06% 1/7/14, LOC Fed. Home Ln. Bank, San Francisco, VRDN (c) |
6,250 |
6,250 |
|
(The Cambridge Apts. Proj.) Series 2009, 0.05% 1/7/14, LOC Fannie Mae, VRDN (c) |
1,200 |
1,200 |
|
(Willow Tree Grove Apts. Proj.) Series 2011, 0.04% 1/7/14, LOC Freddie Mac, VRDN (c) |
4,900 |
4,900 |
|
|
60,009 |
||
West Virginia - 0.7% |
|||
West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. (Appalachian Pwr. Co. - Amos Proj.) Series 2009 A, 0.06% 1/7/14, LOC Sumitomo Mitsui Banking Corp., VRDN (c) |
15,800 |
15,800 |
|
Wisconsin - 0.1% |
|||
Wisconsin Gen. Oblig. Participating VRDN Series WF 11-14C, 0.08% 1/7/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f) |
1,545 |
1,545 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
Wyoming - 0.5% |
|||
Uinta County Poll. Cont. Rev. (Chevron Corp. Proj.) Series 1993, 0.02% 1/2/14 (Chevron Corp. Guaranteed), VRDN (c) |
$ 11,800 |
$ 11,800 |
|
TOTAL VARIABLE RATE DEMAND NOTE (Cost $1,290,179) |
|
||
Other Municipal Debt - 38.0% |
|||
|
|
|
|
Alabama - 0.0% |
|||
Alabama Pub. School & College Auth. Rev. Bonds Series WF 11 37C, 0.17%, tender 5/29/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f)(g) |
500 |
500 |
|
Alaska - 0.5% |
|||
Alaska Gen. Oblig. BAN 1.75% 3/25/14 |
8,800 |
8,832 |
|
Anchorage Gen. Oblig. Series 2013 B1, 0.15% 1/7/14, LOC JPMorgan Chase Bank, CP |
2,000 |
2,000 |
|
North Slope Borough Gen. Oblig. Bonds Series 2013 A, 1% 6/30/14 |
1,700 |
1,707 |
|
|
12,539 |
||
Arizona - 0.8% |
|||
Phoenix Civic Impt. Corp. Series 2011 B1, 0.12% 3/17/14, LOC Barclays Bank PLC, CP |
5,500 |
5,500 |
|
Phoenix Civic Impt. Corp. Transit Excise Tax Rev. Bonds (Lt. Rail Proj.) Series 2013, 2% 7/1/14 |
1,400 |
1,412 |
|
Phoenix Civic Impt. Corp. Wastewtr. Sys. Rev.: |
|
|
|
Series 2012 A, 0.13% 4/1/14, LOC Royal Bank of Canada, CP |
5,500 |
5,500 |
|
0.13% 3/18/14, LOC Wells Fargo Bank NA, CP |
6,400 |
6,400 |
|
Salt River Proj. Agricultural Impt. & Pwr. District Elec. Sys. Rev. Bonds Series 2009 B, 3% 1/1/14 |
1,000 |
1,000 |
|
|
19,812 |
||
Arkansas - 0.1% |
|||
Arkansas Gen. Oblig. Bonds Series 2010, 4% 8/1/14 |
1,170 |
1,196 |
|
California - 7.3% |
|||
California Edl. Facilities Auth. Rev. Bonds (Stanford Univ. Proj.) Series S3, 0.15% tender 8/28/14, CP mode |
4,100 |
4,100 |
|
California Gen. Oblig.: |
|
|
|
Bonds 5% 2/1/14 (Pre-Refunded to 2/1/14 @ 100) |
2,200 |
2,209 |
|
RAN: |
|
|
|
Series 2013 A1, 2% 5/28/14 |
28,650 |
28,856 |
|
Series 2013 A2, 2% 6/23/14 |
27,700 |
27,932 |
|
Other Municipal Debt - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
California - continued |
|||
Kern County Gen. Oblig. TRAN 1.25% 6/30/14 |
$ 8,200 |
$ 8,243 |
|
Los Angeles County Gen. Oblig. TRAN: |
|
|
|
2% 2/28/14 |
12,300 |
12,336 |
|
2% 6/30/14 |
17,800 |
17,959 |
|
Los Angeles Dept. of Wtr. & Pwr. Rev. 0.1% 4/8/14 (Liquidity Facility Wells Fargo Bank NA), CP |
6,000 |
6,000 |
|
Los Angeles Gen. Oblig. TRAN: |
|
|
|
2% 2/27/14 |
2,200 |
2,206 |
|
2% 5/1/14 |
17,600 |
17,706 |
|
2% 6/26/14 |
19,900 |
20,074 |
|
Los Angeles Hbr. Dept. Rev. Bonds Series WF 10 40C, 0.18%, tender 2/13/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f)(g) |
1,400 |
1,400 |
|
Oakland Gen. Oblig. TRAN 1.25% 6/30/14 |
4,900 |
4,926 |
|
San Diego County & School District TRAN Series 2013 A, 2% 6/30/14 |
2,000 |
2,018 |
|
San Diego County Wtr. Auth. Wtr. Rev. Bonds Series WF 08 29C, 0.2%, tender 4/17/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
3,100 |
3,100 |
|
San Diego Unified School District TRAN: |
|
|
|
Series 2013 A1, 2% 1/31/14 |
1,700 |
1,703 |
|
Series 2013 A2, 2% 6/30/14 |
2,700 |
2,724 |
|
San Francisco City & County Gen. Oblig. Bonds Series 2013 B, 4% 6/15/14 |
1,890 |
1,923 |
|
Santa Cruz Gen. Oblig. TRAN 2% 7/2/14 |
1,600 |
1,614 |
|
Tulare County Gen. Oblig. TRAN 1.5% 6/30/14 |
3,800 |
3,825 |
|
Ventura County Gen. Oblig. TRAN 1.25% 7/1/14 |
4,300 |
4,323 |
|
|
175,177 |
||
Colorado - 1.9% |
|||
Colorado Ed. Ln. Prog. TRAN Series 2013 B, 2% 6/27/14 (b) |
11,600 |
11,704 |
|
Colorado Gen. Fdg. Rev. TRAN Series 2013 A, 1% 6/27/14 |
18,500 |
18,573 |
|
Denver City & County Wtr. Bonds Series PZ 232, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
16,230 |
16,230 |
|
|
46,507 |
||
Connecticut - 0.0% |
|||
Connecticut Spl. Tax Oblig. Trans. Infrastructure Rev. Bonds Series 2012 A, 2% 1/1/14 |
500 |
500 |
|
District Of Columbia - 1.1% |
|||
District of Columbia Gen. Oblig. TRAN 2% 9/30/14 |
3,000 |
3,040 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
District of Columbia Rev. Bonds Series 2000, 0.14% tender 3/6/14, LOC JPMorgan Chase Bank, CP mode |
$ 10,200 |
$ 10,200 |
|
Metropolitan Washington Arpts. Auth. Dulles Toll Road Rev. Series 1: |
|
|
|
0.12% 3/10/14, LOC JPMorgan Chase Bank, CP |
1,300 |
1,300 |
|
0.13% 2/11/14, LOC JPMorgan Chase Bank, CP |
2,200 |
2,200 |
|
0.13% 2/13/14, LOC JPMorgan Chase Bank, CP |
1,900 |
1,900 |
|
0.13% 3/4/14, LOC JPMorgan Chase Bank, CP |
2,700 |
2,700 |
|
0.13% 3/11/14, LOC JPMorgan Chase Bank, CP |
4,600 |
4,600 |
|
|
25,940 |
||
Florida - 1.0% |
|||
Alachua County Health Facilities Auth. Health Facilities Rev. Bonds (Shands Teaching Hosp. & Clinics, Inc. Proj.) Series 2008 A, 0.09% tender 2/3/14, LOC Bank of America NA, CP mode |
1,900 |
1,900 |
|
Florida Board of Ed. Lottery Rev. Bonds: |
|
|
|
Series 2007 B, 5% 7/1/14 |
1,000 |
1,024 |
|
Series 2010 F, 5% 7/1/14 |
1,200 |
1,228 |
|
Florida Dept. of Trans. Tpk. Rev. Bonds Series 2013 B, 2% 7/1/14 |
1,500 |
1,513 |
|
Florida Gen. Oblig. Bonds Series PZ 130, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
7,255 |
7,255 |
|
Florida Hurricane Catastrophe Fund Fin. Corp. Rev. Bonds Series 2008 A: |
|
|
|
4.25% 7/1/14 |
1,065 |
1,086 |
|
5% 7/1/14 |
605 |
619 |
|
Florida Local Govt. Fin. Cmnty. Series 2011 A1, 0.11% 2/5/14, LOC JPMorgan Chase Bank, CP |
5,057 |
5,057 |
|
Hillsborough County Cap. Impt. Prog. Rev. Series 2013 A, 0.1% 1/9/14, LOC State Street Bank & Trust Co., Boston, CP |
1,300 |
1,300 |
|
JEA Saint Johns River Pwr. Park Sys. Rev. Bonds Series 25 Issue 2, 4% 10/1/14 |
1,800 |
1,851 |
|
Tampa Health Sys. Rev. Bonds Series 2012 B, 0.16%, tender 7/29/14 (c) |
1,900 |
1,900 |
|
|
24,733 |
||
Georgia - 0.4% |
|||
Georgia Gen. Oblig. Bonds Series 85TP, 0.2%, tender 6/12/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
6,620 |
6,620 |
|
Metropolitan Atlanta Rapid Transit Series 2012 D1, 0.11% 3/13/14, LOC Bank of Tokyo-Mitsubishi UFJ Ltd., CP |
1,700 |
1,700 |
|
|
8,320 |
||
Other Municipal Debt - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Hawaii - 0.1% |
|||
Hawaii Gen. Oblig. Bonds Series 2013 EI, 5% 8/1/14 |
$ 2,100 |
$ 2,159 |
|
Idaho - 0.5% |
|||
Idaho Gen. Oblig. TAN 2% 6/30/14 |
11,100 |
11,199 |
|
Illinois - 0.5% |
|||
Illinois Fin. Auth. Ed. Rev.: |
|
|
|
Series 2013, 0.16% 2/6/14, LOC PNC Bank NA, CP |
1,600 |
1,600 |
|
0.11% 2/6/14, LOC PNC Bank NA, CP |
3,000 |
3,000 |
|
Illinois Fin. Auth. Rev. Bonds (Palos Cmnty. Hosp. Proj.) Series 2010 C, 0.12% tender 2/11/14, CP mode |
1,600 |
1,600 |
|
Illinois Sales Tax Rev. Bonds: |
|
|
|
Series 2010, 5% 6/15/14 |
2,745 |
2,804 |
|
Series 2013, 2% 6/15/14 |
2,900 |
2,924 |
|
|
11,928 |
||
Indiana - 1.2% |
|||
Indiana Fin. Auth. Rev.: |
|
|
|
Bonds (Trinity Health Sys. Proj.) Series 2008 D2, 0.1% tender 3/12/14, CP mode |
7,700 |
7,700 |
|
Series 2008 D2, Bonds (Trinity Health Sys. Proj.) 0.1% tender 4/3/14, CP mode |
3,200 |
3,200 |
|
Posey County Econ. Dev. Rev. Bonds (Midwest Fertilizer Corp. Proj.) Series 2013 A, 0.55%, tender 4/10/14 (c) |
18,600 |
18,600 |
|
|
29,500 |
||
Kansas - 0.5% |
|||
Kansas Dept. of Trans. Hwy. Rev. Bonds Series 2012 A2, 0.29% 9/1/14 (c) |
2,600 |
2,604 |
|
Wichita Gen. Oblig. BAN: |
|
|
|
Series 254, 0.25% 2/11/14 |
4,200 |
4,200 |
|
Series 258, 0.5% 10/15/14 |
4,600 |
4,604 |
|
|
11,408 |
||
Maryland - 0.7% |
|||
Baltimore County Gen. Oblig.: |
|
|
|
Bonds Series 2011, 4% 2/1/14 |
5,000 |
5,016 |
|
Series 2011: |
|
|
|
0.09% 1/6/14 (Liquidity Facility Mizuho Corporate Bank Ltd.), CP |
4,063 |
4,063 |
|
0.09% 2/11/14 (Liquidity Facility Mizuho Corporate Bank Ltd.), CP |
1,850 |
1,850 |
|
0.09% 2/11/14 (Liquidity Facility Mizuho Corporate Bank Ltd.), CP |
4,638 |
4,638 |
|
Montgomery County Gen. Oblig. Bonds Series 2013 MD, 0.1%, tender 3/3/14 (c) |
1,700 |
1,700 |
|
|
17,267 |
||
|
|||
Principal Amount (000s) |
Value (000s) |
||
Michigan - 1.0% |
|||
Michigan Hosp. Fin. Auth. Rev. Bonds: |
|
|
|
(Ascension Health Sr. Cr. Group Proj.) Series 2010 F: |
|
|
|
0.12%, tender 7/29/14 (c) |
$ 9,700 |
$ 9,700 |
|
0.12%, tender 7/29/14 (c) |
4,715 |
4,715 |
|
(Trinity Health Sys. Proj.) Series 2008 C: |
|
|
|
0.08% tender 2/5/14, CP mode |
6,970 |
6,970 |
|
0.13% tender 2/5/14, CP mode |
1,800 |
1,800 |
|
|
23,185 |
||
Minnesota - 0.1% |
|||
Minnesota Gen. Oblig. Bonds Series 2010 D, 5% 8/1/14 |
1,375 |
1,413 |
|
Missouri - 0.1% |
|||
Curators of the Univ. of Missouri Series 2013 A, 0.08% 1/17/14, CP |
1,500 |
1,500 |
|
Missouri Health & Edl. Facilities Bonds (BJC Health Sys. Proj.) Series 2013 C, 0.13%, tender 7/29/14 (c) |
1,200 |
1,200 |
|
|
2,700 |
||
Nebraska - 1.9% |
|||
Nebraska Pub. Pwr. District Rev. Series 2013 A: |
|
|
|
0.11% 3/5/14, CP |
10,100 |
10,100 |
|
0.12% 2/3/14, CP |
6,350 |
6,350 |
|
0.12% 2/6/14, CP |
10,500 |
10,500 |
|
0.12% 2/10/14, CP |
1,600 |
1,600 |
|
0.12% 3/3/14, CP |
1,500 |
1,500 |
|
Omaha Pub. Pwr. District Elec. Rev. Series 2013 A: |
|
|
|
0.11% 3/10/14, CP |
7,700 |
7,700 |
|
0.13% 3/4/14, CP |
7,000 |
7,000 |
|
|
44,750 |
||
Nevada - 0.2% |
|||
Clark County School District Bonds Series 2013 B, 3% 6/15/14 |
1,400 |
1,417 |
|
Truckee Meadows Wtr. Auth. Wtr. Rev. Series 2006 A, 0.12% 5/6/14, LOC JPMorgan Chase Bank, CP |
3,000 |
3,000 |
|
|
4,417 |
||
New Jersey - 0.1% |
|||
Passaic County Gen. Oblig. BAN Series 2013 A, 1.25% 12/19/14 |
1,300 |
1,313 |
|
Other Municipal Debt - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
New York - 0.2% |
|||
New York City Transitional Fin. Auth. Rev. Bonds Series WF 11-21C, 0.17%, tender 4/10/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f)(g) |
$ 1,000 |
$ 1,000 |
|
New York Pwr. Auth. Series 2, 0.09% 1/9/14, CP |
4,195 |
4,195 |
|
|
5,195 |
||
North Carolina - 0.1% |
|||
North Carolina Grant Anticipation Rev. Bonds Series 2007, 5% 3/1/14 |
1,000 |
1,008 |
|
North Carolina Ltd. Oblig. Bonds Series 2013 A, 5% 5/1/14 |
1,000 |
1,016 |
|
Wake County Gen. Oblig. Bonds Series 2013 A, 3% 5/1/14 |
1,280 |
1,292 |
|
|
3,316 |
||
Ohio - 2.0% |
|||
Cleveland Wtr. Rev. Bonds Series 2011, 4% 1/1/14 |
1,150 |
1,150 |
|
Franklin County Rev. Bonds Series 2013 OH, 0.11%, tender 5/21/14 (c) |
5,000 |
5,000 |
|
Ohio Higher Edl. Facility Commission Rev. Bonds: |
|
|
|
(The Cleveland Clinic Foundation Proj.): |
|
|
|
Series 2008 B5: |
|
|
|
0.14% tender 5/5/14, CP mode |
15,000 |
15,000 |
|
0.15% tender 2/6/14, CP mode |
13,450 |
13,450 |
|
Series 2008 B6, 0.13% tender 5/19/14, CP mode |
9,200 |
9,200 |
|
Series 2008 B5, 0.14% tender 3/6/14, CP mode |
5,000 |
5,000 |
|
|
48,800 |
||
Oklahoma - 0.2% |
|||
Oklahoma City Wtr. Utils. Trust Wtr. and Swr. Rev. Series 2013 A: |
|
|
|
0.12% 2/11/14, LOC State Street Bank & Trust Co., Boston, CP |
1,000 |
1,000 |
|
0.12% 4/4/14, LOC State Street Bank & Trust Co., Boston, CP |
3,000 |
3,000 |
|
0.12% 4/8/14, LOC State Street Bank & Trust Co., Boston, CP |
1,000 |
1,000 |
|
0.12% 4/8/14, LOC State Street Bank & Trust Co., Boston, CP |
500 |
500 |
|
|
5,500 |
||
Oregon - 0.6% |
|||
Oregon Facilities Auth. Rev. Bonds Series 2013 C, 0.11%, tender 10/1/14 (c) |
1,400 |
1,400 |
|
Oregon Gen. Oblig. TAN Series 2013 A, 1.5% 7/31/14 |
12,100 |
12,192 |
|
|
13,592 |
||
|
|||
Principal Amount (000s) |
Value (000s) |
||
Pennsylvania - 0.2% |
|||
Philadelphia Gen. Oblig. TRAN Series 2013 A, 0.75% 6/30/14 |
$ 4,100 |
$ 4,112 |
|
Univ. of Pittsburgh Commonwealth Sys. of Higher Ed. BAN 2% 7/11/14 |
1,100 |
1,110 |
|
|
5,222 |
||
South Carolina - 0.3% |
|||
Charleston County School District: |
|
|
|
BAN 1% 5/8/14 |
1,600 |
1,604 |
|
TAN 5% 4/1/14 (b) |
2,100 |
2,125 |
|
South Carolina Gen. Oblig. Bonds Series 2010 A, 4% 6/1/14 |
1,330 |
1,351 |
|
South Carolina Pub. Svc. Auth. Rev. Bonds Series 2009, 5% 1/1/14 |
1,200 |
1,200 |
|
|
6,280 |
||
Texas - 9.7% |
|||
Arlington Independent School District Bonds: |
|
|
|
Series 2004, 5% 2/15/14 (Permanent School Fund of Texas Guaranteed) |
2,750 |
2,766 |
|
Series 2011 A, 5% 2/15/14 (Permanent School Fund of Texas Guaranteed) |
2,000 |
2,012 |
|
Austin Elec. Util. Sys. Rev. Series 2013 A, 0.14% 2/19/14, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP |
3,100 |
3,100 |
|
Dallas Wtrwks. & Swr. Sys. Rev. Bonds Series 2013, 2% 10/1/14 |
1,340 |
1,358 |
|
Goose Creek Consolidated Independent School District Bonds Series PZ 219, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
10,574 |
10,574 |
|
Harris County Cultural Ed. Facilities Fin. Corp. Rev. Bonds (Memorial Hermann Health Sys. Proj.) Series 2013 B, 0.26% 6/1/14 (c) |
2,000 |
2,001 |
|
Harris County Gen. Oblig.: |
|
|
|
Series 2013 A1, 0.13% 3/3/14 (Liquidity Facility State Street Bank & Trust Co., Boston), CP |
8,115 |
8,115 |
|
Series 2013 D: |
|
|
|
0.13% 2/6/14 (Liquidity Facility JPMorgan Chase Bank), CP |
7,630 |
7,630 |
|
0.13% 2/18/14 (Liquidity Facility JPMorgan Chase Bank), CP |
1,500 |
1,500 |
|
TAN Series 2013, 1% 2/28/14 |
1,700 |
1,702 |
|
Harris County Metropolitan Trans. Auth.: |
|
|
|
Series 2011 A1: |
|
|
|
0.14% 2/11/14 (Liquidity Facility JPMorgan Chase Bank), CP |
29,050 |
29,050 |
|
0.15% 2/20/14 (Liquidity Facility JPMorgan Chase Bank), CP |
15,250 |
15,250 |
|
Other Municipal Debt - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Texas - continued |
|||
Harris County Metropolitan Trans. Auth.: - continued |
|
|
|
Series 2013 A3: |
|
|
|
0.17% 3/20/14 (Liquidity Facility State Street Bank & Trust Co., Boston), CP |
$ 5,000 |
$ 5,000 |
|
0.17% 3/27/14 (Liquidity Facility State Street Bank & Trust Co., Boston), CP |
5,000 |
5,000 |
|
Houston Gen. Oblig. TRAN Series 2013, 2% 6/30/14 |
4,300 |
4,338 |
|
Houston Higher Ed. Fin. Corp. Higher Ed. Rev. Series 2013 A, 0.11% 4/1/14, CP |
4,980 |
4,980 |
|
Houston Util. Sys. Rev. Series 2013 B2, 0.12% 3/11/14, LOC Wells Fargo Bank NA, CP |
1,500 |
1,500 |
|
Irving Independent School District Bonds Series PT 3954, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
1,300 |
1,300 |
|
Klein Independent School District Bonds Series WF 11 51 C, 0.17%, tender 4/10/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f)(g) |
5,000 |
5,000 |
|
Lower Colorado River Auth. Rev.: |
|
|
|
0.11% 3/11/14, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP |
1,900 |
1,900 |
|
0.12% 3/5/14, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP |
1,500 |
1,500 |
|
Pasadena Independent School District Bonds Series 2008, 5% 2/15/14 (Permanent School Fund of Texas Guaranteed) |
1,350 |
1,358 |
|
Spring Independent School District Bonds Series 2004, 5% 2/15/14 (Permanent School Fund of Texas Guaranteed) |
1,000 |
1,006 |
|
Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev. Bonds (Baylor Health Care Sys. Proj.): |
|
|
|
Series 2011 B, 0.19%, tender 7/29/14 (c) |
6,200 |
6,200 |
|
Series 2013 B, 0.15%, tender 7/29/14 (c) |
900 |
900 |
|
Texas A&M Univ. Rev.: |
|
|
|
Bonds Series 2008, 5% 5/15/14 |
1,000 |
1,018 |
|
Series 1993 B, 0.1% 3/7/14, CP |
1,900 |
1,900 |
|
Texas Gen. Oblig.: |
|
|
|
Bonds Series 2013, 2% 10/1/14 |
3,810 |
3,862 |
|
TRAN Series 2013, 2% 8/28/14 |
66,000 |
66,779 |
|
Texas Muni. Pwr. Agcy. Rev. Series 2005: |
|
|
|
0.12% 3/17/14, LOC Barclays Bank PLC, CP |
1,000 |
1,000 |
|
|
|||
Principal Amount (000s) |
Value (000s) |
||
0.12% 3/17/14, LOC Barclays Bank PLC, CP |
$ 4,500 |
$ 4,500 |
|
Texas Pub. Fin. Auth. Rev. Bonds Series 2010 A, 5% 7/1/14 |
1,000 |
1,024 |
|
Univ. of Texas Board of Regents Sys. Rev. Series 2002 A: |
|
|
|
0.08% 1/28/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
1,600 |
1,600 |
|
0.09% 1/3/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
4,000 |
4,000 |
|
0.09% 1/16/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
5,400 |
5,400 |
|
0.09% 1/17/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
5,000 |
5,000 |
|
0.1% 4/3/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
1,283 |
1,283 |
|
0.12% 2/5/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
1,500 |
1,500 |
|
0.13% 3/6/14 (Liquidity Facility Univ. of Texas Invt. Mgmt. Co.), CP |
1,500 |
1,500 |
|
Upper Trinity Reg'l. Wtr. District Series 2013 A, 0.12% 1/14/14, LOC Bank of America NA, CP |
6,300 |
6,300 |
|
|
231,706 |
||
Utah - 0.4% |
|||
Intermountain Pwr. Agcy. Pwr. Supply Rev. Series 2013 B1, 0.12% 2/12/14 (Liquidity Facility JPMorgan Chase Bank), CP |
1,200 |
1,200 |
|
Riverton Hosp. Rev. Bonds Series WF 11 35C, 0.18%, tender 2/6/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f)(g) |
5,530 |
5,530 |
|
Utah Gen. Oblig. Bonds Series 2004 A, 5% 7/1/14 |
3,300 |
3,378 |
|
|
10,108 |
||
Virginia - 0.7% |
|||
Fairfax County Indl. Dev. Auth. Bonds (Inova Health Sys. Proj.) Series 2012 C, 0.14%, tender 7/29/14 (c) |
2,800 |
2,800 |
|
Norfolk Econ. Dev. Auth. Rev. Series 1997, 0.12% 2/18/14, CP |
15,000 |
15,000 |
|
|
17,800 |
||
Washington - 1.6% |
|||
Energy Northwest Elec. Rev. Bonds: |
|
|
|
(#1 Proj.) Series 2007 A, 5% 7/1/14 |
1,000 |
1,023 |
|
Series 2005 A, 5% 7/1/14 |
2,575 |
2,637 |
|
Series 2008 A, 5% 7/1/14 |
1,150 |
1,177 |
|
Seattle Muni. Lt. & Pwr. Rev. Bonds Series 2011 A, 5% 2/1/14 |
2,000 |
2,008 |
|
Washington Gen. Oblig. Bonds: |
|
|
|
Series 2005 B, 4% 1/1/14 |
1,900 |
1,900 |
|
Series 2007 D, 4.5% 1/1/14 |
1,000 |
1,000 |
|
Series 2014 B, 2% 8/1/14 |
2,915 |
2,946 |
|
Other Municipal Debt - continued |
|||
Principal Amount (000s) |
Value (000s) |
||
Washington - continued |
|||
Washington Gen. Oblig. Bonds: - continued |
|
|
|
Series GS 06 7T, 0.2%, tender 6/12/14 (Liquidity Facility Wells Fargo & Co.) (c)(f)(g) |
$ 24,220 |
$ 24,220 |
|
Series WF 11-16C, 0.18%, tender 2/6/14 (Liquidity Facility Wells Fargo Bank NA) (c)(f)(g) |
1,300 |
1,300 |
|
|
38,211 |
||
Wisconsin - 2.0% |
|||
Milwaukee School District RAN 2% 6/30/14 |
7,900 |
7,971 |
|
Wisconsin Gen. Oblig.: |
|
|
|
Bonds: |
|
|
|
Series 1, 5.5% 5/1/14 |
1,285 |
1,308 |
|
Series 2006 I, 5.25% 5/1/14 |
2,750 |
2,796 |
|
Series 2005 A, 0.13% 2/19/14 (Liquidity Facility Bank of New York, New York), CP |
1,341 |
1,341 |
|
Series 2013 A: |
|
|
|
0.09% 1/17/14 (Liquidity Facility Bank of New York, New York), CP |
1,700 |
1,700 |
|
0.1% 4/4/14 (Liquidity Facility Bank of New York, New York), CP |
1,410 |
1,410 |
|
Wisconsin Health & Edl. Facilities Bonds Series 2013 B, 0.12%, tender 7/29/14 (c) |
1,270 |
1,270 |
|
Wisconsin Health & Edl. Facilities Auth. Rev. Bonds (Hosp. Sisters Svcs., Inc. Proj.) Series 2012 J, 0.1% tender 3/5/14, CP mode |
900 |
900 |
|
Wisconsin Trans. Rev.: |
|
|
|
Series 1997 A, 0.14% 2/11/14 (Liquidity Facility State Street Bank & Trust Co., Boston) (Liquidity Facility California Teachers Retirement Sys.), CP |
13,489 |
13,489 |
|
|
|||
Principal
|
Value (000s) |
||
Series 2006 A: |
|
|
|
0.13% 3/6/14 (Liquidity Facility State Street Bank & Trust Co., Boston) (Liquidity Facility California Teachers Retirement Sys.), CP |
$ 12,700 |
$ 12,700 |
|
0.14% 2/11/14 (Liquidity Facility State Street Bank & Trust Co., Boston) (Liquidity Facility California Teachers Retirement Sys.), CP |
1,710 |
1,710 |
|
|
46,595 |
||
TOTAL OTHER MUNICIPAL DEBT (Cost $908,788) |
|
||
Investment Company - 5.1% |
|||
Shares |
|
||
Fidelity Tax-Free Cash Central Fund, 0.04% (d)(e) (Cost $123,553) |
123,553,000 |
|
|
TOTAL INVESTMENT PORTFOLIO - 97.0% (Cost $2,322,520) |
2,322,520 |
||
NET OTHER ASSETS (LIABILITIES) - 3.0% |
71,245 |
||
NET ASSETS - 100% |
$ 2,393,765 |
Legend |
(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,950,000 or 0.4% of net assets. |
(b) Security or a portion of the security purchased on a delayed delivery or when-issued basis. |
(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(d) Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Tax-Free Cash Central Fund. |
(e) Affiliated fund that is available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request. |
(f) Provides evidence of ownership in one or more underlying municipal bonds. |
(g) Restricted securities - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $84,029,000 or 3.5% of net assets. |
Additional information on each restricted holding is as follows: |
Security |
Acquisition Date |
(000s) |
Alabama Pub. School & College Auth. Rev. Bonds Series WF 11 37C, 0.17%, tender 5/29/14 (Liquidity Facility Wells Fargo Bank NA) |
1/3/13 |
$ 500 |
Denver City & County Wtr. Bonds Series PZ 232, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) |
3/29/07 - 11/21/13 |
$ 16,230 |
Florida Gen. Oblig. Bonds Series PZ 130, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) |
1/11/07 - 11/29/12 |
$ 7,255 |
Georgia Gen. Oblig. Bonds Series 85TP, 0.2%, tender 6/12/14 (Liquidity Facility Wells Fargo & Co.) |
7/2/10 - 2/13/12 |
$ 6,620 |
Goose Creek Consolidated Independent School District Bonds Series PZ 219, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) |
3/15/07 - 11/21/13 |
$ 10,574 |
Security |
Acquisition Date |
(000s) |
Irving Independent School District Bonds Series PT 3954, 0.2%, tender 5/8/14 (Liquidity Facility Wells Fargo & Co.) |
11/29/12 |
$ 1,300 |
Klein Independent School District Bonds Series WF 11 51 C, 0.17%, tender 4/10/14 (Liquidity Facility Wells Fargo Bank NA) |
9/28/11 |
$ 5,000 |
Los Angeles Hbr. Dept. Rev. Bonds Series WF 10 40C, 0.18%, tender 2/13/14 (Liquidity Facility Wells Fargo Bank NA) |
3/22/12 |
$ 1,400 |
New York City Transitional Fin. Auth. Rev. Bonds Series WF 11-21C, 0.17%, tender 4/10/14 (Liquidity Facility Wells Fargo Bank NA) |
9/15/11 |
$ 1,000 |
Riverton Hosp. Rev. Bonds Series WF 11 35C, 0.18%, tender 2/6/14 (Liquidity Facility Wells Fargo Bank NA) |
3/24/11 |
$ 5,530 |
San Diego County Wtr. Auth. Wtr. Rev. Bonds Series WF 08 29C, 0.2%, tender 4/17/14 (Liquidity Facility Wells Fargo & Co.) |
3/22/12 |
$ 3,100 |
Washington Gen. Oblig. Bonds Series GS 06 7T, 0.2%, tender 6/12/14 (Liquidity Facility Wells Fargo & Co.) |
10/26/09 - 11/30/12 |
$ 24,220 |
Washington Gen. Oblig. Bonds Series WF 11-16C, 0.18%, tender 2/6/14 (Liquidity Facility Wells Fargo Bank NA) |
5/9/13 |
$ 1,300 |
Affiliated Central Funds |
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows: |
Fund |
Income earned
|
Fidelity Tax-Free Cash Central Fund |
$ 70 |
Other Information |
The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets. |
All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing. |
Income Tax Information |
At December 31, 2013, the cost of investment securities for income tax purposes was $2,322,520,000. |
Investment Valuation |
Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). |
As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly Report
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general
information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent
prospectus and annual report.
|
Quarterly Report
Quarterly Holdings Report
for
Fidelity ® Institutional Money Market Funds:
Money Market Portfolio
December 31, 2013
1.811317.109
MMP-QTLY-0214
Showing Percentage of Net Assets
Other Municipal Debt - 0.4% |
|||
|
|
|
|
Texas - 0.4% |
|||
Texas Gen. Oblig. TRAN Series 2013, 0.1909% to 0.1959% 8/28/14 (Cost $320,039) |
316,300 |
320,039 |
|
Government Agency Repurchase Agreement - 14.5% |
|||
Maturity Amount (000s) |
|
||
In a joint trading account at 0.02% dated 12/31/13 due 1/2/14: |
|
|
|
(Collateralized by U.S. Government Obligations) # |
$ 8,615,354 |
8,615,345 |
|
(Collateralized by U.S. Government Obligations) # |
396,609 |
396,609 |
|
With: |
|
|
|
Citibank NA at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at: |
|
|
|
$228,481,120, 0.5% - 2.66%, 4/29/16 - 9/6/23 |
224,002 |
224,000 |
|
$612,001,360, 4%, 11/20/43 - 12/20/43) |
600,005 |
600,000 |
|
Government Agency Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
With: - continued |
|
|
|
Credit Suisse Securities (U.S.A.) LLC at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $230,725,466, 3.5% - 9.25%, 4/15/20 - 12/25/43) |
$ 224,002 |
$ 224,000 |
|
Goldman Sachs & Co. at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $114,240,254, 3.5% - 4%, 10/1/26 - 6/1/42) |
112,001 |
112,000 |
|
UBS Securities LLC at 0.05%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $309,000,859, 1.17% - 4.5%, 4/15/36 - 1/25/43) |
300,003 |
300,000 |
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT (Cost $10,471,954) |
10,471,954 |
||
Treasury Repurchase Agreement - 4.2% |
|||
|
|
|
|
With Federal Reserve Bank of New York at 0.03%, dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations valued at $3,000,005,087, 2.13% - 3.63%, 2/15/20 - 8/15/21) (Cost $3,000,000) |
3,000,005 |
3,000,000 |
|
Other Repurchase Agreement - 9.8% |
|||
|
|
|
|
Other Repurchase Agreement - 9.8% |
|||
With: |
|
|
|
BNP Paribas Securities Corp. at: |
|
|
|
0.28%, dated 12/31/13 due 1/2/14 (Collateralized by U.S. Government Obligations valued at $287,644,656, 0.88% - 10%, 4/15/16 - 6/20/43) |
282,004 |
282,000 |
|
0.3%, dated 12/12/13 due 1/7/14 (Collateralized by Corporate Obligations valued at $86,181,190, 0.88% - 7.75%, 9/12/14 - 6/27/44) |
82,043 |
82,000 |
|
0.48%, dated 12/9/13 due 1/7/14 (Collateralized by Corporate Obligations valued at $18,365,876, 6.45% - 8%, 6/15/21 - 11/1/31) |
17,014 |
17,000 |
|
|
|||
Maturity Amount (000s) |
Value (000s) |
||
Citigroup Global Markets, Inc. at: |
|
|
|
0.43%, dated 12/31/13 due 1/2/14 (Collateralized by Corporate Obligations valued at $331,554,093, 0% - 7.5%, 5/15/14 - 12/15/43) |
$ 307,007 |
$ 307,000 |
|
0.85%, dated 10/18/13 due 1/16/14 (Collateralized by Corporate Obligations valued at $103,866,048, 0% - 12%, 10/1/14 - 11/15/43) |
96,204 |
96,000 |
|
0.87%, dated 11/26/13 due 2/24/14 (Collateralized by Equity Securities valued at $35,671,874) |
33,072 |
33,000 |
|
0.98%, dated 11/21/13 due 4/7/14 (Collateralized by Mortgage Loan Obligations valued at $175,157,732, 0.5% - 8.22%, 11/12/14 - 4/7/52) |
162,794 |
162,000 |
|
Credit Suisse Securities (U.S.A.) LLC at: |
|
|
|
0.14%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $95,790,437, 0.52% - 3.5%, 12/16/25 - 5/20/60) |
93,003 |
93,000 |
|
0.15%, dated 12/31/13 due 1/2/14 (Collateralized by Equity Securities valued at $536,777,314) |
497,004 |
497,000 |
|
0.64%, dated: |
|
|
|
10/7/13 due 1/6/14 (Collateralized by Mortgage Loan Obligations valued at $68,143,094, 0.25% - 7.34%, 5/15/24 - 5/20/45) |
63,102 |
63,000 |
|
10/15/13 due 1/10/14 (Collateralized by Corporate Obligations valued at $135,186,133, 0.28% - 1.76%, 6/25/36 - 10/25/47) |
125,193 |
125,000 |
|
0.71%, dated: |
|
|
|
10/17/13 due 4/16/14 (Collateralized by Corporate Obligations valued at $67,059,805, 0.31% - 7.7%, 5/15/27 - 5/25/47) |
62,221 |
62,000 |
|
10/22/13 due 4/21/14 (Collateralized by Mortgage Loan Obligations valued at $67,052,760, 0.25% - 7.93%, 5/15/24 - 8/25/37) |
62,221 |
62,000 |
|
11/4/13 due 5/2/14 (Collateralized by Corporate Obligations valued at $68,117,767, 0.23% - 7.84%, 11/15/29 - 11/25/47) |
63,222 |
63,000 |
|
11/12/13 due 5/9/14 (Collateralized by Corporate Obligations valued at $204,317,315, 0.23% - 1.81%, 12/25/33 - 4/25/47) |
189,663 |
189,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
Credit Suisse Securities (U.S.A.) LLC at: - continued |
|
|
|
0.71%, dated: - continued |
|
|
|
12/6/13 due 6/4/14 (Collateralized by Corporate Obligations valued at $139,388,701, 0.3% - 27.7%, 12/15/20 - 10/25/47) |
$ 129,458 |
$ 129,000 |
|
0.75%, dated 7/25/13 due 1/21/14 (Collateralized by Corporate Obligations valued at $27,089,561, 0.45% - 5.87%, 12/25/35 - 8/25/47) |
25,094 |
25,000 |
|
ING Financial Markets LLC at 0.29%, dated 12/13/13 due 1/7/14 (Collateralized by Equity Securities valued at $61,569,924) |
57,015 |
57,000 |
|
J.P. Morgan Clearing Corp. at: |
|
|
|
0.49%, dated 11/8/13 due 3/31/14 (Collateralized by Equity Securities valued at $70,705,081) |
65,133 |
65,000 |
|
0.53%, dated 11/1/13 due 4/30/14 (Collateralized by Equity Securities valued at $149,048,970) |
137,363 |
137,000 |
|
0.59%, dated 12/9/13 due 4/8/14 (Collateralized by Corporate Obligations valued at $140,273,472, 1.37% - 6%, 5/15/14 - 5/1/27) |
129,254 |
129,000 |
|
0.6%, dated 10/17/13 due 2/14/14 (Collateralized by Corporate Obligations valued at $136,044,742, 1.5% - 5%, 11/1/14 - 4/1/31) |
125,250 |
125,000 |
|
0.62%, dated: |
|
|
|
10/8/13 due 3/31/14 (Collateralized by Corporate Obligations valued at $137,160,335, 2.5% - 5.75%, 3/15/15 - 1/15/30) |
126,456 |
126,000 |
|
12/18/13 due 5/16/14 (Collateralized by Corporate Obligations valued at $139,166,449, 1.5% - 7.5%, 12/1/16 - 5/1/32) |
128,328 |
128,000 |
|
J.P. Morgan Securities, Inc. at: |
|
|
|
0.13%, dated 12/31/13 due 1/2/14 (Collateralized by Commercial Paper Obligations valued at $149,353,824, 3/27/14 - 7/1/14) |
145,001 |
145,000 |
|
0.15%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $138,720,190, 3% - 6%, 3/1/14 - 12/1/43) |
136,004 |
136,000 |
|
|
|||
Maturity Amount (000s) |
Value (000s) |
||
0.61%, dated: |
|
|
|
10/29/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $137,307,053, 0.36% - 1.61%, 8/25/35 - 8/25/47) |
$ 127,452 |
$ 127,000 |
|
11/13/13 due 3/13/14 (Collateralized by Mortgage Loan Obligations valued at $147,000,265, 0.24% - 8.07%, 7/15/19 - 8/12/48) |
136,277 |
136,000 |
|
0.62%, dated: |
|
|
|
10/7/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $239,029,461, 0.25% - 38.79%, 8/25/20 - 5/25/46) |
221,799 |
221,000 |
|
11/13/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $138,355,275, 0.28% - 2.53%, 4/25/35 - 9/25/47) |
128,597 |
128,000 |
|
0.65%, dated 7/19/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $321,716,559, 0.31% - 7.5%, 4/25/29 - 5/25/47) |
298,443 |
297,000 |
|
Merrill Lynch, Pierce, Fenner & Smith at: |
|
|
|
0.23%, dated: |
|
|
|
12/18/13 due 1/3/14 (Collateralized by U.S. Government Obligations valued at $331,691,784, 0.56% - 8%, 12/25/23 - 10/16/54) |
322,033 |
322,000 |
|
12/24/13 due 1/3/14 (Collateralized by U.S. Government Obligations valued at $32,961,896, 2.25% - 3.5%, 11/15/39 - 4/15/42) |
32,002 |
32,000 |
|
0.26%, dated 12/27/13 due 1/3/14 (Collateralized by Equity Securities valued at $354,255,372) |
328,017 |
328,000 |
|
0.28%, dated 12/30/13 due 1/6/14 (Collateralized by Equity Securities valued at $540,018,857) |
500,027 |
500,000 |
|
0.53%, dated 12/31/13 due: |
|
|
|
1/2/14 (Collateralized by Corporate Obligations valued at $114,478,255, 0.25% - 4%, 9/20/19 - 8/15/56) |
106,003 |
106,000 |
|
1/7/14 (Collateralized by Corporate Obligations valued at $143,084,691, 0.31% - 9.13%, 9/15/15 - 5/25/52) (c)(d) |
133,014 |
133,000 |
|
0.73%, dated 12/10/13 due 2/7/14 (Collateralized by Equity Securities valued at $246,354,940) |
228,273 |
228,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
Merrill Lynch, Pierce, Fenner & Smith at: - continued |
|
|
|
0.85%, dated: |
|
|
|
12/6/13 due 2/7/14 (Collateralized by Corporate Obligations valued at $70,693,717, 0.24% - 6%, 9/26/14 - 5/25/52) |
$ 66,098 |
$ 66,000 |
|
12/16/13 due 2/7/14 (Collateralized by Corporate Obligations valued at $157,667,463, 0.39% - 10.79%, 9/1/14 - 5/25/52) |
146,183 |
146,000 |
|
RBC Capital Markets Co. at: |
|
|
|
0.24%, dated 12/27/13 due 1/3/14 (Collateralized by U.S. Government Obligations valued at $52,352,604, 2.5% - 6.43%, 12/1/25 - 11/25/43) |
51,002 |
51,000 |
|
0.31%, dated 12/23/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $91,661,256, 2.28% - 9.67%, 7/25/22 - 11/20/43) |
89,070 |
89,000 |
|
SG Americas Securities, LLC at: |
|
|
|
0.18%, dated 12/31/13 due 1/2/14 (Collateralized by Corporate Obligations valued at $191,101,912, 0.63% - 8.75%, 1/13/14 - 12/5/43) |
182,002 |
182,000 |
|
0.23%, dated 12/31/13 due 1/7/14 (Collateralized by Equity Securities valued at $72,360,941) |
67,003 |
67,000 |
|
0.26%, dated: |
|
|
|
12/26/13 due 1/2/14 (Collateralized by Equity Securities valued at $174,968,872) |
162,008 |
162,000 |
|
12/27/13 due 1/3/14 (Collateralized by Equity Securities valued at $141,486,885) |
131,007 |
131,000 |
|
0.28%, dated 12/30/13 due 1/6/14 (Collateralized by Equity Securities valued at $106,922,529) |
99,005 |
99,000 |
|
|
|||
Maturity Amount (000s) |
Value (000s) |
||
UBS Securities LLC at 0.44%, dated: |
|
|
|
10/8/13 due 1/7/14 (Collateralized by Corporate Obligations valued at $87,571,952, 0.5% - 7.5%, 12/15/14 - 5/15/37) |
$ 81,091 |
$ 81,000 |
|
10/15/13 due 1/7/14 (Collateralized by Corporate Obligations valued at $60,538,528, 0.25% - 7.5%, 5/15/14 - 6/15/36) |
56,063 |
56,000 |
|
TOTAL OTHER REPURCHASE AGREEMENT (Cost $7,023,000) |
7,023,000 |
||
TOTAL INVESTMENT PORTFOLIO - 99.0% (Cost $71,226,700) |
|
||
NET OTHER ASSETS (LIABILITIES) - 1.0% |
731,552 |
||
NET ASSETS - 100% |
$ 71,958,252 |
Security Type Abbreviations |
||
TRAN |
- |
TAX AND REVENUE ANTICIPATION NOTE |
VRDN |
- |
VARIABLE RATE DEMAND NOTE (A debt instrument that is payable upon demand, either daily, weekly or monthly) |
Legend |
(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end. |
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $769,957,000 or 1.1% of net assets. |
(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(d) The maturity amount is based on the rate at period end. |
# Additional information on each counterparty to the repurchase agreement is as follows: |
Repurchase Agreement / Counterparty |
Value
|
$8,615,345,000 due 1/02/14 at 0.02% |
|
BNP Paribas Securities Corp. |
$ 311,389 |
Bank of America NA |
1,868,337 |
Barclays Capital, Inc. |
934,168 |
Citibank NA |
1,141,761 |
Credit Agricole CIB New York Branch |
1,453,150 |
Credit Suisse Securities (USA) LLC |
62,278 |
Deutsche Bank Securities, Inc. |
166,074 |
HSBC Securities (USA), Inc. |
518,982 |
ING Financial Markets LLC |
456,704 |
J.P. Morgan Securities, Inc. |
143,731 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
141,413 |
Morgan Stanley & Co., Inc. |
489,521 |
RBC Capital Markets Corp. |
83,037 |
Societe Generale |
274,023 |
UBS Securities LLC |
62,278 |
Wells Fargo Securities LLC |
508,499 |
|
$ 8,615,345 |
$396,609,000 due 1/02/14 at 0.02% |
|
BNP Paribas Securities Corp. |
$ 292,200 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
36,525 |
Wells Fargo Securities LLC |
67,884 |
|
$ 396,609 |
Other Information |
The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets. |
All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing. |
Income Tax Information |
At December 31, 2013, the cost of investment securities for income tax purposes was $71,226,700,000. |
Investment Valuation |
Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). |
As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly Report
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general
information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent
prospectus and annual report.
|
Quarterly Report
Quarterly Holdings Report
for
Fidelity
®
Institutional Money Market Funds:
Treasury Only Portfolio
December 31, 2013
1.811324.109
TO-QTLY-0214
Showing Percentage of Net Assets
Treasury Debt - 99.2% |
||||
|
|
Yield (a) |
Principal Amount (000s) |
Value (000s) |
U.S. Treasury Inflation Protected Obligations - 5.8% |
||||
U.S. Treasury Notes |
||||
|
1/15/14 |
0.03 to 0.10% |
$ 695,233 |
$ 695,031 |
U.S. Treasury Obligations - 93.4% |
||||
U.S. Treasury Bills |
||||
|
1/2/14 to 7/3/14 |
0.01 to 0.14 |
8,514,436 |
8,513,250 |
U.S. Treasury Bonds |
||||
|
8/15/14 |
0.15 |
55,000 |
54,948 |
U.S. Treasury Notes |
||||
|
1/15/14 to 5/31/14 |
0.02 to 0.11 |
2,607,450 |
2,613,377 |
|
|
11,181,575 |
TOTAL INVESTMENT PORTFOLIO - 99.2% (Cost $11,876,606) |
11,876,606 |
||
NET OTHER ASSETS (LIABILITIES) - 0.8% |
98,737 |
||
NET ASSETS - 100% |
$ 11,975,343 |
Legend |
(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end. |
Other Information |
The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets. |
All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing. |
Income Tax Information |
At December 31, 2013, the cost of investment securities for income tax purposes was $11,876,606,000. |
Investment Valuation |
Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). |
As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly Report
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general
information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent
prospectus and annual report.
|
Quarterly Report
Quarterly Holdings Report
for
Fidelity
®
Institutional Money Market Funds:
Prime Money Market Portfolio
December 31, 2013
1.811333.109
DOM-QTLY-0214
Showing Percentage of Net Assets
Other Municipal Debt - 0.5% |
|||
|
|
|
|
Texas - 0.5% |
|||
Texas Gen. Oblig. TRAN Series 2013, 0.1909% to 0.1959% 8/28/14 |
|
|
|
(Cost $203,477) |
201,100 |
203,477 |
|
Government Agency Repurchase Agreement - 20.8% |
|||
Maturity Amount (000s) |
|
||
In a joint trading account at 0.02% dated 12/31/13 due 1/2/14: |
|
|
|
(Collateralized by U.S. Government Obligations) # |
$ 6,579,855 |
6,579,848 |
|
(Collateralized by U.S. Government Obligations) # |
765,033 |
765,032 |
|
With: |
|
|
|
Citibank NA at 0.04%, dated 12/31/13 due 1/7/14: |
|
|
|
(Collateralized by U.S. Government Obligations valued at $119,341,099, 0.38% - 5%, 8/28/15 - 9/6/23) |
117,001 |
117,000 |
|
(Collateralized by U.S. Government Obligations valued at $321,300,714, 2.17% - 5.5%, 6/1/26 - 10/1/43) |
315,002 |
315,000 |
|
Credit Suisse Securities (U.S.A.) LLC at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $120,514,188, 4% - 8%, 3/25/21 - 8/20/42) |
117,001 |
117,000 |
|
Goldman Sachs & Co. at 0.04%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $59,160,132, 2.5% - 3%, 2/1/27 - 5/1/28) |
58,000 |
58,000 |
|
UBS Securities LLC at 0.05%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $161,710,450, 1.17% - 3.5%, 6/15/29 - 4/15/40) |
157,002 |
157,000 |
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT (Cost $8,108,880) |
8,108,880 |
||
Treasury Repurchase Agreement - 7.7% |
|||
Maturity Amount (000s) |
Value (000s) |
||
With Federal Reserve Bank of New York at 0.03%, dated 12/31/13 due 1/2/14 (Collateralized by U.S. Treasury Obligations valued at $3,000,005,021, 2.13%, 8/15/21) (Cost $3,000,000) |
$ 3,000,005 |
$ 3,000,000 |
|
Other Repurchase Agreement - 4.3% |
|||
|
|
|
|
Other Repurchase Agreement - 4.3% |
|||
With: |
|
|
|
Credit Suisse Securities (U.S.A.) LLC at: |
|
|
|
0.14%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $50,470,415, 2.45% - 2.9%, 10/16/47 - 10/16/53) |
49,001 |
49,000 |
|
0.15%, dated 12/31/13 due 1/2/14 (Collateralized by Equity Securities valued at $88,562,852) |
82,001 |
82,000 |
|
0.33%, dated 12/31/13 due 1/2/14 (Collateralized by Corporate Obligations valued at $16,200,975, 5.5% - 14%, 2/1/16 - 2/1/21) |
15,000 |
15,000 |
|
0.64%, dated: |
|
|
|
10/7/13 due 1/6/14 (Collateralized by Corporate Obligations valued at $41,102,118, 0.27% - 7.94%, 5/15/24 - 2/15/51) |
38,061 |
38,000 |
|
10/15/13 due 1/10/14 (Collateralized by Corporate Loan Obligations valued at $82,194,372, 0.22% - 7.7%, 5/15/27 - 10/17/48) |
76,118 |
76,000 |
|
0.71%, dated: |
|
|
|
10/17/13 due 4/16/14 (Collateralized by Corporate Obligations valued at $40,021,894, 0.31% - 5.73%, 10/25/34 - 6/15/49) |
37,132 |
37,000 |
|
10/22/13 due 4/21/14 (Collateralized by Mortgage Loan Obligations valued at $42,178,523, 0.28% - 6.05%, 5/15/24 - 12/25/59) |
39,139 |
39,000 |
|
11/4/13 due 5/2/14 (Collateralized by Corporate Obligations valued at $40,004,989, 0.28% - 6.05%, 7/25/36 - 12/10/49) |
37,131 |
37,000 |
|
11/12/13 due 5/9/14 (Collateralized by Corporate Obligations valued at $121,076,981, 0.16% - 1.57%, 12/15/20 - 4/25/47) |
112,393 |
112,000 |
|
|
|||
Maturity Amount (000s) |
Value (000s) |
||
With: |
|
|
|
Credit Suisse Securities (U.S.A.) LLC at: |
|
|
|
0.71%, dated 12/6/13 due 6/4/14 (Collateralized by Corporate Obligations valued at $82,120,545, 0.16% - 7.7%, 5/15/27 - 11/25/47) |
$ 76,270 |
$ 76,000 |
|
0.75%, dated 7/25/13 due 1/21/14 (Collateralized by Corporate Obligations valued at $17,338,255, 6.63% - 7.94%, 3/15/28 - 12/15/30) |
16,060 |
16,000 |
|
J.P. Morgan Clearing Corp. at: |
|
|
|
0.49%, dated 11/8/13 due 3/31/14 (Collateralized by Equity Securities valued at $41,335,287) |
38,078 |
38,000 |
|
0.53%, dated 11/1/13 due 4/30/14 (Collateralized by Equity Securities valued at $89,211,808) |
82,217 |
82,000 |
|
0.59%, dated 12/9/13 due 4/8/14 (Collateralized by Corporate Obligations valued at $82,642,744, 0.75% - 7.5%, 1/15/15 - 3/15/31) |
76,149 |
76,000 |
|
0.6%, dated 10/17/13 due 2/14/14 (Collateralized by Corporate Obligations valued at $80,538,010, 2% - 6%, 8/15/16 - 12/15/37) |
74,148 |
74,000 |
|
0.62%, dated: |
|
|
|
10/8/13 due 3/31/14 (Collateralized by Corporate Obligations valued at $83,821,812, 0.75% - 1.75%, 1/15/15 - 4/15/15) |
77,278 |
77,000 |
|
12/18/13 due 5/16/14 (Collateralized by Corporate Obligations valued at $80,455,562, 3% - 6%, 10/15/14 - 12/31/39) |
74,190 |
74,000 |
|
J.P. Morgan Securities, Inc. at: |
|
|
|
0.15%, dated 12/31/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $60,771,608, 0.76% - 19.73%, 7/20/34 - 12/15/43) |
59,002 |
59,000 |
|
0.61%, dated: |
|
|
|
10/29/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $78,925,092, 0.35% - 1.43%, 11/20/35 - 8/25/47) |
73,260 |
73,000 |
|
11/13/13 due 3/13/14 (Collateralized by Mortgage Loan Obligations valued at $86,471,655, 0.32% - 5%, 3/25/35 - 2/20/47) |
80,163 |
80,000 |
|
Other Repurchase Agreement - continued |
|||
Maturity Amount (000s) |
Value (000s) |
||
Other Repurchase Agreement - continued |
|||
With: - continued |
|
|
|
J.P. Morgan Securities, Inc. at: - continued |
|
|
|
0.62%, dated: |
|
|
|
10/7/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $143,850,336, 0.28% - 2.71%, 3/19/34 - 5/25/47) |
$ 133,481 |
$ 133,000 |
|
11/13/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $81,067,181, 0.32% - 3.5%, 9/20/35 - 2/25/47) |
75,350 |
75,000 |
|
0.65%, dated 7/19/13 due 3/31/14 (Collateralized by Mortgage Loan Obligations valued at $211,229,099, 1.12% - 5.84%, 4/15/22 - 8/10/45) |
195,947 |
195,000 |
|
RBC Capital Markets Co. at: |
|
|
|
0.24%, dated 12/27/13 due 1/3/14 (Collateralized by U.S. Government Obligations valued at $29,792,559, 3% - 6.48%, 10/1/26 - 11/1/43) |
29,001 |
29,000 |
|
0.31%, dated 12/23/13 due 1/7/14 (Collateralized by U.S. Government Obligations valued at $51,504,435, 3% - 6.58%, 7/15/25 - 9/20/43) |
50,039 |
50,000 |
|
TOTAL OTHER REPURCHASE AGREEMENT (Cost $1,692,000) |
1,692,000 |
||
TOTAL INVESTMENT PORTFOLIO - 99.0% (Cost $38,616,664) |
|
||
NET OTHER ASSETS (LIABILITIES) - 1.0% |
392,242 |
||
NET ASSETS - 100% |
$ 39,008,906 |
Security Type Abbreviations |
||
TRAN |
- |
TAX AND REVENUE ANTICIPATION NOTE |
VRDN |
- |
VARIABLE RATE DEMAND NOTE (A debt instrument that is payable upon demand, either daily, weekly or monthly) |
Legend |
(a) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end. |
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $432,000,000 or 1.1% of net assets. |
(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. |
(d) Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals. |
# Additional information on each counterparty to the repurchase agreement is as follows: |
Repurchase Agreement / Counterparty |
Value
|
$6,579,848,000 due 1/02/14 at 0.02% |
|
BNP Paribas Securities Corp. |
$ 237,819 |
Bank of America NA |
1,426,914 |
Barclays Capital, Inc. |
713,458 |
Citibank NA |
872,004 |
Credit Agricole CIB New York Branch |
1,109,823 |
Credit Suisse Securities (USA) LLC |
47,564 |
Deutsche Bank Securities, Inc. |
126,837 |
HSBC Securities (USA), Inc. |
396,365 |
ING Financial Markets LLC |
348,802 |
J.P. Morgan Securities, Inc. |
109,773 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
108,002 |
Morgan Stanley & Co., Inc. |
373,865 |
RBC Capital Markets Corp. |
63,418 |
Societe Generale |
209,281 |
UBS Securities LLC |
47,564 |
Wells Fargo Securities LLC |
388,359 |
|
$ 6,579,848 |
$765,032,000 due 1/02/14 at 0.02% |
|
BNP Paribas Securities Corp. |
$ 563,634 |
Merrill Lynch, Pierce, Fenner & Smith, Inc. |
70,454 |
Wells Fargo Securities LLC |
130,944 |
|
$ 765,032 |
Other Information |
The date shown for securities represents the date when principal payments must be paid, taking into account any call options exercised by the issuer and any permissible maturity shortening features other than interest rate resets. |
All investments are categorized as Level 2 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, please refer to the Investment Valuation section at the end of this listing. |
Income Tax Information |
At December 31, 2013, the cost of investment securities for income tax purposes was $38,616,664,000. |
Investment Valuation |
Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). |
As permitted by compliance with certain conditions under Rule 2a-7 of the 1940 Act, securities are valued at amortized cost, which approximates fair value. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity. Securities held by a money market fund are generally high quality and liquid; however, they are reflected as Level 2 because the inputs used to determine fair value are not quoted prices in an active market. |
For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report. |
Quarterly Report
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general
information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent
prospectus and annual report.
|
Quarterly Report
Item 2. Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Colchester Street Trust's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.
Item 3. Exhibits
Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Colchester Street Trust
By: |
/s/Stephanie J. Dorsey |
|
Stephanie J. Dorsey |
|
President and Treasurer |
|
|
Date: |
February 28, 2014 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: |
/s/Stephanie J. Dorsey |
|
Stephanie J. Dorsey |
|
President and Treasurer |
|
|
Date: |
February 28, 2014 |
By: |
/s/Christine Reynolds |
|
Christine Reynolds |
|
Chief Financial Officer |
|
|
Date: |
February 28, 2014 |
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1 Month Lehman 6 Cap I Chart |
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