UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
N-MFP

MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS

OF MONEY MARKET FUNDS
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1. Identity Information

Report for
2012-10-31
CIK Number of Registrant
0001217286
EDGAR Series Identifier
S000002969
Total number of share classes in the series
14
Do you anticipate that this will be the fund's final filing on Form N-MFP?
   Yes X No
Is the fund liquidating?
   Yes X No
Is the fund merging with, or being acquired by, another fund?
   Yes X No
Successor fund CIK Successor fund Securities Act File Number Successor fund EDGAR Series Identifier
If this is not a final filing: has the fund acquired or merged with another fund since the last filing?
   Yes X No
Acquired or merged fund CIK Acquired or merged fund Securities Act File Number Acquired or merged fund EDGAR Series Identifier

Part I - Information about the Fund

A. Series-Level Information

Item 1. Securities Act File Number
333-103022
Item 2. Investment Adviser
Adviser SEC File Number
J.P. Morgan Investment Management Inc. 801-21011
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Sub Advisor SEC File Number
Item 4. Independent Public Accountant
Name City State
PricewaterhouseCoopers, LLP New York NY
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name
JPMorgan Funds Management, Inc.
Item 6. Transfer Agent
Name CIK Number SEC File Number
Boston Financial Data Services, Inc. 0000275143 084-00896
Item 7. Master-Feeder Funds. Is this a feeder fund?
   Yes X No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund?
   Yes X No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts?
   Yes X No
Item 10. Category. Indicate the category that most closely identifies the money market fund
Prime
Item 11. Dollar weighted average portfolio maturity
54 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments
72 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$106,736,640,421.83
Item 14. Total value of other assets, to the nearest cent
$67,829,644.54
Item 15. Total value of liabilities, to the nearest cent
$326,597,256.72
Item 16. Net assets of the series, to the nearest cent
$106,477,872,809.65
Item 17. 7-day gross yield
0.31%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2012-10-31

B. Class-Level Information.
For each Class of the Series, disclose the following:

Item 19. EDGAR Class Identifier
C000008131
Item 20. Minimum Initial Investment
$10,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$624,773,682.59
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$40,376,663.71
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$147,551,179.72
b. Gross redemptions for the month ended, to the nearest cent
$107,174,516.01
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008130
Item 20. Minimum Initial Investment
$10,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$22,572,861,414.04
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-1,179,344,878.56
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$12,145,745,025.50
b. Gross redemptions for the month ended, to the nearest cent
$13,325,089,904.06
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.10%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008135
Item 20. Minimum Initial Investment
$1,000.00
Item 21. Net assets of the Class, to the nearest cent
$2,486,921,276.16
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$42,198,964.38
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$9,891,728,029.56
b. Gross redemptions for the month ended, to the nearest cent
$9,849,529,065.18
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008137
Item 20. Minimum Initial Investment
$10,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$1,451,907,548.11
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$41,928,643.06
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$8,558,984,508.83
b. Gross redemptions for the month ended, to the nearest cent
$8,517,055,865.77
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008136
Item 20. Minimum Initial Investment
$1,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$2,675,864,094.10
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-147,607,539.39
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$6,142,718,951.53
b. Gross redemptions for the month ended, to the nearest cent
$6,290,326,490.92
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008138
Item 20. Minimum Initial Investment
$5,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$8,482,850,034.63
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$154,307,454.55
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$27,893,285,545.95
b. Gross redemptions for the month ended, to the nearest cent
$27,738,978,091.40
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.05%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008133
Item 20. Minimum Initial Investment
$1,000.00
Item 21. Net assets of the Class, to the nearest cent
$11,245,256.05
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$536,993.13
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$966,819.14
b. Gross redemptions for the month ended, to the nearest cent
$429,826.01
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008132
Item 20. Minimum Initial Investment
$1,000.00
Item 21. Net assets of the Class, to the nearest cent
$2,238,880.38
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$42,826.24
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$153,558.47
b. Gross redemptions for the month ended, to the nearest cent
$110,732.23
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0002
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0002
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000008134
Item 20. Minimum Initial Investment
$50,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$65,380,971,150.43
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$2,258,699,370.74
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$56,672,615,932.39
b. Gross redemptions for the month ended, to the nearest cent
$54,413,916,561.65
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.13%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000078415
Item 20. Minimum Initial Investment
$1,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$451,618,123.15
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-4,863,759.21
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$32,130,460.38
b. Gross redemptions for the month ended, to the nearest cent
$36,994,219.59
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000078414
Item 20. Minimum Initial Investment
$10,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$1,469,536,716.69
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-67,024,361.06
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$65,098,462.94
b. Gross redemptions for the month ended, to the nearest cent
$132,122,824.00
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0002
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0002
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000078595
Item 20. Minimum Initial Investment
$1,000.00
Item 21. Net assets of the Class, to the nearest cent
$859,409,795.97
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-191,494,896.66
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$98,386,232.94
b. Gross redemptions for the month ended, to the nearest cent
$289,881,129.60
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000088865
Item 20. Minimum Initial Investment
$1,000.00
Item 21. Net assets of the Class, to the nearest cent
$7,574,763.37
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$39,733.97
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$116,124.88
b. Gross redemptions for the month ended, to the nearest cent
$76,390.91
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier
C000115390
Item 20. Minimum Initial Investment
$50,000,000.00
Item 21. Net assets of the Class, to the nearest cent
$100,073.98
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$13.21
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$13.21
b. Gross redemptions for the month ended, to the nearest cent
$0.00
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.15%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31

Part II - Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following:

Item 26. Name of the Issuer
ABN-AMRO BANK N.V. (AMSTERDAM)
Item 27. The title of the issue (including coupon or yield)
ABN-AMRO BANK N.V. (AMSTERDAM) 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
33176BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000897878
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$527,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$527,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$527,011,594.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$527,011,594.00
Item 26. Name of the Issuer
ABN-AMRO BANK N.V. (AMSTERDAM)
Item 27. The title of the issue (including coupon or yield)
ABN-AMRO BANK N.V. (AMSTERDAM) 0.262
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
24818UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000897878
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$515,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$515,001,750.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$515,001,745.85
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$515,001,745.85
Item 26. Name of the Issuer
ALPINE SECURITIZATION
Item 27. The title of the issue (including coupon or yield)
ALPINE SECURITIZATION 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086LNB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CREDIT SUISSE AG
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$34,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,984,577.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$33,983,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$33,983,000.00
Item 26. Name of the Issuer
ALPINE SECURITIZATION
Item 27. The title of the issue (including coupon or yield)
ALPINE SECURITIZATION 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086LNA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CREDIT SUISSE AG
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,955,277.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,951,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,951,000.00
Item 26. Name of the Issuer
ALPINE SECURITIZATION
Item 27. The title of the issue (including coupon or yield)
ALPINE SECURITIZATION 0.160
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
02086LL12
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CREDIT SUISSE AG
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$130,799,000.00
Item 41. The total current amortized cost, to the nearest cent
$130,799,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$130,798,084.41
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$130,798,084.41
Item 26. Name of the Issuer
ANTALIS US FUNDING CORP
Item 27. The title of the issue (including coupon or yield)
ANTALIS US FUNDING CORP 0.350
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
03663TL55
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
SOCIETE GENERALE SA
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,998,055.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,998,000.00
Item 26. Name of the Issuer
ANTALIS US FUNDING CORP
Item 27. The title of the issue (including coupon or yield)
ANTALIS US FUNDING CORP 0.400
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
03663TL14
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
SOCIETE GENERALE SA
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,999,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,999,700.00
Item 26. Name of the Issuer
ANTALIS US FUNDING CORP
Item 27. The title of the issue (including coupon or yield)
ANTALIS US FUNDING CORP 0.350
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
03663TLK2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
SOCIETE GENERALE SA
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,410,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,401,178.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,402,942.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,402,942.60
Item 26. Name of the Issuer
ANZ NATIONAL (INTERNATIONAL) LTD
Item 27. The title of the issue (including coupon or yield)
ANZ NATIONAL (INTERNATIONAL) LTD 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
0018A2L79
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$222,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$221,991,120.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$221,995,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$221,995,560.00
Item 26. Name of the Issuer
ANZ NATIONAL (INTERNATIONAL) LTD
Item 27. The title of the issue (including coupon or yield)
ANZ NATIONAL (INTERNATIONAL) LTD 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
0018A2NU6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,946,222.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,949,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,949,000.00
Item 26. Name of the Issuer
ANZ NATIONAL (INTERNATIONAL) LTD
Item 27. The title of the issue (including coupon or yield)
ANZ NATIONAL (INTERNATIONAL) LTD 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
0018A2P42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,883,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,886,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,886,000.00
Item 26. Name of the Issuer
ATLANTIC ASSET SECURITIZATION LLC
Item 27. The title of the issue (including coupon or yield)
ATLANTIC ASSET SECURITIZATION LLC 0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04821TL11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$97,512,000.00
Item 41. The total current amortized cost, to the nearest cent
$97,512,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$97,511,317.42
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$97,511,317.42
Item 26. Name of the Issuer
ATLANTIS ONE FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
ATLANTIS ONE FUNDING CORPORATION 0.613
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TNB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity
b. The identity of the enhancement provider
RABOBANK NEDERLAND
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$95,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$94,885,709.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$94,960,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$94,960,100.00
Item 26. Name of the Issuer
ATLANTIS ONE FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
ATLANTIS ONE FUNDING CORPORATION 0.411
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TR38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity
b. The identity of the enhancement provider
RABOBANK NEDERLAND
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$282,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$281,508,615.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$281,636,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$281,636,220.00
Item 26. Name of the Issuer
ATLANTIS ONE FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
ATLANTIS ONE FUNDING CORPORATION 0.391
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TR95
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity
b. The identity of the enhancement provider
RABOBANK NEDERLAND
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$155,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$154,733,012.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$154,790,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$154,790,750.00
Item 26. Name of the Issuer
ATLANTIS ONE FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
ATLANTIS ONE FUNDING CORPORATION 0.411
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TR12
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity
b. The identity of the enhancement provider
RABOBANK NEDERLAND
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$61,780,000.00
Item 41. The total current amortized cost, to the nearest cent
$61,673,755.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$61,701,539.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$61,701,539.40
Item 26. Name of the Issuer
ATLANTIS ONE FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
ATLANTIS ONE FUNDING CORPORATION 0.613
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
04915TN40
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity
b. The identity of the enhancement provider
RABOBANK NEDERLAND
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$372,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$371,596,586.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$371,869,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$371,869,800.00
Item 26. Name of the Issuer
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
Item 27. The title of the issue (including coupon or yield)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05253AM72
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$244,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$243,939,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$243,973,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$243,973,160.00
Item 26. Name of the Issuer
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
Item 27. The title of the issue (including coupon or yield)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.374
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05252TAV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$546,250,000.00
Item 41. The total current amortized cost, to the nearest cent
$546,250,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$546,304,625.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$546,304,625.00
Item 26. Name of the Issuer
BANCO DEL ESTADO DE CHILE
Item 27. The title of the issue (including coupon or yield)
BANCO DEL ESTADO DE CHILE 0.38
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05962PRM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$249,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,239,872.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,239,872.00
Item 26. Name of the Issuer
BANK OF MONTREAL
Item 27. The title of the issue (including coupon or yield)
BANK OF MONTREAL 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366VV94
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$262,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$262,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$262,036,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$262,036,680.00
Item 26. Name of the Issuer
BANK OF MONTREAL
Item 27. The title of the issue (including coupon or yield)
BANK OF MONTREAL 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366V2Q8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$263,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$263,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$263,042,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$263,042,080.00
Item 26. Name of the Issuer
BANK OF MONTREAL-CHICAGO
Item 27. The title of the issue (including coupon or yield)
BANK OF MONTREAL-CHICAGO 0.18
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366XBF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$117,350,000.00
Item 41. The total current amortized cost, to the nearest cent
$117,350,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$117,348,826.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$117,348,826.50
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 0.301
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417ER70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$789,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$789,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$790,121,172.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$790,121,172.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 0.295
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417E5W9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$822,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$822,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$822,172,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$822,172,620.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 0.262
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417FEG1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$450,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$450,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$449,734,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$449,734,500.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 0.314
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417EL68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$520,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$520,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$519,625,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$519,625,600.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BNS01MF1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$550,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$550,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$550,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$550,000,000.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BNS01MG9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,600,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.50%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,600,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,600,000,000.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.52
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EN78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$142,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$142,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$142,092,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$142,092,300.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.41
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538E6X0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$106,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$106,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$106,043,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$106,043,460.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.53
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EP92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$395,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$395,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$395,284,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$395,284,400.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.48
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538E3B1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,070,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,070,000.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EY68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$136,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$136,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$136,099,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$136,099,280.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.41
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538E5Y9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$315,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$315,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$315,122,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$315,122,850.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.42
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538E5W3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$263,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$263,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$263,113,090.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$263,113,090.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.47
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538E3Z8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,028,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,028,500.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.51
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EUS4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$95,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$95,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$95,000,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$95,000,950.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.52
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538ER58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$210,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$210,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$210,144,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$210,144,900.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.53
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538EQ26
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$250,172,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$250,172,500.00
Item 26. Name of the Issuer
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.49
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538E3Q8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$344,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$344,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$344,213,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$344,213,280.00
Item 26. Name of the Issuer
BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.527
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
29025BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$239,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$238,669,484.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$238,826,247.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$238,826,247.00
Item 26. Name of the Issuer
BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.520
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
21040UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$299,589,436.05
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$299,784,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$299,784,000.00
Item 26. Name of the Issuer
BARCLAYS BANK PLC (COLLATERALIZED CP)
Item 27. The title of the issue (including coupon or yield)
BARCLAYS BANK PLC (COLLATERALIZED CP) 0.400
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741GLK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BARCLAYS BANK PLC
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$399,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$399,315,682.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$399,364,054.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$399,364,054.00
Item 26. Name of the Issuer
BARCLAYS BANK PLC (COLLATERALIZED CP)
Item 27. The title of the issue (including coupon or yield)
BARCLAYS BANK PLC (COLLATERALIZED CP) 0.380
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741GNC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BARCLAYS BANK PLC
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$104,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$104,755,751.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$104,779,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$104,779,040.00
Item 26. Name of the Issuer
BARCLAYS BANK PLC-GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield)
BARCLAYS BANK PLC-GRAND CAYMAN 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BGC03AZ9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 26. Name of the Issuer
BARCLAYS BANK PLC-NEW YORK
Item 27. The title of the issue (including coupon or yield)
BARCLAYS BANK PLC-NEW YORK 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741XEJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$433,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$433,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$433,739,033.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$433,739,033.00
Item 26. Name of the Issuer
BARCLAYS BANK PLC-NEW YORK
Item 27. The title of the issue (including coupon or yield)
BARCLAYS BANK PLC-NEW YORK 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06741XEU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$750,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.70%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$750,097,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$750,097,500.00
Item 26. Name of the Issuer
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BAR06AG7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABFC Asset Backed Funding Corporation
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,090,000.00
f. Value of collateral, to the nearest cent: $741,337.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACE Securities Corp Home Equity Loan Trust
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,900,000.00
f. Value of collateral, to the nearest cent: $946,123.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Advanta Business Card Master Trust
b. Maturity date: 2014-12-22
from:
to:
c. Coupon or yield: 0.469
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $612,000.00
f. Value of collateral, to the nearest cent: $26,105.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Aegis Asset Backed Securities Trust
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 1.231
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $876,829.00
f. Value of collateral, to the nearest cent: $498,196.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Aegis Asset Backed Securities Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 2.061
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,725,000.00
f. Value of collateral, to the nearest cent: $2,095.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN AIRLS PASS THRU TR
b. Maturity date: 2021-05-23
from:
to:
c. Coupon or yield: 6.977
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $417,876.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ameriquest Mortgage Securities Asset-Backed PTC
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $30,458.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Quest Trust
b. Maturity date: 2033-12-25
from:
to:
c. Coupon or yield: 3.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $798,144.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ameriquest Mortgage Securities Asset-Backed PTC
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.581
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,012,651.00
f. Value of collateral, to the nearest cent: $637,194.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Argent Mortgage Loan Trust
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 0.731
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $27,928,618.00
f. Value of collateral, to the nearest cent: $1,613,274.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Argent Mortgage Loan Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $53.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ASTORIA DEPOSITOR CORP
b. Maturity date: 2021-05-01
from:
to:
c. Coupon or yield: 7.902
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,564,000.00
f. Value of collateral, to the nearest cent: $678,334.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BNC Mortgage Loan Trust
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 0.271
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,020,000.00
f. Value of collateral, to the nearest cent: $239,561.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BALLANTYNE RE PLC
b. Maturity date: 2036-05-02
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $251,517.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BALLANTYNE RE PLC
b. Maturity date: 2036-05-02
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $119,090.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,347,000.00
f. Value of collateral, to the nearest cent: $64,900.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 2.011
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $428,000.00
f. Value of collateral, to the nearest cent: $283,179.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities I Trust
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 1.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,400,000.00
f. Value of collateral, to the nearest cent: $2,310,435.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $398.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.951
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $25,133.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 2.682
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $421,093.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bombardier Capital Mortgage Securitization Corp
b. Maturity date: 2015-12-15
from:
to:
c. Coupon or yield: 7.18
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $176,000.00
f. Value of collateral, to the nearest cent: $60,408.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Brunel Residential Mortgage Securitisation
b. Maturity date: 2039-01-13
from:
to:
c. Coupon or yield: 0.5403
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $19,591,008.00
f. Value of collateral, to the nearest cent: $10,357,518.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Buckingham CDO
b. Maturity date: 2051-09-05
from:
to:
c. Coupon or yield: 3.469
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $15,409.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: C-BASS Mortgage Loan Asset-Backed Certificates
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 5.392
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $160,000.00
f. Value of collateral, to the nearest cent: $51,230.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.451
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $360,000.00
f. Value of collateral, to the nearest cent: $56,931.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 5.714
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $317,344.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.601
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,713,448.00
f. Value of collateral, to the nearest cent: $601,900.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2029-05-15
from:
to:
c. Coupon or yield: 0.484
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $27,410,626.00
f. Value of collateral, to the nearest cent: $644,228.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2033-03-26
from:
to:
c. Coupon or yield: 2.686
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,090,000.00
f. Value of collateral, to the nearest cent: $75,635.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 1.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $146,860.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-02-15
from:
to:
c. Coupon or yield: 0.494
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $27,911,400.00
f. Value of collateral, to the nearest cent: $1,183,000.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-07-25
from:
to:
c. Coupon or yield: 1.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $51,503.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2030-02-15
from:
to:
c. Coupon or yield: 0.454
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $17,558,063.00
f. Value of collateral, to the nearest cent: $1,029,805.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.681
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,500,000.00
f. Value of collateral, to the nearest cent: $617,146.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-05-15
from:
to:
c. Coupon or yield: 0.384
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $58,000.00
f. Value of collateral, to the nearest cent: $7,014.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,470,568.00
f. Value of collateral, to the nearest cent: $42,887.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWABS ASSET BACKED CTFS TR
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $317,767.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.888
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $10,482.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,585,000.00
f. Value of collateral, to the nearest cent: $364,605.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Carrington Home Equity Loan Trust
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $242,002.00
f. Value of collateral, to the nearest cent: $121,876.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Carrington Home Equity Loan Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.271
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,765,000.00
f. Value of collateral, to the nearest cent: $963,709.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CBA Commercial Assets
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $917,400.00
f. Value of collateral, to the nearest cent: $60,014.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citius Funding
b. Maturity date: 2046-05-05
from:
to:
c. Coupon or yield: 3.119
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $11,451.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.351
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,001,705.00
f. Value of collateral, to the nearest cent: $657,224.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,345,000.00
f. Value of collateral, to the nearest cent: $5,604.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 0.611
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,376,693.00
f. Value of collateral, to the nearest cent: $5,148,478.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONTINENTAL AIRLS INC
b. Maturity date: 2020-07-02
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,050,000.00
f. Value of collateral, to the nearest cent: $547,567.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Alternative Loan Trust
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,258,000.00
f. Value of collateral, to the nearest cent: $217,154.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2045-04-25
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,520,974.00
f. Value of collateral, to the nearest cent: $70,559.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,151,218.00
f. Value of collateral, to the nearest cent: $94,850.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Duke Funding HG
b. Maturity date: 2050-07-03
from:
to:
c. Coupon or yield: 3.355
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $7,898.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fieldstone Mortgage Investment Corp
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,650,000.00
f. Value of collateral, to the nearest cent: $600.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 1.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $777,126.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fremont Home Loan Owner Trust
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.701
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,726,795.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA Home Equity Trust
b. Maturity date: 2036-12-26
from:
to:
c. Coupon or yield: 0.301
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,443,000.00
f. Value of collateral, to the nearest cent: $95,675.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 6.128
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,975,000.00
f. Value of collateral, to the nearest cent: $448,829.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA Home Equity Trust
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 5.734
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,629,222.00
f. Value of collateral, to the nearest cent: $3,982,042.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Trust
b. Maturity date: 2030-11-25
from:
to:
c. Coupon or yield: 0.611
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,107,000.00
f. Value of collateral, to the nearest cent: $879,479.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,815,695.00
f. Value of collateral, to the nearest cent: $860,500.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.471
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $235.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,141,834.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 6.085
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,500,000.00
f. Value of collateral, to the nearest cent: $353,244.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,420,000.00
f. Value of collateral, to the nearest cent: $178,731.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Gemstone
b. Maturity date: 2034-12-15
from:
to:
c. Coupon or yield: 0.709
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $90,823.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Green Tree Financial Corporation (Manufactured Housing)
b. Maturity date: 2031-02-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $150,881.00
f. Value of collateral, to the nearest cent: $146,834.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GreenPoint Credit Manufactured Housing Contract Trust
b. Maturity date: 2032-02-09
from:
to:
c. Coupon or yield: 0.731
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $825,000.00
f. Value of collateral, to the nearest cent: $661,221.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GreenPoint Credit Manufactured Housing Contract Trust
b. Maturity date: 2032-03-13
from:
to:
c. Coupon or yield: 0.731
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $225,000.00
f. Value of collateral, to the nearest cent: $188,173.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GreenPoint Home Equity Loan Trust
b. Maturity date: 2029-07-25
from:
to:
c. Coupon or yield: 0.671
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $40,000,000.00
f. Value of collateral, to the nearest cent: $581,131.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Household Finance Corporation Home Equity Loan Trust
b. Maturity date: 2036-03-20
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $79,515.00
f. Value of collateral, to the nearest cent: $61,996.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HarborView Mortgage Loan Trust
b. Maturity date: 2045-10-20
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,795,000.00
f. Value of collateral, to the nearest cent: $2,225,592.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Home Equity Asset Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 1.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $850,000.00
f. Value of collateral, to the nearest cent: $81.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac Home Equity Loan Asset Backed Trust
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.441
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $43,300,000.00
f. Value of collateral, to the nearest cent: $63,474.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Home Equity Mortgage Loan Asset-Backed Trust
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.421
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,269,771.00
f. Value of collateral, to the nearest cent: $223,705.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HSI Asset Securitization Corporation Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.451
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $417,636.00
f. Value of collateral, to the nearest cent: $148,852.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HSI Asset Securitization Corporation Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.431
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $499,000.00
f. Value of collateral, to the nearest cent: $159,818.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,672,426.00
f. Value of collateral, to the nearest cent: $1,521,056.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Irwin Home Equity Corporation Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 5.77
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $441,942.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.791
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $341,938.00
f. Value of collateral, to the nearest cent: $161.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Alternative Loan Trust
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 3.058
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,977,629.00
f. Value of collateral, to the nearest cent: $551,383.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 5.777
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,305,000.00
f. Value of collateral, to the nearest cent: $1,115,885.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 6.08
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,389,000.00
f. Value of collateral, to the nearest cent: $1,189,356.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.327
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,400,000.00
f. Value of collateral, to the nearest cent: $1,070,939.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.581
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $99,423.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.641
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,109,000.00
f. Value of collateral, to the nearest cent: $68,712.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.531
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,865,000.00
f. Value of collateral, to the nearest cent: $155,322.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 6.423
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,622,252.00
f. Value of collateral, to the nearest cent: $2,283,451.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Long Beach Mortgage Loan Trust
b. Maturity date: 2033-08-25
from:
to:
c. Coupon or yield: 2.836
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,837,140.00
f. Value of collateral, to the nearest cent: $617,498.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Asset Backed Securities Trust
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.671
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,079,297.00
f. Value of collateral, to the nearest cent: $604,588.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Asset Backed Securities Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,542,049.00
f. Value of collateral, to the nearest cent: $711,395.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Second Lien Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 1.051
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,800,000.00
f. Value of collateral, to the nearest cent: $716,222.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Meritage Asset Holdings Corp, CI-1 NIM Notes
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $25,230,000.00
f. Value of collateral, to the nearest cent: $1,025.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors NIM Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,385,000.00
f. Value of collateral, to the nearest cent: $134.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors NIM Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,175,000.00
f. Value of collateral, to the nearest cent: $18,628.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors Trust
b. Maturity date: 2047-01-25
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,540,000.00
f. Value of collateral, to the nearest cent: $336,418.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Mid-State Capital Trust
b. Maturity date: 2045-12-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $1,045,878.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 1.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $389.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Mortgage Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.377
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,788,000.00
f. Value of collateral, to the nearest cent: $953,363.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.321
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $67,730,000.00
f. Value of collateral, to the nearest cent: $1,131,753.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.351
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,428,834.00
f. Value of collateral, to the nearest cent: $1,142,233.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Mortgage Equity Conversion Asset Trust
b. Maturity date: 2042-01-25
from:
to:
c. Coupon or yield: 0.66
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $169,413.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2031-09-25
from:
to:
c. Coupon or yield: 0.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,211,000.00
f. Value of collateral, to the nearest cent: $349.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2035-03-26
from:
to:
c. Coupon or yield: 0.591
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,554,286.00
f. Value of collateral, to the nearest cent: $81,798.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2033-09-25
from:
to:
c. Coupon or yield: 0.581
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,019,048.00
f. Value of collateral, to the nearest cent: $91,052.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2038-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,400,000.00
f. Value of collateral, to the nearest cent: $865,490.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: New Century Mortgage Corp Home Equity Loan Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 1.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,500,000.00
f. Value of collateral, to the nearest cent: $263,564.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: New Century Mortgage Corp Home Equity Loan Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 1.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $10,557.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWCASTLE INVT TR 2011-MH1
b. Maturity date: 2033-12-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,085,625.00
f. Value of collateral, to the nearest cent: $5,624,837.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Home Equity Loan Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.631
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,500,000.00
f. Value of collateral, to the nearest cent: $49,201.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Asset Acceptance Corp Alternative Loan Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,200,000.00
f. Value of collateral, to the nearest cent: $91,397.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Asset Acceptance Corp Alternative Loan Trust
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $13,100,000.00
f. Value of collateral, to the nearest cent: $913,794.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Home Equity Loan Trust
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.291
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $404,000.00
f. Value of collateral, to the nearest cent: $44,661.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NovaStar Mortgage Funding Trust
b. Maturity date: 2033-05-25
from:
to:
c. Coupon or yield: 0.991
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $419.00
f. Value of collateral, to the nearest cent: $13.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NovaStar Mortgage Funding Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 2.986
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $1,154,452.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ownit Mortgage Loan Trust
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,017,180.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Paragon Mortgages
b. Maturity date: 2041-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,786,166.00
f. Value of collateral, to the nearest cent: $3,226,350.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,037,108.00
f. Value of collateral, to the nearest cent: $258,969.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Popular ABS Mortgage Pass-Through Trust
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 1.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $195,112.00
f. Value of collateral, to the nearest cent: $35,715.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Popular ABS Mortgage Pass-Through Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.471
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $676,454.00
f. Value of collateral, to the nearest cent: $381,866.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,700,000.00
f. Value of collateral, to the nearest cent: $21,370.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,345,574.00
f. Value of collateral, to the nearest cent: $896,092.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,000,000.00
f. Value of collateral, to the nearest cent: $78,616.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.581
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,892,999.00
f. Value of collateral, to the nearest cent: $1,221,780.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,450,000.00
f. Value of collateral, to the nearest cent: $986,613.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RELIANT ENERGY MID-ATLANTIC PWR HLDGS LLC
b. Maturity date: 2017-07-02
from:
to:
c. Coupon or yield: 9.237
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $4,388.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Home Equity Loan Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 5.66
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,500,000.00
f. Value of collateral, to the nearest cent: $630,162.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSII
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 5.31
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,310,000.00
f. Value of collateral, to the nearest cent: $1,114,520.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2032-03-25
from:
to:
c. Coupon or yield: 7.487
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $770,051.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,648,587.00
f. Value of collateral, to the nearest cent: $544,094.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SB Finance NIM Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $41,872,000.00
f. Value of collateral, to the nearest cent: $624,118.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SLM Private Credit Student Loan Trust
b. Maturity date: 2033-03-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,549,260.00
f. Value of collateral, to the nearest cent: $7,256,730.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SLM Student Loan Trust
b. Maturity date: 2042-01-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $161,443.00
f. Value of collateral, to the nearest cent: $129,053.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO I Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.771
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,410,000.00
f. Value of collateral, to the nearest cent: $87,311.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO I Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.571
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,800,000.00
f. Value of collateral, to the nearest cent: $1,067,238.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Saxon Asset Securities Trust
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 1.261
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,261,989.00
f. Value of collateral, to the nearest cent: $229,783.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: C-BASS Mortgage Loan Asset-Backed Certificates
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 5.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $45,906.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Securitized Asset Backed Receivables Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.301
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,396,000.00
f. Value of collateral, to the nearest cent: $550,595.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Securitized Asset Backed Receivables Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $180,436.00
f. Value of collateral, to the nearest cent: $83,066.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Sharps SP I LLC Net Interest Margin Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $194,527.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Soundview Home Loan Trust
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 1.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,250,000.00
f. Value of collateral, to the nearest cent: $31,392.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Soundview Home Loan Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $11,000,000.00
f. Value of collateral, to the nearest cent: $278,411.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Specialty Underwriting and Residential Finance Trust (SURF)
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,970,194.00
f. Value of collateral, to the nearest cent: $764,974.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Adjustable Rate Mortgage Loan Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,124,000.00
f. Value of collateral, to the nearest cent: $2,294,633.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Investment Loan Trust
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.831
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,234,000.00
f. Value of collateral, to the nearest cent: $941,193.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Investment Loan Trust
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.431
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,678,513.00
f. Value of collateral, to the nearest cent: $315,406.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURED ASSET RECEIVABLES
b. Maturity date: 2015-01-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $139,006.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Mortgage Loan Trust
b. Maturity date: 2031-05-25
from:
to:
c. Coupon or yield: 8.203
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,220,000.00
f. Value of collateral, to the nearest cent: $685,039.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Mortgage Loan Trust
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.341
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,302,000.00
f. Value of collateral, to the nearest cent: $279,942.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2045-04-25
from:
to:
c. Coupon or yield: 0.441
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $17,788,156.00
f. Value of collateral, to the nearest cent: $2,457,491.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2047-07-25
from:
to:
c. Coupon or yield: 0.963
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $492,626.00
f. Value of collateral, to the nearest cent: $259,272.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-03
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO)
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,000,000.00
Item 26. Name of the Issuer
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BAR06AH5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Adjustable Rate Mortgage Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 1.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,135,000.00
f. Value of collateral, to the nearest cent: $6,299,416.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Adjustable Rate Mortgage Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,182,000.00
f. Value of collateral, to the nearest cent: $2,006,997.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 4.537
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $74,379,000.00
f. Value of collateral, to the nearest cent: $3,317,357.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2047-01-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,700,658.00
f. Value of collateral, to the nearest cent: $6,085,755.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2047-04-25
from:
to:
c. Coupon or yield: 2.533
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $100,000,000.00
f. Value of collateral, to the nearest cent: $3,932,912.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 5.169
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,700,000.00
f. Value of collateral, to the nearest cent: $3,970,890.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: American Home Mortgage Assets Trust
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.376
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $81,250,000.00
f. Value of collateral, to the nearest cent: $6,242,268.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ameriquest Mortgage Securities Asset-Backed PTC
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 2.061
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,750,000.00
f. Value of collateral, to the nearest cent: $85,036.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ameriquest Mortgage Securities Asset-Backed PTC
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 1.911
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,450,000.00
f. Value of collateral, to the nearest cent: $60,686.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Asset Backed Securities Corporation Home Equity Loan Trust
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 5.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $177,792.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Asset Securitization Corp
b. Maturity date: 2043-02-14
from:
to:
c. Coupon or yield: 1.356
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $373,685,636.00
f. Value of collateral, to the nearest cent: $427,354.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2035-04-20
from:
to:
c. Coupon or yield: 3.109
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,130,000.00
f. Value of collateral, to the nearest cent: $4,003,503.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2047-09-10
from:
to:
c. Coupon or yield: 5.364
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,048,500.00
f. Value of collateral, to the nearest cent: $3,293,653.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 3.133
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $29,255,000.00
f. Value of collateral, to the nearest cent: $2,379,544.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 5.517
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,990,000.00
f. Value of collateral, to the nearest cent: $2,937,744.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2015-02-10
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $2,727,915.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2047-05-25
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $20,852,000.00
f. Value of collateral, to the nearest cent: $8,441,814.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 6.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,036,000.00
f. Value of collateral, to the nearest cent: $5,679,055.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $2,487,307.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.601
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,620,000.00
f. Value of collateral, to the nearest cent: $3,898,751.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $107,660,768.00
f. Value of collateral, to the nearest cent: $4,051,219.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Commercial Mortgage Securities
b. Maturity date: 2033-11-15
from:
to:
c. Coupon or yield: 1.643
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $327,225,000.00
f. Value of collateral, to the nearest cent: $236,131.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ALT-A Trust
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 2.899
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $333,503.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ALT-A Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 2.915
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,000,000.00
f. Value of collateral, to the nearest cent: $5,282,934.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ALT-A Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 5.446
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,148,000.00
f. Value of collateral, to the nearest cent: $3,776,904.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ALT-A Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 2.874
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,500,000.00
f. Value of collateral, to the nearest cent: $2,342,978.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ALT-A Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $30,000,000.00
f. Value of collateral, to the nearest cent: $4,226,373.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ALT-A Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 2.849
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,100,000.00
f. Value of collateral, to the nearest cent: $1,373,796.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ARM Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 2.974
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $35,400,000.00
f. Value of collateral, to the nearest cent: $6,850,352.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,006,217.00
f. Value of collateral, to the nearest cent: $1,538,391.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CDC Mortgage Capital Trust
b. Maturity date: 2033-01-25
from:
to:
c. Coupon or yield: 1.261
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,000,000.00
f. Value of collateral, to the nearest cent: $3,939,165.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC ASSET-BACKED TR 2007-NC1
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $1,436.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 5.689
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,871,259.00
f. Value of collateral, to the nearest cent: $2,334,991.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2030-04-15
from:
to:
c. Coupon or yield: 0.434
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $140,817,939.00
f. Value of collateral, to the nearest cent: $4,122,438.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.113
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,100,000.00
f. Value of collateral, to the nearest cent: $6,531,729.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.871
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,628,632.00
f. Value of collateral, to the nearest cent: $4,305,267.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.791
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,312,500.00
f. Value of collateral, to the nearest cent: $806,432.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.541
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $18,440,000.00
f. Value of collateral, to the nearest cent: $3,125,743.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 4.947
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,293,232.00
f. Value of collateral, to the nearest cent: $4,242,744.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,775,000.00
f. Value of collateral, to the nearest cent: $2,143,924.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 1.553
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $21,360,000.00
f. Value of collateral, to the nearest cent: $3,518,417.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2033-11-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $22,777,428.00
f. Value of collateral, to the nearest cent: $15,334,048.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-11-20
from:
to:
c. Coupon or yield: 0.531
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,904,486.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-11-20
from:
to:
c. Coupon or yield: 0.591
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $30,000,000.00
f. Value of collateral, to the nearest cent: $1,837,251.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,144,000.00
f. Value of collateral, to the nearest cent: $3,729,774.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2046-07-25
from:
to:
c. Coupon or yield: 0.421
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,796,000.00
f. Value of collateral, to the nearest cent: $4,492,236.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,300,000.00
f. Value of collateral, to the nearest cent: $2,177,372.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.431
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,000,000.00
f. Value of collateral, to the nearest cent: $3,700,172.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2046-12-20
from:
to:
c. Coupon or yield: 0.406
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,841,000.00
f. Value of collateral, to the nearest cent: $3,842,877.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,831,000.00
f. Value of collateral, to the nearest cent: $5,046,829.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2034-07-20
from:
to:
c. Coupon or yield: 2.942
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $31,000,000.00
f. Value of collateral, to the nearest cent: $1,222,790.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 1.011
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $43,865,000.00
f. Value of collateral, to the nearest cent: $2,556,510.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.601
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $27,614,330.00
f. Value of collateral, to the nearest cent: $2,360,885.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 3.369
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $18,178,000.00
f. Value of collateral, to the nearest cent: $2,393,453.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $42,455,000.00
f. Value of collateral, to the nearest cent: $6,106,370.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $32,570,000.00
f. Value of collateral, to the nearest cent: $2,863,132.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2030-06-25
from:
to:
c. Coupon or yield: 0.341
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,216,766.00
f. Value of collateral, to the nearest cent: $2,378,974.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CBA Commercial Assets
b. Maturity date: 2039-01-25
from:
to:
c. Coupon or yield: 5.54
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $23,300,000.00
f. Value of collateral, to the nearest cent: $7,497,083.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Chase Funding Loan Acquisition Trust
b. Maturity date: 2033-07-25
from:
to:
c. Coupon or yield: 0.961
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $12,693,438.00
f. Value of collateral, to the nearest cent: $3,938,757.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CC Funding Corp
b. Maturity date: 2048-02-25
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,305,073.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,672,524.00
f. Value of collateral, to the nearest cent: $5,667,672.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 2.57
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,671,000.00
f. Value of collateral, to the nearest cent: $5,026,149.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citicorp Mortgage Securities
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $59,300,000.00
f. Value of collateral, to the nearest cent: $5,641,923.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 2.527
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $376.00
f. Value of collateral, to the nearest cent: $72.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.297
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,707,758.00
f. Value of collateral, to the nearest cent: $3,947,842.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COBALT CMBS Commercial Mortgage Trust
b. Maturity date: 2048-08-17
from:
to:
c. Coupon or yield: 5.289
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,782,204.00
f. Value of collateral, to the nearest cent: $4,350,442.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COBALT CMBS Commercial Mortgage Trust
b. Maturity date: 2047-04-15
from:
to:
c. Coupon or yield: 5.568
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,322,327.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 0.908
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $7,423,203.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Commercial Mortgage Asset Trust
b. Maturity date: 2020-06-17
from:
to:
c. Coupon or yield: 0.682
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $83,180,294.00
f. Value of collateral, to the nearest cent: $207,044.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2020-08-25
from:
to:
c. Coupon or yield: 5.082
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $0.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2020-07-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $588.00
f. Value of collateral, to the nearest cent: $143.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2020-11-25
from:
to:
c. Coupon or yield: 5.164
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.401
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,103,000.00
f. Value of collateral, to the nearest cent: $4,423,236.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,978,000.00
f. Value of collateral, to the nearest cent: $2,613,652.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,799,437.00
f. Value of collateral, to the nearest cent: $11,691,519.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $17,312,000.00
f. Value of collateral, to the nearest cent: $6,687,811.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 0.371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,903,000.00
f. Value of collateral, to the nearest cent: $4,531,949.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-A Securities Alternative Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.611
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $32,017,897.00
f. Value of collateral, to the nearest cent: $4,591,200.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FBR Securitization Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.671
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,154,477.00
f. Value of collateral, to the nearest cent: $4,693,687.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2026-09-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $32,000,000.00
f. Value of collateral, to the nearest cent: $1,637,328.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2033-07-25
from:
to:
c. Coupon or yield: 2.686
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,360,000.00
f. Value of collateral, to the nearest cent: $57,517.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.571
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $23,575,775.00
f. Value of collateral, to the nearest cent: $18,106,622.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.321
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $24,535.00
f. Value of collateral, to the nearest cent: $11,452.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Horizon Alternative Mortgage Securities Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 2.623
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $26,250,000.00
f. Value of collateral, to the nearest cent: $2,656,607.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2038-04-10
from:
to:
c. Coupon or yield: 5.823
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $4,554,115.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAA Home Equity Trust
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 6.241
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,992,500.00
f. Value of collateral, to the nearest cent: $4,693,599.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,580,000.00
f. Value of collateral, to the nearest cent: $3,421,191.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 3.016
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $16,975,000.00
f. Value of collateral, to the nearest cent: $2,154,138.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 2.814
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $44,240,000.00
f. Value of collateral, to the nearest cent: $2,699,528.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.911
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,050,000.00
f. Value of collateral, to the nearest cent: $103,664.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 2.611
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,266,600.00
f. Value of collateral, to the nearest cent: $4,768.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,340,000.00
f. Value of collateral, to the nearest cent: $1,369,226.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Green Tree Financial Corporation (Manufactured Housing)
b. Maturity date: 2029-05-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,754,000.00
f. Value of collateral, to the nearest cent: $4,365,186.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GreenPoint Credit Manufactured Housing Contract Trust
b. Maturity date: 2031-06-20
from:
to:
c. Coupon or yield: 8.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $30,000,000.00
f. Value of collateral, to the nearest cent: $6,124,701.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GreenPoint Mortgage-Backed Pass-Through Certificates
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.581
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $73,807,500.00
f. Value of collateral, to the nearest cent: $4,232,205.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GreenPoint Mortgage-Backed Pass-Through Certificates
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.467
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,905,949.00
f. Value of collateral, to the nearest cent: $1,667,131.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAC Secured Assets Corp
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $32,378,000.00
f. Value of collateral, to the nearest cent: $2,699,188.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.331
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $92,769,952.00
f. Value of collateral, to the nearest cent: $19,539,127.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac Home Equity Loan Asset Backed Trust
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.351
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $88,396,795.00
f. Value of collateral, to the nearest cent: $15,736,005.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.031
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $51,400,000.00
f. Value of collateral, to the nearest cent: $2,564,119.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2034-09-25
from:
to:
c. Coupon or yield: 1.091
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $76,771,000.00
f. Value of collateral, to the nearest cent: $3,002,508.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $58,278,217.00
f. Value of collateral, to the nearest cent: $15,627,259.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,400,000.00
f. Value of collateral, to the nearest cent: $2,107,225.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $5,205,855.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDA Mortgage Loan Trust
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 3.162
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,920,000.00
f. Value of collateral, to the nearest cent: $3,726,468.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 2.984
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,046,534.00
f. Value of collateral, to the nearest cent: $5,587,831.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2044-12-12
from:
to:
c. Coupon or yield: 5.685
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,500,000.00
f. Value of collateral, to the nearest cent: $4,405,159.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Alternative Loan Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 5.86
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,500,000.00
f. Value of collateral, to the nearest cent: $2,130,886.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2049-01-15
from:
to:
c. Coupon or yield: 5.395
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,450,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2049-02-12
from:
to:
c. Coupon or yield: 5.917
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $22,048,592.00
f. Value of collateral, to the nearest cent: $23,239,127.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-02-17
from:
to:
c. Coupon or yield: 5.455
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,236,125.00
f. Value of collateral, to the nearest cent: $9,170,747.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 5.562
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,686,939.00
f. Value of collateral, to the nearest cent: $3,085,721.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2041-04-17
from:
to:
c. Coupon or yield: 6.325
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,500,000.00
f. Value of collateral, to the nearest cent: $6,909,892.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman Brothers Small Balance Commercial Mortgage PTC
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,136,000.00
f. Value of collateral, to the nearest cent: $2,518,043.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman Brothers Small Balance Commercial Mortgage PTC
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,020,000.00
f. Value of collateral, to the nearest cent: $3,605,280.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman XS Trust
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 5.89
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,420,000.00
f. Value of collateral, to the nearest cent: $2,532,236.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman XS Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,125,542.00
f. Value of collateral, to the nearest cent: $7,697,490.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman XS Trust
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,754,000.00
f. Value of collateral, to the nearest cent: $1,914,879.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Long Beach Mortgage Loan Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.681
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $28,918,673.00
f. Value of collateral, to the nearest cent: $3,655,667.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Luminent Mortgage Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,627,396.00
f. Value of collateral, to the nearest cent: $2,441,203.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC Commercial Mortgage Trust
b. Maturity date: 2048-08-12
from:
to:
c. Coupon or yield: 0.702
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $217,565,000.00
f. Value of collateral, to the nearest cent: $3,795,713.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC Commercial Mortgage Trust
b. Maturity date: 2017-06-12
from:
to:
c. Coupon or yield: 0.489
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $34,000,000.00
f. Value of collateral, to the nearest cent: $12,909,352.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Alternative Loan Trust
b. Maturity date: 2034-07-25
from:
to:
c. Coupon or yield: 5.765
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,400,300.00
f. Value of collateral, to the nearest cent: $15.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merit Securities Corporation
b. Maturity date: 2033-12-28
from:
to:
c. Coupon or yield: 8.63
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,760,000.00
f. Value of collateral, to the nearest cent: $4,065,093.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC Commercial Mortgage Trust
b. Maturity date: 2046-06-12
from:
to:
c. Coupon or yield: 6.098
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,750,000.00
f. Value of collateral, to the nearest cent: $9,239,133.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 2.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,850,000.00
f. Value of collateral, to the nearest cent: $140,827.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,259,000.00
f. Value of collateral, to the nearest cent: $3,988,951.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2041-11-12
from:
to:
c. Coupon or yield: 5.389
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $21,220,000.00
f. Value of collateral, to the nearest cent: $18,799,031.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2043-12-15
from:
to:
c. Coupon or yield: 5.399
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,692,052.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2049-04-12
from:
to:
c. Coupon or yield: 5.758
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,815,354.00
f. Value of collateral, to the nearest cent: $9,066,221.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Mortgage Loan Trust
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 2.832
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,252,000.00
f. Value of collateral, to the nearest cent: $3,193,167.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: New York Mortgage Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 2.98
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,900,000.00
f. Value of collateral, to the nearest cent: $4,257,606.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Newcastle Mortgage Securities Trust
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $6,478,170.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Asset Acceptance Corp Alternative Loan Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $23,138,476.00
f. Value of collateral, to the nearest cent: $6,152,162.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NovaStar Mortgage Funding Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 1.936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $4,471,703.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Opteum Asset-Backed Pass-Through Certificates
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $29,250,000.00
f. Value of collateral, to the nearest cent: $7,146,110.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Option One Mortgage Loan
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,400,000.00
f. Value of collateral, to the nearest cent: $18,324.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 2.261
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,900,000.00
f. Value of collateral, to the nearest cent: $251,474.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 1.936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,250,000.00
f. Value of collateral, to the nearest cent: $822,309.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 2.986
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,400,000.00
f. Value of collateral, to the nearest cent: $9,055.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 2.011
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,450,000.00
f. Value of collateral, to the nearest cent: $76,972.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.961
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,200,000.00
f. Value of collateral, to the nearest cent: $70,585.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,800,000.00
f. Value of collateral, to the nearest cent: $95,816.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Popular ABS Mortgage Pass-Through Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.671
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $5,576,857.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2047-05-25
from:
to:
c. Coupon or yield: 0.407
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,098,000.00
f. Value of collateral, to the nearest cent: $5,609,784.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.551
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $12,000,000.00
f. Value of collateral, to the nearest cent: $5,374,617.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP Resecuritization Trust
b. Maturity date: 2035-10-26
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,621,888.00
f. Value of collateral, to the nearest cent: $3,502,633.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSI
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 3.132
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $21,854,000.00
f. Value of collateral, to the nearest cent: $3,631,300.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 0.417
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $45,519,041.00
f. Value of collateral, to the nearest cent: $18,115,270.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $2,533,069.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Renaissance Home Equity Loan Trust
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 5.512
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,967,112.00
f. Value of collateral, to the nearest cent: $4,727,068.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Renaissance Home Equity Loan Trust
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 5.893
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $22,808,476.00
f. Value of collateral, to the nearest cent: $3,966,307.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Renaissance Home Equity Loan Trust
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 7.238
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,682,000.00
f. Value of collateral, to the nearest cent: $3,727,229.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2032-06-25
from:
to:
c. Coupon or yield: 6.084
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $28,331,704.00
f. Value of collateral, to the nearest cent: $5,395,800.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSI
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 3.066
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $21,410,000.00
f. Value of collateral, to the nearest cent: $4,231,648.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSI
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 2.958
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $2,723,839.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Securitized Asset Backed Receivables Trust
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,078,579.00
f. Value of collateral, to the nearest cent: $500,707.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Specialty Underwriting and Residential Finance Trust (SURF)
b. Maturity date: 2038-01-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $4,302,274.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Adjustable Rate Mortgage Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $56,178,705.00
f. Value of collateral, to the nearest cent: $5,191,678.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Adjustable Rate Mortgage Loan Trust
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 0.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,229,736.00
f. Value of collateral, to the nearest cent: $2,968,249.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman XS Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.571
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $43,776,000.00
f. Value of collateral, to the nearest cent: $5,165,367.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Mortgage Loan Trust
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.521
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,401,236.00
f. Value of collateral, to the nearest cent: $12,522,202.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Mortgage Investments
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.421
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,810,000.00
f. Value of collateral, to the nearest cent: $3,037,157.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Thornburg Mortgage Securities Trust
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 5.373
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $40,235,000.00
f. Value of collateral, to the nearest cent: $5,776,650.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 2.48
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,999,000.00
f. Value of collateral, to the nearest cent: $1,989,080.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 2.311
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,949,000.00
f. Value of collateral, to the nearest cent: $2,198,342.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 2.656
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $275,000.00
f. Value of collateral, to the nearest cent: $106,102.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2044-05-15
from:
to:
c. Coupon or yield: 5.62
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,958,100.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 4.819
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,811,000.00
f. Value of collateral, to the nearest cent: $2,534,096.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 4.688
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,241,000.00
f. Value of collateral, to the nearest cent: $2,454,385.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2047-05-25
from:
to:
c. Coupon or yield: 0.923
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,494,000.00
f. Value of collateral, to the nearest cent: $5,191,803.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 2.588
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $18,021,838.00
f. Value of collateral, to the nearest cent: $5,020,044.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2042-08-25
from:
to:
c. Coupon or yield: 2.247
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $156,800,000.00
f. Value of collateral, to the nearest cent: $2,475,434.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual Mortgage Pass-Through Certificates, WMALT
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 1.123
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $23,040,000.00
f. Value of collateral, to the nearest cent: $5,911,972.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual Mortgage Pass-Through Certificates, WMALT
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.451
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $23,396,618.00
f. Value of collateral, to the nearest cent: $5,644,183.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 4.724
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $160,000,000.00
f. Value of collateral, to the nearest cent: $3,478,741.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $31,790,438.00
f. Value of collateral, to the nearest cent: $2,408,745.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 5.079
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $660,000.00
f. Value of collateral, to the nearest cent: $482,436.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 5.379
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $270,518,000.00
f. Value of collateral, to the nearest cent: $4,296,218.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WELLS FARGO COML MTG TR 2012-LC5
b. Maturity date: 2045-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,191,882.00
f. Value of collateral, to the nearest cent: $1,821,232.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-03
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO)
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$715,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$715,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$715,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$715,000,000.00
Item 26. Name of the Issuer
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BAR06AI3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN AIRLS PASS THRU TR
b. Maturity date: 2019-05-23
from:
to:
c. Coupon or yield: 7.377
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $13,549,692.00
f. Value of collateral, to the nearest cent: $2,486,138.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN AIRLS PASS THRU TR
b. Maturity date: 2016-05-23
from:
to:
c. Coupon or yield: 7.379
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $20,042,000.00
f. Value of collateral, to the nearest cent: $2,142,643.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: American Home Mortgage Investment Trust
b. Maturity date: 2026-09-25
from:
to:
c. Coupon or yield: 0.911
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $29,862,000.00
f. Value of collateral, to the nearest cent: $1,812,222.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ameriquest Mortgage Securities Asset-Backed PTC
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.831
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,329,362.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Asset Backed Securities Corporation Home Equity Loan Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,737,892.00
f. Value of collateral, to the nearest cent: $2,656,930.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Asset Backed Securities Corporation Home Equity Loan Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.351
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,785,000.00
f. Value of collateral, to the nearest cent: $2,355,771.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 1.936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,830,100.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.631
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,988,600.00
f. Value of collateral, to the nearest cent: $2,853,601.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Brunel Residential Mortgage Securitisation
b. Maturity date: 2039-01-13
from:
to:
c. Coupon or yield: 0.5403
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,355,876.00
f. Value of collateral, to the nearest cent: $2,302,896.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: C-BASS Mortgage Loan Asset-Backed Certificates
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 0.551
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,242,615.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: C-BASS Mortgage Loan Asset-Backed Certificates
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,277,000.00
f. Value of collateral, to the nearest cent: $2,214,375.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2046-01-15
from:
to:
c. Coupon or yield: 5.569
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $304,853.00
f. Value of collateral, to the nearest cent: $246,412.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 6.3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,645,000.00
f. Value of collateral, to the nearest cent: $2,791,800.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 5.689
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,204,927.00
f. Value of collateral, to the nearest cent: $4,232,797.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.571
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,155,400.00
f. Value of collateral, to the nearest cent: $1,596,888.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2033-11-25
from:
to:
c. Coupon or yield: 0.751
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $53,941,667.00
f. Value of collateral, to the nearest cent: $2,205,680.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 0.811
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,744,253.00
f. Value of collateral, to the nearest cent: $2,612,272.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 1.261
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,880,000.00
f. Value of collateral, to the nearest cent: $1,648,783.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,500,000.00
f. Value of collateral, to the nearest cent: $1,732,899.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.871
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,521,368.00
f. Value of collateral, to the nearest cent: $2,345,220.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.791
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,062,500.00
f. Value of collateral, to the nearest cent: $1,881,675.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-03-15
from:
to:
c. Coupon or yield: 0.454
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $68,200,000.00
f. Value of collateral, to the nearest cent: $2,712,769.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 0.441
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,550,894.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2031-09-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,800,000.00
f. Value of collateral, to the nearest cent: $5,990,203.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,460,996.00
f. Value of collateral, to the nearest cent: $2,074,216.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $7,253,941.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.621
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,800,000.00
f. Value of collateral, to the nearest cent: $1,657,010.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Conseco Finance Manufactured Housing Contract
b. Maturity date: 2032-05-01
from:
to:
c. Coupon or yield: 8.31
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,139,000.00
f. Value of collateral, to the nearest cent: $2,201,243.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Conseco Finance Manufactured Housing Contract
b. Maturity date: 2032-02-01
from:
to:
c. Coupon or yield: 7.96
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,466,988.00
f. Value of collateral, to the nearest cent: $1,730,134.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Copper River CLO
b. Maturity date: 2021-01-20
from:
to:
c. Coupon or yield: 1.819
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,654,560.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 6.229
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,010,999.00
f. Value of collateral, to the nearest cent: $3,186,991.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,768,922.00
f. Value of collateral, to the nearest cent: $3,186,879.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-07-25
from:
to:
c. Coupon or yield: 5.932
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,692,579.00
f. Value of collateral, to the nearest cent: $2,984,402.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,657,234.00
f. Value of collateral, to the nearest cent: $2,644,590.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FBR Securitization Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.891
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $1,756,601.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2028-01-25
from:
to:
c. Coupon or yield: 0.357
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $49,149,017.00
f. Value of collateral, to the nearest cent: $3,520,349.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Franklin Mortgage Loan Trust ABS Certificates
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 1.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $17,784,628.00
f. Value of collateral, to the nearest cent: $2,461,098.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fremont Home Loan Owner Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,570,598.00
f. Value of collateral, to the nearest cent: $2,720,351.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GMAC Home Equity Loan-backed Notes
b. Maturity date: 2030-06-25
from:
to:
c. Coupon or yield: 0.651
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $272,070,000.00
f. Value of collateral, to the nearest cent: $1,708,190.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GMAC Home Equity Loan-backed Notes
b. Maturity date: 2029-01-25
from:
to:
c. Coupon or yield: 0.691
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $54,400,000.00
f. Value of collateral, to the nearest cent: $2,412,783.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,200,000.00
f. Value of collateral, to the nearest cent: $1,721,781.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac Home Equity Loan Asset Backed Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,051,315.00
f. Value of collateral, to the nearest cent: $2,455,170.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Home Loan Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 6.2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,475,000.00
f. Value of collateral, to the nearest cent: $1,924,663.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAC CMB Trust
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 1.091
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $44,500,000.00
f. Value of collateral, to the nearest cent: $1,807,614.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac Home Equity Loan Asset Backed Trust
b. Maturity date: 2036-09-28
from:
to:
c. Coupon or yield: 0.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $1,568,606.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.651
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,809,827.00
f. Value of collateral, to the nearest cent: $2,376,114.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 6.337
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,514,973.00
f. Value of collateral, to the nearest cent: $2,288,305.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Alternative Loan Trust
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 6.3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,554,411.00
f. Value of collateral, to the nearest cent: $4,021,060.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.451
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $23,126,680.00
f. Value of collateral, to the nearest cent: $2,289,035.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Mortgage Acquisition Corp
b. Maturity date: 2033-10-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,558,348.00
f. Value of collateral, to the nearest cent: $1,901,377.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 6.423
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,016,469.00
f. Value of collateral, to the nearest cent: $3,497,533.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Specialized Loan Trust
b. Maturity date: 2046-07-25
from:
to:
c. Coupon or yield: 0.471
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $12,270,000.00
f. Value of collateral, to the nearest cent: $2,576,728.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.901
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $1,970,376.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.311
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,780,000.00
f. Value of collateral, to the nearest cent: $2,564,935.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.301
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,767,358.00
f. Value of collateral, to the nearest cent: $2,188,165.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley ABS
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,000,000.00
f. Value of collateral, to the nearest cent: $6,627,167.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2038-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,679,320.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2038-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,915,976.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Home Equity Loan Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.421
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,429,832.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NovaStar Mortgage Funding Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 2.086
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $1,530,692.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Oakwood Mortgage Investors
b. Maturity date: 2027-08-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,230,500.00
f. Value of collateral, to the nearest cent: $6,748,202.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Oakwood Mortgage Investors
b. Maturity date: 2028-05-15
from:
to:
c. Coupon or yield: 6.825
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,271,224.00
f. Value of collateral, to the nearest cent: $6,553,512.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Option One Mortgage Loan
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.541
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $20,834,126.00
f. Value of collateral, to the nearest cent: $1,297,982.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ownit Mortgage Loan Trust
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 2.011
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $1,620,415.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Paragon Mortgages
b. Maturity date: 2041-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $92,818,501.00
f. Value of collateral, to the nearest cent: $38,461,162.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Park Place Asset-Backed Pass-Through Certificates
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 1.041
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,769,451.00
f. Value of collateral, to the nearest cent: $2,293,055.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,341,176.00
f. Value of collateral, to the nearest cent: $2,303,982.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.381
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,657,238.00
f. Value of collateral, to the nearest cent: $2,006,281.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAAC
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 1.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,250,000.00
f. Value of collateral, to the nearest cent: $3,054,843.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 0.477
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,643,412.00
f. Value of collateral, to the nearest cent: $1,768,782.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.641
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,577,723.00
f. Value of collateral, to the nearest cent: $2,023,212.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.651
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,159,000.00
f. Value of collateral, to the nearest cent: $2,965,581.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Renaissance Home Equity Loan Trust
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 0.681
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $11,976,444.00
f. Value of collateral, to the nearest cent: $2,672,269.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Renaissance Home Equity Loan Trust
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 0.791
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $2,671,795.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2033-04-25
from:
to:
c. Coupon or yield: 6.17
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,370,000.00
f. Value of collateral, to the nearest cent: $3,417,796.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2034-04-25
from:
to:
c. Coupon or yield: 0.441
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $19,327,532.00
f. Value of collateral, to the nearest cent: $2,343,049.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.941
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,572,000.00
f. Value of collateral, to the nearest cent: $1,768,903.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,396,000.00
f. Value of collateral, to the nearest cent: $2,128,834.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.621
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,771,898.00
f. Value of collateral, to the nearest cent: $2,396,891.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.531
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,561,882.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 0.661
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $2,425,516.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2034-02-25
from:
to:
c. Coupon or yield: 0.441
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,200,000.00
f. Value of collateral, to the nearest cent: $1,609,506.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SLM Student Loan Trust
b. Maturity date: 2039-07-25
from:
to:
c. Coupon or yield: 0.785
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,600,000.00
f. Value of collateral, to the nearest cent: $1,519,170.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SLM Private Credit Student Loan Trust
b. Maturity date: 2033-03-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,870,368.00
f. Value of collateral, to the nearest cent: $11,300,379.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO I Trust
b. Maturity date: 2036-06-25
from:
to:
c. Coupon or yield: 0.471
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $28,755,000.00
f. Value of collateral, to the nearest cent: $2,027,261.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Soundview Home Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.371
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,500,000.00
f. Value of collateral, to the nearest cent: $2,702,852.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Soundview Home Loan Trust
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 1.161
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $1,772,981.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Mortgage Loan Trust
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.641
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,747,000.00
f. Value of collateral, to the nearest cent: $2,028,956.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Mortgage Loan Trust
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,365,759.00
f. Value of collateral, to the nearest cent: $1,606,333.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Terwin Mortgage Trust
b. Maturity date: 2030-01-15
from:
to:
c. Coupon or yield: 0.774
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $90,821,400.00
f. Value of collateral, to the nearest cent: $3,085,218.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Home Equity Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.691
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $12,361,000.00
f. Value of collateral, to the nearest cent: $2,700,618.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-03
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO)
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$262,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$262,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$262,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$262,000,000.00
Item 26. Name of the Issuer
BARCLAYS US FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
BARCLAYS US FUNDING LLC 0.170
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06737HL15
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$119,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$119,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$119,199,642.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$119,199,642.40
Item 26. Name of the Issuer
BARCLAYS US FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
BARCLAYS US FUNDING LLC 0.370
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06737HLF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$64,990,647.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$64,996,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$64,996,100.00
Item 26. Name of the Issuer
BNZ INTERNATIONAL FUNDING LTD
Item 27. The title of the issue (including coupon or yield)
BNZ INTERNATIONAL FUNDING LTD 0.225
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
0556X0MC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$73,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$72,981,293.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$72,983,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$72,983,940.00
Item 26. Name of the Issuer
CANCARA ASSET SECURITIZATION LLC
Item 27. The title of the issue (including coupon or yield)
CANCARA ASSET SECURITIZATION LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13738JLS7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BANK OF SCOTLAND PLC
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The identity of the Guarantor
LLOYDS TSB BANK PLC
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$235,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$234,965,729.16
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$234,955,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$234,955,350.00
Item 26. Name of the Issuer
CANCARA ASSET SECURITIZATION LLC
Item 27. The title of the issue (including coupon or yield)
CANCARA ASSET SECURITIZATION LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13738JLT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BANK OF SCOTLAND PLC
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The identity of the Guarantor
LLOYDS TSB BANK PLC
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$125,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$124,981,041.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$124,975,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$124,975,000.00
Item 26. Name of the Issuer
CITIBANK NA - CANADA BRANCH
Item 27. The title of the issue (including coupon or yield)
CITIBANK NA - CANADA BRANCH 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CCB01BU7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
711466
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$500,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$500,000,000.00
Item 26. Name of the Issuer
CITIBANK NA-PUERTO RICO
Item 27. The title of the issue (including coupon or yield)
CITIBANK NA-PUERTO RICO 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CPR01BT1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
928158
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,099,575,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,099,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,099,575,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,099,575,000.00
Item 26. Name of the Issuer
CITIGROUP GLOBAL MARKETS INC. (REPO)
Item 27. The title of the issue (including coupon or yield)
CITIGROUP GLOBAL MARKETS INC. (REPO) 0.29
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CTG05QB5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000036684
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2027-08-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $203,199,500.00
f. Value of collateral, to the nearest cent: $312,144,707.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2039-05-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,785,300.00
f. Value of collateral, to the nearest cent: $20,579,874.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2019-11-15
from:
to:
c. Coupon or yield: 3.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $64,590,900.00
f. Value of collateral, to the nearest cent: $75,275,482.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$400,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$400,000,000.00
Item 26. Name of the Issuer
COMMERZBANK AG
Item 27. The title of the issue (including coupon or yield)
COMMERZBANK AG 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BU001BX7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000839463
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,229,575,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,229,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,229,575,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,229,575,000.00
Item 26. Name of the Issuer
COMMERZBANK AG
Item 27. The title of the issue (including coupon or yield)
COMMERZBANK AG 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0BU001BW9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000839463
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$550,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$550,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$550,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$550,000,000.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272DNN6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$94,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$94,700,361.53
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$94,700,730.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$94,700,730.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.266
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ADD5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$183,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$183,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$183,287,169.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$183,287,169.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
B840BK8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000008565
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$367,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$367,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$367,001,101.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$367,001,101.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272DNP1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$14,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$14,692,204.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,692,209.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,692,209.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.268
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ADC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$202,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$202,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$202,885,797.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$202,885,797.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.264
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ACF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$242,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$242,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$242,002,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$242,002,420.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.263
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ACC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$160,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$160,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$160,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$160,000,000.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.298
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ADB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$152,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$151,997,904.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$152,004,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$152,004,560.00
Item 26. Name of the Issuer
COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
COMMONWEALTH BANK OF AUSTRALIA 0.261
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20272ACM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$77,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$77,000,118.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$77,000,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$77,000,770.00
Item 26. Name of the Issuer
CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE AG - NEW YORK BRANCH 0.24
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22550DWX3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$375,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$375,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$375,015,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$375,015,000.00
Item 26. Name of the Issuer
CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE AG - NEW YORK BRANCH 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22550DVX4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$599,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$599,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$599,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$599,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE AG - NEW YORK BRANCH 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22550DC23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-29
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
CREDIT SUISSE AG - NEW YORK BRANCH
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$812,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$812,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$812,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$812,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE AG - NEW YORK BRANCH 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2254EAL27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$255,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$254,998,158.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$254,997,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$254,997,450.00
Item 26. Name of the Issuer
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.83
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CSN01AS0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADIRONDACK 2005-2 LTD.
b. Maturity date: 2041-02-06
from:
to:
c. Coupon or yield: 0.5383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $60,000,000.00
f. Value of collateral, to the nearest cent: $28,577,131.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC ALTERNATIVE LOAN TR
b. Maturity date: 2057-07-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $60,621,100.00
f. Value of collateral, to the nearest cent: $26,781,989.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC ALTERNATIVE LOAN TR
b. Maturity date: 2057-07-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $52,279,000.00
f. Value of collateral, to the nearest cent: $39,895,031.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC ALTERNATIVE LOAN TR
b. Maturity date: 2057-07-25
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $39,209,000.00
f. Value of collateral, to the nearest cent: $29,267,340.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-1R A4
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 4.5393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $21,515,000.00
f. Value of collateral, to the nearest cent: $13,355,655.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2012-4R
b. Maturity date: 2047-07-28
from:
to:
c. Coupon or yield: 5.8922
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $35,985,000.00
f. Value of collateral, to the nearest cent: $22,001,473.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2012-4R
b. Maturity date: 2047-09-28
from:
to:
c. Coupon or yield: 4.3012
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $12,984,000.00
f. Value of collateral, to the nearest cent: $10,871,771.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 4.0717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,450,000.00
f. Value of collateral, to the nearest cent: $1,116,918.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 6.9713
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $11,523,094.00
f. Value of collateral, to the nearest cent: $6,749,209.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $4,645,673.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLLATRLZD MTG O
b. Maturity date: 2017-05-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $150,735,400.00
f. Value of collateral, to the nearest cent: $25,115.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2009-3R
b. Maturity date: 2037-05-27
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $115,000.00
f. Value of collateral, to the nearest cent: $85,333.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-8R
b. Maturity date: 2036-01-27
from:
to:
c. Coupon or yield: 2.6304
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,365,000.00
f. Value of collateral, to the nearest cent: $4,333,042.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-8R
b. Maturity date: 2036-09-27
from:
to:
c. Coupon or yield: 5.694
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $30,506,000.00
f. Value of collateral, to the nearest cent: $22,880,121.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDY MAC BANK
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 0.1985
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $185,236,261.00
f. Value of collateral, to the nearest cent: $231,290.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INFODETICS CORP
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.4235
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $25,140,700.00
f. Value of collateral, to the nearest cent: $115,234.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.83
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CSN01AT8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCAP LLC 2010-RR11 TRUST
b. Maturity date: 2036-06-27
from:
to:
c. Coupon or yield: 3.1602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,240,000.00
f. Value of collateral, to the nearest cent: $984,738.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS STRUCTURED PRODUC
b. Maturity date: 2033-08-28
from:
to:
c. Coupon or yield: 5.9646
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $18,863,938.00
f. Value of collateral, to the nearest cent: $32,225.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT 2006-7CB (#355)
b. Maturity date: 2037-01-26
from:
to:
c. Coupon or yield: 0.5607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,194,805.00
f. Value of collateral, to the nearest cent: $27,984.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-RR4
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 5.383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $355,000.00
f. Value of collateral, to the nearest cent: $382,670.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2035-07-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $51,665,000.00
f. Value of collateral, to the nearest cent: $26,781,406.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A4
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $31,430,000.00
f. Value of collateral, to the nearest cent: $20,415,671.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-10R
b. Maturity date: 2036-09-27
from:
to:
c. Coupon or yield: 5.8767
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,155,102.00
f. Value of collateral, to the nearest cent: $1,119,736.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-16R
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.1916
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $54,286,000.00
f. Value of collateral, to the nearest cent: $43,237,486.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DLJ MORTGAGE ACCEPTANCE CORPOR
b. Maturity date: 2023-12-25
from:
to:
c. Coupon or yield: 7.9365
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $947.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LOAN MORTGAGE COR
b. Maturity date: 2023-11-25
from:
to:
c. Coupon or yield: 0.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $333.00
f. Value of collateral, to the nearest cent: $5.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2020-06-25
from:
to:
c. Coupon or yield: 1.6763
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $9,190,000.00
f. Value of collateral, to the nearest cent: $877,445.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LOAN MORTGAGE COR
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 2.108
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,560,500.00
f. Value of collateral, to the nearest cent: $662,244.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST FRANKLIN MORTGAGE LOAN T
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.3707
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $31,000,000.00
f. Value of collateral, to the nearest cent: $14,642,152.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LVII RESECURITIZATION TRUST 20
b. Maturity date: 2037-09-27
from:
to:
c. Coupon or yield: 2.918
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,446,000.00
f. Value of collateral, to the nearest cent: $118,394.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAGUNA ABS CDO LTD
b. Maturity date: 2044-11-03
from:
to:
c. Coupon or yield: 0.8416
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $270,000,000.00
f. Value of collateral, to the nearest cent: $109,358,175.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PNC MORTGAGE SECURITIES CORP.
b. Maturity date: 2027-04-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $1,336.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIFIC COL MT G
b. Maturity date: 2018-03-20
from:
to:
c. Coupon or yield: 1.025
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $246.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REGAL TRUST IV SERIES 1999-1
b. Maturity date: 2031-09-29
from:
to:
c. Coupon or yield: 2.618
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,036,000.00
f. Value of collateral, to the nearest cent: $229,627.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURED ASSET SECURITIES
b. Maturity date: 2020-04-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $48,028,821.00
f. Value of collateral, to the nearest cent: $110,991.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WALSH ACCEP CORP
b. Maturity date: 2027-03-25
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $2,420.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.83
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CSN01AR2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON MUTUAL SER 2002-S8
b. Maturity date: 2018-01-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $0.33
f. Value of collateral, to the nearest cent: $0.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADIRONDACK 2005-2 LTD.
b. Maturity date: 2041-02-06
from:
to:
c. Coupon or yield: 0.5383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $12,000,000.00
f. Value of collateral, to the nearest cent: $5,715,426.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALTERNATIVE LOAN TRUST 2007-OA
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.9881
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $8,159,868.00
f. Value of collateral, to the nearest cent: $18,122.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALTERNATIVE LOAN TRUST 2007-AL
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.5607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $600,000.00
f. Value of collateral, to the nearest cent: $8,670.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALTERNATIVE LOAN TRUST 2007-OH
b. Maturity date: 2047-09-25
from:
to:
c. Coupon or yield: 0.7107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $37,000,000.00
f. Value of collateral, to the nearest cent: $439,853.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN HOME MORTGAGE INVESTM
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.6107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,460,000.00
f. Value of collateral, to the nearest cent: $1,731,057.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN HOME MORTGAGE INVESTM
b. Maturity date: 2044-04-25
from:
to:
c. Coupon or yield: 2.238
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,412,500.00
f. Value of collateral, to the nearest cent: $144,287.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN HOME MORTGAGE ASSETS
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.4407
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,200,000.00
f. Value of collateral, to the nearest cent: $67,264.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCAP LLC 2010-RR11 TRUST
b. Maturity date: 2036-06-27
from:
to:
c. Coupon or yield: 3.1602
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,736,000.00
f. Value of collateral, to the nearest cent: $3,761,066.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCAP LLC 2011-RR9 TR
b. Maturity date: 2036-07-26
from:
to:
c. Coupon or yield: 2.5722
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $14,358,000.00
f. Value of collateral, to the nearest cent: $12,582,999.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC OF AMERICA COMMERCIAL MOR
b. Maturity date: 2049-06-10
from:
to:
c. Coupon or yield: 5.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $12,800,000.00
f. Value of collateral, to the nearest cent: $221,237.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC OF AMERICA COMMERCIAL MOR
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 6.0111
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $18,585,000.00
f. Value of collateral, to the nearest cent: $340,276.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC OF AMERICA FUNDING 2009-R
b. Maturity date: 2036-10-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $11,716,180.00
f. Value of collateral, to the nearest cent: $6,262,720.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC AMER LARGE LN TR
b. Maturity date: 2015-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $278.00
f. Value of collateral, to the nearest cent: $255.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANK OF AMERICA MORTGAGE SECUR
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 3.0974
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,156,568.00
f. Value of collateral, to the nearest cent: $50,116.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS ALT-A TRUST 2002-
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 2.852
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,540,000.00
f. Value of collateral, to the nearest cent: $1,274,037.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS ALT-A TRUST 2002-
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 2.7347
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $36,489,825.00
f. Value of collateral, to the nearest cent: $6,088,001.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS ALT-A TRUST 2002-
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 5.5165
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $425,000.00
f. Value of collateral, to the nearest cent: $89,666.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS ASSET BACKED SECU
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.9107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,695,000.00
f. Value of collateral, to the nearest cent: $17,933.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS COMMERCIAL MORTGA
b. Maturity date: 2041-09-11
from:
to:
c. Coupon or yield: 5.9639
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,235,000.00
f. Value of collateral, to the nearest cent: $467,437.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS COMMERCIAL MORTGA
b. Maturity date: 2041-09-11
from:
to:
c. Coupon or yield: 6.0299
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,897,000.00
f. Value of collateral, to the nearest cent: $385,810.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS MORTGAGE FUNDING
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.3507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $593,990.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS MORTGAGE FUNDING
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.4457
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,419,014.00
f. Value of collateral, to the nearest cent: $97,932.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD 2007-CD4 COMMERCIAL MORTGAG
b. Maturity date: 2049-12-11
from:
to:
c. Coupon or yield: 5.526
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $289,225.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC TRUST 2010-16
b. Maturity date: 2050-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,250,000.00
f. Value of collateral, to the nearest cent: $1,002,458.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-4R
b. Maturity date: 2041-01-31
from:
to:
c. Coupon or yield: 3.032
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $16,388,000.00
f. Value of collateral, to the nearest cent: $10,679,569.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-4R
b. Maturity date: 2041-01-31
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $97,262.00
f. Value of collateral, to the nearest cent: $45,937.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-4R
b. Maturity date: 2041-01-31
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $33,078,000.00
f. Value of collateral, to the nearest cent: $17,885,699.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A4
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $75,033,073.00
f. Value of collateral, to the nearest cent: $48,738,485.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-16R
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.1916
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $33,420,000.00
f. Value of collateral, to the nearest cent: $26,618,222.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWABS ASSET-BACKED CERTIFICATE
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.5507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $47,252.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COUNTRYWIDE HOME LOAN TRUST
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.7107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,459,000.00
f. Value of collateral, to the nearest cent: $8,980.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2004-2CB
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 5.689
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,853,382.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2004-2CB
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 5.5495
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,674,300.00
f. Value of collateral, to the nearest cent: $1,106,589.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-13CB
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.4107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,621,120.00
f. Value of collateral, to the nearest cent: $71,941.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-13CB
b. Maturity date: 2035-07-20
from:
to:
c. Coupon or yield: 0.6107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,300,000.00
f. Value of collateral, to the nearest cent: $96,161.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-13CB
b. Maturity date: 2035-07-20
from:
to:
c. Coupon or yield: 0.5807
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,712,960.00
f. Value of collateral, to the nearest cent: $37,888.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-13CB
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.5507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,119,520.00
f. Value of collateral, to the nearest cent: $29,630.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-13CB
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.7307
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $22,777,000.00
f. Value of collateral, to the nearest cent: $1,261,133.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-43
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.6807
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $8,590,560.00
f. Value of collateral, to the nearest cent: $868.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-79CB
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.4807
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $22,460,055.00
f. Value of collateral, to the nearest cent: $1,441,741.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-79CB
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.5907
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,978,000.00
f. Value of collateral, to the nearest cent: $4,087.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALTERNATIVE LOAN TRUST 2006-OA
b. Maturity date: 2046-12-20
from:
to:
c. Coupon or yield: 0.4607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $8,963,000.00
f. Value of collateral, to the nearest cent: $714,248.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC. 2005-19
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.8907
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,916,000.00
f. Value of collateral, to the nearest cent: $21,610.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHASE MORTGAGE FINANCE TRUST S
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,701,950.00
f. Value of collateral, to the nearest cent: $681,008.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 4.0717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,654,000.00
f. Value of collateral, to the nearest cent: $1,274,057.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLLATRLZD MRTG
b. Maturity date: 2017-09-23
from:
to:
c. Coupon or yield: 4,580
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $228,300.00
f. Value of collateral, to the nearest cent: $360.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLLATRLZD MTG O
b. Maturity date: 2017-05-23
from:
to:
c. Coupon or yield: 4.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $382,100.00
f. Value of collateral, to the nearest cent: $1,176.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON MOR
b. Maturity date: 2032-07-25
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,660,599.00
f. Value of collateral, to the nearest cent: $867.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON MOR
b. Maturity date: 2033-03-25
from:
to:
c. Coupon or yield: 2.1607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,493,041.00
f. Value of collateral, to the nearest cent: $1,781,833.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB MORTGAGE-BACKED PASS-THRO
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 2.7453
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,481,200.00
f. Value of collateral, to the nearest cent: $1,231.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB MORTGAGE-BACKED PASS-THRO
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 5.3986
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $529,832.00
f. Value of collateral, to the nearest cent: $53,815.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB 2003-21 CB5
b. Maturity date: 2033-09-25
from:
to:
c. Coupon or yield: 5.1827
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $816,175.00
f. Value of collateral, to the nearest cent: $22,457.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE COMMERCIAL MORTG
b. Maturity date: 2039-06-15
from:
to:
c. Coupon or yield: 5.6765
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,136,000.00
f. Value of collateral, to the nearest cent: $527,207.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON 200
b. Maturity date: 2037-07-15
from:
to:
c. Coupon or yield: 4.748
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $18,415,800.00
f. Value of collateral, to the nearest cent: $441,065.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE COMMERCIAL MORTG
b. Maturity date: 2039-03-15
from:
to:
c. Coupon or yield: 5.6664
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,793,000.00
f. Value of collateral, to the nearest cent: $38,552.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE COMMERCIAL MORTG
b. Maturity date: 2040-09-15
from:
to:
c. Coupon or yield: 6.0282
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $387,182.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB MORTGAGE-BACKED TRUST SER
b. Maturity date: 2040-12-15
from:
to:
c. Coupon or yield: 4.947
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $296,297.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALTERNATIVE LOAN TRUST 2006-OA
b. Maturity date: 2046-12-25
from:
to:
c. Coupon or yield: 0.4807
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $2,655.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALTERNATIVE LOAN TRUST 2006-OA
b. Maturity date: 2047-03-20
from:
to:
c. Coupon or yield: 0.4907
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,563,000.00
f. Value of collateral, to the nearest cent: $16,249.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DLJ MORTGAGE ACCEPTANCE CORPOR
b. Maturity date: 2030-10-25
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $674,200.00
f. Value of collateral, to the nearest cent: $27,620.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DLJ MORTGAGE ACCEPTANCE CORPOR
b. Maturity date: 2030-12-19
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $539,500.00
f. Value of collateral, to the nearest cent: $10,424.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DLJ MORTGAGE ACCEPTANCE CORPOR
b. Maturity date: 2024-01-25
from:
to:
c. Coupon or yield: 6.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,578,468.09
f. Value of collateral, to the nearest cent: $32,864.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DSLA MORTGAGE LOAN TRUST 2004-
b. Maturity date: 2045-01-19
from:
to:
c. Coupon or yield: 0.8117
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $3,789.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE ALT-A SECURITIES MORT
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.3607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $39,341.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DREXEL BURNHAM LAMBERT CMO TRU
b. Maturity date: 2018-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $29,239,000.00
f. Value of collateral, to the nearest cent: $60,314.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2018-03-25
from:
to:
c. Coupon or yield: 1.383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $76.00
f. Value of collateral, to the nearest cent: $77.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSO
b. Maturity date: 2039-04-25
from:
to:
c. Coupon or yield: 6.8533
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $12,810.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC SERIES 3352
b. Maturity date: 2019-05-25
from:
to:
c. Coupon or yield: 3.413
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $953,000.00
f. Value of collateral, to the nearest cent: $826,398.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST BOSTON MORTGAGE SECURITI
b. Maturity date: 2023-06-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $4,405,268.00
f. Value of collateral, to the nearest cent: $40,535.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST BOSTON MORTGAGE SECURITI
b. Maturity date: 2023-06-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $3,303,951.00
f. Value of collateral, to the nearest cent: $30,369.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS MORTGAGE SECURITIES TRUST 2
b. Maturity date: 2045-08-10
from:
to:
c. Coupon or yield: 5.7894
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,616,000.00
f. Value of collateral, to the nearest cent: $19,186.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS MORTGAGE SECURITIES TRUST 2
b. Maturity date: 2045-08-10
from:
to:
c. Coupon or yield: 5.7894
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $68,327.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GREENPOINT MORTGAGE FUNDING TR
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 0.4807
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $31,634,104.00
f. Value of collateral, to the nearest cent: $1,546,117.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GREENPOINT MORTGAGE FUNDING TR
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 0.4807
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $12,963,359.00
f. Value of collateral, to the nearest cent: $1,940,791.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARBOR VIEW MORTGAGE LOAN TRUS
b. Maturity date: 2047-05-19
from:
to:
c. Coupon or yield: 0.5017
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,800,000.00
f. Value of collateral, to the nearest cent: $21,744.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB HOME EQUITY ASSET TRUST 2
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.8007
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $903.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAC SECURED ASSETS CORP.
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.6007
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $38,889,000.00
f. Value of collateral, to the nearest cent: $32,076.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC INDX MORTGAGE LOAN TRU
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.5507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,270,000.00
f. Value of collateral, to the nearest cent: $38,554.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC INDX MORTGAGE LOAN TRU
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.6007
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,942,640.00
f. Value of collateral, to the nearest cent: $10,660.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC INDX MORTGAGE LOAN TRU
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.6507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,760,000.00
f. Value of collateral, to the nearest cent: $8,610.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDY MAC BANK
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 1.2607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,936,000.00
f. Value of collateral, to the nearest cent: $42,227.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDY MAC BANK
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 1.5107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,944,000.00
f. Value of collateral, to the nearest cent: $41,003.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC INDX MORTGAGE LOAN TRU
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.4507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,058,000.00
f. Value of collateral, to the nearest cent: $10,090.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC INDX MORTGAGE LOAN TRU
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.5007
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $12,846,000.00
f. Value of collateral, to the nearest cent: $226,406.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMORGAN MORTGAGE TRUST 2008-R
b. Maturity date: 2037-12-25
from:
to:
c. Coupon or yield: 5.7573
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $12,522,955.00
f. Value of collateral, to the nearest cent: $1,264,623.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAGUNA ABS CDO LTD
b. Maturity date: 2044-11-03
from:
to:
c. Coupon or yield: 0.8416
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $20,251,514.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS COMMERCIAL MORTGAGE TRU
b. Maturity date: 2038-06-15
from:
to:
c. Coupon or yield: 5.8859
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $247,699.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LEHMAN XS TRUST SERIES 2005-3
b. Maturity date: 2046-02-25
from:
to:
c. Coupon or yield: 0.5507
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $900,000.00
f. Value of collateral, to the nearest cent: $22,191.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LEHMAN XS TRUST SERIES 2006-1
b. Maturity date: 2046-06-25
from:
to:
c. Coupon or yield: 0.3707
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $90,000,000.00
f. Value of collateral, to the nearest cent: $26,533,430.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC COMMERCIAL MORTGAGE TRU
b. Maturity date: 2016-12-12
from:
to:
c. Coupon or yield: 5.9247
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $31,623.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR ADJUSTABLE RATE MORTGAGE
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.6007
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $2,112.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR ADJUSTABLE RATE MORTGAGE
b. Maturity date: 2046-04-25
from:
to:
c. Coupon or yield: 0.4607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,254,000.00
f. Value of collateral, to the nearest cent: $1,372,567.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MERCURY CDO II LTD
b. Maturity date: 2045-11-29
from:
to:
c. Coupon or yield: 0.5383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $135,000,000.00
f. Value of collateral, to the nearest cent: $39,728,036.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MORGAN STANLEY CAPITAL I INC.
b. Maturity date: 2033-04-15
from:
to:
c. Coupon or yield: 6.72
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,856,500.00
f. Value of collateral, to the nearest cent: $1,801,395.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SALOMON BROTHERS MORTGAGE SECU
b. Maturity date: 2024-03-25
from:
to:
c. Coupon or yield: 2.743
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $1,859,000.00
f. Value of collateral, to the nearest cent: $42,928.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURED ADJUSTABLE RATE MOR
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.6307
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $4,180.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURED ASSET MORTGAGE INVE
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.4907
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,307,000.00
f. Value of collateral, to the nearest cent: $1,654.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON MUTUAL MORTGAGE SEC
b. Maturity date: 2033-01-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $1,155,976.83
f. Value of collateral, to the nearest cent: $823.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WAMU MORTGAGE PASS-THROUGH CER
b. Maturity date: 2046-02-25
from:
to:
c. Coupon or yield: 0.6607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $179,028.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WACHOVIA BANK COMMERCIAL MORTG
b. Maturity date: 2044-12-15
from:
to:
c. Coupon or yield: 5.3835
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $11,000,000.00
f. Value of collateral, to the nearest cent: $1,268,038.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WACHOVIA BANK COMMERCIAL MORTG
b. Maturity date: 2048-10-15
from:
to:
c. Coupon or yield: 5.9615
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $240,744.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON MUTUAL MORTGAGE PAS
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,075,000.00
f. Value of collateral, to the nearest cent: $6,329.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON MUTUAL MORTGAGE PAS
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.6107
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $79,206.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON MUTUAL MORTGAGE PAS
b. Maturity date: 2047-04-25
from:
to:
c. Coupon or yield: 0.9075
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $34,375,000.00
f. Value of collateral, to the nearest cent: $811,437.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WELLS FARGO MTG LN 2012-RR2 TR
b. Maturity date: 2047-09-27
from:
to:
c. Coupon or yield: 0.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $22,450,923.00
f. Value of collateral, to the nearest cent: $7,031,313.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$250,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$250,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.85
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CSN01AQ4
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC OF AMERICA FUNDING 2009-R
b. Maturity date: 2036-10-26
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $11,635,000.00
f. Value of collateral, to the nearest cent: $6,628,657.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAR STEARNS MORTGAGE SECURITI
b. Maturity date: 2030-04-30
from:
to:
c. Coupon or yield: 2.9679
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $137.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC MORTGAGE BACKED TRUST 200
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $22,915,441.00
f. Value of collateral, to the nearest cent: $60,422.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC MORTGAGE PASS-THRU
b. Maturity date: 2035-05-26
from:
to:
c. Coupon or yield: 3.714
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,870,941.00
f. Value of collateral, to the nearest cent: $1,171,423.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-15R
b. Maturity date: 2040-07-31
from:
to:
c. Coupon or yield: 0.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $337,577.00
f. Value of collateral, to the nearest cent: $127.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-15R
b. Maturity date: 2040-07-31
from:
to:
c. Coupon or yield: 0.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $407,329.00
f. Value of collateral, to the nearest cent: $3,068.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2009-1R
b. Maturity date: 2035-04-26
from:
to:
c. Coupon or yield: 3.7608
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,326,274.00
f. Value of collateral, to the nearest cent: $16,281,974.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2009-11R
b. Maturity date: 2037-10-26
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,537,462.00
f. Value of collateral, to the nearest cent: $787,432.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2009-15R
b. Maturity date: 2035-09-26
from:
to:
c. Coupon or yield: 3.234
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,389,091.00
f. Value of collateral, to the nearest cent: $1,839,536.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2009-16R
b. Maturity date: 2039-12-01
from:
to:
c. Coupon or yield: 5.1756
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $16,347,560.00
f. Value of collateral, to the nearest cent: $7,869,531.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC. 2005-3
b. Maturity date: 2037-06-26
from:
to:
c. Coupon or yield: 7.5586
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $26,903,976.00
f. Value of collateral, to the nearest cent: $14,096,406.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-8R TRUST
b. Maturity date: 2035-03-26
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $966,000.00
f. Value of collateral, to the nearest cent: $688,694.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2021-11-27
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $978,000.00
f. Value of collateral, to the nearest cent: $839,018.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2037-07-27
from:
to:
c. Coupon or yield: 0.6707
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,079,939.00
f. Value of collateral, to the nearest cent: $448,356.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2037-01-27
from:
to:
c. Coupon or yield: 11.7862
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,442,656.00
f. Value of collateral, to the nearest cent: $1,658,177.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2037-05-27
from:
to:
c. Coupon or yield: 12.6737
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,251,188.00
f. Value of collateral, to the nearest cent: $1,777,535.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2036-09-27
from:
to:
c. Coupon or yield: 17.0718
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,210,324.00
f. Value of collateral, to the nearest cent: $805,881.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2036-10-27
from:
to:
c. Coupon or yield: 0.6607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,596,230.00
f. Value of collateral, to the nearest cent: $120,775.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2036-11-27
from:
to:
c. Coupon or yield: 0.6607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,225,533.00
f. Value of collateral, to the nearest cent: $18,748.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2038-04-27
from:
to:
c. Coupon or yield: 2.6017
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,416,659.00
f. Value of collateral, to the nearest cent: $48,099.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2036-12-27
from:
to:
c. Coupon or yield: 19.7506
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,520,409.00
f. Value of collateral, to the nearest cent: $1,467,952.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-9R TRUST
b. Maturity date: 2036-02-27
from:
to:
c. Coupon or yield: 11.291
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,707,039.00
f. Value of collateral, to the nearest cent: $689,019.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2006-6CB (#573)
b. Maturity date: 2040-08-31
from:
to:
c. Coupon or yield: 0.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,062,465.00
f. Value of collateral, to the nearest cent: $316.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2006-6CB (#573)
b. Maturity date: 2040-08-31
from:
to:
c. Coupon or yield: 0.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,975,835.00
f. Value of collateral, to the nearest cent: $44,968.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2006-6CB (#573)
b. Maturity date: 2040-08-31
from:
to:
c. Coupon or yield: 0.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $356,771.00
f. Value of collateral, to the nearest cent: $15,097.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2040-11-30
from:
to:
c. Coupon or yield: 0.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,596,269.00
f. Value of collateral, to the nearest cent: $336.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2040-11-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $40,583,000.00
f. Value of collateral, to the nearest cent: $29,878,669.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2040-11-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,569,955.00
f. Value of collateral, to the nearest cent: $1,437.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2040-11-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $8,065,050.00
f. Value of collateral, to the nearest cent: $1,519.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC MORTGAGE PASS-THRU
b. Maturity date: 2040-12-31
from:
to:
c. Coupon or yield: 2.7792
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,533,440.00
f. Value of collateral, to the nearest cent: $1,403,313.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC MORTGAGE PASS-THRU
b. Maturity date: 2040-12-31
from:
to:
c. Coupon or yield: 2.1282
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,623,000.00
f. Value of collateral, to the nearest cent: $9,710,944.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-1R A4
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 4.5393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,375,000.00
f. Value of collateral, to the nearest cent: $16,993,310.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-4R
b. Maturity date: 2041-01-31
from:
to:
c. Coupon or yield: 1.7145
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $40,253,000.00
f. Value of collateral, to the nearest cent: $31,293,335.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-4R
b. Maturity date: 2041-01-31
from:
to:
c. Coupon or yield: 3.032
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $35,605,000.00
f. Value of collateral, to the nearest cent: $23,202,713.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-5R
b. Maturity date: 2041-02-28
from:
to:
c. Coupon or yield: 5.4537
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $18,874,000.00
f. Value of collateral, to the nearest cent: $12,787,396.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A2
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $77,005,000.00
f. Value of collateral, to the nearest cent: $79,735,991.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A4
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $60,000,000.00
f. Value of collateral, to the nearest cent: $38,973,602.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC TR 2011-11
b. Maturity date: 2058-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,173,600.00
f. Value of collateral, to the nearest cent: $1,545,232.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-15R
b. Maturity date: 2036-08-27
from:
to:
c. Coupon or yield: 3.7903
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,209,470.00
f. Value of collateral, to the nearest cent: $726,030.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2004-2CB
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 0.2405
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $109,478,832.00
f. Value of collateral, to the nearest cent: $277,259.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHASE MORTGAGE FINANCE TRUST
b. Maturity date: 2032-05-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,273,478.00
f. Value of collateral, to the nearest cent: $659.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 4.0717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $32,960,000.00
f. Value of collateral, to the nearest cent: $25,388,723.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,723,721.00
f. Value of collateral, to the nearest cent: $997,412.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON MOR
b. Maturity date: 2032-09-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $36,630,192.00
f. Value of collateral, to the nearest cent: $29,787.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB MORTGAGE-BACKED PASS-THRO
b. Maturity date: 2019-12-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,760,219.00
f. Value of collateral, to the nearest cent: $30,441.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON 200
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,955,530.00
f. Value of collateral, to the nearest cent: $502,034.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2008-2R
b. Maturity date: 2038-05-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,031,327.00
f. Value of collateral, to the nearest cent: $675,585.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON-HOM
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $111,452,000.00
f. Value of collateral, to the nearest cent: $51,552.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON-HOM
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,798,788.00
f. Value of collateral, to the nearest cent: $116,832.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2009-3R
b. Maturity date: 2036-05-27
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,726,036.00
f. Value of collateral, to the nearest cent: $1,913,608.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2009-3R
b. Maturity date: 2036-01-27
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,219,797.00
f. Value of collateral, to the nearest cent: $881,741.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2009-3R
b. Maturity date: 2036-10-27
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,957,393.00
f. Value of collateral, to the nearest cent: $807,328.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2009-3R
b. Maturity date: 2036-06-27
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,657,218.00
f. Value of collateral, to the nearest cent: $62,230.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2009-2R
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $3,935,955.00
f. Value of collateral, to the nearest cent: $1,745,216.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010 18R
b. Maturity date: 2040-09-30
from:
to:
c. Coupon or yield: 9.6682
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,820,016.00
f. Value of collateral, to the nearest cent: $1,476,996.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE REMIC TRUST 2009-37
b. Maturity date: 2039-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,324,937.00
f. Value of collateral, to the nearest cent: $294,320.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATIONAL MORTGAGE ASSO
b. Maturity date: 2039-03-25
from:
to:
c. Coupon or yield: 8.3936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $45,000.00
f. Value of collateral, to the nearest cent: $12,867.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST BOSTON MORTGAGE SECURITI
b. Maturity date: 2017-04-25
from:
to:
c. Coupon or yield: 8.985
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $29,400,000.00
f. Value of collateral, to the nearest cent: $4,422.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 9.50% GNST 07-20-34
b. Maturity date: 2034-07-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,671,972.00
f. Value of collateral, to the nearest cent: $314,692.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INFODETICS CORP
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.4235
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $129,600.00
f. Value of collateral, to the nearest cent: $594.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INDYMAC IMJA MORTGAGE LOAN TRU
b. Maturity date: 2037-07-31
from:
to:
c. Coupon or yield: 0.207
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,569,195.00
f. Value of collateral, to the nearest cent: $23,079.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: J.P. MORGAN CHASE COMMERCIAL S
b. Maturity date: 2043-11-15
from:
to:
c. Coupon or yield: 0.6693
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $22,640,000.00
f. Value of collateral, to the nearest cent: $934,459.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JEFFERIES RESECURITIZATION TRU
b. Maturity date: 2035-01-26
from:
to:
c. Coupon or yield: 2.9146
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,792,416.00
f. Value of collateral, to the nearest cent: $860,858.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ONE MORTGAGE PARTNERS LLC MORT
b. Maturity date: 2033-04-25
from:
to:
c. Coupon or yield: 5.7108
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $268,291.00
f. Value of collateral, to the nearest cent: $13,702.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MERCURY CDO II LTD
b. Maturity date: 2045-11-29
from:
to:
c. Coupon or yield: 0.5383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $435,000,000.00
f. Value of collateral, to the nearest cent: $128,012,561.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: X-MORGAN STANLEY MORTGAGE TRUS
b. Maturity date: 2013-12-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $48,255,000.00
f. Value of collateral, to the nearest cent: $6,061.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: X-MORGAN STANLEY MORTGAGE TRUS
b. Maturity date: 2013-12-25
from:
to:
c. Coupon or yield: 4,600
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $119,100.00
f. Value of collateral, to the nearest cent: $227.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO 2001-6 (STRUCTURED ASSET
b. Maturity date: 2032-02-25
from:
to:
c. Coupon or yield: 2.5895
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,118,000.00
f. Value of collateral, to the nearest cent: $9,931.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WACHOVIA BANK NATIONAL ASSOCI
b. Maturity date: 2035-11-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $83,930.00
f. Value of collateral, to the nearest cent: $11,857.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$435,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$435,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$435,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$435,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.85
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CSN01AP6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OPTION 1 MTG 2003-3
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NOMURA PREFFERED
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $0.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WILSHIRE 95-MF1
b. Maturity date: 2024-12-29
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,312,642.00
f. Value of collateral, to the nearest cent: $4,172.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFV TR 2002-NP14
b. Maturity date: 2031-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $1.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRUST REC BDC MTG
b. Maturity date: 2027-09-29
from:
to:
c. Coupon or yield: 6.765
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $19,303,000.00
f. Value of collateral, to the nearest cent: $4,886.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAXON ASSET 2001-3
b. Maturity date: 2032-01-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CMSC SER T
b. Maturity date: 2018-10-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $570.00
f. Value of collateral, to the nearest cent: $14,250.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FUND AMER 1993-2
b. Maturity date: 2023-10-25
from:
to:
c. Coupon or yield: 5.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,200,000.00
f. Value of collateral, to the nearest cent: $420.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FUND AMER 1993-6
b. Maturity date: 2023-12-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,762,250.00
f. Value of collateral, to the nearest cent: $176.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLLATERALI 311101
b. Maturity date: 2028-03-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $0.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CMSC TR II 90-2
b. Maturity date: 2028-03-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $0.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CMSC TR II 03/22/28
b. Maturity date: 2028-03-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $0.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB TR 122728
b. Maturity date: 2028-12-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFBMSC 1999
b. Maturity date: 2028-12-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MERRILL 1999-CB2
b. Maturity date: 2030-04-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-RR4
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 5.383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,820,000.00
f. Value of collateral, to the nearest cent: $3,039,805.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2037-03-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $51,543,000.00
f. Value of collateral, to the nearest cent: $28,102,769.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A4
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $74,025,000.00
f. Value of collateral, to the nearest cent: $48,083,681.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-14R
b. Maturity date: 2037-04-27
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $17,598,000.00
f. Value of collateral, to the nearest cent: $12,273,224.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-6R
b. Maturity date: 2036-03-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $60,133,000.00
f. Value of collateral, to the nearest cent: $42,056,723.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-6R
b. Maturity date: 2037-03-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $32,013,000.00
f. Value of collateral, to the nearest cent: $20,295,631.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-6R
b. Maturity date: 2047-04-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $58,432,000.00
f. Value of collateral, to the nearest cent: $36,809,415.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-6R
b. Maturity date: 2036-09-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,945,000.00
f. Value of collateral, to the nearest cent: $8,124,085.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-6R
b. Maturity date: 2036-08-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,815,000.00
f. Value of collateral, to the nearest cent: $8,112,093.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC TR 2011-11
b. Maturity date: 2058-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $123,601,400.00
f. Value of collateral, to the nearest cent: $87,869,400.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-12R
b. Maturity date: 2037-10-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $40,237,000.00
f. Value of collateral, to the nearest cent: $21,037,876.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-12R
b. Maturity date: 2037-02-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $67,737,000.00
f. Value of collateral, to the nearest cent: $44,721,558.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-12R
b. Maturity date: 2036-07-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $78,514,000.00
f. Value of collateral, to the nearest cent: $47,703,237.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-50CB
b. Maturity date: 2036-08-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $44,308,000.00
f. Value of collateral, to the nearest cent: $15,636,959.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-50CB
b. Maturity date: 2036-06-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $48,447,000.00
f. Value of collateral, to the nearest cent: $16,313,860.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-50CB
b. Maturity date: 2037-06-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,780,000.00
f. Value of collateral, to the nearest cent: $4,836,463.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-50CB
b. Maturity date: 2037-07-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,529,000.00
f. Value of collateral, to the nearest cent: $6,303,508.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT INC. 2005-50CB
b. Maturity date: 2036-02-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,998,000.00
f. Value of collateral, to the nearest cent: $6,285,134.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2012-4R
b. Maturity date: 2047-07-28
from:
to:
c. Coupon or yield: 5.8922
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $63,491,487.00
f. Value of collateral, to the nearest cent: $38,819,127.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 4.0717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,840,000.00
f. Value of collateral, to the nearest cent: $2,187,620.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON-HOM
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,332,223.00
f. Value of collateral, to the nearest cent: $114,223.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$475,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$475,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$475,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$475,000,000.00
Item 26. Name of the Issuer
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.85
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0CSN01AO9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAC SECD CLR1
b. Maturity date: 2028-07-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHERATON TR
b. Maturity date: 2026-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRUST REC BDC MTG
b. Maturity date: 2027-09-29
from:
to:
c. Coupon or yield: 6.669
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $4,521,000.00
f. Value of collateral, to the nearest cent: $686.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST BSTN 98 CL R
b. Maturity date: 2022-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $9.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FBMS MPTC 1993
b. Maturity date: 2022-01-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRUST REC FBMSC SE
b. Maturity date: 2023-06-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $6,057,243.00
f. Value of collateral, to the nearest cent: $19,943.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRUST REC FBMSC SE
b. Maturity date: 2023-06-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $5,506,585.00
f. Value of collateral, to the nearest cent: $2,504.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FBMSC 19936R CLR
b. Maturity date: 2023-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $0.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB MTG SEC 1996-1
b. Maturity date: 2023-02-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFB MTG 98-CL V1
b. Maturity date: 2030-04-11
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSFBMSC 98 FLI CL L
b. Maturity date: 2013-01-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $20.00
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW SOUTH 1999-1 C
b. Maturity date: 2030-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $0.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCAP LLC 2010-RR9 TRUST
b. Maturity date: 2037-08-28
from:
to:
c. Coupon or yield: 3.0677
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $37,180,000.00
f. Value of collateral, to the nearest cent: $30,431,567.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC OF AMERICA LARGE LOAN IN
b. Maturity date: 2045-10-10
from:
to:
c. Coupon or yield: 5.158
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $7,527,024.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOAMS 2003-A B5
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 3.1075
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,324,000.00
f. Value of collateral, to the nearest cent: $9,739.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOAMS 2003-A B6
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 3.1075
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,769,089.00
f. Value of collateral, to the nearest cent: $2,601.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOAMS 2003-10 XB4
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 5.4137
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $142,000.00
f. Value of collateral, to the nearest cent: $22,392.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOAMS 2003-10 XB5
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 5.4137
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $95,000.00
f. Value of collateral, to the nearest cent: $12,566.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOAMS 2003-10 XB6
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 5.4137
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $143,178.00
f. Value of collateral, to the nearest cent: $15,931.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANC OF AMERICA MORTGAGE SECUR
b. Maturity date: 2034-08-25
from:
to:
c. Coupon or yield: 5.8161
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $8,535,746.00
f. Value of collateral, to the nearest cent: $133,781.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC. 2005-3
b. Maturity date: 2037-06-26
from:
to:
c. Coupon or yield: 7.5586
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $49,020,000.00
f. Value of collateral, to the nearest cent: $25,684,153.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-RR4
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 5.383
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $193,476.00
f. Value of collateral, to the nearest cent: $208,556.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2035-07-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $26,586,000.00
f. Value of collateral, to the nearest cent: $13,781,292.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC 2003-53 A-R MTG PA
b. Maturity date: 2037-03-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,955,000.00
f. Value of collateral, to the nearest cent: $5,972,990.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-1R A2
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 4.5393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $65,998,000.00
f. Value of collateral, to the nearest cent: $66,248,039.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-1R A3
b. Maturity date: 2047-02-25
from:
to:
c. Coupon or yield: 4.5393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $72,598,000.00
f. Value of collateral, to the nearest cent: $70,965,598.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A3
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $64,172,000.00
f. Value of collateral, to the nearest cent: $66,534,418.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC 2011-7R A4
b. Maturity date: 2047-08-27
from:
to:
c. Coupon or yield: 4.9396
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $56,070,000.00
f. Value of collateral, to the nearest cent: $36,420,831.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC TR 2011-11
b. Maturity date: 2058-06-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $34,552,000.00
f. Value of collateral, to the nearest cent: $24,563,342.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2011-15R
b. Maturity date: 2036-08-27
from:
to:
c. Coupon or yield: 3.7903
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,636,158.00
f. Value of collateral, to the nearest cent: $13,480,631.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SER 2012-4R
b. Maturity date: 2036-01-28
from:
to:
c. Coupon or yield: 5.4646
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $72,155.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC PASS THRU CTFS 2002-
b. Maturity date: 2032-11-25
from:
to:
c. Coupon or yield: 5.9122
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,799,481.20
f. Value of collateral, to the nearest cent: $2,127.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWMBS INC FOR FUTURE ISSUES SE
b. Maturity date: 2033-01-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $800,816.00
f. Value of collateral, to the nearest cent: $16,493.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHL MORTGAGE PASS-THROUGH TRUS
b. Maturity date: 2033-01-25
from:
to:
c. Coupon or yield: 5.6049
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $0.06
f. Value of collateral, to the nearest cent: $0.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CDMC 2003-4 B6
b. Maturity date: 2033-05-25
from:
to:
c. Coupon or yield: 5.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $315,725.68
f. Value of collateral, to the nearest cent: $34,763.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP MORTGAGE LOAN TRUST
b. Maturity date: 2048-07-25
from:
to:
c. Coupon or yield: 4.0717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $325,000.00
f. Value of collateral, to the nearest cent: $250,343.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON 200
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $1,704,855.00
f. Value of collateral, to the nearest cent: $18,746.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CREDIT SUISSE FIRST BOSTON 200
b. Maturity date: 2020-07-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,521,010.00
f. Value of collateral, to the nearest cent: $69,355.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010 18R
b. Maturity date: 2036-09-28
from:
to:
c. Coupon or yield: 2.9896
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $16,813,000.00
f. Value of collateral, to the nearest cent: $11,873,734.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INFODETICS CORP
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.4235
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $139,339,886.00
f. Value of collateral, to the nearest cent: $638,677.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAGUNA ABS CDO LTD
b. Maturity date: 2044-11-03
from:
to:
c. Coupon or yield: 0.8016
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $146,000,000.00
f. Value of collateral, to the nearest cent: $59,134,216.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MTGSUB TR01-A A 122931
b. Maturity date: 2031-12-29
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: PTA
e. The principal amount, to the nearest cent: $1,810,000.00
f. Value of collateral, to the nearest cent: $252,361.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RASC SERIES 2006-KS7
b. Maturity date: 2036-09-25
from:
to:
c. Coupon or yield: 0.3607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,632,712.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFSC 2003-RM1 B3
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $845,008.06
f. Value of collateral, to the nearest cent: $18,997.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSI 2004-S4 2B3
b. Maturity date: 2019-04-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $152,258.70
f. Value of collateral, to the nearest cent: $23,388.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RESIDENTIAL ASSET SECURITIZATI
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $22,366,313.00
f. Value of collateral, to the nearest cent: $1,948,142.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO 2008-RF1
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 4.6482
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $1,579,041.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURED ASSET SECURITIES CO
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $64,038,000.00
f. Value of collateral, to the nearest cent: $3,000,764.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VOYAGER BRSTN 07401UAB9 DEL TR
b. Maturity date: 2036-12-26
from:
to:
c. Coupon or yield: 0.5365
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $45,263,000.00
f. Value of collateral, to the nearest cent: $33,685,851.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WFMBS 2003-B B6
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 2.4931
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $701,127.32
f. Value of collateral, to the nearest cent: $8,100.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$455,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$455,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$455,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$455,000,000.00
Item 26. Name of the Issuer
DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield)
DBS BANK LIMITED SINGAPORE 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23305DM36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$66,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$65,984,746.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$65,996,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$65,996,040.00
Item 26. Name of the Issuer
DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield)
DEUTSCHE BANK AG NY BRANCH 0.789
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25153DBL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-29
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
DEUTSCHE BANK AG NY BRANCH
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$836,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$836,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$835,690,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$835,690,680.00
Item 26. Name of the Issuer
DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield)
DEUTSCHE BANK AG NY BRANCH 0.252
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25153DBM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-29
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
DEUTSCHE BANK AG NY BRANCH
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$830,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$830,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$829,767,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$829,767,600.00
Item 26. Name of the Issuer
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.570
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0DBN01CD7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AES CORP
b. Maturity date: 2020-06-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $800,000.00
f. Value of collateral, to the nearest cent: $946,666.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Adjustable Rate Mortgage Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 1.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,240,000.00
f. Value of collateral, to the nearest cent: $47,290.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLSTATE CORP
b. Maturity date: 2067-05-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $600,000.00
f. Value of collateral, to the nearest cent: $662,983.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLY FINL INC
b. Maturity date: 2015-02-12
from:
to:
c. Coupon or yield: 8.3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,507,883.00
f. Value of collateral, to the nearest cent: $2,899,941.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,200,231.00
f. Value of collateral, to the nearest cent: $379,405.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.189
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $95,000,000.00
f. Value of collateral, to the nearest cent: $4,601,737.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 36.236
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $635,000.00
f. Value of collateral, to the nearest cent: $602,276.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 36.236
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,221,714.00
f. Value of collateral, to the nearest cent: $1,159,393.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,520,622.00
f. Value of collateral, to the nearest cent: $188,515.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,942,250.00
f. Value of collateral, to the nearest cent: $444,949.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 38.816
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,126,667.00
f. Value of collateral, to the nearest cent: $2,298,355.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 38.936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,536,667.00
f. Value of collateral, to the nearest cent: $2,788,776.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $37,161.00
f. Value of collateral, to the nearest cent: $17,755.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,478,377.00
f. Value of collateral, to the nearest cent: $244,793.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.611
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,190,000.00
f. Value of collateral, to the nearest cent: $2,689,932.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 5.389
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $60,000,000.00
f. Value of collateral, to the nearest cent: $5,795,114.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK EN
b. Maturity date: 2016-09-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $855,389.00
f. Value of collateral, to the nearest cent: $769,719.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN GEN FIN CORP INCOMENOTES BOOK ENTRY
b. Maturity date: 2013-12-15
from:
to:
c. Coupon or yield: 5.1
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $30,254.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN GEN FIN CORP INCOMENOTES BOOK ENTRY
b. Maturity date: 2012-12-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $38,000.00
f. Value of collateral, to the nearest cent: $38,360.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN GEN FIN CORP INCOMENOTES BOOK ENTRY
b. Maturity date: 2012-12-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $20,315.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN STORES CO MEDIUM TERM NTS-BOOK ENTRY
b. Maturity date: 2028-03-20
from:
to:
c. Coupon or yield: 7.1
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $488,067.00
f. Value of collateral, to the nearest cent: $404,161.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BAMLL Commercial Mortgage Securities Trust
b. Maturity date: 2029-08-15
from:
to:
c. Coupon or yield: 3.414
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $3,028,950.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2045-10-10
from:
to:
c. Coupon or yield: 5.405
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $769,581.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2041-11-10
from:
to:
c. Coupon or yield: 0.869
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $97,849,000.00
f. Value of collateral, to the nearest cent: $474,316.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 5.856
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $486,153.00
f. Value of collateral, to the nearest cent: $407,109.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 5.695
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,298,425.00
f. Value of collateral, to the nearest cent: $3,038,878.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 6.21
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,898,428.00
f. Value of collateral, to the nearest cent: $7,942,795.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANK AMER CORP
b. Maturity date: 2080-11-15
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $199,900.00
f. Value of collateral, to the nearest cent: $233,600.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.571
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,400,000.00
f. Value of collateral, to the nearest cent: $718,661.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 3.085
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,306,000.00
f. Value of collateral, to the nearest cent: $44,937.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Commercial Mortgage Securities
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 0.446
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $67,098,695.00
f. Value of collateral, to the nearest cent: $10,284.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns ARM Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 2.663
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,200,000.00
f. Value of collateral, to the nearest cent: $1,640,306.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BELO CORP FORMERLY BELO A H CORP TO 01/01/2000
b. Maturity date: 2013-05-30
from:
to:
c. Coupon or yield: 6.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $105,331.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BERRY PLASTICS CORP
b. Maturity date: 2015-02-15
from:
to:
c. Coupon or yield: 5.09
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $200,000.00
f. Value of collateral, to the nearest cent: $202,397.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BRUNSWICK CORP
b. Maturity date: 2016-11-01
from:
to:
c. Coupon or yield: 11.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $254,000.00
f. Value of collateral, to the nearest cent: $304,482.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSDB 2005-AFR1
b. Maturity date: 2027-09-15
from:
to:
c. Coupon or yield: 5.116
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $1,159,351.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: C-BASS Mortgage Loan Asset-Backed Certificates
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,395,202.00
f. Value of collateral, to the nearest cent: $627,831.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CCO HLDGS LLC / CCO HLDGS CAP CORP
b. Maturity date: 2018-04-30
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $54,010.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CDC Securitization Corp
b. Maturity date: 2035-05-20
from:
to:
c. Coupon or yield: 1.582
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,335,000.00
f. Value of collateral, to the nearest cent: $38,916.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2044-07-15
from:
to:
c. Coupon or yield: 5.393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,991,294.00
f. Value of collateral, to the nearest cent: $2,066,429.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2046-01-15
from:
to:
c. Coupon or yield: 5.569
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $5,658,107.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2046-01-15
from:
to:
c. Coupon or yield: 5.592
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $17,714.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2049-12-11
from:
to:
c. Coupon or yield: 5.366
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,565,961.00
f. Value of collateral, to the nearest cent: $3,707,422.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2049-12-11
from:
to:
c. Coupon or yield: 5.398
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,710,000.00
f. Value of collateral, to the nearest cent: $2,085,691.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2044-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,162,000.00
f. Value of collateral, to the nearest cent: $31,298.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 6.489
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $5,407,764.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,583,333.00
f. Value of collateral, to the nearest cent: $382,421.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2037-11-25
from:
to:
c. Coupon or yield: 3.15
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,949,000.00
f. Value of collateral, to the nearest cent: $20,284.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2038-01-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,140,505.00
f. Value of collateral, to the nearest cent: $9,569,959.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CIT GROUP INC REORGANIZED AS CIT EXCHANGECO INC
b. Maturity date: 2014-04-01
from:
to:
c. Coupon or yield: 6.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,697,069.00
f. Value of collateral, to the nearest cent: $3,870,908.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CIT GROUP INC NEW
b. Maturity date: 2017-08-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $442,761.00
f. Value of collateral, to the nearest cent: $454,002.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CIT GROUP INC NEW
b. Maturity date: 2022-08-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,650,000.00
f. Value of collateral, to the nearest cent: $1,731,825.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2044-12-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $74,240,000.00
f. Value of collateral, to the nearest cent: $3,176,803.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2028-06-09
from:
to:
c. Coupon or yield: 5.949
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $899,427.00
f. Value of collateral, to the nearest cent: $937,676.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CNH CAP LLC
b. Maturity date: 2016-11-01
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $320,000.00
f. Value of collateral, to the nearest cent: $355,600.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2045-05-15
from:
to:
c. Coupon or yield: 5.547
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,332,000.00
f. Value of collateral, to the nearest cent: $2,141,767.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM 2012-CCRE3 MTG TR
b. Maturity date: 2045-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,730,510.00
f. Value of collateral, to the nearest cent: $1,279,359.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 1.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $17,679,237.00
f. Value of collateral, to the nearest cent: $7,570,231.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,540,131.00
f. Value of collateral, to the nearest cent: $751,520.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 48.282
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,590,800.00
f. Value of collateral, to the nearest cent: $3,763,796.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,022,625.00
f. Value of collateral, to the nearest cent: $396,364.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $590,909.00
f. Value of collateral, to the nearest cent: $38,284.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $681,818.00
f. Value of collateral, to the nearest cent: $152,720.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CALPINE CORP
b. Maturity date: 2017-10-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $121,000.00
f. Value of collateral, to the nearest cent: $129,859.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARRIZO OIL & GAS INC
b. Maturity date: 2018-10-15
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,535,000.00
f. Value of collateral, to the nearest cent: $1,663,684.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CBA Commercial Assets
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 0.304
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $35,637,145.00
f. Value of collateral, to the nearest cent: $944,351.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CC HLDGS GS V LLC / CROWN CASTLE GS III CORP
b. Maturity date: 2014-05-01
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $456,000.00
f. Value of collateral, to the nearest cent: $494,475.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CENTURYTEL INC FORMERLY CENTURYTEL INC TO 05/20/
b. Maturity date: 2042-03-15
from:
to:
c. Coupon or yield: 7.65
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $3,078,457.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Chase Funding Loan Acquisition Trust
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 5.351
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $44,968.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Chase Mortgage Finance Corporation
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 5.269
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,654,285.00
f. Value of collateral, to the nearest cent: $4,514,384.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIGROUP INC
b. Maturity date: 2099-12-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $2,061,260.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Mortgage Loan Trust
b. Maturity date: 2034-07-25
from:
to:
c. Coupon or yield: 5.777
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,136,000.00
f. Value of collateral, to the nearest cent: $21,546.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citicorp Residential Mortgage Trust
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,234,000.00
f. Value of collateral, to the nearest cent: $3.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Commercial Mortgage Trust
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 5.888
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,153,171.00
f. Value of collateral, to the nearest cent: $8,941,028.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Commercial Mortgage Trust
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 6.262
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $18,499,000.00
f. Value of collateral, to the nearest cent: $2,475,443.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT
b. Maturity date: 2013-01-15
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $102,715.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIZENS UTILS CO DEL NAME CHANGED TO CITIZENS C
b. Maturity date: 2035-07-01
from:
to:
c. Coupon or yield: 7.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $141,872.00
f. Value of collateral, to the nearest cent: $136,882.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEAN HARBORS INC CLEAN HBRS INC
b. Maturity date: 2020-08-01
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,516,000.00
f. Value of collateral, to the nearest cent: $2,578,900.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEAR CHANNEL COMMUNICATIONS INC
b. Maturity date: 2027-10-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $797,000.00
f. Value of collateral, to the nearest cent: $428,963.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEAR CHANNEL COMMUNICATIONS INC
b. Maturity date: 2016-08-01
from:
to:
c. Coupon or yield: 11
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $548,584.00
f. Value of collateral, to the nearest cent: $422,409.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COBALT CMBS Commercial Mortgage Trust
b. Maturity date: 2046-05-15
from:
to:
c. Coupon or yield: 5.997
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $731,663.00
f. Value of collateral, to the nearest cent: $490,923.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COFFEYVILLE RES LLC / COFFEYVILLE FIN INC
b. Maturity date: 2017-04-01
from:
to:
c. Coupon or yield: 10.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $257,000.00
f. Value of collateral, to the nearest cent: $286,314.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLONIAL RLTY LTD PARTNERSHIP DEL
b. Maturity date: 2016-09-01
from:
to:
c. Coupon or yield: 6.05
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,456,302.00
f. Value of collateral, to the nearest cent: $1,653,839.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2034-07-16
from:
to:
c. Coupon or yield: 0.588
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $107,996,854.00
f. Value of collateral, to the nearest cent: $210,303.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2020-12-15
from:
to:
c. Coupon or yield: 0.255
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,372,545,824.00
f. Value of collateral, to the nearest cent: $120,041.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2022-06-15
from:
to:
c. Coupon or yield: 0.19
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,010,456,000.00
f. Value of collateral, to the nearest cent: $550,342.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2046-12-10
from:
to:
c. Coupon or yield: 5.961
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $5.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2019-02-05
from:
to:
c. Coupon or yield: 0.2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,000,000,000.00
f. Value of collateral, to the nearest cent: $8,507.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2037-10-15
from:
to:
c. Coupon or yield: 5.342
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,276,000.00
f. Value of collateral, to the nearest cent: $11,179.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONSTELLATION BRANDS INC
b. Maturity date: 2022-05-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $225,000.00
f. Value of collateral, to the nearest cent: $255,937.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONTINENTAL RES INC OKLA
b. Maturity date: 2021-04-01
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $644,046.00
f. Value of collateral, to the nearest cent: $728,375.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2034-06-15
from:
to:
c. Coupon or yield: 6.257
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $2,381,927.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2038-05-15
from:
to:
c. Coupon or yield: 1.892
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $39,200,000.00
f. Value of collateral, to the nearest cent: $57,602.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2015-12-15
from:
to:
c. Coupon or yield: 0.394
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,141,967.00
f. Value of collateral, to the nearest cent: $1,113,699.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2015-06-15
from:
to:
c. Coupon or yield: 4.981
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,323,000.00
f. Value of collateral, to the nearest cent: $7,191,778.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2049-01-15
from:
to:
c. Coupon or yield: 5.795
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,855,000.00
f. Value of collateral, to the nearest cent: $818,763.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2017-04-15
from:
to:
c. Coupon or yield: 5.55
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,266,000.00
f. Value of collateral, to the nearest cent: $97,528.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $927,415.00
f. Value of collateral, to the nearest cent: $355,822.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CRICKET COMMUNICATIONS INC
b. Maturity date: 2016-05-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,250,000.00
f. Value of collateral, to the nearest cent: $2,459,781.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2047-03-20
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,450,000.00
f. Value of collateral, to the nearest cent: $2,591.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DR STRUCTURED FIN CORP
b. Maturity date: 2018-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,000.00
f. Value of collateral, to the nearest cent: $306.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DR STRUCTURED FIN CORP
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $2,051.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DR STRUCTURED FIN CORP
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,000.00
f. Value of collateral, to the nearest cent: $2,194.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DBUBS Mortgage Trust
b. Maturity date: 2046-11-10
from:
to:
c. Coupon or yield: 0.319
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,017,000.00
f. Value of collateral, to the nearest cent: $34,988.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PNCMT Trust
b. Maturity date: 2030-04-25
from:
to:
c. Coupon or yield: 7.98
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,170,000.00
f. Value of collateral, to the nearest cent: $43,198.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DELPHI CORP
b. Maturity date: 2019-05-15
from:
to:
c. Coupon or yield: 5.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $417,628.00
f. Value of collateral, to the nearest cent: $446,861.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DENBURY RES INC
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $525,000.00
f. Value of collateral, to the nearest cent: $584,565.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DESARROLLADORA HOMEX S A DE C V
b. Maturity date: 2020-03-25
from:
to:
c. Coupon or yield: 9.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $503,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-A Securities Alternative Loan Trust
b. Maturity date: 2035-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $152,919,000.00
f. Value of collateral, to the nearest cent: $559,997.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $293,886.00
f. Value of collateral, to the nearest cent: $112,630.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 10.744
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,104,182.00
f. Value of collateral, to the nearest cent: $568,014.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 6.554
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,922,087.00
f. Value of collateral, to the nearest cent: $3,047,481.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities Resecuritization Trust
b. Maturity date: 2037-04-28
from:
to:
c. Coupon or yield: 0.341
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $26,989,622.00
f. Value of collateral, to the nearest cent: $17,256,822.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE MTG SECS INC REMIC TR
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $28,379,516.00
f. Value of collateral, to the nearest cent: $12,650,169.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE MTG SECS INC REMIC TR
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,018,279.00
f. Value of collateral, to the nearest cent: $898,503.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE MTG SECS INC REMIC TR
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,053,204.00
f. Value of collateral, to the nearest cent: $3,157,670.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $19,756,068.00
f. Value of collateral, to the nearest cent: $8,494,931.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $26,578,288.00
f. Value of collateral, to the nearest cent: $9,201,589.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $77,872,808.00
f. Value of collateral, to the nearest cent: $30,048,153.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DISH DBS CORP
b. Maturity date: 2017-07-15
from:
to:
c. Coupon or yield: 4.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,400,000.00
f. Value of collateral, to the nearest cent: $3,502,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOLLAR GEN CORP NEW
b. Maturity date: 2017-07-15
from:
to:
c. Coupon or yield: 4.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,095,000.00
f. Value of collateral, to the nearest cent: $1,155,213.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOLPHIN SUBSIDIARY II INC
b. Maturity date: 2021-10-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $100,865.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOMTAR CORP
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,108,271.00
f. Value of collateral, to the nearest cent: $2,293,797.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DONNELLEY & SONS CO R R
b. Maturity date: 2015-05-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $106,286.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EDISON MISSION ENERGY
b. Maturity date: 2017-05-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $601,390.00
f. Value of collateral, to the nearest cent: $309,582.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2030-10-15
from:
to:
c. Coupon or yield: 8.05
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $792,000.00
f. Value of collateral, to the nearest cent: $950,683.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2031-08-01
from:
to:
c. Coupon or yield: 7.8
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $533,831.00
f. Value of collateral, to the nearest cent: $643,693.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ENERGY FUTURE HLDGS CORP
b. Maturity date: 2017-11-01
from:
to:
c. Coupon or yield: 11.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $299,764.00
f. Value of collateral, to the nearest cent: $291,145.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ENTERGY CORP NEW
b. Maturity date: 2015-09-15
from:
to:
c. Coupon or yield: 3.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $151,722.00
f. Value of collateral, to the nearest cent: $160,811.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ENTERPRISE PRODS OPER L P
b. Maturity date: 2068-01-15
from:
to:
c. Coupon or yield: 7.034
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $116,321.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXIDE TECHNOLOGIES FORMERLY EXIDE CORP TO 05/15/
b. Maturity date: 2018-02-01
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $800,000.00
f. Value of collateral, to the nearest cent: $667,250.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FTI CONSULTING INC
b. Maturity date: 2016-10-01
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $15,576.00
f. Value of collateral, to the nearest cent: $16,124.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae Multifamily Grantor Trust
b. Maturity date: 2036-05-17
from:
to:
c. Coupon or yield: 7.152
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $45,147.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2040-02-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,000,000.00
f. Value of collateral, to the nearest cent: $60,275.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST DATA CORP
b. Maturity date: 2019-06-15
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,223,000.00
f. Value of collateral, to the nearest cent: $1,299,879.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Horizon Alternative Mortgage Securities Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 4.789
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $66,175,000.00
f. Value of collateral, to the nearest cent: $3,117,954.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Horizon Mortgage Pass Through Trust
b. Maturity date: 2032-10-25
from:
to:
c. Coupon or yield: 63.407
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,296,270.00
f. Value of collateral, to the nearest cent: $476,026.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Horizon Alternative Mortgage Securities Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 5.732
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,813,000.00
f. Value of collateral, to the nearest cent: $2,025,473.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Horizon Alternative Mortgage Securities Trust
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 54.078
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,800,000.00
f. Value of collateral, to the nearest cent: $2,189,534.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0
b. Maturity date: 2016-12-15
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,455,000.00
f. Value of collateral, to the nearest cent: $1,795,696.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GE Commercial Mortgage Corporation
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 0.448
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,448,139.00
f. Value of collateral, to the nearest cent: $4,165,946.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GE Commercial Mortgage Corporation
b. Maturity date: 2049-12-10
from:
to:
c. Coupon or yield: 5.962
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,651,000.00
f. Value of collateral, to the nearest cent: $1,163,706.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GMAC Commercial Mortgage Securities
b. Maturity date: 2029-07-15
from:
to:
c. Coupon or yield: 1.354
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,800,000.00
f. Value of collateral, to the nearest cent: $15,141.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GMAC Commercial Mortgage Securities
b. Maturity date: 2018-03-15
from:
to:
c. Coupon or yield: 0.129
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $573,315,263.00
f. Value of collateral, to the nearest cent: $19,844.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GMAC Commercial Mortgage Securities
b. Maturity date: 2034-04-15
from:
to:
c. Coupon or yield: 7.745
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,437,000.00
f. Value of collateral, to the nearest cent: $3,218,962.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GMAC Commercial Mortgage Securities
b. Maturity date: 2039-07-10
from:
to:
c. Coupon or yield: 1.111
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $155,520,593.00
f. Value of collateral, to the nearest cent: $9,952.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2044-08-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $342,498,806.00
f. Value of collateral, to the nearest cent: $4,097,655.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2020-03-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $664,744,839.00
f. Value of collateral, to the nearest cent: $4,504.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2046-03-21
from:
to:
c. Coupon or yield: 5.415
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $2,432,914.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2049-12-20
from:
to:
c. Coupon or yield: 5.687
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $912,878.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 4.789
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,000,000.00
f. Value of collateral, to the nearest cent: $407,007.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $22,135,513.00
f. Value of collateral, to the nearest cent: $10,162,135.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2044-03-10
from:
to:
c. Coupon or yield: 1.307
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $361,451,939.00
f. Value of collateral, to the nearest cent: $18,380,024.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2044-03-11
from:
to:
c. Coupon or yield: 5.727
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,897,384.00
f. Value of collateral, to the nearest cent: $6,410,808.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2043-08-10
from:
to:
c. Coupon or yield: 6.132
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $258,403.00
f. Value of collateral, to the nearest cent: $283,668.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GENWORTH FINL INC
b. Maturity date: 2034-06-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $484,000.00
f. Value of collateral, to the nearest cent: $481,364.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GEOEYE INC
b. Maturity date: 2015-10-01
from:
to:
c. Coupon or yield: 9.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $136,573.00
f. Value of collateral, to the nearest cent: $153,032.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GCCFC Commercial Pass-Through Certificates
b. Maturity date: 2035-01-11
from:
to:
c. Coupon or yield: 1.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $135,000,000.00
f. Value of collateral, to the nearest cent: $7,793.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GCCFC Commercial Pass-Through Certificates
b. Maturity date: 2019-11-05
from:
to:
c. Coupon or yield: 1.019
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,506,000.00
f. Value of collateral, to the nearest cent: $8,059,458.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRIFFON CORP
b. Maturity date: 2018-04-01
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,459,000.00
f. Value of collateral, to the nearest cent: $1,544,260.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HCA INC FORMERLY HCA-HEALTHCARE CO TO 07/01/2001
b. Maturity date: 2020-09-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,875,000.00
f. Value of collateral, to the nearest cent: $3,203,508.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HBOS PLC MEDIUM TERM SUB NTS BOOK ENTRY REG S
b. Maturity date: 2018-05-21
from:
to:
c. Coupon or yield: 6.75
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $61,000.00
f. Value of collateral, to the nearest cent: $65,880.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Halcyon Structured Asset Management CLO
b. Maturity date: 2021-10-29
from:
to:
c. Coupon or yield: 4.197
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,519,553.00
f. Value of collateral, to the nearest cent: $1,357,234.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HarborView Mortgage Loan Trust
b. Maturity date: 2035-09-19
from:
to:
c. Coupon or yield: 2.135
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $97,703,996.00
f. Value of collateral, to the nearest cent: $1,754,347.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARRAHS OPER INC
b. Maturity date: 2016-06-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $271,291.00
f. Value of collateral, to the nearest cent: $163,339.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEALTHSOUTH CORP FORMERLY HEALTHSOUTH REHABILITA
b. Maturity date: 2022-09-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $37,706.00
f. Value of collateral, to the nearest cent: $41,472.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IAMGOLD INTL AFRICAN MNG GOLD CORP FORMERLY IAMG
b. Maturity date: 2020-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $503,125.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAC CMB Trust
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.886
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $325,000.00
f. Value of collateral, to the nearest cent: $1,203.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IndyMac INDX Mortgage Loan Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 2.654
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $26,000,000.00
f. Value of collateral, to the nearest cent: $3,992,533.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTERNATIONAL LEASE FIN CORP
b. Maturity date: 2018-09-01
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,600,000.00
f. Value of collateral, to the nearest cent: $1,903,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTERNATIONAL LEASE FIN CORP
b. Maturity date: 2022-01-15
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $806,902.00
f. Value of collateral, to the nearest cent: $1,003,306.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: J P MORGAN CHASE COML MTG SECS
b. Maturity date: 2042-07-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,743,000.00
f. Value of collateral, to the nearest cent: $285,384.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2045-04-17
from:
to:
c. Coupon or yield: 6.065
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $45,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Alternative Loan Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,687,000.00
f. Value of collateral, to the nearest cent: $3,715,304.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2045-05-12
from:
to:
c. Coupon or yield: 6.079
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,670,000.00
f. Value of collateral, to the nearest cent: $577,305.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 0.864
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,386,171.00
f. Value of collateral, to the nearest cent: $1,869,729.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JABIL CIRCUIT INC
b. Maturity date: 2018-03-15
from:
to:
c. Coupon or yield: 8.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,631,174.00
f. Value of collateral, to the nearest cent: $1,946,058.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB Commercial Mortgage Trust
b. Maturity date: 2032-10-15
from:
to:
c. Coupon or yield: 1.298
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,000,000.00
f. Value of collateral, to the nearest cent: $12,682.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB Commercial Mortgage Trust
b. Maturity date: 2044-07-01
from:
to:
c. Coupon or yield: 6.082
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,050,000.00
f. Value of collateral, to the nearest cent: $109,101.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAMAR MEDIA CORP
b. Maturity date: 2014-04-01
from:
to:
c. Coupon or yield: 9.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $120,330.00
f. Value of collateral, to the nearest cent: $135,145.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2032-07-15
from:
to:
c. Coupon or yield: 1.282
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $77,916.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LEAR CORP
b. Maturity date: 2020-03-15
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $98,000.00
f. Value of collateral, to the nearest cent: $110,042.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman Mortgage Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 6.939
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $45,904,000.00
f. Value of collateral, to the nearest cent: $4,432,842.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman Mortgage Trust
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 6.455
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $53,244,000.00
f. Value of collateral, to the nearest cent: $5,552,216.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman Mortgage Trust
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,184,186.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LLOYDS BANKING GROUP PLC
b. Maturity date: 2099-11-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,820,359.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC Commercial Mortgage Trust
b. Maturity date: 2048-08-12
from:
to:
c. Coupon or yield: 6.015
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $2,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors
b. Maturity date: 2028-11-21
from:
to:
c. Coupon or yield: 2.404
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $202,530,000.00
f. Value of collateral, to the nearest cent: $99.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 0.581
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,310,343.00
f. Value of collateral, to the nearest cent: $1,695,984.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2034-08-12
from:
to:
c. Coupon or yield: 1.514
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $104,543,379.00
f. Value of collateral, to the nearest cent: $9,124.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2014-11-12
from:
to:
c. Coupon or yield: 5.916
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,659,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2042-09-12
from:
to:
c. Coupon or yield: 5.712
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $268,800.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2037-11-12
from:
to:
c. Coupon or yield: 5.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,930,124.00
f. Value of collateral, to the nearest cent: $3,058,478.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC Commercial Mortgage Trust
b. Maturity date: 2049-09-25
from:
to:
c. Coupon or yield: 6.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $929,900.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Commercial Mortgage Finance Corp
b. Maturity date: 2029-09-15
from:
to:
c. Coupon or yield: 1.183
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,010,000.00
f. Value of collateral, to the nearest cent: $812.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Commercial Mortgage Finance Corp
b. Maturity date: 2031-07-15
from:
to:
c. Coupon or yield: 1.675
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $334,666,500.00
f. Value of collateral, to the nearest cent: $182,657.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2042-11-14
from:
to:
c. Coupon or yield: 5.38
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,566,000.00
f. Value of collateral, to the nearest cent: $1,394,617.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2032-07-15
from:
to:
c. Coupon or yield: 0.18
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $593,751,289.00
f. Value of collateral, to the nearest cent: $28,159.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Dean Witter Capital I Trust
b. Maturity date: 2039-01-15
from:
to:
c. Coupon or yield: 0.892
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $242,361,500.00
f. Value of collateral, to the nearest cent: $150,006.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Dean Witter Capital I Trust
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 1.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,582,223.00
f. Value of collateral, to the nearest cent: $1,170,303.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Mortgage Loan Trust
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 6.869
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $34,697,000.00
f. Value of collateral, to the nearest cent: $4,891,976.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Mortgage Loan Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 5.83
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,330,000.00
f. Value of collateral, to the nearest cent: $3,592,945.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2044-02-12
from:
to:
c. Coupon or yield: 5.874
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $263,884.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Bank of America Merrill Lynch Trust
b. Maturity date: 2022-07-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,457,000.00
f. Value of collateral, to the nearest cent: $2,734,369.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,685,417.00
f. Value of collateral, to the nearest cent: $2,450,698.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MortgageIT Trust
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.361
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $24,939,930.00
f. Value of collateral, to the nearest cent: $5,626,720.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NRG ENERGY INC
b. Maturity date: 2018-01-15
from:
to:
c. Coupon or yield: 7.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $1,112,451.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWFIELD EXPL CO
b. Maturity date: 2022-01-30
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,081,631.00
f. Value of collateral, to the nearest cent: $1,176,221.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEXTEL COMMUNICATIONS INC
b. Maturity date: 2015-08-01
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $13,000.00
f. Value of collateral, to the nearest cent: $13,255.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Asset Securities Corporation
b. Maturity date: 2030-03-15
from:
to:
c. Coupon or yield: 1.456
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $202,000,000.00
f. Value of collateral, to the nearest cent: $438,639.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Asset Acceptance Corp Alternative Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 3.471
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,118,780.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORBORD GP 7.7 15FEB17 144A
b. Maturity date: 2017-02-15
from:
to:
c. Coupon or yield: 6.45
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,687,483.00
f. Value of collateral, to the nearest cent: $2,927,430.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHH Alternative Mortgage Trust
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $16,140,164.00
f. Value of collateral, to the nearest cent: $7,438,208.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHH Alternative Mortgage Trust
b. Maturity date: 2022-02-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $315,176.00
f. Value of collateral, to the nearest cent: $120,538.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHH Alternative Mortgage Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $159,986.00
f. Value of collateral, to the nearest cent: $54,514.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHH Alternative Mortgage Trust
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 35.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $2,783,264.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PENNEY J C CORP INC
b. Maturity date: 2018-02-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $98,963.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PINNACLE ENTMT INC
b. Maturity date: 2017-08-01
from:
to:
c. Coupon or yield: 8.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $110,156.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PLAINS EXPL & PRODTN CO
b. Maturity date: 2020-04-01
from:
to:
c. Coupon or yield: 7.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $301,000.00
f. Value of collateral, to the nearest cent: $319,467.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: POST HLDGS INC
b. Maturity date: 2022-02-15
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $9,000.00
f. Value of collateral, to the nearest cent: $9,592.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,923,076.00
f. Value of collateral, to the nearest cent: $186,140.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2036-12-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,571,428.00
f. Value of collateral, to the nearest cent: $376,641.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,554,200.00
f. Value of collateral, to the nearest cent: $142,294.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,248,911.00
f. Value of collateral, to the nearest cent: $480,581.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RMF (Red Mountain) Commercial Mortgage Pass Through Certif
b. Maturity date: 2019-01-15
from:
to:
c. Coupon or yield: 1.679
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $54,777,000.00
f. Value of collateral, to the nearest cent: $5,631.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RANGE RES CORP
b. Maturity date: 2021-06-01
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $45,000.00
f. Value of collateral, to the nearest cent: $49,271.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 4.584
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $55,000,000.00
f. Value of collateral, to the nearest cent: $5,097,726.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,465,833.00
f. Value of collateral, to the nearest cent: $618,229.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAST (Residential Asset Securitization Trust)
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 5.334
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $24,950,000.00
f. Value of collateral, to the nearest cent: $3,284,001.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAST (Residential Asset Securitization Trust)
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 52.268
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,607,428.00
f. Value of collateral, to the nearest cent: $1,505,240.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 6.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $815,000.00
f. Value of collateral, to the nearest cent: $865,937.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $346,000.00
f. Value of collateral, to the nearest cent: $380,297.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER
b. Maturity date: 2019-04-15
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,990,000.00
f. Value of collateral, to the nearest cent: $2,116,862.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Rockwall CDO
b. Maturity date: 2021-08-01
from:
to:
c. Coupon or yield: 0.745
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $32,102,820.00
f. Value of collateral, to the nearest cent: $19,432,868.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SBA TELECOMMUNICATIONS INC
b. Maturity date: 2020-07-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,589,000.00
f. Value of collateral, to the nearest cent: $1,679,970.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SBA Tower Trust
b. Maturity date: 2040-04-15
from:
to:
c. Coupon or yield: 4.254
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $200,000.00
f. Value of collateral, to the nearest cent: $210,548.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SLM CORP MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2013-10-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $975,000.00
f. Value of collateral, to the nearest cent: $1,011,218.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SM ENERGY CO
b. Maturity date: 2019-02-15
from:
to:
c. Coupon or yield: 6.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,239.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SM ENERGY CO
b. Maturity date: 2021-11-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $283,058.00
f. Value of collateral, to the nearest cent: $306,402.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STARM Mortgage Loan Trust
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 5.687
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $19,015,118.00
f. Value of collateral, to the nearest cent: $6,865,669.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SABINE PASS LNG L P
b. Maturity date: 2016-11-30
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $4,485,833.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SALLY HLDGS LLC / SALLY CAP INC
b. Maturity date: 2019-11-15
from:
to:
c. Coupon or yield: 6.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $19,978.00
f. Value of collateral, to the nearest cent: $22,175.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Salomon Brothers Commercial Mortgage Trust
b. Maturity date: 2018-09-18
from:
to:
c. Coupon or yield: 1.821
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $218,809,000.00
f. Value of collateral, to the nearest cent: $432.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCHAEFFLER FIN B V
b. Maturity date: 2017-02-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $506,000.00
f. Value of collateral, to the nearest cent: $559,130.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SEALED AIR CORP NEW
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $95,000.00
f. Value of collateral, to the nearest cent: $106,229.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Sequoia Mortgage Trust
b. Maturity date: 2035-05-20
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,182,951.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPRINT NEXTEL CORP FORMERLY SPRINT CORP TO 08/12
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,100,000.00
f. Value of collateral, to the nearest cent: $1,405,800.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Securities Corporation
b. Maturity date: 2018-09-25
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,645,469.00
f. Value of collateral, to the nearest cent: $76,875.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Mortgage Investments
b. Maturity date: 2034-01-19
from:
to:
c. Coupon or yield: 2.462
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,750,000.00
f. Value of collateral, to the nearest cent: $68,091.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TW TELECOM HLDGS INC
b. Maturity date: 2022-10-01
from:
to:
c. Coupon or yield: 5.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $3,082,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TENET HEALTHCARE CORP
b. Maturity date: 2019-07-01
from:
to:
c. Coupon or yield: 8.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $2,289,166.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TENET HEALTHCARE CORP
b. Maturity date: 2020-06-01
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,980,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TOLL BROS FIN CORP
b. Maturity date: 2017-10-15
from:
to:
c. Coupon or yield: 8.91
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,093,000.00
f. Value of collateral, to the nearest cent: $1,383,661.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I
b. Maturity date: 2021-12-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,260,589.00
f. Value of collateral, to the nearest cent: $2,803,207.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UBS-Citigroup Commercial Mortgage Trust
b. Maturity date: 2045-01-10
from:
to:
c. Coupon or yield: 6.071
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,250,000.00
f. Value of collateral, to the nearest cent: $4,566,266.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UPC GERMANY GMBH
b. Maturity date: 2017-12-01
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,090,000.00
f. Value of collateral, to the nearest cent: $4,555,663.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIR LINES INC ACQUIRED BY UAL INC 08/01/1
b. Maturity date: 2013-08-01
from:
to:
c. Coupon or yield: 9.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $938,000.00
f. Value of collateral, to the nearest cent: $978,744.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIVERSAL CORP VA
b. Maturity date: 2014-12-01
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $2,192,043.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIVERSAL CORP VA MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2013-10-15
from:
to:
c. Coupon or yield: 5.2
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $3,112,593.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VALEANT PHARMACEUTICALS INTL
b. Maturity date: 2020-10-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $269,583.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VALEANT PHARMACEUTICALS INTL
b. Maturity date: 2016-07-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $259,784.00
f. Value of collateral, to the nearest cent: $277,095.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2035-08-15
from:
to:
c. Coupon or yield: 0.287
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $476,392,000.00
f. Value of collateral, to the nearest cent: $262,120.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2045-01-15
from:
to:
c. Coupon or yield: 5.739
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $604,300.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2045-07-15
from:
to:
c. Coupon or yield: 0.099
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $200,000,000.00
f. Value of collateral, to the nearest cent: $1,486,300.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2051-02-15
from:
to:
c. Coupon or yield: 6.121
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $732,760.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2047-04-15
from:
to:
c. Coupon or yield: 5.134
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,638,000.00
f. Value of collateral, to the nearest cent: $6,546.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2047-04-15
from:
to:
c. Coupon or yield: 5.134
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,172,000.00
f. Value of collateral, to the nearest cent: $2,908.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2046-05-15
from:
to:
c. Coupon or yield: 5.818
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,816,200.00
f. Value of collateral, to the nearest cent: $2,017,438.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual Asset Securities Corp
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.307
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $17,674.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual Mortgage Pass-Through Certificates, WMALT
b. Maturity date: 2046-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $466,737,783.00
f. Value of collateral, to the nearest cent: $2,403.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual Mortgage Pass-Through Certificates, WMALT
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 0.451
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $19,830,651.00
f. Value of collateral, to the nearest cent: $4,783,932.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON ST HSG FIN COMMN
b. Maturity date: 2017-01-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $1,668,209.00
f. Value of collateral, to the nearest cent: $1,911,873.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASTE MGMT INC DEL
b. Maturity date: 2022-09-15
from:
to:
c. Coupon or yield: 2.9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $1,502,610.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2034-06-01
from:
to:
c. Coupon or yield: 2.615
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,164,000.00
f. Value of collateral, to the nearest cent: $1,399,653.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,494,168.00
f. Value of collateral, to the nearest cent: $1,253,128.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WELLS FARGO MTG BACKED SECS
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,125,000.00
f. Value of collateral, to the nearest cent: $81,127.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Alternative Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,841,000.00
f. Value of collateral, to the nearest cent: $3,584.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XEROX CORP
b. Maturity date: 2016-03-15
from:
to:
c. Coupon or yield: 6.4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $170,000.00
f. Value of collateral, to the nearest cent: $195,438.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XEROX CORP
b. Maturity date: 2015-02-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,715,000.00
f. Value of collateral, to the nearest cent: $1,837,026.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALGECO SCOTSMAN GLOBAL FIN PLC
b. Maturity date: 2018-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $275,000.00
f. Value of collateral, to the nearest cent: $284,288.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ASCIANO FINANCE LIMITED
b. Maturity date: 2020-09-23
from:
to:
c. Coupon or yield: 4.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $910,000.00
f. Value of collateral, to the nearest cent: $945,164.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO)
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$483,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$483,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$483,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$483,000,000.00
Item 26. Name of the Issuer
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.570
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0DBN01CF2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACCELLENT INC
b. Maturity date: 2017-02-01
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $200,000.00
f. Value of collateral, to the nearest cent: $207,187.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN GEN FIN CORP INCOMENOTES BOOK ENTRY
b. Maturity date: 2013-09-15
from:
to:
c. Coupon or yield: 5.45
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $19,901.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN GEN FIN CORP INCOMENOTES BOOK ENTRY
b. Maturity date: 2013-10-15
from:
to:
c. Coupon or yield: 5.2
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $73,896.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: American Home Mortgage Assets Trust
b. Maturity date: 2047-03-25
from:
to:
c. Coupon or yield: 0.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,345,000.00
f. Value of collateral, to the nearest cent: $5,806,343.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: American Tower Trust I
b. Maturity date: 2037-04-15
from:
to:
c. Coupon or yield: 6.249
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $3,610,850.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2043-07-10
from:
to:
c. Coupon or yield: 0.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $385,045,727.00
f. Value of collateral, to the nearest cent: $2,335,750.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2042-07-10
from:
to:
c. Coupon or yield: 5.862
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,652,969.00
f. Value of collateral, to the nearest cent: $2,373,693.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 0.164
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $621,154,236.00
f. Value of collateral, to the nearest cent: $5,309,754.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2047-09-10
from:
to:
c. Coupon or yield: 0.346
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $376,040,105.00
f. Value of collateral, to the nearest cent: $5,557,937.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 6.21
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $4,814,580.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2051-02-10
from:
to:
c. Coupon or yield: 6.21
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $171.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Commercial Mortgage Securities
b. Maturity date: 2039-08-13
from:
to:
c. Coupon or yield: 0.504
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,161,122,793.00
f. Value of collateral, to the nearest cent: $1,296,671.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOMBARDIER INC
b. Maturity date: 2018-03-15
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $186,161.00
f. Value of collateral, to the nearest cent: $214,938.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSDB 2005-AFR1
b. Maturity date: 2027-09-15
from:
to:
c. Coupon or yield: 1.105
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $58,000,000.00
f. Value of collateral, to the nearest cent: $2,208,001.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BSDB 2005-AFR1
b. Maturity date: 2027-09-15
from:
to:
c. Coupon or yield: 5.156
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,080,000.00
f. Value of collateral, to the nearest cent: $1,384,632.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2044-07-15
from:
to:
c. Coupon or yield: 5.393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,611,902.00
f. Value of collateral, to the nearest cent: $1,672,722.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2049-12-11
from:
to:
c. Coupon or yield: 5.366
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,782,598.00
f. Value of collateral, to the nearest cent: $1,853,313.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2049-12-11
from:
to:
c. Coupon or yield: 0.198
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $600,000,000.00
f. Value of collateral, to the nearest cent: $3,780,126.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2049-12-11
from:
to:
c. Coupon or yield: 0.565
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $171,596,500.00
f. Value of collateral, to the nearest cent: $1,939,474.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2044-11-18
from:
to:
c. Coupon or yield: 0.052
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $698,061,272.00
f. Value of collateral, to the nearest cent: $2,437,319.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CFCRE COML MTG TR 2011-C2
b. Maturity date: 2047-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $153,850,416.00
f. Value of collateral, to the nearest cent: $1,465,425.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2038-01-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,614,612.00
f. Value of collateral, to the nearest cent: $10,567,600.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2028-06-09
from:
to:
c. Coupon or yield: 5.949
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $300,573.00
f. Value of collateral, to the nearest cent: $313,355.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 2.886
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,869,178.00
f. Value of collateral, to the nearest cent: $1,435,164.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 1.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $650,526.00
f. Value of collateral, to the nearest cent: $278,554.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 0.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $6,503,554.00
f. Value of collateral, to the nearest cent: $2,213,089.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 5.766
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $95,000,000.00
f. Value of collateral, to the nearest cent: $1,916,240.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CAPITAL ONE CAP VI
b. Maturity date: 2040-05-15
from:
to:
c. Coupon or yield: 8.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $132,725.00
f. Value of collateral, to the nearest cent: $141,140.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CD Commercial Mortgage Trust Commercial Pass-Through Certifi
b. Maturity date: 2048-10-17
from:
to:
c. Coupon or yield: 0.137
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $532,195,025.00
f. Value of collateral, to the nearest cent: $5,664,304.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Chase Mortgage Finance Corporation
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 5.269
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $48,838,511.00
f. Value of collateral, to the nearest cent: $16,147,007.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2020-12-15
from:
to:
c. Coupon or yield: 0.76
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,372,545,824.00
f. Value of collateral, to the nearest cent: $482,718.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2022-06-15
from:
to:
c. Coupon or yield: 0.624
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,250,000.00
f. Value of collateral, to the nearest cent: $751,261.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2046-12-10
from:
to:
c. Coupon or yield: 0.206
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $409,870,924.00
f. Value of collateral, to the nearest cent: $4,199,134.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GCCFC Commercial Pass-Through Certificates
b. Maturity date: 2021-11-05
from:
to:
c. Coupon or yield: 0.359
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,815,000.00
f. Value of collateral, to the nearest cent: $2,843,778.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2026-08-15
from:
to:
c. Coupon or yield: 0.961
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $137,000,000.00
f. Value of collateral, to the nearest cent: $1,224,603.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2039-03-15
from:
to:
c. Coupon or yield: 5.855
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,526,586.00
f. Value of collateral, to the nearest cent: $5,623,251.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2039-12-11
from:
to:
c. Coupon or yield: 5.492
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,000,000.00
f. Value of collateral, to the nearest cent: $2,620,164.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2039-12-11
from:
to:
c. Coupon or yield: 5.541
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $18,050,000.00
f. Value of collateral, to the nearest cent: $3,198,821.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DBUBS 2011-LC2 MTG TR
b. Maturity date: 2044-07-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $369,825,255.00
f. Value of collateral, to the nearest cent: $9,236,015.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DBUBS Mortgage Trust
b. Maturity date: 2044-07-12
from:
to:
c. Coupon or yield: 5.627
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,824,344.00
f. Value of collateral, to the nearest cent: $7,606,803.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DBUBS 2011-LC3 MTG TR
b. Maturity date: 2044-08-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $291,928,485.00
f. Value of collateral, to the nearest cent: $9,118,678.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-A Securities Alternative Loan Trust
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 4.409
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $390,000,000.00
f. Value of collateral, to the nearest cent: $19,195,821.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-A Securities Alternative Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 5.123
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $210,000,000.00
f. Value of collateral, to the nearest cent: $6,697,465.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-A Securities Alternative Loan Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 5.023
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $110,269,700.00
f. Value of collateral, to the nearest cent: $3,410,627.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-B Securities Mortgage Loan Trust
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 5.9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $163,459.00
f. Value of collateral, to the nearest cent: $69,707.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 7.516
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $81,704,000.00
f. Value of collateral, to the nearest cent: $2,307,222.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,616,312.00
f. Value of collateral, to the nearest cent: $2,740,292.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 8.707
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $56,179,700.00
f. Value of collateral, to the nearest cent: $4,705,304.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,474,626.00
f. Value of collateral, to the nearest cent: $502,834.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 8.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $19,526,292.00
f. Value of collateral, to the nearest cent: $2,274,176.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 15.126
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $18,794,299.00
f. Value of collateral, to the nearest cent: $3,614,343.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 9.993
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,952,771.00
f. Value of collateral, to the nearest cent: $2,537,698.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 7.191
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,009,000.00
f. Value of collateral, to the nearest cent: $1,522,228.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 6.554
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,054,958.00
f. Value of collateral, to the nearest cent: $1,417,218.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE MTG SECS INC REMIC TR
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $23,350,484.00
f. Value of collateral, to the nearest cent: $10,408,478.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE MTG SECS INC REMIC TR
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $40,476,960.00
f. Value of collateral, to the nearest cent: $18,019,654.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DEUTSCHE MTG SECS INC REMIC TR
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $24,018,988.00
f. Value of collateral, to the nearest cent: $10,753,132.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $17,791,521.00
f. Value of collateral, to the nearest cent: $6,159,549.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche Mortgage Securities, Mortgage Loan Trust
b. Maturity date: 2047-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $246,150,534.00
f. Value of collateral, to the nearest cent: $94,980,125.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2030-10-15
from:
to:
c. Coupon or yield: 8.05
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $221,000.00
f. Value of collateral, to the nearest cent: $265,279.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2031-08-01
from:
to:
c. Coupon or yield: 7.8
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $514,997.00
f. Value of collateral, to the nearest cent: $620,983.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Union-lehman Brothers Commercial Mortgage Trust
b. Maturity date: 2027-11-18
from:
to:
c. Coupon or yield: 1.122
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $763.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0
b. Maturity date: 2021-02-01
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,562,434.00
f. Value of collateral, to the nearest cent: $5,255,589.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREEPORT-MCMORAN COPPER & GOLD FORMERLY FREEPORT
b. Maturity date: 2022-03-01
from:
to:
c. Coupon or yield: 3.55
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $510,768.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2035-12-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,265,839.00
f. Value of collateral, to the nearest cent: $4,253,830.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp. Pass-Through Certificates
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 5.216
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $429,888,000.00
f. Value of collateral, to the nearest cent: $17,244,531.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2043-08-12
from:
to:
c. Coupon or yield: 1.681
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $102,296,118.00
f. Value of collateral, to the nearest cent: $7,997,558.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GE Commercial Mortgage Corporation
b. Maturity date: 2048-06-10
from:
to:
c. Coupon or yield: 4.949
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,939,866.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GCCFC Commercial Pass-Through Certificates
b. Maturity date: 2042-08-10
from:
to:
c. Coupon or yield: 1.051
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $395,940,862.00
f. Value of collateral, to the nearest cent: $3,184,945.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GCCFC Commercial Pass-Through Certificates
b. Maturity date: 2037-04-10
from:
to:
c. Coupon or yield: 5.277
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,117,855.00
f. Value of collateral, to the nearest cent: $1,200,394.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARRAHS OPER INC
b. Maturity date: 2015-12-15
from:
to:
c. Coupon or yield: 10
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,941,735.00
f. Value of collateral, to the nearest cent: $4,337,745.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEALTHSOUTH CORP FORMERLY HEALTHSOUTH REHABILITA
b. Maturity date: 2022-09-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $14,000.00
f. Value of collateral, to the nearest cent: $15,398.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2042-08-15
from:
to:
c. Coupon or yield: 0.355
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $442,000,000.00
f. Value of collateral, to the nearest cent: $1,502,892.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 0.864
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $113,829.00
f. Value of collateral, to the nearest cent: $33,326.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2041-04-17
from:
to:
c. Coupon or yield: 6.325
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $374,010.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MGM RESORTS INTL
b. Maturity date: 2020-03-15
from:
to:
c. Coupon or yield: 9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $22,480.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2037-11-12
from:
to:
c. Coupon or yield: 5.438
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,859,876.00
f. Value of collateral, to the nearest cent: $3,344,841.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2043-08-12
from:
to:
c. Coupon or yield: 5.802
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,257,481.00
f. Value of collateral, to the nearest cent: $4,742,521.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2052-10-12
from:
to:
c. Coupon or yield: 0.331
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $248,118,195.00
f. Value of collateral, to the nearest cent: $1,275,855.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2038-04-15
from:
to:
c. Coupon or yield: 0.934
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $532,161,919.00
f. Value of collateral, to the nearest cent: $1,697,312.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Dean Witter Capital I Trust
b. Maturity date: 2033-02-25
from:
to:
c. Coupon or yield: 1.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,000,624.00
f. Value of collateral, to the nearest cent: $629,075.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2045-03-15
from:
to:
c. Coupon or yield: 3.07
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,149,659.00
f. Value of collateral, to the nearest cent: $2,706,675.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6
b. Maturity date: 2045-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $513,701.00
f. Value of collateral, to the nearest cent: $468,800.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MYLAN INC FORMERLY MYLAN LABS INC TO 10/01/2007
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $867,703.00
f. Value of collateral, to the nearest cent: $948,110.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWSTAR CREDIT OPPORTUNITIES FUNDING II LIMITED
b. Maturity date: 2019-12-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,100,101.00
f. Value of collateral, to the nearest cent: $3,714,523.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEXTEL COMMUNICATIONS INC
b. Maturity date: 2014-03-15
from:
to:
c. Coupon or yield: 5.95
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $235,941.00
f. Value of collateral, to the nearest cent: $238,029.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NOVA CHEMICALS CORP
b. Maturity date: 2016-11-01
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,500,000.00
f. Value of collateral, to the nearest cent: $6,300,937.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHH Alternative Mortgage Trust
b. Maturity date: 2037-02-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,706,411.00
f. Value of collateral, to the nearest cent: $1,708,102.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PT BERAU COAL ENERGY TBK
b. Maturity date: 2017-03-13
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $286,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PERNOD RICARD S A
b. Maturity date: 2017-01-15
from:
to:
c. Coupon or yield: 2.95
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $52,728.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Prime Mortgage Trust
b. Maturity date: 2033-06-25
from:
to:
c. Coupon or yield: 7.719
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,795,857.00
f. Value of collateral, to the nearest cent: $165,711.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSGC Mortgage Loan Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.391
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $82,000,000.00
f. Value of collateral, to the nearest cent: $2,948,488.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 7.384
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $40,003,600.00
f. Value of collateral, to the nearest cent: $2,717,028.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 4.784
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $44,074,396.00
f. Value of collateral, to the nearest cent: $3,862,893.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SBA TELECOMMUNICATIONS INC
b. Maturity date: 2020-07-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $444,000.00
f. Value of collateral, to the nearest cent: $469,419.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STARM Mortgage Loan Trust
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 5.687
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $30,122,828.00
f. Value of collateral, to the nearest cent: $10,876,260.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Sequoia Mortgage Trust
b. Maturity date: 2047-08-20
from:
to:
c. Coupon or yield: 5.588
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,639,000.00
f. Value of collateral, to the nearest cent: $10,417,819.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Securities Corporation
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 6.439
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $47,000,000.00
f. Value of collateral, to the nearest cent: $1,995,172.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I
b. Maturity date: 2021-12-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $1,599,411.00
f. Value of collateral, to the nearest cent: $1,983,324.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WF-RBS Commercial Mortgage Trust
b. Maturity date: 2044-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $120,000,020.00
f. Value of collateral, to the nearest cent: $1,117,560.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2042-03-15
from:
to:
c. Coupon or yield: 0.445
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $423,371,571.00
f. Value of collateral, to the nearest cent: $1,896,013.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2042-03-15
from:
to:
c. Coupon or yield: 5.588
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $20,448,000.00
f. Value of collateral, to the nearest cent: $9,013,417.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2041-02-15
from:
to:
c. Coupon or yield: 1.052
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $142,398,079.00
f. Value of collateral, to the nearest cent: $816,002.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2041-10-15
from:
to:
c. Coupon or yield: 1.076
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $503,440,000.00
f. Value of collateral, to the nearest cent: $4,757,075.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2049-06-15
from:
to:
c. Coupon or yield: 0.055
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,823,853,068.00
f. Value of collateral, to the nearest cent: $2,797,890.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON ST HSG FIN COMMN
b. Maturity date: 2017-01-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $302,308.00
f. Value of collateral, to the nearest cent: $346,464.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON ST HSG FIN COMMN
b. Maturity date: 2022-01-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $906,900.00
f. Value of collateral, to the nearest cent: $1,076,935.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2036-05-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,651,905.00
f. Value of collateral, to the nearest cent: $1,385,419.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 6.489
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $37,214,571.00
f. Value of collateral, to the nearest cent: $2,916,836.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Backed Securities Trust
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $59,156,223.00
f. Value of collateral, to the nearest cent: $18,754,715.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WHITING PETE CORP NEW
b. Maturity date: 2018-10-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $510,000.00
f. Value of collateral, to the nearest cent: $551,012.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-19
Item 37. Does the security have a Demand Feature?
X Yes    No
a. The identity of the Demand Feature issuer.
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO)
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature.
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”.
N/A
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$460,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$460,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
X Yes    No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$460,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$460,000,000.00
Item 26. Name of the Issuer
DNB BANK ASA
Item 27. The title of the issue (including coupon or yield)
DNB BANK ASA 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0DEN01XT6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001498632
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,719,359,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,719,359,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,719,359,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,719,359,000.00
Item 26. Name of the Issuer
DNB BANK ASA
Item 27. The title of the issue (including coupon or yield)
DNB BANK ASA 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2332K0LM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$64,991,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$64,994,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$64,994,150.00
Item 26. Name of the Issuer
DNB BANK ASA
Item 27. The title of the issue (including coupon or yield)
DNB BANK ASA 0.245
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0DEN01WV2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001498632
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$546,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$546,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$546,043,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$546,043,680.00
Item 26. Name of the Issuer
DNB BANK ASA
Item 27. The title of the issue (including coupon or yield)
DNB BANK ASA 0.255
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
31335BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001498632
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$540,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$540,001,648.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$540,029,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$540,029,160.00
Item 26. Name of the Issuer
DZ BANK AG
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23328AEM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$260,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$260,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$260,002,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$260,002,600.00
Item 26. Name of the Issuer
DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG - LONDON BRANCH 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
22517UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$178,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$177,985,765.97
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$177,987,184.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$177,987,184.00
Item 26. Name of the Issuer
DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG - LONDON BRANCH 0.340
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
34869BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$126,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$125,895,401.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$125,900,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$125,900,460.00
Item 26. Name of the Issuer
DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG - LONDON BRANCH 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
22605UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$105,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$104,990,903.82
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$104,991,810.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$104,991,810.00
Item 26. Name of the Issuer
DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG - LONDON BRANCH 0.245
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
33183BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$95,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$95,492,204.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$95,493,124.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$95,493,124.00
Item 26. Name of the Issuer
DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG - LONDON BRANCH 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
25353UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$343,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$343,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$342,942,719.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$342,942,719.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.502
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CTA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,693,055.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,745,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,745,000.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.481
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CS60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-05-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,752,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,807,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,807,000.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.502
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CT77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$205,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$204,379,305.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$204,485,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$204,485,450.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.507
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CT44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$64,803,961.81
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$64,839,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$64,839,450.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.481
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CS29
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$38,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$37,907,786.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$37,929,320.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$37,929,320.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.461
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CQN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$99,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,220,914.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,283,702.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,283,702.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.461
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CQS4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,907,361.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,939,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,939,500.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT 0.451
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604CR12
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,811,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,872,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,872,000.00
Item 26. Name of the Issuer
EXPORT DEVELOPMENT CANADA
Item 27. The title of the issue (including coupon or yield)
EXPORT DEVELOPMENT CANADA 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30216BDH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CANADA (GOVERNMENT OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$157,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$157,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$157,095,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$157,095,770.00
Item 26. Name of the Issuer
EXPORT DEVELOPMENT CANADA
Item 27. The title of the issue (including coupon or yield)
EXPORT DEVELOPMENT CANADA 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
30216BDF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CANADA (GOVERNMENT OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$55,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$55,031,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$55,031,900.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313378BM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$93,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$92,991,581.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$93,011,718.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$93,011,718.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313378BS9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$240,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$239,976,641.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$240,023,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$240,023,280.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313378DQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$22,998,257.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$23,002,967.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$23,002,967.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3133803S4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$145,600,000.00
Item 41. The total current amortized cost, to the nearest cent
$145,588,700.71
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$145,603,348.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$145,603,348.80
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.4
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313375K55
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$450,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$449,970,383.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$450,309,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$450,309,600.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313378AY7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$54,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$53,997,117.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,006,210.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,006,210.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313378G62
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$340,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$339,985,565.74
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$340,056,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$340,056,440.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3133793E7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$131,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$131,788,964.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$131,836,245.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$131,836,245.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.24
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3133793R8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,996,865.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,015,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,015,650.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313378HX2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$267,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$267,679,173.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$267,736,942.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$267,736,942.60
Item 26. Name of the Issuer
FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN BANKS 0.285
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313379CC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-11-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$282,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$282,428,042.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$282,625,430.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$282,625,430.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN MORTGAGE CORP. 0.154
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3134G2K92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-09-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,947,829.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,975,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,975,200.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN MORTGAGE CORP. 0.39
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3134G2XL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-08-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,895,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,894,553,185.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,897,440,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,897,440,760.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN MORTGAGE CORP. 0.164
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3134G2DM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$870,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$869,884,794.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.82%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$870,062,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$870,062,640.00
Item 26. Name of the Issuer
FEDERAL HOME LOAN MORTGAGE CORP.
Item 27. The title of the issue (including coupon or yield)
FEDERAL HOME LOAN MORTGAGE CORP. 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3134G1U69
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$687,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$686,960,199.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$687,241,137.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$687,241,137.00
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
31398AX31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-08-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$27,866,000.00
Item 41. The total current amortized cost, to the nearest cent
$28,098,555.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$28,089,318.12
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$28,089,318.12
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.241
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
31398A7G1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$423,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$422,988,527.65
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.40%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$423,071,487.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$423,071,487.00
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.241
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
31398A7K2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$900,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$899,971,549.90
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.85%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$900,182,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$900,182,700.00
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
31398AKY7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$256,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$258,441,996.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$258,471,936.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$258,471,936.00
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.38
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
31398A6R8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,082,250,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,082,236,665.37
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,082,365,800.75
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,082,365,800.75
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.174
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3135G0DZ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-10-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$185,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$184,930,960.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$184,976,690.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$184,976,690.00
Item 26. Name of the Issuer
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield)
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.196
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3135G0PG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2014-09-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$303,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$303,285,814.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$303,319,295.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$303,319,295.60
Item 26. Name of the Issuer
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS
Item 27. The title of the issue (including coupon or yield)
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS 0.310
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
32100BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001266371
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,950,094.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,966,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,966,600.00
Item 26. Name of the Issuer
GEMINI SECURITIZATION CORP LLC
Item 27. The title of the issue (including coupon or yield)
GEMINI SECURITIZATION CORP LLC 0.180
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
3686M0L14
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
DEUTSCHE BANK AG NY BRANCH
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$140,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$140,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$139,998,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$139,998,950.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.331
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HPB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,906,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,944,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,944,000.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.331
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HP50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$145,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$144,872,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$144,926,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$144,926,050.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HLM7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$194,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$194,474,066.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$194,482,495.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$194,482,495.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HQJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$115,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$114,873,084.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$114,897,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$114,897,650.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HLL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$32,995,820.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$32,997,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$32,997,360.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HQC4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,736,180.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,790,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,790,000.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CAPITAL CORPORATION 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36959HQB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$141,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$140,852,341.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$140,882,970.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$140,882,970.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CO.
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CO. 0.180
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36960LLL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$269,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$269,674,378.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$269,678,424.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$269,678,424.00
Item 26. Name of the Issuer
GENERAL ELECTRIC CO.
Item 27. The title of the issue (including coupon or yield)
GENERAL ELECTRIC CO. 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
36960LL52
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$600,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$599,985,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$599,988,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$599,988,000.00
Item 26. Name of the Issuer
GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield)
GOLDMAN SACHS & CO. (REPO) 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0GOL19XF4
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2034-11-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,900,000.00
f. Value of collateral, to the nearest cent: $5,120,749.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2040-08-01
from:
to:
c. Coupon or yield: 3.454
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,097,395.00
f. Value of collateral, to the nearest cent: $4,047,970.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2036-04-01
from:
to:
c. Coupon or yield: 3.051
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,380,000.00
f. Value of collateral, to the nearest cent: $4,390,542.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2036-05-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,950,000.00
f. Value of collateral, to the nearest cent: $4,921,353.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2036-11-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,915,318.00
f. Value of collateral, to the nearest cent: $4,998,897.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2038-11-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,815,704.00
f. Value of collateral, to the nearest cent: $5,040,832.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2039-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,664,241.00
f. Value of collateral, to the nearest cent: $4,817,802.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,925,000.00
f. Value of collateral, to the nearest cent: $4,917,752.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,776,325.00
f. Value of collateral, to the nearest cent: $5,094,393.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2035-04-01
from:
to:
c. Coupon or yield: 2.11
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,176,599.00
f. Value of collateral, to the nearest cent: $4,951,220.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2040-08-01
from:
to:
c. Coupon or yield: 3.111
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,220,514.00
f. Value of collateral, to the nearest cent: $4,936,576.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 5.738
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,850,000.00
f. Value of collateral, to the nearest cent: $4,228,686.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2029-10-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,846,784.00
f. Value of collateral, to the nearest cent: $5,033,250.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2032-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,663,140.00
f. Value of collateral, to the nearest cent: $4,924,550.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2025-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,346,186.00
f. Value of collateral, to the nearest cent: $4,983,657.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,985,233.00
f. Value of collateral, to the nearest cent: $5,121,437.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,871,992.00
f. Value of collateral, to the nearest cent: $5,047,748.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2022-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,857,503.00
f. Value of collateral, to the nearest cent: $4,827,141.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2036-02-01
from:
to:
c. Coupon or yield: 3.314
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,354,966.00
f. Value of collateral, to the nearest cent: $4,643,706.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2036-07-01
from:
to:
c. Coupon or yield: 2.761
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,488,183.00
f. Value of collateral, to the nearest cent: $4,458,049.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2038-01-01
from:
to:
c. Coupon or yield: 3.95
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,907,353.00
f. Value of collateral, to the nearest cent: $3,856,970.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 2.713
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,877,657.00
f. Value of collateral, to the nearest cent: $5,074,268.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2039-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,271,549.00
f. Value of collateral, to the nearest cent: $4,909,927.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,061,328.00
f. Value of collateral, to the nearest cent: $4,801,990.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,869,385.00
f. Value of collateral, to the nearest cent: $5,007,805.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2034-11-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,300,000.00
f. Value of collateral, to the nearest cent: $5,106,519.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,796,758.00
f. Value of collateral, to the nearest cent: $5,119,762.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2036-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,042,122.00
f. Value of collateral, to the nearest cent: $4,988,106.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,562,248.00
f. Value of collateral, to the nearest cent: $4,882,132.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,923,498.00
f. Value of collateral, to the nearest cent: $5,040,661.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,629,727.00
f. Value of collateral, to the nearest cent: $5,004,432.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,594,876.00
f. Value of collateral, to the nearest cent: $4,852,319.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,872,888.00
f. Value of collateral, to the nearest cent: $4,980,923.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,595,479.00
f. Value of collateral, to the nearest cent: $4,879,645.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,847,480.00
f. Value of collateral, to the nearest cent: $4,952,870.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,468,225.00
f. Value of collateral, to the nearest cent: $4,900,157.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,196,437.00
f. Value of collateral, to the nearest cent: $4,893,502.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,500,114.00
f. Value of collateral, to the nearest cent: $4,836,441.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,753,752.00
f. Value of collateral, to the nearest cent: $5,101,587.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,667,895.00
f. Value of collateral, to the nearest cent: $5,074,963.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FED HOME LN MTG CORP PARTN
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,595,828.00
f. Value of collateral, to the nearest cent: $4,990,358.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,862,992.00
f. Value of collateral, to the nearest cent: $4,976,049.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,607,399.00
f. Value of collateral, to the nearest cent: $4,970,368.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,287,168.00
f. Value of collateral, to the nearest cent: $4,800,686.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2033-10-01
from:
to:
c. Coupon or yield: 2.214
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44,438,608.00
f. Value of collateral, to the nearest cent: $4,766,324.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2036-06-01
from:
to:
c. Coupon or yield: 2.377
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $3,857,111.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2030-06-01
from:
to:
c. Coupon or yield: 2.153
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $244,914,247.00
f. Value of collateral, to the nearest cent: $3,882,929.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,717,895.00
f. Value of collateral, to the nearest cent: $5,066,334.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,196,271.00
f. Value of collateral, to the nearest cent: $5,055,168.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2031-02-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,551,711.00
f. Value of collateral, to the nearest cent: $4,944,524.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2031-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,043,126.00
f. Value of collateral, to the nearest cent: $4,983,873.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-07-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,949,365.00
f. Value of collateral, to the nearest cent: $5,018,370.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,838,000.00
f. Value of collateral, to the nearest cent: $4,857,693.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,650,000.00
f. Value of collateral, to the nearest cent: $4,924,448.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-11-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,067,473.00
f. Value of collateral, to the nearest cent: $5,039,243.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,396,965.00
f. Value of collateral, to the nearest cent: $4,791,576.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,659,880.00
f. Value of collateral, to the nearest cent: $4,942,786.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,030,955.00
f. Value of collateral, to the nearest cent: $4,790,902.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,114,496.00
f. Value of collateral, to the nearest cent: $4,822,803.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-10-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,350,721.00
f. Value of collateral, to the nearest cent: $4,816,768.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,917,391.00
f. Value of collateral, to the nearest cent: $5,023,651.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-10-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,738,884.00
f. Value of collateral, to the nearest cent: $5,040,459.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-12-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,812,804.00
f. Value of collateral, to the nearest cent: $4,871,511.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-12-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $4,905,613.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,266,287.00
f. Value of collateral, to the nearest cent: $4,957,032.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,887,826.00
f. Value of collateral, to the nearest cent: $5,061,576.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2027-05-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,764,810.00
f. Value of collateral, to the nearest cent: $4,909,890.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-02-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,620,559.00
f. Value of collateral, to the nearest cent: $5,034,852.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,156,813.00
f. Value of collateral, to the nearest cent: $4,822,293.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,038,148.00
f. Value of collateral, to the nearest cent: $5,073,710.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,572,778.00
f. Value of collateral, to the nearest cent: $4,943,827.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,831,096.00
f. Value of collateral, to the nearest cent: $5,063,229.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2022-10-01
from:
to:
c. Coupon or yield: 2.52
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $4,152,704.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2022-10-01
from:
to:
c. Coupon or yield: 2.53
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $4,155,705.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2032-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,843,276.00
f. Value of collateral, to the nearest cent: $5,115,868.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,006,456.00
f. Value of collateral, to the nearest cent: $5,019,192.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,477,615.00
f. Value of collateral, to the nearest cent: $4,858,224.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,858,299.00
f. Value of collateral, to the nearest cent: $2,052,981.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,552,902.00
f. Value of collateral, to the nearest cent: $5,024,269.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,491,472.00
f. Value of collateral, to the nearest cent: $4,978,171.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,795,482.00
f. Value of collateral, to the nearest cent: $1,924,099.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,580,072.00
f. Value of collateral, to the nearest cent: $5,066,581.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,640,151.00
f. Value of collateral, to the nearest cent: $5,089,039.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-08-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,818,530.00
f. Value of collateral, to the nearest cent: $5,082,985.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,486,615.00
f. Value of collateral, to the nearest cent: $4,991,318.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,740,057.00
f. Value of collateral, to the nearest cent: $5,106,494.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,698,052.00
f. Value of collateral, to the nearest cent: $5,058,480.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,679,699.00
f. Value of collateral, to the nearest cent: $4,983,093.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,654,103.00
f. Value of collateral, to the nearest cent: $4,979,108.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,648,625.00
f. Value of collateral, to the nearest cent: $4,973,247.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,384,034.00
f. Value of collateral, to the nearest cent: $4,876,445.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,553,750.00
f. Value of collateral, to the nearest cent: $5,080,861.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-11-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,739,707.00
f. Value of collateral, to the nearest cent: $5,070,690.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,599,852.00
f. Value of collateral, to the nearest cent: $4,835,074.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2033-09-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,087,396.00
f. Value of collateral, to the nearest cent: $4,893,322.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2034-06-01
from:
to:
c. Coupon or yield: 2.607
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,000,509.00
f. Value of collateral, to the nearest cent: $4,369,459.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2034-07-01
from:
to:
c. Coupon or yield: 2.679
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,008,327.00
f. Value of collateral, to the nearest cent: $4,333,421.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2035-06-01
from:
to:
c. Coupon or yield: 2.793
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,006,761.00
f. Value of collateral, to the nearest cent: $4,463,934.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,500,000.00
f. Value of collateral, to the nearest cent: $4,802,454.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2035-11-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,441,794.00
f. Value of collateral, to the nearest cent: $5,047,513.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2019-12-01
from:
to:
c. Coupon or yield: 9
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,651,730.00
f. Value of collateral, to the nearest cent: $4,909,322.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2036-09-01
from:
to:
c. Coupon or yield: 2.799
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,500,000.00
f. Value of collateral, to the nearest cent: $4,979,045.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,842,000.00
f. Value of collateral, to the nearest cent: $4,996,152.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2036-09-01
from:
to:
c. Coupon or yield: 6.182
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $5,120,000.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2038-03-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,540,000.00
f. Value of collateral, to the nearest cent: $4,989,764.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2023-04-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,210,455.00
f. Value of collateral, to the nearest cent: $5,119,860.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2023-04-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,211,825.00
f. Value of collateral, to the nearest cent: $4,919,797.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2033-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,272,635.00
f. Value of collateral, to the nearest cent: $5,048,525.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2037-09-01
from:
to:
c. Coupon or yield: 1.701
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,830,618.00
f. Value of collateral, to the nearest cent: $3,952,511.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2037-10-01
from:
to:
c. Coupon or yield: 5.961
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,842,494.00
f. Value of collateral, to the nearest cent: $4,676,897.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2022-08-01
from:
to:
c. Coupon or yield: 4.902
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,417,142.00
f. Value of collateral, to the nearest cent: $3,903,064.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2038-03-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $4,899,611.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2038-05-01
from:
to:
c. Coupon or yield: 4.444
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,058,702.00
f. Value of collateral, to the nearest cent: $4,948,635.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2038-05-01
from:
to:
c. Coupon or yield: 4.808
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,884,686.00
f. Value of collateral, to the nearest cent: $4,652,919.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2023-07-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,613,957.00
f. Value of collateral, to the nearest cent: $4,961,941.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,842,978.00
f. Value of collateral, to the nearest cent: $4,840,331.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2031-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,880,287.00
f. Value of collateral, to the nearest cent: $4,794,635.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,953,735.00
f. Value of collateral, to the nearest cent: $5,102,326.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2040-01-01
from:
to:
c. Coupon or yield: 3.913
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,096,484.00
f. Value of collateral, to the nearest cent: $4,259,992.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2039-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $5,059,938.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,476,297.00
f. Value of collateral, to the nearest cent: $4,998,770.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-11-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,166,187.00
f. Value of collateral, to the nearest cent: $4,851,446.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-03-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,500,657.00
f. Value of collateral, to the nearest cent: $5,055,460.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-05-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,394,670.00
f. Value of collateral, to the nearest cent: $4,963,917.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-05-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,666,461.00
f. Value of collateral, to the nearest cent: $4,859,823.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $4,966,409.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-01-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,482,863.00
f. Value of collateral, to the nearest cent: $5,006,870.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$600,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$600,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$600,000,000.00
Item 26. Name of the Issuer
GOLDMAN SACHS & CO. (REPO)
Item 27. The title of the issue (including coupon or yield)
GOLDMAN SACHS & CO. (REPO) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0GOL19XQ0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2034-01-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,216,465.00
f. Value of collateral, to the nearest cent: $5,636,825.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2032-06-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,044,969.00
f. Value of collateral, to the nearest cent: $5,545,251.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2032-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,274,889.00
f. Value of collateral, to the nearest cent: $5,558,435.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2035-03-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,327,000.00
f. Value of collateral, to the nearest cent: $5,437,294.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2042-02-01
from:
to:
c. Coupon or yield: 2.345
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,784,518.00
f. Value of collateral, to the nearest cent: $5,456,682.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,443,777.00
f. Value of collateral, to the nearest cent: $5,512,551.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2024-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,123,094.00
f. Value of collateral, to the nearest cent: $5,645,197.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2025-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300,000.00
f. Value of collateral, to the nearest cent: $5,551,278.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2026-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,850,000.00
f. Value of collateral, to the nearest cent: $5,474,120.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,460,421.00
f. Value of collateral, to the nearest cent: $5,538,909.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-01-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,616,576.00
f. Value of collateral, to the nearest cent: $5,511,583.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-01-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,410,053.00
f. Value of collateral, to the nearest cent: $3,020,174.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-07-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,182,619.00
f. Value of collateral, to the nearest cent: $5,444,828.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2037-06-01
from:
to:
c. Coupon or yield: 5.287
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,816,256.00
f. Value of collateral, to the nearest cent: $5,619,984.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2039-04-01
from:
to:
c. Coupon or yield: 4.996
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,901,584.00
f. Value of collateral, to the nearest cent: $5,510,740.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 3.072
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,724,000.00
f. Value of collateral, to the nearest cent: $5,503,604.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2038-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,737,127.00
f. Value of collateral, to the nearest cent: $5,568,243.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2040-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,916,877.00
f. Value of collateral, to the nearest cent: $5,526,298.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,286,955.00
f. Value of collateral, to the nearest cent: $5,641,286.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2034-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $5,449,200.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2035-10-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,425,705.00
f. Value of collateral, to the nearest cent: $5,454,420.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2027-09-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,218,363.00
f. Value of collateral, to the nearest cent: $5,517,991.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,249,606.00
f. Value of collateral, to the nearest cent: $5,510,654.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,595,509.00
f. Value of collateral, to the nearest cent: $5,458,170.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2032-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,024,501.00
f. Value of collateral, to the nearest cent: $5,512,641.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,081,611.00
f. Value of collateral, to the nearest cent: $5,603,886.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,054,844.00
f. Value of collateral, to the nearest cent: $5,512,135.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2041-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,260,549.00
f. Value of collateral, to the nearest cent: $5,707,203.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,353,261.00
f. Value of collateral, to the nearest cent: $5,617,681.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,155,869.00
f. Value of collateral, to the nearest cent: $5,510,031.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,021,057.00
f. Value of collateral, to the nearest cent: $5,605,141.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,069,946.00
f. Value of collateral, to the nearest cent: $5,577,332.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,134,194.00
f. Value of collateral, to the nearest cent: $5,446,053.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,002,685.00
f. Value of collateral, to the nearest cent: $5,483,275.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FED HOME LN MTG CORP PARTN
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,105,856.00
f. Value of collateral, to the nearest cent: $5,676,508.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,894,144.00
f. Value of collateral, to the nearest cent: $5,441,301.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $5,555,518.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FED HOME LN MTG CORP PARTN
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,126,402.00
f. Value of collateral, to the nearest cent: $5,447,784.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FED HOME LN MTG CORP PARTN
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,249,615.00
f. Value of collateral, to the nearest cent: $5,605,903.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FED HOME LN MTG CORP PARTN
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,194,415.00
f. Value of collateral, to the nearest cent: $5,550,214.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,225,056.00
f. Value of collateral, to the nearest cent: $5,636,684.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,232,316.00
f. Value of collateral, to the nearest cent: $5,492,299.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,023,835.00
f. Value of collateral, to the nearest cent: $5,555,359.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac
b. Maturity date: 2032-12-01
from:
to:
c. Coupon or yield: 4.027
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,405,450.00
f. Value of collateral, to the nearest cent: $5,537,242.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,000,000.00
f. Value of collateral, to the nearest cent: $5,646,115.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2023-02-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,000,000.00
f. Value of collateral, to the nearest cent: $5,495,413.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-08-01
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $158,929,099.00
f. Value of collateral, to the nearest cent: $3,511,883.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,090,000.00
f. Value of collateral, to the nearest cent: $5,561,457.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-01-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,731,812.00
f. Value of collateral, to the nearest cent: $5,575,870.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,559,329.00
f. Value of collateral, to the nearest cent: $5,483,672.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,633,868.00
f. Value of collateral, to the nearest cent: $5,557,218.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-05-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,011,036.00
f. Value of collateral, to the nearest cent: $5,514,564.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2036-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,277,661.00
f. Value of collateral, to the nearest cent: $5,507,028.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,372,956.00
f. Value of collateral, to the nearest cent: $5,603,375.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-10-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,191,809.00
f. Value of collateral, to the nearest cent: $5,545,174.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,865,656.00
f. Value of collateral, to the nearest cent: $5,632,635.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,019,254.00
f. Value of collateral, to the nearest cent: $5,463,886.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,043,914.00
f. Value of collateral, to the nearest cent: $5,613,283.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,020,224.00
f. Value of collateral, to the nearest cent: $5,642,270.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,043,327.00
f. Value of collateral, to the nearest cent: $5,543,506.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,019,163.00
f. Value of collateral, to the nearest cent: $5,523,926.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,677,778.00
f. Value of collateral, to the nearest cent: $5,479,785.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-04-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,283,853.00
f. Value of collateral, to the nearest cent: $5,456,299.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,170,497.00
f. Value of collateral, to the nearest cent: $5,704,166.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,043,821.00
f. Value of collateral, to the nearest cent: $5,470,140.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,070,667.00
f. Value of collateral, to the nearest cent: $5,598,782.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,147,370.00
f. Value of collateral, to the nearest cent: $5,687,959.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,074,358.00
f. Value of collateral, to the nearest cent: $5,564,484.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2032-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,007,718.00
f. Value of collateral, to the nearest cent: $5,499,749.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,017,408.00
f. Value of collateral, to the nearest cent: $5,448,053.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,006,276.00
f. Value of collateral, to the nearest cent: $5,563,384.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,005,984.00
f. Value of collateral, to the nearest cent: $5,470,947.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,003,625.00
f. Value of collateral, to the nearest cent: $5,599,073.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,068,802.00
f. Value of collateral, to the nearest cent: $5,498,186.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,165,649.00
f. Value of collateral, to the nearest cent: $5,507,350.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,221,762.00
f. Value of collateral, to the nearest cent: $5,704,757.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,293,722.00
f. Value of collateral, to the nearest cent: $5,570,631.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-11-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,121,827.00
f. Value of collateral, to the nearest cent: $5,493,897.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,410,837.00
f. Value of collateral, to the nearest cent: $5,697,665.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,216,936.00
f. Value of collateral, to the nearest cent: $5,483,714.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,859,675.00
f. Value of collateral, to the nearest cent: $5,449,553.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,084,450.00
f. Value of collateral, to the nearest cent: $5,541,411.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,014,598.00
f. Value of collateral, to the nearest cent: $5,654,646.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,074,118.00
f. Value of collateral, to the nearest cent: $5,644,039.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2021-01-01
from:
to:
c. Coupon or yield: 2.351
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,329,313.00
f. Value of collateral, to the nearest cent: $5,504,858.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2034-05-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,934,031.00
f. Value of collateral, to the nearest cent: $5,451,474.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2034-02-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,944,117.00
f. Value of collateral, to the nearest cent: $5,693,367.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2035-09-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,086,070.00
f. Value of collateral, to the nearest cent: $5,616,832.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2036-08-01
from:
to:
c. Coupon or yield: 2.948
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,374,635.00
f. Value of collateral, to the nearest cent: $5,675,373.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-03-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,700,000.00
f. Value of collateral, to the nearest cent: $5,590,944.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2036-05-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,500,000.00
f. Value of collateral, to the nearest cent: $5,638,121.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,874,000.00
f. Value of collateral, to the nearest cent: $5,593,733.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2036-10-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,961,495.00
f. Value of collateral, to the nearest cent: $5,699,125.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2038-10-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,707,495.00
f. Value of collateral, to the nearest cent: $5,443,845.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2048-01-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,135,648.00
f. Value of collateral, to the nearest cent: $5,555,241.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2038-11-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,010,859.00
f. Value of collateral, to the nearest cent: $5,664,300.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,090,312.00
f. Value of collateral, to the nearest cent: $5,517,305.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae
b. Maturity date: 2038-09-01
from:
to:
c. Coupon or yield: 4.732
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,997,014.00
f. Value of collateral, to the nearest cent: $5,679,718.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2038-07-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,515,000.00
f. Value of collateral, to the nearest cent: $5,461,946.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2024-06-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,154,709.00
f. Value of collateral, to the nearest cent: $5,437,938.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2039-07-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,750,000.00
f. Value of collateral, to the nearest cent: $5,600,353.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2038-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,198,396.00
f. Value of collateral, to the nearest cent: $5,600,251.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200,000.00
f. Value of collateral, to the nearest cent: $5,458,400.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,456,139.00
f. Value of collateral, to the nearest cent: $5,676,315.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,183,042.00
f. Value of collateral, to the nearest cent: $5,518,138.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,347,657.00
f. Value of collateral, to the nearest cent: $5,694,962.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,478,489.00
f. Value of collateral, to the nearest cent: $5,524,047.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,266,949.00
f. Value of collateral, to the nearest cent: $5,670,695.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-05-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,400,494.00
f. Value of collateral, to the nearest cent: $5,438,193.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2039-03-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,279,633.00
f. Value of collateral, to the nearest cent: $5,597,735.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-06-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,700,540.00
f. Value of collateral, to the nearest cent: $5,618,885.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$600,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$600,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$600,000,000.00
Item 26. Name of the Issuer
GOVCO INCORPORATED
Item 27. The title of the issue (including coupon or yield)
GOVCO INCORPORATED 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
38362VLE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
CITIBANK NA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,991,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,990,000.00
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0HSP01AD7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$119,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$119,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$118,989,171.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$118,989,171.00
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40433GR17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$166,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$166,540,172.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$166,538,227.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$166,538,227.50
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.594
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40433FAH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$262,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$262,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$262,227,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$262,227,940.00
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.617
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40433FAG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$260,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$260,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$260,239,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$260,239,200.00
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0HSP01AB1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$247,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$247,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$246,948,130.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$246,948,130.00
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0HSB01E28
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$434,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$434,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$434,004,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$434,004,340.00
Item 26. Name of the Issuer
HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield)
HSBC BANK PLC 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0HSP01AC9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$134,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$134,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$133,987,806.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$133,987,806.00
Item 26. Name of the Issuer
HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.29
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0HSN17IZ1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN TOWER TRUST I SERIES
b. Maturity date: 2037-04-15
from:
to:
c. Coupon or yield: 0.404
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $45,000,000.00
f. Value of collateral, to the nearest cent: $44,877,208.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMC COMMERCIAL MORTGAGE SECUR
b. Maturity date: 2045-05-15
from:
to:
c. Coupon or yield: 0.374
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $90,000,000.00
f. Value of collateral, to the nearest cent: $87,940,299.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LCM V LTD.
b. Maturity date: 2019-03-21
from:
to:
c. Coupon or yield: 0.6058
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $27,070,000.00
f. Value of collateral, to the nearest cent: $26,391,440.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MORGAN STANLEY CAPITAL I TRUST
b. Maturity date: 2044-07-12
from:
to:
c. Coupon or yield: 0.3615
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $66,000,000.00
f. Value of collateral, to the nearest cent: $61,737,899.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIFICA CDO VI LTD./ CORP.
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 0.6822
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $60,000,000.00
f. Value of collateral, to the nearest cent: $55,282,015.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SILVERADO CLO 2006-1 LTD./CORP
b. Maturity date: 2020-04-11
from:
to:
c. Coupon or yield: 0.5688
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $30,000,000.00
f. Value of collateral, to the nearest cent: $28,792,548.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WESTPAC SECURITIES ADMINISTRAT
b. Maturity date: 2036-03-23
from:
to:
c. Coupon or yield: 0.443
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,034,021.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WESTWOOD CDO II LTD/CORP.
b. Maturity date: 2022-04-25
from:
to:
c. Coupon or yield: 0.4938
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $120,000,000.00
f. Value of collateral, to the nearest cent: $105,948,357.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$400,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$400,000,000.00
Item 26. Name of the Issuer
ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
ING (US) FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0N46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,888,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,880,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,880,000.00
Item 26. Name of the Issuer
ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
ING (US) FUNDING LLC 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0LF3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$149,988,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$149,989,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$149,989,500.00
Item 26. Name of the Issuer
ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
ING (US) FUNDING LLC 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W0NB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$186,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$186,718,949.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$186,695,392.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$186,695,392.00
Item 26. Name of the Issuer
ING BANK N V - AMSTERDAM
Item 27. The title of the issue (including coupon or yield)
ING BANK N V - AMSTERDAM 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0INB01AI0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001017255
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,099,575,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,099,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,099,575,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,099,575,000.00
Item 26. Name of the Issuer
ING BANK N V - AMSTERDAM
Item 27. The title of the issue (including coupon or yield)
ING BANK N V - AMSTERDAM 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0INB01AE9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001017255
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$249,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,002,490.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,002,490.00
Item 26. Name of the Issuer
ING BANK NV
Item 27. The title of the issue (including coupon or yield)
ING BANK NV 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0ING01CC0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001017255
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$527,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$527,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$526,923,058.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$526,923,058.00
Item 26. Name of the Issuer
ING BANK NV
Item 27. The title of the issue (including coupon or yield)
ING BANK NV 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0ING01CB2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001017255
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$520,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$520,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$519,927,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$519,927,200.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.436
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48802TJV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,908,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,949,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,949,000.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.507
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48802QAX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$285,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$284,072,483.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$284,119,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$284,119,350.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.431
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48802QAT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$222,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$221,803,776.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$221,889,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$221,889,000.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.507
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48802TKC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$366,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$364,788,336.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$364,832,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$364,832,460.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.466
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48803ABQ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$134,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$134,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$134,084,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$134,084,420.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.465
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48803ABR5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$152,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$152,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$152,097,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$152,097,280.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.467
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48803ABP9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$235,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$235,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$235,445,886.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$235,445,886.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.431
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48802XHY5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$233,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$232,813,535.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$232,895,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$232,895,150.00
Item 26. Name of the Issuer
KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
KELLS FUNDING LLC 0.431
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48802XHZ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,793,958.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,882,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,882,500.00
Item 26. Name of the Issuer
KREDITANSTALT FUR WIEDERAUFBAU (KFW)
Item 27. The title of the issue (including coupon or yield)
KREDITANSTALT FUR WIEDERAUFBAU (KFW) 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
48246TMD8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
GERMANY (FEDERAL REPUBLIC OF)
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$148,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$147,962,013.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$147,983,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$147,983,720.00
Item 26. Name of the Issuer
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED)
Item 27. The title of the issue (including coupon or yield)
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
51488H5N2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$267,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$267,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$267,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$267,000,000.00
Item 26. Name of the Issuer
LIBERTY STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
LIBERTY STREET FUNDING LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53127TNF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BANK OF NOVA SCOTIA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,912,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,886,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,886,000.00
Item 26. Name of the Issuer
LIBERTY STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
LIBERTY STREET FUNDING LLC 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53127TMT7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BANK OF NOVA SCOTIA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$74,976,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$74,967,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$74,967,750.00
Item 26. Name of the Issuer
LIBERTY STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
LIBERTY STREET FUNDING LLC 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53127TLM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BANK OF NOVA SCOTIA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,994,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,992,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,992,000.00
Item 26. Name of the Issuer
LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield)
LLOYDS TSB BANK PLC 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0LLO01ZE9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,500,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,500,000,000.00
Item 26. Name of the Issuer
MANHATTAN ASSET FUNDING COMPANY LLC
Item 27. The title of the issue (including coupon or yield)
MANHATTAN ASSET FUNDING COMPANY LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
56274LL93
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
SUMITOMO MITSUI BANKING CORPORATION
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$54,997,433.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,996,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,996,150.00
Item 26. Name of the Issuer
MARKET STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
MARKET STREET FUNDING LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4LM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
PNC BANK NA (PITTSBURGH)
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$74,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$73,991,366.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$73,993,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$73,993,340.00
Item 26. Name of the Issuer
MARKET STREET FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
MARKET STREET FUNDING LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5705X4LL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
PNC BANK NA (PITTSBURGH)
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,035,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,029,454.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,030,997.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,030,997.20
Item 26. Name of the Issuer
MATCHPOINT MASTER TRUST
Item 27. The title of the issue (including coupon or yield)
MATCHPOINT MASTER TRUST 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5766P0LD3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BNP PARIBAS SA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$60,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$59,994,200.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$59,994,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$59,994,600.00
Item 26. Name of the Issuer
MATCHPOINT MASTER TRUST
Item 27. The title of the issue (including coupon or yield)
MATCHPOINT MASTER TRUST 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
5766P0LG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
BNP PARIBAS SA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$39,995,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$39,995,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$39,995,600.00
Item 26. Name of the Issuer
MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0MLP01MA6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMMC CLO
b. Maturity date: 2018-05-03
from:
to:
c. Coupon or yield: 2.027
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,299,080.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AWAS AVIATION CAP LTD
b. Maturity date: 2016-10-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,140,000.00
f. Value of collateral, to the nearest cent: $3,997,469.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACE Securities Corp Home Equity Loan Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.651
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,864,000.00
f. Value of collateral, to the nearest cent: $2,118,725.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALAMEDA CORRIDOR TRANSN AUTH CALIF REV
b. Maturity date: 2028-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $160,000.00
f. Value of collateral, to the nearest cent: $51,185.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALBEA BEAUTY HLDGS S A
b. Maturity date: 2019-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $17,094,000.00
f. Value of collateral, to the nearest cent: $17,094,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO Preferred Funding
b. Maturity date: 2036-06-23
from:
to:
c. Coupon or yield: 0.823
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,500,000.00
f. Value of collateral, to the nearest cent: $3,319,040.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALGECO SCOTSMAN GLOBAL FIN PLC
b. Maturity date: 2018-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,950,000.00
f. Value of collateral, to the nearest cent: $3,052,430.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLENTOWN PA
b. Maturity date: 2023-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $35,000.00
f. Value of collateral, to the nearest cent: $20,004.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMAC CDO Funding
b. Maturity date: 2050-11-23
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,821,800.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN AIRLS INC GRANTOR 003 AMERICAN AIRLS 19
b. Maturity date: 2013-01-02
from:
to:
c. Coupon or yield: 10.18
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,360,000.00
f. Value of collateral, to the nearest cent: $379,704.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN AIRLS PASS THRU TR
b. Maturity date: 2017-01-02
from:
to:
c. Coupon or yield: 8.39
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $400,000.00
f. Value of collateral, to the nearest cent: $391,052.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ANCHORAGE ALASKA
b. Maturity date: 2026-04-01
from:
to:
c. Coupon or yield: 5.368
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $17,025.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ARCELORMITTAL SA LUXEMBOURG
b. Maturity date: 2018-06-01
from:
to:
c. Coupon or yield: 6.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $6,368,000.00
f. Value of collateral, to the nearest cent: $6,580,250.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATLAS AIR WORLDWIDE HLDGS INC
b. Maturity date: 2018-01-02
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $104,000.00
f. Value of collateral, to the nearest cent: $31,887.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATLAS AIR WORLDWIDE HLDGS INC
b. Maturity date: 2020-07-02
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $224,045.00
f. Value of collateral, to the nearest cent: $79,230.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp NIM
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,830,000.00
f. Value of collateral, to the nearest cent: $364,795.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BAMLL COML MTG SECS TR 2012-CLRN
b. Maturity date: 2029-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $156,900,000.00
f. Value of collateral, to the nearest cent: $2,840,360.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BAMLL Commercial Mortgage Securities Trust
b. Maturity date: 2029-08-15
from:
to:
c. Coupon or yield: 6.214
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $22,890,000.00
f. Value of collateral, to the nearest cent: $22,890,686.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BAMLL MEZZANINE SECS TR 2012-CLRN MZ
b. Maturity date: 2014-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $113,400,000.00
f. Value of collateral, to the nearest cent: $105,169,201.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCAP LLC 2011-RR12 TR
b. Maturity date: 2035-02-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,256,119.00
f. Value of collateral, to the nearest cent: $1,437,227.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BFC Trust
b. Maturity date: 2032-09-28
from:
to:
c. Coupon or yield: 6.409
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,804,000.00
f. Value of collateral, to the nearest cent: $4,148.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BFC Trust
b. Maturity date: 2032-09-28
from:
to:
c. Coupon or yield: 6.409
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $16,558,000.00
f. Value of collateral, to the nearest cent: $23,904.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp NIM
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,045,000.00
f. Value of collateral, to the nearest cent: $562,633.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp NIM
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,485,000.00
f. Value of collateral, to the nearest cent: $626,686.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp NIM
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,280,000.00
f. Value of collateral, to the nearest cent: $548,921.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BALLYROCK CLO 2006-1 LTD /
b. Maturity date: 2019-08-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $819,905.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ballyrock CDO
b. Maturity date: 2020-01-14
from:
to:
c. Coupon or yield: 1.74
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,633,740.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $19,785,479.00
f. Value of collateral, to the nearest cent: $1,140,239.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2035-05-20
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,250,000.00
f. Value of collateral, to the nearest cent: $997,241.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2037-01-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,800,000.00
f. Value of collateral, to the nearest cent: $8,811,932.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2043-07-10
from:
to:
c. Coupon or yield: 0.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,346,409.00
f. Value of collateral, to the nearest cent: $134,476.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2043-07-10
from:
to:
c. Coupon or yield: 0.636
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $90,992.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2032-12-25
from:
to:
c. Coupon or yield: 2.776
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $2,401.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Alternative Loan Trust
b. Maturity date: 2018-07-25
from:
to:
c. Coupon or yield: 0.413
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $150,302,324.00
f. Value of collateral, to the nearest cent: $175,712.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Alternative Loan Trust
b. Maturity date: 2033-09-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,913,176.00
f. Value of collateral, to the nearest cent: $1,666,853.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Alternative Loan Trust
b. Maturity date: 2033-12-25
from:
to:
c. Coupon or yield: 0.352
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $199,970,945.00
f. Value of collateral, to the nearest cent: $406,108.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Alternative Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,021,166.00
f. Value of collateral, to the nearest cent: $1,142,927.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 0.227
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $278,234,722.00
f. Value of collateral, to the nearest cent: $143,303.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,263,930.00
f. Value of collateral, to the nearest cent: $313,239.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,561,423.00
f. Value of collateral, to the nearest cent: $368,279.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2036-03-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,390,413.00
f. Value of collateral, to the nearest cent: $763,261.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2045-05-10
from:
to:
c. Coupon or yield: 5.856
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,320,000.00
f. Value of collateral, to the nearest cent: $1,942,793.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2036-08-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $12,022,121.00
f. Value of collateral, to the nearest cent: $730,490.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Commercial Mortgage
b. Maturity date: 2046-07-10
from:
to:
c. Coupon or yield: 5.695
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $4,606,560.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp NIM
b. Maturity date: 2046-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $676,551.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2037-05-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,661,584.00
f. Value of collateral, to the nearest cent: $627,358.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 5.189
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $31,665,000.00
f. Value of collateral, to the nearest cent: $1,036,134.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,716,516.00
f. Value of collateral, to the nearest cent: $822,591.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2020-07-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $23,896,710.00
f. Value of collateral, to the nearest cent: $1,193,010.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2046-05-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $32,318,077.00
f. Value of collateral, to the nearest cent: $3,015,084.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2015-09-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,282,833.00
f. Value of collateral, to the nearest cent: $1,106,808.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2033-10-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $33,816,401.00
f. Value of collateral, to the nearest cent: $1,882,793.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2020-07-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $43,012,228.00
f. Value of collateral, to the nearest cent: $863,417.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2033-07-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $30,338,774.00
f. Value of collateral, to the nearest cent: $491,542.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2035-11-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $58,127,363.00
f. Value of collateral, to the nearest cent: $2,229,792.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2047-03-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $39,781,962.00
f. Value of collateral, to the nearest cent: $1,759,463.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2047-02-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $43,165,872.00
f. Value of collateral, to the nearest cent: $2,968,974.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2032-03-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,416,991.00
f. Value of collateral, to the nearest cent: $1,056,089.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2046-03-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $46,672,251.00
f. Value of collateral, to the nearest cent: $2,796,029.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2036-04-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $28,954,464.00
f. Value of collateral, to the nearest cent: $1,301,011.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2034-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $50,002,652.00
f. Value of collateral, to the nearest cent: $763,490.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2033-08-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $16,278,708.00
f. Value of collateral, to the nearest cent: $2,920,286.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2035-09-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,427,321.00
f. Value of collateral, to the nearest cent: $4,239,134.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2037-04-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $41,303,813.00
f. Value of collateral, to the nearest cent: $8,400,625.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2035-11-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,312,283.00
f. Value of collateral, to the nearest cent: $375,656.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2019-02-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $11,733,548.00
f. Value of collateral, to the nearest cent: $1,097,463.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2033-01-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,986,801.00
f. Value of collateral, to the nearest cent: $350,759.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2037-05-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $26,859,204.00
f. Value of collateral, to the nearest cent: $2,481,550.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2047-05-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $29,419,322.00
f. Value of collateral, to the nearest cent: $2,853,441.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2037-08-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,210,296.00
f. Value of collateral, to the nearest cent: $840,956.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2032-12-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $18,363,899.00
f. Value of collateral, to the nearest cent: $331,582.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2037-01-26
from:
to:
c. Coupon or yield: 0.358
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,017,000.00
f. Value of collateral, to the nearest cent: $2,045,210.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Re-REMIC Trust
b. Maturity date: 2017-01-16
from:
to:
c. Coupon or yield: 5.334
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,679,288.00
f. Value of collateral, to the nearest cent: $10,346,970.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Large Loan Commercial PTC
b. Maturity date: 2013-12-15
from:
to:
c. Coupon or yield: 1.963
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $95,282,005.00
f. Value of collateral, to the nearest cent: $87,720,680.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2035-08-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $5,829,803.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Funding Corp
b. Maturity date: 2036-08-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,083,820.00
f. Value of collateral, to the nearest cent: $4,675,615.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Mortgage Securities
b. Maturity date: 2028-05-20
from:
to:
c. Coupon or yield: 0.266
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $130,959,139.00
f. Value of collateral, to the nearest cent: $9,078.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Banc of America Large Loan Commercial PTC
b. Maturity date: 2022-03-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,229,300,000.00
f. Value of collateral, to the nearest cent: $783.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bank of America REMIC Securities Trust, Manufactured Housing
b. Maturity date: 2028-04-10
from:
to:
c. Coupon or yield: 6.9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,545,000.00
f. Value of collateral, to the nearest cent: $1,775,872.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 0.711
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,750,000.00
f. Value of collateral, to the nearest cent: $397,264.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 1.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,950,000.00
f. Value of collateral, to the nearest cent: $1,076,136.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.531
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,818,022.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-01-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,435,774.00
f. Value of collateral, to the nearest cent: $1,041,245.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.491
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,000,000.00
f. Value of collateral, to the nearest cent: $3,211,969.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bayview Commercial Asset Trust
b. Maturity date: 2037-07-25
from:
to:
c. Coupon or yield: 0.481
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,603,509.00
f. Value of collateral, to the nearest cent: $1,869,183.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Commercial Mortgage Securities
b. Maturity date: 2035-11-11
from:
to:
c. Coupon or yield: 1.087
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $187,357,604.00
f. Value of collateral, to the nearest cent: $3,333.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Asset Backed Securities Trust
b. Maturity date: 2037-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $188,417,000.00
f. Value of collateral, to the nearest cent: $894,073.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Bear Stearns Commercial Mortgage Securities
b. Maturity date: 2044-02-11
from:
to:
c. Coupon or yield: 0.576
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $16,610,000.00
f. Value of collateral, to the nearest cent: $57,334.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BEAUMONT TEX INDPT SCH DIST
b. Maturity date: 2038-02-15
from:
to:
c. Coupon or yield: 5.81
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $34,553.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BETHEL CONN
b. Maturity date: 2015-11-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $28,049.00
f. Value of collateral, to the nearest cent: $29,931.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BRAZOS RIVER AUTH TEX POLLUTN CTL REV
b. Maturity date: 2032-07-01
from:
to:
c. Coupon or yield: 6.3
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $440,000.00
f. Value of collateral, to the nearest cent: $59,888.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Brentwood CLO
b. Maturity date: 2022-02-01
from:
to:
c. Coupon or yield: 2.045
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $371,995.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.219
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $881,587,528.00
f. Value of collateral, to the nearest cent: $2,992,157.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2037-09-25
from:
to:
c. Coupon or yield: 6.889
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,025,000.00
f. Value of collateral, to the nearest cent: $599,547.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CIFC Funding
b. Maturity date: 2021-03-01
from:
to:
c. Coupon or yield: 2.018
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,434,380.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMM
b. Maturity date: 2024-02-10
from:
to:
c. Coupon or yield: 1.603
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $87,296,304.00
f. Value of collateral, to the nearest cent: $366,688.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC
b. Maturity date: 2037-11-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,304,000.00
f. Value of collateral, to the nearest cent: $5,238,728.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010 RR4
b. Maturity date: 2040-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,506,523.00
f. Value of collateral, to the nearest cent: $2,448,076.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC
b. Maturity date: 2037-01-27
from:
to:
c. Coupon or yield: 1.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,236,000.00
f. Value of collateral, to the nearest cent: $37,661.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loan Trust
b. Maturity date: 2036-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $495.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Equity Loan Trust
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 0.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,227,000.00
f. Value of collateral, to the nearest cent: $1,971,313.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.34
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $513,732,708.00
f. Value of collateral, to the nearest cent: $2,129,458.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $195,000,000.00
f. Value of collateral, to the nearest cent: $596,419.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2034-10-25
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $28,468,000.00
f. Value of collateral, to the nearest cent: $2,193,401.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CWALT Alternative Loan Trust
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 4.859
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,500,000.00
f. Value of collateral, to the nearest cent: $1,238,059.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2034-11-25
from:
to:
c. Coupon or yield: 5.766
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $125,000,000.00
f. Value of collateral, to the nearest cent: $2,521,369.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $276,000.00
f. Value of collateral, to the nearest cent: $277,753.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loans
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 5.716
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,000,000.00
f. Value of collateral, to the nearest cent: $1,289,836.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CALIFORNIA ST
b. Maturity date: 2016-04-01
from:
to:
c. Coupon or yield: 5.95
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $22,837.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CALIFORNIA ST
b. Maturity date: 2039-04-01
from:
to:
c. Coupon or yield: 5.65
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,635.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063A
b. Maturity date: 2017-03-01
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,985.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CAPE GIRARDEAU CNTY MO INDL DEV AUTH HEALTH CARE FACS REV
b. Maturity date: 2039-06-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $300,050.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CATHOLIC HEALTH INITIATIVES
b. Maturity date: 2017-11-01
from:
to:
c. Coupon or yield: 1.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,999,420.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CATHOLIC HEALTH INITIATIVES
b. Maturity date: 2022-11-01
from:
to:
c. Coupon or yield: 2.95
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $4,986,700.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Centex Home Equity Loan Trust
b. Maturity date: 2033-09-25
from:
to:
c. Coupon or yield: 0.911
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,660,000.00
f. Value of collateral, to the nearest cent: $4,031,384.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CENTRAL PUGET SOUND WASH REGL TRAN AUTH SALES TAX & MOTOR VEHICLE EXCISE TAX REV
b. Maturity date: 2028-02-01
from:
to:
c. Coupon or yield: 5.145
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $12,221.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CENTRAL PUGET SOUND WASH REGL TRAN AUTH SALES & USE TAX REV
b. Maturity date: 2039-11-01
from:
to:
c. Coupon or yield: 5.491
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $31,965.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHICAGO ILL
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 5.432
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,460.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHICAGO ILL BRD ED
b. Maturity date: 2029-12-01
from:
to:
c. Coupon or yield: 6.038
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $22,714.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHICAGO ILL BRD ED
b. Maturity date: 2039-12-01
from:
to:
c. Coupon or yield: 6.138
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $70,000.00
f. Value of collateral, to the nearest cent: $79,247.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHICAGO ILL BRD ED
b. Maturity date: 2029-11-01
from:
to:
c. Coupon or yield: 6.319
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $35,000.00
f. Value of collateral, to the nearest cent: $41,447.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Citigroup Commercial Mortgage Trust
b. Maturity date: 2049-10-15
from:
to:
c. Coupon or yield: 0.156
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $101,339,000.00
f. Value of collateral, to the nearest cent: $1,187,758.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLARK CNTY NEV
b. Maturity date: 2024-11-01
from:
to:
c. Coupon or yield: 6.36
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $30,568.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLINTON CNTY PA
b. Maturity date: 2030-12-01
from:
to:
c. Coupon or yield: 6.48
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $22,765.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLORADO SPRINGS COLO UTILS REV
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 3.397
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,573.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONNECTICUT ST
b. Maturity date: 2025-04-01
from:
to:
c. Coupon or yield: 5.157
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,324.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONNECTICUT ST
b. Maturity date: 2014-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $27,265.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONNECTICUT ST FOR ISSUES DATED PRIOR TO 10/19/10 SEE 20772G ETC
b. Maturity date: 2030-10-01
from:
to:
c. Coupon or yield: 5.09
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $22,971.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONSTELLATION BRANDS INC
b. Maturity date: 2023-03-01
from:
to:
c. Coupon or yield: 4.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $7,856,000.00
f. Value of collateral, to the nearest cent: $8,071,194.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONTINENTAL AIRLS PASS THRU TR 2010-1
b. Maturity date: 2019-01-12
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,750,000.00
f. Value of collateral, to the nearest cent: $1,734,836.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONTINENTAL AIRLS PASS THRU TRS
b. Maturity date: 2021-04-01
from:
to:
c. Coupon or yield: 9.798
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $210,000.00
f. Value of collateral, to the nearest cent: $159,897.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COOK CNTY ILL SCH DIST NO 123 OAK LAWN
b. Maturity date: 2016-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $13,157.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COOK CNTY ILL SCH DIST NO 155
b. Maturity date: 2028-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $55,000.00
f. Value of collateral, to the nearest cent: $23,643.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Countrywide Home Loan Trust
b. Maturity date: 2037-08-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,450,000.00
f. Value of collateral, to the nearest cent: $350,946.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2035-07-15
from:
to:
c. Coupon or yield: 1.336
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $112,152,250.00
f. Value of collateral, to the nearest cent: $28,957.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2033-09-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $25,860,150.00
f. Value of collateral, to the nearest cent: $352,748.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2026-08-15
from:
to:
c. Coupon or yield: 0.961
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,049,231.00
f. Value of collateral, to the nearest cent: $18,317.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse First Boston Mortgage Securities Corp
b. Maturity date: 2036-07-15
from:
to:
c. Coupon or yield: 0.811
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $57,903,534.00
f. Value of collateral, to the nearest cent: $337,046.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Home Equity Mortgage Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 1.066
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $248,616.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,117,589.00
f. Value of collateral, to the nearest cent: $739,071.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CS First Boston Mortgage Securities Corp
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $8,537,049.00
f. Value of collateral, to the nearest cent: $461,625.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2039-09-15
from:
to:
c. Coupon or yield: 0.211
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $319,894,953.00
f. Value of collateral, to the nearest cent: $3,589,732.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Credit Suisse Commercial Mortgage Trust
b. Maturity date: 2017-11-15
from:
to:
c. Coupon or yield: 0.205
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $245,676,000.00
f. Value of collateral, to the nearest cent: $1,992,911.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CROSWELL & LEXINGTON MICH CMNTY SCHS
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 5.8
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $22,482.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DLJ Commercial Mortgage Corporation
b. Maturity date: 2031-06-10
from:
to:
c. Coupon or yield: 0.53
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $348,223,227.00
f. Value of collateral, to the nearest cent: $454,052.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DALLAS TEX FOR ISSUES DTD PRIOR TO 01/01/1986 SEE 235217 FOR ADDL ISSUS SEE 235219
b. Maturity date: 2027-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $45,000.00
f. Value of collateral, to the nearest cent: $25,941.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DALLAS TEX INDPT SCH DIST
b. Maturity date: 2035-02-15
from:
to:
c. Coupon or yield: 6.45
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $35,000.00
f. Value of collateral, to the nearest cent: $43,778.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DECATUR GA SCH SYS CTFS PARTN
b. Maturity date: 2018-05-01
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $57,716.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DELTA AIR LINES INC DEL PASS
b. Maturity date: 2016-04-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,470,000.00
f. Value of collateral, to the nearest cent: $381,246.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DESARROLLADORA HOMEX S A DE C V
b. Maturity date: 2015-09-28
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,500,000.00
f. Value of collateral, to the nearest cent: $4,491,562.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Deutsche ALT-A Securities Alternative Loan Trust
b. Maturity date: 2020-03-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,096,229.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOLPHIN SUBSIDIARY II INC
b. Maturity date: 2016-10-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $19,360,000.00
f. Value of collateral, to the nearest cent: $21,061,528.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOLPHIN SUBSIDIARY II INC
b. Maturity date: 2021-10-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,274,000.00
f. Value of collateral, to the nearest cent: $4,789,966.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DOUGLAS CNTY MINN ALEXANDRIA HSG & REDEV AUTH HSG FAC REV
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 4.81
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $9,394.00
f. Value of collateral, to the nearest cent: $9,265.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Drexel Burnham Lambert CMO Trust
b. Maturity date: 2018-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $750.00
f. Value of collateral, to the nearest cent: $1.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EFH Trust 3
b. Maturity date: 2017-10-25
from:
to:
c. Coupon or yield: 0.999
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,300,000.00
f. Value of collateral, to the nearest cent: $4,230.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EMC Mortgage Loan Trust
b. Maturity date: 2040-08-25
from:
to:
c. Coupon or yield: 0.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,815,000.00
f. Value of collateral, to the nearest cent: $871,970.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EDINA MINN MULTIFAMILY REV
b. Maturity date: 2029-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EMBARQ CORP
b. Maturity date: 2016-06-01
from:
to:
c. Coupon or yield: 7.082
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $15,124,985.00
f. Value of collateral, to the nearest cent: $18,257,949.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ENERGY NORTHWEST WASH ELEC REV
b. Maturity date: 2024-07-01
from:
to:
c. Coupon or yield: 6.8
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $33,748.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMAC Loan Receivables Notes
b. Maturity date: 2018-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $62,806.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FMG RES AUGUST 2006 PTY LTD
b. Maturity date: 2016-02-01
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,194,000.00
f. Value of collateral, to the nearest cent: $3,236,919.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREMF 2012-KF01
b. Maturity date: 2019-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $15,089,850.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREMF 2012-KF01
b. Maturity date: 2019-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,500,000.00
f. Value of collateral, to the nearest cent: $13,499,973.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fairfield Street Solar
b. Maturity date: 2039-11-28
from:
to:
c. Coupon or yield: 0.777
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,027,094.00
f. Value of collateral, to the nearest cent: $3,053,357.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac Structured Pass Through Certificates
b. Maturity date: 2018-02-25
from:
to:
c. Coupon or yield: 3.154
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $550,000.00
f. Value of collateral, to the nearest cent: $604,135.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac Structured Pass Through Certificates
b. Maturity date: 2044-08-25
from:
to:
c. Coupon or yield: 2.886
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $27,919,000.00
f. Value of collateral, to the nearest cent: $5,296,373.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2044-07-25
from:
to:
c. Coupon or yield: 1.395
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $199,551,830.00
f. Value of collateral, to the nearest cent: $1,006,954.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac Structured Pass Through Certificates
b. Maturity date: 2019-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $17,658,447.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: First Union-lehman Brothers Commercial Mortgage Trust
b. Maturity date: 2028-05-18
from:
to:
c. Coupon or yield: 0.593
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $692,469,230.00
f. Value of collateral, to the nearest cent: $1,543,914.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Firstplus Home Loan Trust
b. Maturity date: 2024-05-10
from:
to:
c. Coupon or yield: 8.01
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,205,000.00
f. Value of collateral, to the nearest cent: $98,275.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FITZSIMONS REDEV AUTH COLO REV
b. Maturity date: 2025-01-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,017.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLORIDA ST BRD ED LOTTERY REV
b. Maturity date: 2018-07-01
from:
to:
c. Coupon or yield: 4.941
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,205.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLORIDA ST BRD ED PUB ED FOR ISSUES DATED PRIOR TO 02/01/08 SEE 341535
b. Maturity date: 2026-06-01
from:
to:
c. Coupon or yield: 5.3
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $17,673.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLORIDA ST BRD ED PUB ED FOR ISSUES DATED PRIOR TO 02/01/08 SEE 341535
b. Maturity date: 2030-06-01
from:
to:
c. Coupon or yield: 5.6
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,301.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLORIDA ST MUN PWR AGY REV
b. Maturity date: 2019-10-01
from:
to:
c. Coupon or yield: 6.4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $36,687.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0
b. Maturity date: 2016-06-15
from:
to:
c. Coupon or yield: 3.984
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $8,222,000.00
f. Value of collateral, to the nearest cent: $8,746,623.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0
b. Maturity date: 2016-04-15
from:
to:
c. Coupon or yield: 4.207
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $38,147,000.00
f. Value of collateral, to the nearest cent: $41,211,398.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0
b. Maturity date: 2022-09-20
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $7,015,000.00
f. Value of collateral, to the nearest cent: $7,279,886.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANKLIN CNTY OHIO
b. Maturity date: 2024-12-01
from:
to:
c. Coupon or yield: 5.03
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,956.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANKLIN CNTY OHIO CONVENTION FACS AUTH
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 5.6
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $27,968.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRESNO CNTY CALIF PENSION OBLIG
b. Maturity date: 2020-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $10,187.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: G-FORCE Commercial Mortgage-Backed Securities
b. Maturity date: 2036-08-22
from:
to:
c. Coupon or yield: 4.83
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,271,000.00
f. Value of collateral, to the nearest cent: $3,330,273.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2020-03-06
from:
to:
c. Coupon or yield: 4.805
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $90,023.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2020-03-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,181,158,186.00
f. Value of collateral, to the nearest cent: $8,004.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSAMP
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 0.861
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,900,000.00
f. Value of collateral, to the nearest cent: $2,177,208.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2034-01-25
from:
to:
c. Coupon or yield: 6.664
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,803,000.00
f. Value of collateral, to the nearest cent: $2,920,125.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2039-11-14
from:
to:
c. Coupon or yield: 5.622
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,472,718.00
f. Value of collateral, to the nearest cent: $1,308,401.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSR Mortgage Loan Trust
b. Maturity date: 2035-01-25
from:
to:
c. Coupon or yield: 7.489
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $32,000,000.00
f. Value of collateral, to the nearest cent: $1,012,211.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GS Mortgage Securities Corp II
b. Maturity date: 2043-08-12
from:
to:
c. Coupon or yield: 1.681
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $46,587,069.00
f. Value of collateral, to the nearest cent: $3,642,198.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: G STR FIN LTD / G STR FIN DEL CORP
b. Maturity date: 2041-01-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,037,476,000.00
f. Value of collateral, to the nearest cent: $348,152,313.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Galaxy CLO
b. Maturity date: 2017-10-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $1,970,097.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Gannett Peak CLO
b. Maturity date: 2020-10-27
from:
to:
c. Coupon or yield: 3.863
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,300,000.00
f. Value of collateral, to the nearest cent: $738,088.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GE Commercial Mortgage Corporation
b. Maturity date: 2040-03-10
from:
to:
c. Coupon or yield: 0.746
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,158,452.00
f. Value of collateral, to the nearest cent: $56,487.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GEORGIA ST
b. Maturity date: 2027-11-01
from:
to:
c. Coupon or yield: 5.014
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $25,018.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Grant Grove CLO
b. Maturity date: 2021-01-25
from:
to:
c. Coupon or yield: 1.951
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,522,250.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Greenbriar CLO
b. Maturity date: 2021-11-01
from:
to:
c. Coupon or yield: 3.195
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,499,182.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRINNELL IOWA HOSP REV
b. Maturity date: 2021-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $415,000.00
f. Value of collateral, to the nearest cent: $415,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HarborView NIM
b. Maturity date: 2037-03-19
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $157,520.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARRISBURG PA REDEV AUTH REV
b. Maturity date: 2033-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $3,340.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HASCO NIM Trust
b. Maturity date: 2036-07-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,093.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HASCO NIM Trust
b. Maturity date: 2036-08-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $169,177.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HERMANTOWN MINN
b. Maturity date: 2034-02-01
from:
to:
c. Coupon or yield: 2.625
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $292,744.00
f. Value of collateral, to the nearest cent: $294,002.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HomeBanc Mortgage Trust
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.451
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,320,000.00
f. Value of collateral, to the nearest cent: $849,102.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HONOLULU HAWAII CITY & CNTY
b. Maturity date: 2022-09-01
from:
to:
c. Coupon or yield: 5.38
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $17,460.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HONOLULU HAWAII CITY & CNTY WASTEWTR SYS REV
b. Maturity date: 2029-07-01
from:
to:
c. Coupon or yield: 6.114
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,557.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HONOLULU HAWAII CITY & CNTY WASTEWTR SYS REV
b. Maturity date: 2030-07-01
from:
to:
c. Coupon or yield: 5.996
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $23,636.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Iota SBA COOF Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $705,947,670.00
f. Value of collateral, to the nearest cent: $134,449.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Iota SBA COOF Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,130,947,670.00
f. Value of collateral, to the nearest cent: $1,488,105.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Iota SBA COOF Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,660,947,670.00
f. Value of collateral, to the nearest cent: $472,528.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Iota SBA COOF Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,130,947,670.00
f. Value of collateral, to the nearest cent: $1,423,228.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Iota SBA COOF Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,130,947,670.00
f. Value of collateral, to the nearest cent: $1,244,818.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Iota SBA COOF Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,130,947,670.00
f. Value of collateral, to the nearest cent: $1,159,667.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ILLINOIS EDL FACS AUTH REVS ISSUES DTD PRIOR TO 5/1/92 SEE 452000
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,019.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ILLINOIS HEALTH FACS AUTH REV
b. Maturity date: 2016-01-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,019.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151
b. Maturity date: 2019-02-01
from:
to:
c. Coupon or yield: 5.363
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $27,536.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151
b. Maturity date: 2035-02-01
from:
to:
c. Coupon or yield: 6.63
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,355.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151
b. Maturity date: 2035-04-01
from:
to:
c. Coupon or yield: 6.725
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,761.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAST (Residential Asset Securitization Trust)
b. Maturity date: 2035-02-25
from:
to:
c. Coupon or yield: 0.424
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $241,056,977.00
f. Value of collateral, to the nearest cent: $769,719.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAST (Residential Asset Securitization Trust)
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $211,747,508.00
f. Value of collateral, to the nearest cent: $928,959.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAST (Residential Asset Securitization Trust)
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $171,226,507.00
f. Value of collateral, to the nearest cent: $926,605.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAST (Residential Asset Securitization Trust)
b. Maturity date: 2034-06-25
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $359,876.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVER GROVE HEIGHTS MINN SR HSG REV
b. Maturity date: 2035-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,009.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IOWA HIGHER ED LN AUTH
b. Maturity date: 2038-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $105,000.00
f. Value of collateral, to the nearest cent: $105,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IOWA HIGHER ED LN AUTH REV
b. Maturity date: 2033-04-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,019.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IOWA FIN AUTH PRIVATE COLLEGE REV
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $185,000.00
f. Value of collateral, to the nearest cent: $185,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IRISH LIFE & PERM PLC MEDIUM TERM NTS BOOK ENTRY
b. Maturity date: 2013-01-14
from:
to:
c. Coupon or yield: 3.6
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $11,045,000.00
f. Value of collateral, to the nearest cent: $11,162,960.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IRON MTN INC DEL
b. Maturity date: 2024-08-15
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $14,252,000.00
f. Value of collateral, to the nearest cent: $14,400,755.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Irwin Home Equity Corporation Trust
b. Maturity date: 2035-06-25
from:
to:
c. Coupon or yield: 1.817
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $499,619.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JEA FLA ELEC SYS REV
b. Maturity date: 2030-10-01
from:
to:
c. Coupon or yield: 5.35
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $17,348.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JEA FLA ELEC SYS REV
b. Maturity date: 2034-10-01
from:
to:
c. Coupon or yield: 6.406
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $25,020.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2034-12-12
from:
to:
c. Coupon or yield: 1.038
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $114,800,000.00
f. Value of collateral, to the nearest cent: $147,569.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2041-07-15
from:
to:
c. Coupon or yield: 0.865
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $194,901,506.00
f. Value of collateral, to the nearest cent: $1,529,860.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2037-09-12
from:
to:
c. Coupon or yield: 0.486
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $311,600,000.00
f. Value of collateral, to the nearest cent: $1,678,002.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2042-10-15
from:
to:
c. Coupon or yield: 5.04
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,992,443.00
f. Value of collateral, to the nearest cent: $2,634,899.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMAC NIM Trust
b. Maturity date: 2036-04-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $48,379.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2047-06-12
from:
to:
c. Coupon or yield: 5.502
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,981,910.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2043-12-12
from:
to:
c. Coupon or yield: 0.682
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $94,134,000.00
f. Value of collateral, to the nearest cent: $1,546,638.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2051-02-12
from:
to:
c. Coupon or yield: 6.283
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $4,656,475.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Resecuritization Trust
b. Maturity date: 2037-06-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,093,103.00
f. Value of collateral, to the nearest cent: $3,993,283.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Resecuritization Trust
b. Maturity date: 2034-03-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,271,819.00
f. Value of collateral, to the nearest cent: $797,851.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JP Morgan Chase Commercial Mortgage Securities Corp
b. Maturity date: 2021-03-15
from:
to:
c. Coupon or yield: 0.573
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,500,000.00
f. Value of collateral, to the nearest cent: $334,498.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAGUAR LD ROVER PLC
b. Maturity date: 2021-05-15
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,530,000.00
f. Value of collateral, to the nearest cent: $3,949,493.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Jasper CLO
b. Maturity date: 2017-08-01
from:
to:
c. Coupon or yield: 1.345
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,762,760.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KANSAS CITY MO INDL DEV AUTH MULTIFAMILY HSG REV
b. Maturity date: 2026-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,009.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KANSAS CITY MO INDL DEV AUTH REV
b. Maturity date: 2027-04-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $500,095.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KANSAS CITY SOUTHN DE MEXICO S A DE C V
b. Maturity date: 2016-04-01
from:
to:
c. Coupon or yield: 12.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,713,000.00
f. Value of collateral, to the nearest cent: $3,066,820.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KANSAS DEV FIN AUTH SALES TAX REV
b. Maturity date: 2030-09-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $16,463.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KANSAS ST DEV FIN AUTH REV
b. Maturity date: 2016-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $333,932.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KERN CNTY CALIF PENSION OBLIG
b. Maturity date: 2018-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $14,630.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KING CNTY WASH
b. Maturity date: 2022-12-01
from:
to:
c. Coupon or yield: 4.83
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $30,296.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-02-17
from:
to:
c. Coupon or yield: 5.455
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $3,605,000.00
f. Value of collateral, to the nearest cent: $4,014,089.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LCM
b. Maturity date: 2017-07-12
from:
to:
c. Coupon or yield: 2.193
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,643,920.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAKESIDE CDO I LTD / LAKESIDE
b. Maturity date: 2039-12-11
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $154,497.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lavender Trust
b. Maturity date: 2037-04-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,327,875.00
f. Value of collateral, to the nearest cent: $1,780,633.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-07-17
from:
to:
c. Coupon or yield: 0.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $103,951,000.00
f. Value of collateral, to the nearest cent: $1,198,390.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2040-09-17
from:
to:
c. Coupon or yield: 5.245
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $4,333,665.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LB-UBS Commercial Mortgage Trust
b. Maturity date: 2036-08-15
from:
to:
c. Coupon or yield: 5.295
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,400,000.00
f. Value of collateral, to the nearest cent: $1,027,049.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman ABS Manufactured Housing
b. Maturity date: 2016-07-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,111,000.00
f. Value of collateral, to the nearest cent: $2,181,984.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman Brothers Small Balance Commercial Mortgage PTC
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.461
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $13,278,772.00
f. Value of collateral, to the nearest cent: $5,473,753.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman XS Trust
b. Maturity date: 2037-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,176,000.00
f. Value of collateral, to the nearest cent: $23,759.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LEWIS CNTY WASH PUB UTIL DIST NO 001 ELEC REV
b. Maturity date: 2013-12-01
from:
to:
c. Coupon or yield: 4.8
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $26,540.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lime Street CLO
b. Maturity date: 2021-06-21
from:
to:
c. Coupon or yield: 2.879
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $3,059,034.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LLOYDS SP ADR-144A
b. Maturity date: 2099-12-29
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,536,032.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LOS ANGELES CALIF
b. Maturity date: 2024-09-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,515.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LOS ANGELES CALIF
b. Maturity date: 2026-09-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $17,125.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LUBBOCK TEX
b. Maturity date: 2030-02-15
from:
to:
c. Coupon or yield: 6.032
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,786.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LYONDELLBASELL INDS N V
b. Maturity date: 2021-11-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,889,000.00
f. Value of collateral, to the nearest cent: $5,788,168.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Asset Securitization Trust
b. Maturity date: 2034-02-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $27,613,653.00
f. Value of collateral, to the nearest cent: $344,251.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MM Community Funding
b. Maturity date: 2032-05-01
from:
to:
c. Coupon or yield: 2.778
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,500,000.00
f. Value of collateral, to the nearest cent: $1,085,644.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ML-CFC Commercial Mortgage Trust
b. Maturity date: 2050-06-12
from:
to:
c. Coupon or yield: 0.101
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,395,713,676.00
f. Value of collateral, to the nearest cent: $1,383,816.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Madison Park Funding
b. Maturity date: 2021-03-21
from:
to:
c. Coupon or yield: 1.803
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,650,000.00
f. Value of collateral, to the nearest cent: $2,122,120.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Manasquan CDO
b. Maturity date: 2045-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,000,000.00
f. Value of collateral, to the nearest cent: $15,786.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MARIN CNTY CALIF
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 5.41
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,230.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASSACHUSETTS ST
b. Maturity date: 2031-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $35,000.00
f. Value of collateral, to the nearest cent: $39,187.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV
b. Maturity date: 2038-02-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $170,000.00
f. Value of collateral, to the nearest cent: $170,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Alternative Loan Trust
b. Maturity date: 2018-04-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $17,927,866.00
f. Value of collateral, to the nearest cent: $186,951.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTR Alternative Loan Trust
b. Maturity date: 2033-08-25
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $48,642,029.00
f. Value of collateral, to the nearest cent: $1,104,558.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MAYO CLINIC
b. Maturity date: 2043-11-15
from:
to:
c. Coupon or yield: 3.774
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $9,921.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors
b. Maturity date: 2028-11-21
from:
to:
c. Coupon or yield: 2.404
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $21,062,787.00
f. Value of collateral, to the nearest cent: $10.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors Trust, Series MLCC
b. Maturity date: 2028-04-25
from:
to:
c. Coupon or yield: 0.967
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,041,510,000.00
f. Value of collateral, to the nearest cent: $1,840,640.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Investors Trust, Series MLCC
b. Maturity date: 2029-11-25
from:
to:
c. Coupon or yield: 1.294
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $493,944,000.00
f. Value of collateral, to the nearest cent: $1,486,063.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2042-02-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $335,671,000.00
f. Value of collateral, to the nearest cent: $807,664.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2039-08-12
from:
to:
c. Coupon or yield: 1.029
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $13,124,000.00
f. Value of collateral, to the nearest cent: $98,066.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Merrill Lynch Mortgage Trust
b. Maturity date: 2051-02-12
from:
to:
c. Coupon or yield: 0.631
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $194,500,000.00
f. Value of collateral, to the nearest cent: $3,284,697.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Mesa West Capital CDO
b. Maturity date: 2047-06-25
from:
to:
c. Coupon or yield: 0.501
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,343,000.00
f. Value of collateral, to the nearest cent: $1,810,693.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: METROPOLITAN WTR DIST SOUTHN CALIF WTRWKS REV
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 6.947
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $25,439.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Mezz Cap Commercial Mortgage Trust Commercial Mortgage PTC
b. Maturity date: 2019-12-15
from:
to:
c. Coupon or yield: 6.623
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $15,422,818.00
f. Value of collateral, to the nearest cent: $750,872.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MIAMI-DADE CNTY FLA PROFESSIONAL SPORTS FRANCHISE FACS TAX REV
b. Maturity date: 2029-10-01
from:
to:
c. Coupon or yield: 7.083
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,899.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MIDDLESEX CNTY N J IMPT AUTH UTIL SYS REV
b. Maturity date: 2025-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $85,000.00
f. Value of collateral, to the nearest cent: $44,023.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MIDDLESEX CNTY N J IMPT AUTH UTIL SYS REV
b. Maturity date: 2026-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $240,000.00
f. Value of collateral, to the nearest cent: $116,064.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MINERVA LUXEMBOURG S A
b. Maturity date: 2022-02-10
from:
to:
c. Coupon or yield: 12.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,300,000.00
f. Value of collateral, to the nearest cent: $6,307,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MISSOURI JT MUN ELEC UTIL COMMN PWR PROJ REV
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 6.89
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $25,890.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MISSOURI ST DEV FIN BRD LEASE REV
b. Maturity date: 2033-06-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $600,000.00
f. Value of collateral, to the nearest cent: $600,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MONTELL FIN CO BV
b. Maturity date: 2027-03-15
from:
to:
c. Coupon or yield: 8.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $6,681,000.00
f. Value of collateral, to the nearest cent: $8,993,294.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MONTROSE MINN INDL DEV REV
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $105,000.00
f. Value of collateral, to the nearest cent: $105,020.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2040-05-15
from:
to:
c. Coupon or yield: 1.903
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $527,767,609.00
f. Value of collateral, to the nearest cent: $2,305,045.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Mortgage Loan Trust
b. Maturity date: 2033-11-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,746,676.00
f. Value of collateral, to the nearest cent: $55,907.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Dean Witter Capital I Trust
b. Maturity date: 2032-08-25
from:
to:
c. Coupon or yield: 1.261
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,635,000.00
f. Value of collateral, to the nearest cent: $3,014,135.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2041-11-12
from:
to:
c. Coupon or yield: 5.389
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,697,488.00
f. Value of collateral, to the nearest cent: $1,503,823.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2044-02-12
from:
to:
c. Coupon or yield: 5.558
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $2,359,980.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Morgan Stanley Capital I
b. Maturity date: 2049-07-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $110,781,349.00
f. Value of collateral, to the nearest cent: $1,107.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MORRIS CNTY N J IMPT AUTH REV
b. Maturity date: 2013-03-01
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $3,540,000.00
f. Value of collateral, to the nearest cent: $3,635,237.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MortgageIT Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 0.761
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $26,867,000.00
f. Value of collateral, to the nearest cent: $4,001,472.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOUNTAIN GROVE MO INDL DEV AUTH HEALTH CARE FACS REV
b. Maturity date: 2013-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $150,000.00
f. Value of collateral, to the nearest cent: $150,028.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Mountain View Funding CLO
b. Maturity date: 2019-04-15
from:
to:
c. Coupon or yield: 2.09
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $827,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MULTNOMAH CNTY ORE
b. Maturity date: 2021-06-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $18,364.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: N-Star Real Estate CDO
b. Maturity date: 2040-07-27
from:
to:
c. Coupon or yield: 0.561
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,012,000.00
f. Value of collateral, to the nearest cent: $2,378,456.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NAPERVILLE ILL
b. Maturity date: 2026-12-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,705.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NASSAU CNTY N Y
b. Maturity date: 2030-04-01
from:
to:
c. Coupon or yield: 6.6
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,637.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NASSAU CNTY N Y
b. Maturity date: 2035-10-01
from:
to:
c. Coupon or yield: 7.4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $23,421.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: National Collegiate Trust
b. Maturity date: 2028-11-25
from:
to:
c. Coupon or yield: 0.521
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,415,000.00
f. Value of collateral, to the nearest cent: $1,898,305.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW CASTLE PA
b. Maturity date: 2024-11-15
from:
to:
c. Coupon or yield: 5.283
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,200.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW HAMPSHIRE ST FED HWY
b. Maturity date: 2024-09-01
from:
to:
c. Coupon or yield: 4.784
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,263.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV
b. Maturity date: 2019-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $20,024.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $14,536.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV
b. Maturity date: 2024-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $103,000.00
f. Value of collateral, to the nearest cent: $62,913.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW JERSEY ECONOMIC DEV AUTH REV
b. Maturity date: 2035-12-15
from:
to:
c. Coupon or yield: 6.425
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,703.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW JERSEY ST TRANSN TR FD AUTH
b. Maturity date: 2028-12-15
from:
to:
c. Coupon or yield: 5.754
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $24,257.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW ORLEANS LA
b. Maturity date: 2020-09-01
from:
to:
c. Coupon or yield: 3.142
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $292,976.00
f. Value of collateral, to the nearest cent: $298,615.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK N Y FOR PRIOR ISSUES SEE 64966G ETC FOR FUTURE ISSUES SEE 64966
b. Maturity date: 2029-12-01
from:
to:
c. Coupon or yield: 6.385
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $23,682.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK N Y FOR PRIOR ISSUES SEE 64966G ETC FOR FUTURE ISSUES SEE 64966
b. Maturity date: 2036-12-01
from:
to:
c. Coupon or yield: 5.985
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $19,263.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK N Y FOR PRIOR ISSUES SEE 64966H ETC FOR ADDL ISSUES SEE 64966K
b. Maturity date: 2031-12-01
from:
to:
c. Coupon or yield: 6.646
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $16,049.00
f. Value of collateral, to the nearest cent: $19,816.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK CITY EDL CONSTR FD REV
b. Maturity date: 2021-04-01
from:
to:
c. Coupon or yield: 5.1
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,571.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV FOR ISSUES DTD PRIOR TO 10/16/06 SEE 64971K ETC FOR FUTURE SSUES SEE 64971Q
b. Maturity date: 2027-02-01
from:
to:
c. Coupon or yield: 5.4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $18,706.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV
b. Maturity date: 2030-07-15
from:
to:
c. Coupon or yield: 7.128
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $24,364.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK ST DORM AUTH REVS ST SUPPORTED DEBT
b. Maturity date: 2018-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $34,564.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
b. Maturity date: 2033-03-15
from:
to:
c. Coupon or yield: 5.289
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,871.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWCASTLE CDO VI LTD /
b. Maturity date: 2040-04-24
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $58,647,405.00
f. Value of collateral, to the nearest cent: $4,982,795.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Nomura Home Equity Loan Trust
b. Maturity date: 2035-05-25
from:
to:
c. Coupon or yield: 0.701
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $3,926,440.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORTEK INC
b. Maturity date: 2021-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,700,000.00
f. Value of collateral, to the nearest cent: $2,904,037.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORTH CAROLINA TPK AUTH MONROECONNECTOR SYS ST APPROPRIATIO NREV
b. Maturity date: 2024-01-01
from:
to:
c. Coupon or yield: 4.6
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $35,419.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORTH TEX MUN WTR DIST UPPER E FORK WSTWTR INTRCPT CONTRCT RV
b. Maturity date: 2028-06-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $355,000.00
f. Value of collateral, to the nearest cent: $357,860.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NovaStar Mortgage Funding Trust
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 1.936
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $382,000.00
f. Value of collateral, to the nearest cent: $244,027.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NOVELIS INC
b. Maturity date: 2020-12-15
from:
to:
c. Coupon or yield: 8.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,471,000.00
f. Value of collateral, to the nearest cent: $6,226,301.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OMX TIMBER FIN INVTS II LLC
b. Maturity date: 2020-01-29
from:
to:
c. Coupon or yield: 5.54
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $720,000.00
f. Value of collateral, to the nearest cent: $153,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OGX AUSTRIA GMBH
b. Maturity date: 2022-04-01
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,200,000.00
f. Value of collateral, to the nearest cent: $3,570,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OAKLAND CALIF PENSION OBLIG
b. Maturity date: 2020-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $41,725.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OAKLAND CALIF PENSION OBLIG
b. Maturity date: 2017-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $24,664.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ocwen Mortgage Loan Asset Backed Certificates
b. Maturity date: 2024-03-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $9,830,000.00
f. Value of collateral, to the nearest cent: $4,455,255.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OHIO ST MAJOR NEW ST INFRASTRUCTURE PROJ REV
b. Maturity date: 2019-06-15
from:
to:
c. Coupon or yield: 4.268
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,662.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OLYMPIA WASH ECONOMIC DEV CORP REV
b. Maturity date: 2023-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $550,000.00
f. Value of collateral, to the nearest cent: $550,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OMEGA HEALTHCARE INVS INC
b. Maturity date: 2024-03-15
from:
to:
c. Coupon or yield: 5.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $5,335,000.00
f. Value of collateral, to the nearest cent: $5,704,133.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Option One Mortgage Securities Corp NIM Trust
b. Maturity date: 2035-08-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $38,300,000.00
f. Value of collateral, to the nearest cent: $2,362.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OREGON ST LOC GOVTS
b. Maturity date: 2019-06-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $3,859.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PALM BEACH CNTY FLA SCH BRD CTFS PARTN
b. Maturity date: 2025-08-01
from:
to:
c. Coupon or yield: 5.4
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,077.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PAN AMERN ENERGY LLC ARGENTINE BRH GTD GLOBAL ME
b. Maturity date: 2021-05-07
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $4,282,000.00
f. Value of collateral, to the nearest cent: $3,652,813.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Pegasus
b. Maturity date: 2049-07-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,080,000.00
f. Value of collateral, to the nearest cent: $627,049.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTR
b. Maturity date: 2021-11-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Note
If Other Instrument, include a brief description: MEDIUM TERM NOTE
e. The principal amount, to the nearest cent: $3,483,000.00
f. Value of collateral, to the nearest cent: $4,011,690.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG
b. Maturity date: 2015-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $18,033.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG
b. Maturity date: 2017-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $85,000.00
f. Value of collateral, to the nearest cent: $69,718.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG
b. Maturity date: 2018-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $12,000.00
f. Value of collateral, to the nearest cent: $9,320.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG
b. Maturity date: 2016-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $4,514.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHOENIX ARIZ CIVIC IMPT CORP WTR SYS REV
b. Maturity date: 2039-07-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $16,179.00
f. Value of collateral, to the nearest cent: $18,641.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PHOENIX ARIZ INDL DEV AUTH STAD REV
b. Maturity date: 2025-12-01
from:
to:
c. Coupon or yield: 6.85
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $9,394.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PLAINS EXPL & PRODTN CO
b. Maturity date: 2020-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,700,000.00
f. Value of collateral, to the nearest cent: $3,690,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PLAINS EXPL & PRODTN CO
b. Maturity date: 2023-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $8,250,000.00
f. Value of collateral, to the nearest cent: $8,268,190.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PORT AUTH N Y & N J
b. Maturity date: 2032-11-01
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,143.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PORT AUTH N Y & N J
b. Maturity date: 2040-11-01
from:
to:
c. Coupon or yield: 5.647
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $6,229.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PORT SEATTLE WASH REV
b. Maturity date: 2036-05-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $18,289.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PORTLAND ORE URBAN RENEWAL & REDEV
b. Maturity date: 2013-06-15
from:
to:
c. Coupon or yield: 3.2
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $30,598.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PORTSMOUTH VA
b. Maturity date: 2040-01-15
from:
to:
c. Coupon or yield: 6.279
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,951.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PUEBLO CNTY COLO DEV REV
b. Maturity date: 2023-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $600,000.00
f. Value of collateral, to the nearest cent: $600,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PUERTO RICO COMWLTH GOVT DEV BK
b. Maturity date: 2015-02-01
from:
to:
c. Coupon or yield: 3.448
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $55,000.00
f. Value of collateral, to the nearest cent: $56,472.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QEP RES INC
b. Maturity date: 2023-05-01
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $6,944,000.00
f. Value of collateral, to the nearest cent: $7,256,480.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUEBECOR MEDIA INC
b. Maturity date: 2016-03-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,452,000.00
f. Value of collateral, to the nearest cent: $3,640,589.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP Resecuritization Trust
b. Maturity date: 2035-12-26
from:
to:
c. Coupon or yield: 4.794
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $16,609,844.00
f. Value of collateral, to the nearest cent: $6,993,898.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP Resecuritization Trust
b. Maturity date: 2035-08-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,340,869.00
f. Value of collateral, to the nearest cent: $3,145,700.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP Resecuritization Trust
b. Maturity date: 2039-10-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $16,442,672.00
f. Value of collateral, to the nearest cent: $6,819,992.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSI
b. Maturity date: 2037-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $140,831,054.00
f. Value of collateral, to the nearest cent: $744,441.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Race Point CLO
b. Maturity date: 2020-04-15
from:
to:
c. Coupon or yield: 1.99
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $630,000.00
f. Value of collateral, to the nearest cent: $525,640.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REGIONAL PUB TRANSN AUTH ARIZ TRANSN EXCISE TAX REV
b. Maturity date: 2025-07-01
from:
to:
c. Coupon or yield: 6.46
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $23,175.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Renaissance Home Equity Loan Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.591
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $1,055,254.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2033-07-25
from:
to:
c. Coupon or yield: 0.6
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $69,000,000.00
f. Value of collateral, to the nearest cent: $264,547.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RALI
b. Maturity date: 2034-03-25
from:
to:
c. Coupon or yield: 0.717
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $29,543,500.00
f. Value of collateral, to the nearest cent: $4,259,414.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAMP
b. Maturity date: 2035-07-25
from:
to:
c. Coupon or yield: 0.701
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,509,000.00
f. Value of collateral, to the nearest cent: $2,422,553.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 6.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,067,000.00
f. Value of collateral, to the nearest cent: $4,321,187.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 7.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,924,000.00
f. Value of collateral, to the nearest cent: $4,312,966.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER
b. Maturity date: 2019-04-15
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $6,130,000.00
f. Value of collateral, to the nearest cent: $6,520,787.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RiverView HECM Trust
b. Maturity date: 2047-05-25
from:
to:
c. Coupon or yield: 0.819
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,602,000.00
f. Value of collateral, to the nearest cent: $71,992.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RiverView Mortgage Loan Trust
b. Maturity date: 2047-07-25
from:
to:
c. Coupon or yield: 0.793
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,735,000.00
f. Value of collateral, to the nearest cent: $115,574.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROSETON-DANSKAMMER 2001 PASS THRU TR
b. Maturity date: 2016-11-08
from:
to:
c. Coupon or yield: 7.67
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,202,000.00
f. Value of collateral, to the nearest cent: $748,257.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO I Mortgage Pass Through Certificates
b. Maturity date: 2040-09-25
from:
to:
c. Coupon or yield: 8.23
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $252,700.00
f. Value of collateral, to the nearest cent: $26,690.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SACO I Mortgage Pass Through Certificates
b. Maturity date: 2040-09-25
from:
to:
c. Coupon or yield: 8.23
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $168,500.00
f. Value of collateral, to the nearest cent: $10,593.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAIL Net Interest Margin Notes
b. Maturity date: 2035-06-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $84.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SADDLE BROOK TWP N J SCH DIST
b. Maturity date: 2014-08-15
from:
to:
c. Coupon or yield: 1
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $55,000.00
f. Value of collateral, to the nearest cent: $55,231.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAINT ANTHONY MINN MULTIFAMILY REV
b. Maturity date: 2032-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $65,000.00
f. Value of collateral, to the nearest cent: $65,006.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAINT CHARLES ILL
b. Maturity date: 2027-12-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $149,986.00
f. Value of collateral, to the nearest cent: $146,578.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ST LOUIS CNTY MO PKWY SCH DIST C-2
b. Maturity date: 2015-03-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $52,357.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAINT LOUIS CNTY MO SCH DIST R-7 KIRKWOOD
b. Maturity date: 2022-02-15
from:
to:
c. Coupon or yield: 4.942
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $29,035.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ST LOUIS CNTY MO SPL OBLIG
b. Maturity date: 2031-12-01
from:
to:
c. Coupon or yield: 5.45
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,352.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAN DIEGO CNTY CALIF REGL TRANSN COMMN SALES TAX REV COML P
b. Maturity date: 2048-04-01
from:
to:
c. Coupon or yield: 5.911
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $79,919.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAN JOSE CALIF REDEV AGY TAX ALLOCATION
b. Maturity date: 2035-08-01
from:
to:
c. Coupon or yield: 5.46
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $9,278.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAN JUAN CALIF UNI SCH DIST
b. Maturity date: 2026-08-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $562,516.00
f. Value of collateral, to the nearest cent: $551,940.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SANDRIDGE ENERGY INC
b. Maturity date: 2023-02-15
from:
to:
c. Coupon or yield: 7.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,607,000.00
f. Value of collateral, to the nearest cent: $4,848,867.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SANGER CALIF UNI SCH DIST CTFS PARTN
b. Maturity date: 2027-07-01
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $24,713.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SANTA ANA CALIF UNI SCH DIST
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 7
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $26,768.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SANTA CLARITA CALIF CMNTY COLLEGE DIST
b. Maturity date: 2027-08-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $215,000.00
f. Value of collateral, to the nearest cent: $217,752.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAPPI PAPIER HLDG GMBH
b. Maturity date: 2017-07-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,356,000.00
f. Value of collateral, to the nearest cent: $2,563,098.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAIL Net Interest Margin Notes
b. Maturity date: 2034-04-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $18.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Net Interest Margin Trust
b. Maturity date: 2035-11-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $17,150,000.00
f. Value of collateral, to the nearest cent: $1,025,678.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Net Interest Margin Trust
b. Maturity date: 2035-11-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,945,000.00
f. Value of collateral, to the nearest cent: $282,722.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SEAGATE HDD CAYMAN
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 7.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,530,000.00
f. Value of collateral, to the nearest cent: $3,830,050.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Sears Mortgage
b. Maturity date: 2014-02-25
from:
to:
c. Coupon or yield: 12
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $163,000.00
f. Value of collateral, to the nearest cent: $283.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Securitized Asset Backed Receivables Trust
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 0.916
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,376,726.00
f. Value of collateral, to the nearest cent: $404,277.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Sequoia Mortgage Trust
b. Maturity date: 2027-10-20
from:
to:
c. Coupon or yield: 1.411
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $7,600,000.00
f. Value of collateral, to the nearest cent: $1,128,614.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Sequoia Mortgage Trust
b. Maturity date: 2035-07-20
from:
to:
c. Coupon or yield: 0.961
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $663,509.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Beckman Coulter Net Lease Pass-Through Certificates
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 7.498
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,750,000.00
f. Value of collateral, to the nearest cent: $1,753,254.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Silverado CLO
b. Maturity date: 2020-04-11
from:
to:
c. Coupon or yield: 2.075
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $152,248.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SONOMA CNTY CALIF PENSION OBLIG
b. Maturity date: 2015-12-01
from:
to:
c. Coupon or yield: 4.53
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $10,941.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPRING LAKE PARK MINN SR HSG REV
b. Maturity date: 2033-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,000.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ST PAUL MINN PORT AUTH DIST HEATING REV
b. Maturity date: 2028-02-01
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $115,990.00
f. Value of collateral, to the nearest cent: $116,010.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STATE PUB SCH BLDG AUTH PA REV
b. Maturity date: 2027-09-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $57,232.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STEEL DYNAMICS INC
b. Maturity date: 2022-08-15
from:
to:
c. Coupon or yield: 6.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $2,652,395.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Adjustable Rate Mortgage Loan Trust
b. Maturity date: 2035-10-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,694,942.00
f. Value of collateral, to the nearest cent: $988,358.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Amortizing Residential Collateral Trust Mortgage Pass-thru
b. Maturity date: 2032-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $68,358,658.00
f. Value of collateral, to the nearest cent: $1,145,247.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Securities Corporation
b. Maturity date: 2032-07-25
from:
to:
c. Coupon or yield: 2.877
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $55,598.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Amortizing Residential Collateral Trust Mortgage Pass-thru
b. Maturity date: 2031-01-25
from:
to:
c. Coupon or yield: 0.771
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $169,716,000.00
f. Value of collateral, to the nearest cent: $3,675,797.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Securities Corporation
b. Maturity date: 2018-07-25
from:
to:
c. Coupon or yield: 5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $21,879,739.00
f. Value of collateral, to the nearest cent: $80,215.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SASCO Mortgage Loan Trust
b. Maturity date: 2034-12-25
from:
to:
c. Coupon or yield: 2.686
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,314,000.00
f. Value of collateral, to the nearest cent: $814,815.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Lehman XS Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.511
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,750,000.00
f. Value of collateral, to the nearest cent: $224,621.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Mortgage Investments
b. Maturity date: 2034-07-19
from:
to:
c. Coupon or yield: 0.887
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $19,947,500.00
f. Value of collateral, to the nearest cent: $3,511,150.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Mortgage Investments
b. Maturity date: 2035-04-19
from:
to:
c. Coupon or yield: 0.887
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $10,362,100.00
f. Value of collateral, to the nearest cent: $3,456,318.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Structured Asset Mortgage Investments
b. Maturity date: 2035-07-19
from:
to:
c. Coupon or yield: 0.712
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $11,582,000.00
f. Value of collateral, to the nearest cent: $4,327,035.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURED ASSET SECS CORP TR
b. Maturity date: 2045-03-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $80,090,008.00
f. Value of collateral, to the nearest cent: $2,500,203.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TENET HEALTHCARE CORP
b. Maturity date: 2018-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $53,021,225.00
f. Value of collateral, to the nearest cent: $56,997,816.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEXAS ST
b. Maturity date: 2029-10-01
from:
to:
c. Coupon or yield: 4.946
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,645.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TIMBERLAKE FINL L L C
b. Maturity date: 2036-06-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $40,000,000.00
f. Value of collateral, to the nearest cent: $9,281,350.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Tobacco Settlement Financing Corporation
b. Maturity date: 2046-06-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $10,662.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRANSPORTADORA DE GAS INTERNACIONAL S A E S P
b. Maturity date: 2022-03-20
from:
to:
c. Coupon or yield: 5.7
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $8,560,000.00
f. Value of collateral, to the nearest cent: $9,621,368.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Trapeza CDO
b. Maturity date: 2040-01-27
from:
to:
c. Coupon or yield: 0.963
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $1,422,505.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRIBOROUGH BRDG & TUNL AUTH N Y REVS
b. Maturity date: 2039-11-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,960.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRIBOROUGH BRDG & TUNL AUTH N Y REVS
b. Maturity date: 2022-11-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $33,980.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Tricadia CDO
b. Maturity date: 2040-12-11
from:
to:
c. Coupon or yield: 1.208
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,100,000.00
f. Value of collateral, to the nearest cent: $3,201,307.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Tricadia CDO
b. Maturity date: 2041-11-05
from:
to:
c. Coupon or yield: 2.142
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $2,293,685.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GTC REP TUNISIA
b. Maturity date: 2016-08-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,428,570.00
f. Value of collateral, to the nearest cent: $1,714,569.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UPC GERMANY GMBH
b. Maturity date: 2017-12-01
from:
to:
c. Coupon or yield: 8.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,485,000.00
f. Value of collateral, to the nearest cent: $2,767,927.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: US AWYS PASS THRU TRS
b. Maturity date: 2018-01-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $115,000.00
f. Value of collateral, to the nearest cent: $38,174.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: U S ED LN TR IV LLC
b. Maturity date: 2047-09-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $2,474,610.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: U.S AWYS 2011-1 PASS THRU TR
b. Maturity date: 2025-04-22
from:
to:
c. Coupon or yield: 7.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $314,685.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: US AWYS INC
b. Maturity date: 2024-10-01
from:
to:
c. Coupon or yield: 5.9
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $2,240,311.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIR LINES 1991-A PASS
b. Maturity date: 2014-03-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $205,853.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIR LINES 1991-A PASS
b. Maturity date: 2015-03-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $44,959.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIR LINES NINETEEN 01 UNITED AIR LINES 19
b. Maturity date: 2014-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,500,000.00
f. Value of collateral, to the nearest cent: $392,731.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIR LINES 1992-A PASS
b. Maturity date: 2016-04-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $13,409,180.00
f. Value of collateral, to the nearest cent: $3,623,944.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIR LINES 1993-A PASS
b. Maturity date: 2017-01-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,428,000.00
f. Value of collateral, to the nearest cent: $2,263,433.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIRLS PASS THRU TRS
b. Maturity date: 2013-01-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,654,000.00
f. Value of collateral, to the nearest cent: $5,319,013.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED AIRLS PASS THRU TRS
b. Maturity date: 2019-01-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,250,000.00
f. Value of collateral, to the nearest cent: $3,048,056.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED ARTISTS THEATRE CIRCUIT
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $321,000.00
f. Value of collateral, to the nearest cent: $108,755.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED ARTISTS THEATRE CIRCUIT
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $710,665.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED ARTISTS THEATRE CIRCUIT
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $608,198.00
f. Value of collateral, to the nearest cent: $231,930.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED ARTISTS THEATRE CIRCUIT
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,700,000.00
f. Value of collateral, to the nearest cent: $1,044,172.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED ARTISTS THEATRE CIRCUIT
b. Maturity date: 2015-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $2,329,628.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIVERSITY HAWAII REV
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 6.034
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $10,892.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIVERSITY MD SYS AUXILIARY FAC & TUITION REV
b. Maturity date: 2016-04-01
from:
to:
c. Coupon or yield: 5.7
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $21,546.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIVERSITY MICH UNIV REVS
b. Maturity date: 2024-04-01
from:
to:
c. Coupon or yield: 4.926
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $59,034.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIVERSITY MICH UNIV REVS
b. Maturity date: 2031-04-01
from:
to:
c. Coupon or yield: 5.083
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,569.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UTAH HSG CORP SINGLE FAMILY MTG REV
b. Maturity date: 2028-01-01
from:
to:
c. Coupon or yield: 6.41
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,596.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Venture CDO
b. Maturity date: 2021-10-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $41,838.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VIRGINIA BEACH VA
b. Maturity date: 2024-03-15
from:
to:
c. Coupon or yield: 4.55
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,398.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2044-05-25
from:
to:
c. Coupon or yield: 0.67
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $65,000,000.00
f. Value of collateral, to the nearest cent: $4,219,910.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2034-05-25
from:
to:
c. Coupon or yield: 4.603
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $71,038,043.00
f. Value of collateral, to the nearest cent: $2,844,439.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WM Asset Holdings Corp.
b. Maturity date: 2046-09-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $90,672.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wachovia Bank Commercial Mortgage Trust
b. Maturity date: 2034-04-15
from:
to:
c. Coupon or yield: 1.431
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $80,889,253.00
f. Value of collateral, to the nearest cent: $138.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WAKE CNTY N C
b. Maturity date: 2028-04-01
from:
to:
c. Coupon or yield: 5.15
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $27,997.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual Mortgage Pass-Through Certificates, WMALT
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $29,838,417.00
f. Value of collateral, to the nearest cent: $1,574,420.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Washington Mutual MSC Mortgage Pass-Through Certificates
b. Maturity date: 2035-04-25
from:
to:
c. Coupon or yield: 6.981
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $2,094,900.00
f. Value of collateral, to the nearest cent: $407,349.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WaMu Mortgage Pass-Through Certificates
b. Maturity date: 2035-03-25
from:
to:
c. Coupon or yield: 2.475
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $140,000.00
f. Value of collateral, to the nearest cent: $42,582.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON ST
b. Maturity date: 2033-08-01
from:
to:
c. Coupon or yield: 5.09
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $45,000.00
f. Value of collateral, to the nearest cent: $53,632.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASHINGTON ST HSG FIN COMMN MULTIFAMILY REV
b. Maturity date: 2037-06-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $499,999.00
f. Value of collateral, to the nearest cent: $500,103.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WATERBURY CONN
b. Maturity date: 2038-12-01
from:
to:
c. Coupon or yield: 7.089
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $17,250.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Waterfall Victoria Mortgage Trust
b. Maturity date: 2039-04-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $1,953,500.00
f. Value of collateral, to the nearest cent: $1,286,216.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Home Equity Trust
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 0.671
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,069,828.00
f. Value of collateral, to the nearest cent: $6,031,602.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Commerical Mortgage Trust
b. Maturity date: 2043-11-17
from:
to:
c. Coupon or yield: 0.671
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $24,622,263.00
f. Value of collateral, to the nearest cent: $867,245.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wells Fargo Mortgage Loan Trust
b. Maturity date: 2035-10-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $14,403,909.00
f. Value of collateral, to the nearest cent: $8,945,097.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WHITE MTNS RE GROUP
b. Maturity date: 2017-06-30
from:
to:
c. Coupon or yield: 7.506
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $18,095,000.00
f. Value of collateral, to the nearest cent: $19,318,013.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WISCONSIN MUNICIPALITIES PRIVATE SCH FIN COMMN REV
b. Maturity date: 2023-03-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $100,017.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WISCONSIN ST HEALTH & EDL FACS AUTH REV
b. Maturity date: 2035-12-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $250,043.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WISCONSIN ST HEALTH & EDL FACS AUTH REV
b. Maturity date: 2031-10-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $230,000.00
f. Value of collateral, to the nearest cent: $230,040.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XL CAP LTD 6.5 31DEC2049
b. Maturity date: 2099-12-31
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $10,760,000.00
f. Value of collateral, to the nearest cent: $10,010,984.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: YORK PA
b. Maturity date: 2024-02-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $3,129.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: YORK PA
b. Maturity date: 2019-02-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Municipal Debt
If Other Instrument, include a brief description: MUNICIPAL BOND
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $61,560.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIFIC RUBIALES ENERGY CORP
b. Maturity date: 2016-11-15
from:
to:
c. Coupon or yield: 8.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $2,357,000.00
f. Value of collateral, to the nearest cent: $2,790,835.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIFIC RUBIALES ENERGY CORP
b. Maturity date: 2021-12-12
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $7,180,000.00
f. Value of collateral, to the nearest cent: $8,709,290.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACACIA CDO 9 LTD / ACACIA CDO 9 INC
b. Maturity date: 2046-04-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $545,030.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACACIA CDO 11 LTD/ACACIA CDO 11 INC
b. Maturity date: 2047-03-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $143,736.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO PREFERRED FUNDING VIII LTD / ALESCO PREFERRED FUNDING VIII INC
b. Maturity date: 2035-12-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,755,964.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO PREFERRED FUNDING VII LTD
b. Maturity date: 2035-07-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,750,000.00
f. Value of collateral, to the nearest cent: $482,243.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO PREFERRED FUNDING VII LTD/ALESCO PREFERRED FUNDING VII INC
b. Maturity date: 2035-07-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $178,749.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO PREFERRED FUNDING XIV LTD/ ALESCO PREFERRED FUNDING XIV INC
b. Maturity date: 2037-09-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,750,000.00
f. Value of collateral, to the nearest cent: $8,170.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO PREFERRED FUNDING VI LTD / ALESCO PREFERRED FUNDING VI INC
b. Maturity date: 2035-03-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $12,000,000.00
f. Value of collateral, to the nearest cent: $1,277,197.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALESCO PREFERRED FUNDING XII LTD / ALESCO PREFERRED FUNDING XII INC
b. Maturity date: 2037-07-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,000,000.00
f. Value of collateral, to the nearest cent: $292,684.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AVENUE CLO VI LTD / AVENUE CLO VI CORP
b. Maturity date: 2019-07-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $559,870.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BABSON CL0
b. Maturity date: 2019-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $1,675,150.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BELLE HAVEN ABC CDO 2006 1 LTD / BELLE HAVEN ABSCDO 2006 1 LLC
b. Maturity date: 2046-07-05
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $29,091,000.00
f. Value of collateral, to the nearest cent: $2,252,196.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLACKROCK SENIOR INCOME SERIES III
b. Maturity date: 2016-09-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $176,933.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BERING CDO I LTD
b. Maturity date: 2046-09-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $61,704.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLUEMOUNTAIN CLO 2011-1 LTD / BLUEMOUNTAIN CLO 201
b. Maturity date: 2022-08-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,600,000.00
f. Value of collateral, to the nearest cent: $2,473,826.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BRENTWOOD CLO LTD / BRENTWOOD CLO CORP
b. Maturity date: 2022-02-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $280,000.00
f. Value of collateral, to the nearest cent: $128,517.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BUCKINGHAM CDO III LTD / BUCKINGHAM CDO III LLC
b. Maturity date: 2051-09-05
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $8,000,000.00
f. Value of collateral, to the nearest cent: $4,472.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: C BASS CBO XV LTD / C BASS CBO XV CORP
b. Maturity date: 2041-02-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $205,114.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COAST INVESTMENT GRADE 2001-1 LTD
b. Maturity date: 2016-10-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $331,781.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSAM FUNDING IV, GEORGE TOWN
b. Maturity date: 2016-06-09
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $15,200,000.00
f. Value of collateral, to the nearest cent: $456,805.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CAVALRY CLO I LTD / CAVALRY CLO I CORP
b. Maturity date: 2022-03-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,350,000.00
f. Value of collateral, to the nearest cent: $2,947,550.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DAVIS SQUARE FUNDING VI LTD / DAVIS SQUARE FUNDIING VI DEL CORP
b. Maturity date: 2041-09-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $76.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SARGAS CLO II LTD, GRAND CAYMAN
b. Maturity date: 2018-10-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $5,567,258.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DRYDEN XI LEVERAGED LOAN CDO 2006
b. Maturity date: 2020-04-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,011,682.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUKE FUNDING VII LTD / DUKE FUNDING VII INC
b. Maturity date: 2039-09-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $360,626.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUKE FUNDING VI LTD / DUKE FUNDING VI CORP
b. Maturity date: 2039-04-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $9,670,000.00
f. Value of collateral, to the nearest cent: $19.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUKE FUNDING HIGH GRADE IV LTD / DUKE FUNDING HIGH GRADE IV INC
b. Maturity date: 2050-02-03
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,938,568.00
f. Value of collateral, to the nearest cent: $55.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUKE FUNDING VIII LTD, GEORGE TOWN
b. Maturity date: 2045-04-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $258,930.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUKE FUNDING HIGH GRADE V LTD / DUKE FUNDING HIGH GRADE V LLC
b. Maturity date: 2050-07-03
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $14,000,000.00
f. Value of collateral, to the nearest cent: $238.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUKE FUNDING IX LTD / DUKE FUNDING IX CORP
b. Maturity date: 2045-03-09
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $240,000.00
f. Value of collateral, to the nearest cent: $12,621.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUTCH HILL FUNDING I LTD / DUTCH HILL FUNDING I CORP
b. Maturity date: 2045-12-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,600,000.00
f. Value of collateral, to the nearest cent: $788,496.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUTCH HILL FUNDING I LTD
b. Maturity date: 2045-12-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $3,000,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GALE FORCE I CLO LTD
b. Maturity date: 2017-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $457,712.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIBRIA OVERSEAS FINANC 6.75 03MAR21
b. Maturity date: 2021-03-03
from:
to:
c. Coupon or yield: 6.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $4,025,000.00
f. Value of collateral, to the nearest cent: $4,507,496.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLAGSHIP CLO VI
b. Maturity date: 2021-06-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $19,500,000.00
f. Value of collateral, to the nearest cent: $2,866.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GEMSTONE CDO III LTD / GEMSTONE CDO III CORP
b. Maturity date: 2040-07-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $1,464,861.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GEMSTONE CDO IV LTD/GEMSTONE CDO IV CORP
b. Maturity date: 2041-02-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $168,672.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GEM LIGOS III LTD
b. Maturity date: 2021-03-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $30,020.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GLOUCESTER STREET ABS CDO I LTD / GLOUCESTER STREET ABS CDO I LLC
b. Maturity date: 2040-06-02
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $208,446.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GLOUCESTER STREET ABS CDO I LTD / GLOUCESTER STREET ABS CDO I LLC
b. Maturity date: 2040-06-02
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $26,500,000.00
f. Value of collateral, to the nearest cent: $592,407.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRANITE VENTURES II LTD, GEORGE TOWN
b. Maturity date: 2017-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $125,872.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRANT GROVE CLO LTD
b. Maturity date: 2021-01-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $13,500,000.00
f. Value of collateral, to the nearest cent: $8,611,137.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRAYSON CLO LTD / GRAYSON CLO CORP
b. Maturity date: 2021-11-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $4,567,265.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSC PARTNERS CDO FUND V LTD / GSC PARTNERS CDO FUND V CORP
b. Maturity date: 2016-11-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $1,973,772.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSC PARTNERS CDO FUND VII LTD
b. Maturity date: 2020-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,250,000.00
f. Value of collateral, to the nearest cent: $1,166,465.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSC ABS CDO 2006 AU LTD
b. Maturity date: 2046-11-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $3,000,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GSC GROUP CDO FUNDING VIII LTD/GSC GROUP CDO FUNDING VIII CORP
b. Maturity date: 2021-04-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $61,360.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GULF STREAM COMPASS CLO 2005 II LTD / GULF STREAM COMPASS CLO 2005 II LLC
b. Maturity date: 2020-01-24
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,450,000.00
f. Value of collateral, to the nearest cent: $1,519,732.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INMAN SQUARE FUNDING I LTD / INMAN SQUARE FUNDING I CORP
b. Maturity date: 2039-10-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $7,648,902.00
f. Value of collateral, to the nearest cent: $783,974.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INMAN SQUARE FUNDING II LTD
b. Maturity date: 2040-10-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $12,886,792.00
f. Value of collateral, to the nearest cent: $1,320,986.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JERSEY STREET CLO LTD / JERSEY STREET CLO LLC
b. Maturity date: 2018-10-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,226,000.00
f. Value of collateral, to the nearest cent: $2,260,548.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KATONAH IX CLO LTD / KATONAH IX CLO CORP
b. Maturity date: 2019-01-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $747,735.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KENNECOTT FUNDING LTD
b. Maturity date: 2018-01-13
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $1,024,940.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KINGSLAND II LTD/KINGSLAND II CORP
b. Maturity date: 2021-04-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $95,574.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KINGSLAND I LTD/KINGSLAND I CORP
b. Maturity date: 2019-06-13
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,370,000.00
f. Value of collateral, to the nearest cent: $1,485,968.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LATITUDE CLO I LTD / LATITUDE CLO I CORP
b. Maturity date: 2017-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $1,762,240.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LATITUDE CLO II LTD/LATITUDE CLO II CORP
b. Maturity date: 2018-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $365,138.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LCM IV LTD / LCM IV CORP
b. Maturity date: 2017-07-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,577,402.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LONG GROVE CLO LTD, GEORGE TOWN
b. Maturity date: 2016-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,500,000.00
f. Value of collateral, to the nearest cent: $273,612.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MADISON PARK FUNDING I LTD / MADISON PARK FUNDING I INC
b. Maturity date: 2019-05-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $1,060,000.00
f. Value of collateral, to the nearest cent: $182,013.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MARQUETTE US/EUROPEAN CLO PLC / MARQUETTE US/EUROPEAN CLO LLC
b. Maturity date: 2020-07-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,303,000.00
f. Value of collateral, to the nearest cent: $1,476,105.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MC FUNDING LTD / MC FUNDING 2006 1 LLC
b. Maturity date: 2020-12-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $140,000.00
f. Value of collateral, to the nearest cent: $29,155.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DENALI CAPITAL CLO V LTD
b. Maturity date: 2019-09-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $199,614.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MONTEREY CDO LTD / MONTEREY CDO LLC
b. Maturity date: 2042-09-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $53,116.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEPTUNE CDO V LTD
b. Maturity date: 2045-01-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $2,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OAK HILL CREDIT PARTNERS V LIMITED/OAK HILL CREDIT PARTNERS V INCORPORATED
b. Maturity date: 2021-04-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $280,891.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OCTAGON INVESTMENT PARTNERS XI LTD
b. Maturity date: 2021-08-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $31,029.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 1776 CLO I LTD
b. Maturity date: 2020-05-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,238,065.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIFICA CDO VI LTD
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $20,737,500.00
f. Value of collateral, to the nearest cent: $2,568,940.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PINE MOUNTAIN CDO II LTD / PINE MOUNTAIN CDO II CORP
b. Maturity date: 2046-09-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,950,000.00
f. Value of collateral, to the nearest cent: $728,291.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PINE MOUNTAIN CDO III LTD CORP
b. Maturity date: 2047-07-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $500,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PINE MOUNTAIN CDO III LTD CORP
b. Maturity date: 2047-07-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $500,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PORTER SQUARE CDO III LTD / PORTER SQUARE CDO III INC
b. Maturity date: 2041-04-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $24,000,000.00
f. Value of collateral, to the nearest cent: $1,080,570.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PREFERRED TERM SECURITIES XIX LTD / PREFERRED TERM SECURITIES XIX INC
b. Maturity date: 2035-12-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $890,514.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PREFERRED TERM SECURITIES XXII LTD / PREFERRED TERM SECURITIES XXII INC
b. Maturity date: 2036-09-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $841,245.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PREFERRED TERM SECS XVII LTD / PREFERRED TERM SECS XVII INC, GEORGE TOWN
b. Maturity date: 2035-06-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,336,370.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PREFERRED TERM SECURITIES XXIV LTD / PREFERRED TERM SECURITIES XXIV INC
b. Maturity date: 2037-03-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $773,425.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PRIMUS CLO II LTD
b. Maturity date: 2021-07-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $992,583.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROCKWALL CDO LTD / ROCKWALL CDO CORP
b. Maturity date: 2021-08-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $198,036.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SANDS POINT FUNDING LTD
b. Maturity date: 2020-07-18
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $330,000.00
f. Value of collateral, to the nearest cent: $79,511.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SAPPHIRE VALLEY CDO I LTD
b. Maturity date: 2022-12-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $279,348.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCHILLER PARK CLO
b. Maturity date: 2021-04-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,105,820.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHERWOOD FUNDING CDO LTD, GEORGE TOWN
b. Maturity date: 2039-11-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,750,000.00
f. Value of collateral, to the nearest cent: $8.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STEDMAN LOAN FUND II LTD
b. Maturity date: 2015-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,696,874.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TCW GLOBAL PROJECT FUND III LTD / TCW GLOBAL PROJECT FUND III INC
b. Maturity date: 2017-09-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,836,975.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TCW GLOBAL PROJECT FUND II LTD / TCW GLOBAL PROJECT FUND II INC
b. Maturity date: 2016-06-24
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $1,282,656.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TELOS CLO 2006 1 LTD
b. Maturity date: 2021-10-11
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,023,000.00
f. Value of collateral, to the nearest cent: $3,357,370.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TERM CDO 2007-1 LTD/TERM CDO 2007-1 CORP, DELAWARE
b. Maturity date: 2038-07-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $105,000,000.00
f. Value of collateral, to the nearest cent: $9,519,556.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRALEE CDO I LTD/TRALEE CDO I CORP
b. Maturity date: 2022-03-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $106,215.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRAPEZA CDO XII LTD/TRAPEZA CDO XII INC
b. Maturity date: 2042-04-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: COLLATERALIZED MORTGAGE OBLIGATION
e. The principal amount, to the nearest cent: $4,500,000.00
f. Value of collateral, to the nearest cent: $153,436.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: U S CAPITAL FUNDING V LTD / U S CAPITAL FUNDING V CORP
b. Maturity date: 2040-10-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $1,417,686.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VENTURE IX CDO LIMITED / VENTURE IX CDO CORP
b. Maturity date: 2021-10-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $300,000.00
f. Value of collateral, to the nearest cent: $60,666.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VENTURE VII CDO LTD/VENTURE VII CDO CORP
b. Maturity date: 2022-01-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,260,000.00
f. Value of collateral, to the nearest cent: $333,621.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VENTURE IV CDO LTD/VENTURE IV CDO CORP
b. Maturity date: 2016-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $22,200,000.00
f. Value of collateral, to the nearest cent: $6,383,166.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERTICAL CDO 2006 1
b. Maturity date: 2046-02-09
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $5,163.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VENTURE XI CLO LTD
b. Maturity date: 2022-11-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,892,152.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VENTURE XI CLO LTD
b. Maturity date: 2022-11-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,535,160.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Wasatch CLO
b. Maturity date: 2022-11-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $1,744,797.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WIND RIVER CLO I LTD
b. Maturity date: 2016-12-19
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $4,650,000.00
f. Value of collateral, to the nearest cent: $1,570,281.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MARFRIG ALIMENTOS SA
b. Maturity date: 2018-05-09
from:
to:
c. Coupon or yield: 8.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $11,698,000.00
f. Value of collateral, to the nearest cent: $10,674,587.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BANCO DO ESTADO DO RIO GRANDE DO SUL S A
b. Maturity date: 2022-02-02
from:
to:
c. Coupon or yield: 7.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $320,763.00
f. Value of collateral, to the nearest cent: $364,867.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PROVINCE OF MENDOZA
b. Maturity date: 2018-09-04
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ASSET BACKED SECURITY
e. The principal amount, to the nearest cent: $135,000.00
f. Value of collateral, to the nearest cent: $99,725.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PETROLEOS
b. Maturity date: 2035-05-17
from:
to:
c. Coupon or yield: 9.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,527,000.00
f. Value of collateral, to the nearest cent: $3,084,067.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REDE EMPRESAS DE ENERGIA ELECRICA
b. Maturity date: 2056-07-02
from:
to:
c. Coupon or yield: 11.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $862,000.00
f. Value of collateral, to the nearest cent: $326,665.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SERVICIOS CORPORATIVOS JAVER
b. Maturity date: 2021-04-06
from:
to:
c. Coupon or yield: 9.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORPORATE BOND
e. The principal amount, to the nearest cent: $3,330,000.00
f. Value of collateral, to the nearest cent: $3,419,435.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,525,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,525,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,525,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,525,000,000.00
Item 26. Name of the Issuer
MERRILL LYNCH PFS INCORPORATED (REPO)
Item 27. The title of the issue (including coupon or yield)
MERRILL LYNCH PFS INCORPORATED (REPO) 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0MRL03N63
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BILLS
b. Maturity date: 2013-01-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $999.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2041-02-15
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $241,348,100.00
f. Value of collateral, to the nearest cent: $378,570,275.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2015-02-28
from:
to:
c. Coupon or yield: 2.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,007,200.00
f. Value of collateral, to the nearest cent: $30,492,080.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-01-15
from:
to:
c. Coupon or yield: 1
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $208,372,700.00
f. Value of collateral, to the nearest cent: $210,905,216.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-12-15
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $400,218,500.00
f. Value of collateral, to the nearest cent: $400,031,447.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 26. Name of the Issuer
METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
METLIFE SHORT TERM FUNDING LLC 0.331
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59157TRF2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
METLIFE INSURANCE COMPANY OF CONNECTICUT
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The identity of the Guarantor
METROPOLITAN LIFE INSURANCE CO.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,848,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,827,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,827,000.00
Item 26. Name of the Issuer
METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
METLIFE SHORT TERM FUNDING LLC 0.341
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59157TR96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
METLIFE INSURANCE COMPANY OF CONNECTICUT
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The identity of the Guarantor
METROPOLITAN LIFE INSURANCE CO.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$62,849,000.00
Item 41. The total current amortized cost, to the nearest cent
$62,754,621.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$62,745,927.64
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$62,745,927.64
Item 26. Name of the Issuer
METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
METLIFE SHORT TERM FUNDING LLC 0.401
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59157TL68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
METLIFE INSURANCE COMPANY OF CONNECTICUT
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The identity of the Guarantor
METROPOLITAN LIFE INSURANCE CO.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$28,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$27,998,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$27,998,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,998,880.00
Item 26. Name of the Issuer
METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
METLIFE SHORT TERM FUNDING LLC 0.341
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59157TRA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
METLIFE INSURANCE COMPANY OF CONNECTICUT
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
a. The identity of the Guarantor
METROPOLITAN LIFE INSURANCE CO.
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$86,800,000.00
Item 41. The total current amortized cost, to the nearest cent
$86,668,835.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$86,655,912.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$86,655,912.00
Item 26. Name of the Issuer
METROPOLITAN LIFE GLOBAL FUNDING I
Item 27. The title of the issue (including coupon or yield)
METROPOLITAN LIFE GLOBAL FUNDING I 0.604
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59217GAK5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$525,650,000.00
Item 41. The total current amortized cost, to the nearest cent
$525,650,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$525,807,695.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$525,807,695.00
Item 26. Name of the Issuer
METROPOLITAN LIFE GLOBAL FUNDING I
Item 27. The title of the issue (including coupon or yield)
METROPOLITAN LIFE GLOBAL FUNDING I 0.520
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59217FCA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Note
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$337,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$337,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$336,835,881.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$336,835,881.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-LONDON
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.405
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
24515UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1462160
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$243,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$242,558,036.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$242,604,639.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$242,604,639.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.52
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682AAB2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$158,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$158,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$158,112,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$158,112,180.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.53
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P5K6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$263,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$263,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$263,021,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$263,021,040.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.425
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682ABA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$161,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$161,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$161,045,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$161,045,080.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.41
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682ABD7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,021,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,021,000.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.52
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60681P5L4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$139,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$139,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$139,016,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$139,016,680.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.421
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682WQT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$96,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$95,836,480.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$95,818,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$95,818,560.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LIMITED-LONDON 0.380
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
21330UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001521734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$229,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$228,980,680.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$228,989,695.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$228,989,695.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LIMITED-LONDON 0.380
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
21278UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001521734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$134,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$133,988,695.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$133,993,970.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$133,993,970.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LIMITED-SYDNEY
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LIMITED-SYDNEY 0.320
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
36943BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001521734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$90,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$89,937,650.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$89,948,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$89,948,700.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LIMITED-SYDNEY
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LIMITED-SYDNEY 0.380
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
21787UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001521734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$71,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$70,981,281.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$70,990,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$70,990,770.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LTD.
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LTD. 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60687GZ92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$441,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$441,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$441,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$441,000,000.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LTD.
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LTD. 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60687G2P2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,000,000.00
Item 26. Name of the Issuer
MIZUHO CORPORATE BANK LTD.
Item 27. The title of the issue (including coupon or yield)
MIZUHO CORPORATE BANK LTD. 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60687G2S6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$216,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$216,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$216,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$216,000,000.00
Item 26. Name of the Issuer
MIZUHO FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
MIZUHO FUNDING LLC 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688FN47
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$160,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$159,926,044.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$159,939,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$159,939,200.00
Item 26. Name of the Issuer
MIZUHO FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
MIZUHO FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688FNR6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$176,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$175,896,111.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$175,897,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$175,897,920.00
Item 26. Name of the Issuer
MIZUHO FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
MIZUHO FUNDING LLC 0.340
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688FLL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,982,055.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,991,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,991,000.00
Item 26. Name of the Issuer
MONT BLANC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield)
MONT BLANC CAPITAL CORPORATION 0.330
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6117P4N71
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
ING BANK NV
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$19,416,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,404,075.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,406,097.84
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,406,097.84
Item 26. Name of the Issuer
MORGAN STANLEY & CO. LLC (REPO)
Item 27. The title of the issue (including coupon or yield)
MORGAN STANLEY & CO. LLC (REPO) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0MST10JE8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000728672
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-01-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,112,852.00
f. Value of collateral, to the nearest cent: $39,367,911.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-09-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $45,770,547.00
f. Value of collateral, to the nearest cent: $39,965,136.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,382,826.00
f. Value of collateral, to the nearest cent: $39,421,013.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,492,355.00
f. Value of collateral, to the nearest cent: $39,967,678.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,297,873.00
f. Value of collateral, to the nearest cent: $40,405,848.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,238,361.00
f. Value of collateral, to the nearest cent: $40,240,477.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,122,987.00
f. Value of collateral, to the nearest cent: $40,161,969.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $38,626,919.00
f. Value of collateral, to the nearest cent: $40,602,183.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-11-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,716,081.00
f. Value of collateral, to the nearest cent: $39,234,571.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2036-04-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $125,400,000.00
f. Value of collateral, to the nearest cent: $40,545,409.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2039-04-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $154,193,838.00
f. Value of collateral, to the nearest cent: $39,384,165.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-02-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,470,655.00
f. Value of collateral, to the nearest cent: $23,990,789.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43,492,697.00
f. Value of collateral, to the nearest cent: $39,709,742.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,000,000.00
f. Value of collateral, to the nearest cent: $40,060,316.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-03-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,000,000.00
f. Value of collateral, to the nearest cent: $39,634,643.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,874,089.00
f. Value of collateral, to the nearest cent: $14,774,203.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-09-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,587,247.00
f. Value of collateral, to the nearest cent: $39,384,935.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,329,388.00
f. Value of collateral, to the nearest cent: $39,238,300.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2024-12-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100,330,326.00
f. Value of collateral, to the nearest cent: $40,593,372.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2031-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $45,100,000.00
f. Value of collateral, to the nearest cent: $39,476,247.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-02-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,000,000.00
f. Value of collateral, to the nearest cent: $39,290,730.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2025-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75,680,052.00
f. Value of collateral, to the nearest cent: $40,046,871.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66,001,383.00
f. Value of collateral, to the nearest cent: $39,179,480.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$849,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$849,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.80%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$849,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$849,200,000.00
Item 26. Name of the Issuer
NATIONAL AUSTRALIA FUNDING (DELAWARE) INC
Item 27. The title of the issue (including coupon or yield)
NATIONAL AUSTRALIA FUNDING (DELAWARE) INC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63253JLK4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$665,229,000.00
Item 41. The total current amortized cost, to the nearest cent
$665,159,150.96
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$665,189,086.26
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$665,189,086.26
Item 26. Name of the Issuer
NATIXIS - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield)
NATIXIS - NEW YORK BRANCH 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63873EMV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$881,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$881,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.83%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$881,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$881,000,000.00
Item 26. Name of the Issuer
NATIXIS S.A. - GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield)
NATIXIS S.A. - GRAND CAYMAN 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0NGC01D76
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1274981
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$450,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$450,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$450,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$450,000,000.00
Item 26. Name of the Issuer
NATIXIS U.S. FINANCE COMPANY LLC.
Item 27. The title of the issue (including coupon or yield)
NATIXIS U.S. FINANCE COMPANY LLC. 0.190
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6323A0L14
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$194,461,000.00
Item 41. The total current amortized cost, to the nearest cent
$194,461,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$194,460,027.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$194,460,027.70
Item 26. Name of the Issuer
NATIXIS U.S. FINANCE COMPANY LLC.
Item 27. The title of the issue (including coupon or yield)
NATIXIS U.S. FINANCE COMPANY LLC. 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6323A0L71
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$306,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$305,988,780.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$305,989,290.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$305,989,290.00
Item 26. Name of the Issuer
NEDERLANDSE WATERSCHAPSBANK NV
Item 27. The title of the issue (including coupon or yield)
NEDERLANDSE WATERSCHAPSBANK NV 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
32620BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$238,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$237,942,914.52
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$237,936,454.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$237,936,454.00
Item 26. Name of the Issuer
NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield)
NORDEA BANK FINLAND PLC 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65558EBH0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$348,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$348,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$348,006,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$348,006,960.00
Item 26. Name of the Issuer
NORDEA NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield)
NORDEA NORTH AMERICA INC. 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0N88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$145,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$144,934,266.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$144,947,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$144,947,800.00
Item 26. Name of the Issuer
NORDEA NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield)
NORDEA NORTH AMERICA INC. 0.341
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0L15
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$325,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$325,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$324,999,025.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$324,999,025.00
Item 26. Name of the Issuer
NORDEA NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield)
NORDEA NORTH AMERICA INC. 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0LM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-21
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$258,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$257,968,466.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$257,979,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$257,979,360.00
Item 26. Name of the Issuer
NORDEA NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield)
NORDEA NORTH AMERICA INC. 0.310
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0QS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$149,812,708.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$149,836,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$149,836,500.00
Item 26. Name of the Issuer
NORDEA NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield)
NORDEA NORTH AMERICA INC. 0.233
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
6555P0N96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$329,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$328,853,192.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$328,878,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$328,878,270.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602NFC3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$151,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$151,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$150,981,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$150,981,880.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.4
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602Q4T1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$54,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$54,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,400,544.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,400,544.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602Q5T0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$166,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$166,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$166,306,652.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$166,306,652.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.39
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602Q4Y0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$269,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$269,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$269,002,690.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$269,002,690.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602Q5P8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$228,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$228,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$228,011,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$228,011,400.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602NDM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$189,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$189,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$189,384,848.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$189,384,848.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602NEG5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$176,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$176,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$175,980,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$175,980,640.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602NEC4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$265,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$265,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$265,370,806.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$265,370,806.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602NAB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$410,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$410,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$410,024,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$410,024,600.00
Item 26. Name of the Issuer
NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-NEW YORK 0.29
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602NCZ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$138,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$138,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$137,993,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$137,993,100.00
Item 26. Name of the Issuer
NORTHERN PINES FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
NORTHERN PINES FUNDING LLC 0.360
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
66560KMH8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
DEUTSCHE BANK AG
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$175,700,000.00
Item 41. The total current amortized cost, to the nearest cent
$175,619,178.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$175,645,533.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$175,645,533.00
Item 26. Name of the Issuer
NORTHERN PINES FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
NORTHERN PINES FUNDING LLC 0.360
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
66560KN46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
DEUTSCHE BANK AG
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$110,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$109,929,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$109,947,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$109,947,200.00
Item 26. Name of the Issuer
NRW.BANK
Item 27. The title of the issue (including coupon or yield)
NRW.BANK 0.249
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
62939LM30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
FEDERAL STATE OF NORTH RHINE WESTPHALIA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$712,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$711,842,266.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$711,857,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$711,857,600.00
Item 26. Name of the Issuer
NRW.BANK
Item 27. The title of the issue (including coupon or yield)
NRW.BANK 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
62939LNB1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
FEDERAL STATE OF NORTH RHINE WESTPHALIA
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,952,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,954,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,954,000.00
Item 26. Name of the Issuer
OVERSEA-CHINESE BANKING CORPORATION LIMITED
Item 27. The title of the issue (including coupon or yield)
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
69033QNQ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,990,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,990,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,990,600.00
Item 26. Name of the Issuer
OVERSEA-CHINESE BANKING CORPORATION LIMITED
Item 27. The title of the issue (including coupon or yield)
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
69033QLU0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,992,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,994,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,994,000.00
Item 26. Name of the Issuer
OVERSEA-CHINESE BANKING CORPORATION LIMITED
Item 27. The title of the issue (including coupon or yield)
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
69033PHA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$43,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$42,999,999.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$43,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$43,000,000.00
Item 26. Name of the Issuer
OVERSEA-CHINESE BANKING CORPORATION-LONDON
Item 27. The title of the issue (including coupon or yield)
OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.34
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
30671BD
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1448817
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$47,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$47,000,690.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$47,019,505.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$47,019,505.00
Item 26. Name of the Issuer
PNC BANK NA (PITTSBURGH)
Item 27. The title of the issue (including coupon or yield)
PNC BANK NA (PITTSBURGH) 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
69349JL19
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$232,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$232,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$232,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$232,000,000.00
Item 26. Name of the Issuer
PRIVATE EXPORT FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
PRIVATE EXPORT FUNDING CORPORATION 0.341
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7426M4T31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,959,577.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,943,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,943,200.00
Item 26. Name of the Issuer
PRIVATE EXPORT FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
PRIVATE EXPORT FUNDING CORPORATION 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7426M4RF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$54,931,937.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,900,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,900,450.00
Item 26. Name of the Issuer
PRIVATE EXPORT FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
PRIVATE EXPORT FUNDING CORPORATION 0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7426M4Q59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,951,777.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,947,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,947,500.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND 0.425
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
16893BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001098062
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$355,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$355,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$355,156,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$355,156,200.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
33175BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001098062
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$210,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$209,941,235.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$209,959,890.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$209,959,890.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND NV/AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND NV/AUSTRALIA 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
22944UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001098062
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,936,150.98
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,958,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,958,200.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND NV/AUSTRALIA
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND NV/AUSTRALIA 0.246
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
33383BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001098062
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$135,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$134,960,309.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$134,973,675.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$134,973,675.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND-NEW YORK 0.41
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977M5J0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-20
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$470,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$470,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$470,235,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$470,235,000.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND-NEW YORK 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977M4V4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$790,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$790,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$790,086,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$790,086,900.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND-NEW YORK 0.425
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977MY25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$352,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$352,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$352,564,225.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$352,564,225.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND-NEW YORK 0.455
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977MV36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$520,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$520,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$520,306,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$520,306,800.00
Item 26. Name of the Issuer
RABOBANK USA FINANCIAL CORP
Item 27. The title of the issue (including coupon or yield)
RABOBANK USA FINANCIAL CORP 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
74977KM71
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$145,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$144,960,850.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$144,976,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$144,976,800.00
Item 26. Name of the Issuer
RBS SECURITIES INC. ( NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield)
RBS SECURITIES INC. ( NON-TRADITIONAL REPO) 0.47
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0RBN16QP2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000808379
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATP OIL & GAS CORPORATION
b. Maturity date: 2015-05-01
from:
to:
c. Coupon or yield: 11.875
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $658,000.00
f. Value of collateral, to the nearest cent: $119,193.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMBAC ASSURANCE CORPORATION
b. Maturity date: 2020-06-07
from:
to:
c. Coupon or yield: 5.1
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $20,319,497.00
f. Value of collateral, to the nearest cent: $12,090,101.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMBAC FINANCIAL GROUP INC.
b. Maturity date: 2035-12-05
from:
to:
c. Coupon or yield: 5.95
d. The category of investments: Other Note
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $20,122,000.00
f. Value of collateral, to the nearest cent: $8,141,892.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMBAC FINANCIAL GROUP INC.
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 9.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $5,532,000.00
f. Value of collateral, to the nearest cent: $2,158,402.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BCAP LLC 2010-RR6 TRUST
b. Maturity date: 2037-02-26
from:
to:
c. Coupon or yield: 6.6768
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $9,001,881.00
f. Value of collateral, to the nearest cent: $2,525,292.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BUFFALO THUNDER DEVELOPMENT AU
b. Maturity date: 2014-12-15
from:
to:
c. Coupon or yield: 9.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $38,515.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HOLDINGS III LTD.
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $24,075,000.00
f. Value of collateral, to the nearest cent: $302,062.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSMC SERIES 2010-RR5
b. Maturity date: 2043-12-15
from:
to:
c. Coupon or yield: 5.342
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $5,389,398.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CITIBANK CREDIT CARD ISSUANCE
b. Maturity date: 2036-10-25
from:
to:
c. Coupon or yield: 0.6607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $10,352,488.00
f. Value of collateral, to the nearest cent: $3,732,740.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONTIMORTGAGE HOME EQUITY LOAN
b. Maturity date: 2029-12-15
from:
to:
c. Coupon or yield: 8.325
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $23,168,000.00
f. Value of collateral, to the nearest cent: $12,449,225.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DELTA AIRLINES INC.
b. Maturity date: 2015-12-01
from:
to:
c. Coupon or yield: 8
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $579.00
f. Value of collateral, to the nearest cent: $260.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DREXEL INST PA2.875-01
b. Maturity date: 2017-06-15
from:
to:
c. Coupon or yield: 12.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $17,425,000.00
f. Value of collateral, to the nearest cent: $20,110,143.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EASTMAN KODAK COMPANY
b. Maturity date: 2013-11-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $550,000.00
f. Value of collateral, to the nearest cent: $80,151.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EASTMAN KODAK COMPANY
b. Maturity date: 2019-03-15
from:
to:
c. Coupon or yield: 10.625
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $2,645,000.00
f. Value of collateral, to the nearest cent: $1,820,503.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FADR 2008-1
b. Maturity date: 2037-10-26
from:
to:
c. Coupon or yield: 0.7155
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $6,489,885.00
f. Value of collateral, to the nearest cent: $1,055,759.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LOAN MORTGAGE - F
b. Maturity date: 2042-10-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $112,209,027.00
f. Value of collateral, to the nearest cent: $113,392,486.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2061-06-20
from:
to:
c. Coupon or yield: 4.837
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,767,329.00
f. Value of collateral, to the nearest cent: $27,388,844.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-01-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,166.00
f. Value of collateral, to the nearest cent: $21,215.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-04-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,559.00
f. Value of collateral, to the nearest cent: $15,144.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-15
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3.00
f. Value of collateral, to the nearest cent: $3.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-05-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29.00
f. Value of collateral, to the nearest cent: $29.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-04-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,957,335.00
f. Value of collateral, to the nearest cent: $1,988,248.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-03-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $690,319.00
f. Value of collateral, to the nearest cent: $717,165.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-04-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $633,242.00
f. Value of collateral, to the nearest cent: $456,159.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-04-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,613,593.00
f. Value of collateral, to the nearest cent: $1,703,324.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-05-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $637,901.00
f. Value of collateral, to the nearest cent: $679,852.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-06-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,455,551.00
f. Value of collateral, to the nearest cent: $1,441,931.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-06-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $155,944.00
f. Value of collateral, to the nearest cent: $165,811.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-07-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,709,561.00
f. Value of collateral, to the nearest cent: $2,839,467.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-07-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,857,470.00
f. Value of collateral, to the nearest cent: $3,056,950.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-07-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,658,596.00
f. Value of collateral, to the nearest cent: $1,715,251.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $521,977.00
f. Value of collateral, to the nearest cent: $555,876.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $483,405.00
f. Value of collateral, to the nearest cent: $517,584.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-07-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $468,896.00
f. Value of collateral, to the nearest cent: $488,186.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-07-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $805,443.00
f. Value of collateral, to the nearest cent: $865,854.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,980,616.00
f. Value of collateral, to the nearest cent: $3,193,462.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-07-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,283,408.00
f. Value of collateral, to the nearest cent: $12,921,363.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-09-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $735,499.00
f. Value of collateral, to the nearest cent: $764,170.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-09-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,449,757.00
f. Value of collateral, to the nearest cent: $3,691,382.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-08-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,013,808.00
f. Value of collateral, to the nearest cent: $1,071,575.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,518,125.00
f. Value of collateral, to the nearest cent: $28,825,820.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,745,448.00
f. Value of collateral, to the nearest cent: $3,950,583.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $271,469.00
f. Value of collateral, to the nearest cent: $288,701.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $579,000.00
f. Value of collateral, to the nearest cent: $621,208.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,987,058.00
f. Value of collateral, to the nearest cent: $3,164,864.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,221,719.00
f. Value of collateral, to the nearest cent: $21,351,620.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $367,272.00
f. Value of collateral, to the nearest cent: $393,345.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-09-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $463,267.00
f. Value of collateral, to the nearest cent: $482,478.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-10-20
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,904,236.00
f. Value of collateral, to the nearest cent: $19,674,660.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-10-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,363,094.00
f. Value of collateral, to the nearest cent: $2,499,375.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-10-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,622,057.00
f. Value of collateral, to the nearest cent: $23,141,094.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-10-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $858,632.00
f. Value of collateral, to the nearest cent: $922,066.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-10-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $944,256.00
f. Value of collateral, to the nearest cent: $1,004,895.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-10-20
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,450,246.00
f. Value of collateral, to the nearest cent: $43,461,618.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-09-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,261,883.00
f. Value of collateral, to the nearest cent: $3,447,144.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2033-06-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $99.00
f. Value of collateral, to the nearest cent: $28.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2034-06-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50.00
f. Value of collateral, to the nearest cent: $14.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2033-02-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,849.00
f. Value of collateral, to the nearest cent: $3,225.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-05-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,068,862.00
f. Value of collateral, to the nearest cent: $770,463.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-06-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $104,864.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-05-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,305,333.00
f. Value of collateral, to the nearest cent: $219,467.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-11-20
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,000.00
f. Value of collateral, to the nearest cent: $1,037.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,380,745.00
f. Value of collateral, to the nearest cent: $1,446,337.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-01-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $476,956.00
f. Value of collateral, to the nearest cent: $367,238.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-01-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,150,250.00
f. Value of collateral, to the nearest cent: $1,549,052.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2027-01-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,631,902.00
f. Value of collateral, to the nearest cent: $1,517,133.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-12-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $506,153.00
f. Value of collateral, to the nearest cent: $519,395.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-05-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,017,932.00
f. Value of collateral, to the nearest cent: $556,041.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-09-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $751,817.00
f. Value of collateral, to the nearest cent: $151,538.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-01-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,589,697.00
f. Value of collateral, to the nearest cent: $995,827.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-03-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $872,835.00
f. Value of collateral, to the nearest cent: $807,602.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,603,688.00
f. Value of collateral, to the nearest cent: $473,290.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,076,687.00
f. Value of collateral, to the nearest cent: $1,491,366.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-07-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,537,822.00
f. Value of collateral, to the nearest cent: $1,514,781.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,823,762.00
f. Value of collateral, to the nearest cent: $292,387.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,847,872.00
f. Value of collateral, to the nearest cent: $761,045.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-09-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,158,245.00
f. Value of collateral, to the nearest cent: $653,024.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $556,547.00
f. Value of collateral, to the nearest cent: $532,149.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-12-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $420,734.00
f. Value of collateral, to the nearest cent: $316,879.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-10-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $547,460.00
f. Value of collateral, to the nearest cent: $471,088.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-03-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,477,610.00
f. Value of collateral, to the nearest cent: $426,009.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $260,098.00
f. Value of collateral, to the nearest cent: $269,527.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-02-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,923,321.00
f. Value of collateral, to the nearest cent: $1,863,639.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,880,000.00
f. Value of collateral, to the nearest cent: $2,212,357.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-03-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,197,965.00
f. Value of collateral, to the nearest cent: $1,029,187.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-03-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,514,170.00
f. Value of collateral, to the nearest cent: $424,113.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-10-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $640,001.00
f. Value of collateral, to the nearest cent: $347,021.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-04-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,019,787.00
f. Value of collateral, to the nearest cent: $818,603.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-04-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,110,942.00
f. Value of collateral, to the nearest cent: $334,962.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-04-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $577,548.00
f. Value of collateral, to the nearest cent: $572,437.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-06-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,037,471.00
f. Value of collateral, to the nearest cent: $2,015,076.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-06-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,121,322.00
f. Value of collateral, to the nearest cent: $3,286,280.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-07-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,625,221.00
f. Value of collateral, to the nearest cent: $807,273.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-06-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $530,037.00
f. Value of collateral, to the nearest cent: $336,771.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-08-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $898,701.00
f. Value of collateral, to the nearest cent: $687,180.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-07-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,620,572.00
f. Value of collateral, to the nearest cent: $2,783,738.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-06-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,687,029.00
f. Value of collateral, to the nearest cent: $1,702,788.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $482,889.00
f. Value of collateral, to the nearest cent: $305,962.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-10-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $423,388.00
f. Value of collateral, to the nearest cent: $336,844.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-10-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,504,353.00
f. Value of collateral, to the nearest cent: $1,535,912.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-09-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $455,782.00
f. Value of collateral, to the nearest cent: $452,931.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-04-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $424,007.00
f. Value of collateral, to the nearest cent: $120,496.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-12-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,179,072.00
f. Value of collateral, to the nearest cent: $2,879,643.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-10-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,466,937.00
f. Value of collateral, to the nearest cent: $1,029,722.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2023-03-20
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $79,920,327.00
f. Value of collateral, to the nearest cent: $1,179,827.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2018-06-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,113.00
f. Value of collateral, to the nearest cent: $228.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2033-03-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50.00
f. Value of collateral, to the nearest cent: $13.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2033-09-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30.00
f. Value of collateral, to the nearest cent: $5.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-05-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,512.00
f. Value of collateral, to the nearest cent: $4,680.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-12-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,859.00
f. Value of collateral, to the nearest cent: $2,156.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-10-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,788.00
f. Value of collateral, to the nearest cent: $11,755.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,646.00
f. Value of collateral, to the nearest cent: $23,280.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-08-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,072.00
f. Value of collateral, to the nearest cent: $1,661.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-11-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $707,398.00
f. Value of collateral, to the nearest cent: $119,400.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-12-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $791,156.00
f. Value of collateral, to the nearest cent: $807,560.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,152,722.00
f. Value of collateral, to the nearest cent: $798,983.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-08-20
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $599,887.00
f. Value of collateral, to the nearest cent: $133,449.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-05-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,142,413.00
f. Value of collateral, to the nearest cent: $471,893.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-11-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,235,662.00
f. Value of collateral, to the nearest cent: $2,008,966.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-05-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,017,684.00
f. Value of collateral, to the nearest cent: $802,419.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,322,848.00
f. Value of collateral, to the nearest cent: $1,393,800.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,686,301.00
f. Value of collateral, to the nearest cent: $2,356,372.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,615,944.00
f. Value of collateral, to the nearest cent: $1,712,360.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-12-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,470,408.00
f. Value of collateral, to the nearest cent: $1,559,047.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2062-05-20
from:
to:
c. Coupon or yield: 2.338
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43,490,219.00
f. Value of collateral, to the nearest cent: $46,775,773.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,295,694.00
f. Value of collateral, to the nearest cent: $1,357,622.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2028-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,891.00
f. Value of collateral, to the nearest cent: $344.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2033-01-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,460.00
f. Value of collateral, to the nearest cent: $1,849.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2032-02-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,716.00
f. Value of collateral, to the nearest cent: $175.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2034-07-20
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,000,000.00
f. Value of collateral, to the nearest cent: $1,683,142.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2034-08-20
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,500,000.00
f. Value of collateral, to the nearest cent: $185,933.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-05-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $816,181.00
f. Value of collateral, to the nearest cent: $386,131.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-07-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,163,884.00
f. Value of collateral, to the nearest cent: $3,050,604.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-06-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $567,963.00
f. Value of collateral, to the nearest cent: $594,928.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,456,576.00
f. Value of collateral, to the nearest cent: $1,507,001.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,269,849.00
f. Value of collateral, to the nearest cent: $1,896,126.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-07-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $391,505.00
f. Value of collateral, to the nearest cent: $406,878.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-09-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $991,090.00
f. Value of collateral, to the nearest cent: $769,807.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-10-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,842,036.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-10-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $167,237.00
f. Value of collateral, to the nearest cent: $153,674.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-10-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,921,049.00
f. Value of collateral, to the nearest cent: $4,385,329.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-10-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $206,266.00
f. Value of collateral, to the nearest cent: $211,722.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-11-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $2,841,623.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,492,344.00
f. Value of collateral, to the nearest cent: $1,320,365.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2037-05-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $753,103.00
f. Value of collateral, to the nearest cent: $97,335.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2037-06-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $343,680.00
f. Value of collateral, to the nearest cent: $96,463.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2037-08-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,071,716.00
f. Value of collateral, to the nearest cent: $546,055.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2037-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,762,727.00
f. Value of collateral, to the nearest cent: $696,111.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2037-10-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,085,607.00
f. Value of collateral, to the nearest cent: $941,682.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-02-20
from:
to:
c. Coupon or yield: 2.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,658,388.00
f. Value of collateral, to the nearest cent: $931,480.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-07-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $609,872.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-08-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,292,805.00
f. Value of collateral, to the nearest cent: $2,532,592.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,443,490.00
f. Value of collateral, to the nearest cent: $2,844,806.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-09-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44,659,976.00
f. Value of collateral, to the nearest cent: $7,362,627.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-09-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,097,911.00
f. Value of collateral, to the nearest cent: $866,153.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-08-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,861,902.00
f. Value of collateral, to the nearest cent: $1,480,157.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-10-20
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,473,960.00
f. Value of collateral, to the nearest cent: $639,074.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-12-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,537,910.00
f. Value of collateral, to the nearest cent: $485,544.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-11-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $863,611.00
f. Value of collateral, to the nearest cent: $391,172.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-07-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $440,142.00
f. Value of collateral, to the nearest cent: $159,336.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $456.00
f. Value of collateral, to the nearest cent: $240.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $693,628.00
f. Value of collateral, to the nearest cent: $708,075.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-08-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,450,000.00
f. Value of collateral, to the nearest cent: $2,656,020.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-09-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $492,919.00
f. Value of collateral, to the nearest cent: $215,245.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,614,419.00
f. Value of collateral, to the nearest cent: $1,930,304.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,916,647.00
f. Value of collateral, to the nearest cent: $9,366,117.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-10-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $4,526,892.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-11-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,600,000.00
f. Value of collateral, to the nearest cent: $1,170,302.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-12-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,000,000.00
f. Value of collateral, to the nearest cent: $4,090,556.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-10-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $669,901.00
f. Value of collateral, to the nearest cent: $62,932.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-02-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $72,499,303.00
f. Value of collateral, to the nearest cent: $52,078,097.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-02-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,191,326.00
f. Value of collateral, to the nearest cent: $2,492,266.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-03-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $79,977,302.00
f. Value of collateral, to the nearest cent: $59,616,297.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-02-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,038,178.00
f. Value of collateral, to the nearest cent: $1,062,056.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-04-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000,000.00
f. Value of collateral, to the nearest cent: $1,936,966.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-04-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $620,234.00
f. Value of collateral, to the nearest cent: $402,335.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-05-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,231,631.00
f. Value of collateral, to the nearest cent: $33,063,966.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-05-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $716,399.00
f. Value of collateral, to the nearest cent: $485,150.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-06-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,198,779.00
f. Value of collateral, to the nearest cent: $1,546,391.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $588,998.00
f. Value of collateral, to the nearest cent: $611,534.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $982,347.00
f. Value of collateral, to the nearest cent: $1,025,077.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-11-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $296,375.00
f. Value of collateral, to the nearest cent: $87,908.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-09-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $396,526.00
f. Value of collateral, to the nearest cent: $417,256.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-11-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $716,039.00
f. Value of collateral, to the nearest cent: $738,145.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,771,470.00
f. Value of collateral, to the nearest cent: $1,819,935.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,220,964.00
f. Value of collateral, to the nearest cent: $915,825.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,310,000.00
f. Value of collateral, to the nearest cent: $3,852,410.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,445,730.00
f. Value of collateral, to the nearest cent: $4,916,916.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-03-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $589,386.00
f. Value of collateral, to the nearest cent: $475,941.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $656,805.00
f. Value of collateral, to the nearest cent: $679,421.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-03-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,399,583.00
f. Value of collateral, to the nearest cent: $1,459,019.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,078,735.00
f. Value of collateral, to the nearest cent: $3,347,609.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-03-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,969,427.00
f. Value of collateral, to the nearest cent: $2,036,685.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-04-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,487,323.00
f. Value of collateral, to the nearest cent: $1,359,197.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-04-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $3,445,746.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-06-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,480,232.00
f. Value of collateral, to the nearest cent: $2,489,112.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-05-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,000,000.00
f. Value of collateral, to the nearest cent: $3,785,773.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-07-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,500,000.00
f. Value of collateral, to the nearest cent: $2,354,738.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-05-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,562,100.00
f. Value of collateral, to the nearest cent: $2,659,719.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-06-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,241,233.00
f. Value of collateral, to the nearest cent: $1,171,082.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-05-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $84,073.00
f. Value of collateral, to the nearest cent: $88,369.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $233,109.00
f. Value of collateral, to the nearest cent: $221,250.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,193,851.00
f. Value of collateral, to the nearest cent: $1,262,269.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-08-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $232,931.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $804,657.00
f. Value of collateral, to the nearest cent: $676,217.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,048,269.00
f. Value of collateral, to the nearest cent: $2,007,727.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-09-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,084,389.00
f. Value of collateral, to the nearest cent: $1,845,686.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,248,430.00
f. Value of collateral, to the nearest cent: $3,119,727.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-10-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,250,383.00
f. Value of collateral, to the nearest cent: $5,547,403.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $413,003.00
f. Value of collateral, to the nearest cent: $432,843.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-10-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $208,291.00
f. Value of collateral, to the nearest cent: $202,115.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-10-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $336,914.00
f. Value of collateral, to the nearest cent: $348,308.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32,500,000.00
f. Value of collateral, to the nearest cent: $32,474,059.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,150,000.00
f. Value of collateral, to the nearest cent: $1,830,820.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,431,714.00
f. Value of collateral, to the nearest cent: $1,313,006.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-11-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $451,157.00
f. Value of collateral, to the nearest cent: $465,936.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-03-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,109,689.00
f. Value of collateral, to the nearest cent: $2,170,624.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-01-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,567,997.00
f. Value of collateral, to the nearest cent: $8,677,552.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-02-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $225,000.00
f. Value of collateral, to the nearest cent: $226,932.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-12-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,259,718.00
f. Value of collateral, to the nearest cent: $4,295,687.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2042-01-20
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,445,202.00
f. Value of collateral, to the nearest cent: $1,391,839.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2061-04-20
from:
to:
c. Coupon or yield: 4.805
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $45,394,485.00
f. Value of collateral, to the nearest cent: $50,769,418.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2062-04-20
from:
to:
c. Coupon or yield: 4.505
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,208,455.00
f. Value of collateral, to the nearest cent: $8,201,055.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-05-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $84.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,066.00
f. Value of collateral, to the nearest cent: $1,360.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-10-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $656.00
f. Value of collateral, to the nearest cent: $239.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-01-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,072.00
f. Value of collateral, to the nearest cent: $30,726.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-10-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-08-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-05-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-01-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32,513.00
f. Value of collateral, to the nearest cent: $33,220.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-10-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-09-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-06-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-04-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-03-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $48,337.00
f. Value of collateral, to the nearest cent: $49,389.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-11-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-09-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-03-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-02-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $38,166.00
f. Value of collateral, to the nearest cent: $38,996.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-10-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-09-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-02-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,429.00
f. Value of collateral, to the nearest cent: $40,287.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-10-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-08-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-06-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-04-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-03-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-01-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2024-11-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-05-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-04-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2024-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2024-10-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2026-03-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49,265.00
f. Value of collateral, to the nearest cent: $50,337.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-11-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-09-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-07-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-06-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2025-04-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $25,544.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2033-08-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $798.00
f. Value of collateral, to the nearest cent: $176.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2034-01-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $15.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2034-03-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $2.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,921.00
f. Value of collateral, to the nearest cent: $5,873.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2035-02-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $0.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2035-03-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,233.00
f. Value of collateral, to the nearest cent: $4,647.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2013-04-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $736,606.00
f. Value of collateral, to the nearest cent: $58,317.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2036-05-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,354.00
f. Value of collateral, to the nearest cent: $2,269.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2037-04-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2.00
f. Value of collateral, to the nearest cent: $0.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-01-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,106.00
f. Value of collateral, to the nearest cent: $1,460.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2038-12-15
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,284.00
f. Value of collateral, to the nearest cent: $5,121.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2041-01-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,207.00
f. Value of collateral, to the nearest cent: $7,485.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2060-06-20
from:
to:
c. Coupon or yield: 5.15
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,204,698.00
f. Value of collateral, to the nearest cent: $27,288,613.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATIONAL MORTGAGE A
b. Maturity date: 2039-06-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3.00
f. Value of collateral, to the nearest cent: $1.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GREATWIDE LOGISTICS SERVICES
b. Maturity date: 2014-03-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $1,841,649.00
f. Value of collateral, to the nearest cent: $1,944,208.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GREENWICH CAPITAL COMMERCIAL F
b. Maturity date: 2035-07-05
from:
to:
c. Coupon or yield: 1.8118
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $112,000,000.00
f. Value of collateral, to the nearest cent: $321,146.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GREENWICH CAPITAL COMMERCIAL F
b. Maturity date: 2019-11-05
from:
to:
c. Coupon or yield: 2.3185
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $5,673,279.00
f. Value of collateral, to the nearest cent: $3,453,648.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HSI ASSET LOAN OBLIGATION TRUS
b. Maturity date: 2037-06-25
from:
to:
c. Coupon or yield: 0.0529
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $234,492,239.00
f. Value of collateral, to the nearest cent: $1,010,011.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HORIZON LINES L L C
b. Maturity date: 2016-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $2,320,208.00
f. Value of collateral, to the nearest cent: $2,204,197.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JEFFERIES RESECURITIZATION TRU
b. Maturity date: 2035-10-26
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $5,200,000.00
f. Value of collateral, to the nearest cent: $2,323,063.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $16,000,000.00
f. Value of collateral, to the nearest cent: $3,519,999.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $503,000.00
f. Value of collateral, to the nearest cent: $110,660.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2015-11-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $4,075.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $1,118,749.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $2,237.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $1,135,000.00
f. Value of collateral, to the nearest cent: $249,700.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $2,800,000.00
f. Value of collateral, to the nearest cent: $616,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-04-04
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $93,000.00
f. Value of collateral, to the nearest cent: $20,460.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $1,140,000.00
f. Value of collateral, to the nearest cent: $250,800.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $560,000.00
f. Value of collateral, to the nearest cent: $123,200.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2021-05-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $50,937.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2013-05-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $40,000.00
f. Value of collateral, to the nearest cent: $8,950.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $1,979,999.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $3,760,000.00
f. Value of collateral, to the nearest cent: $827,200.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $22,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $788,000.00
f. Value of collateral, to the nearest cent: $173,360.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2036-12-19
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $4,475.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $3,300.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2021-12-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $1,865.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2018-06-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $70,000.00
f. Value of collateral, to the nearest cent: $14,262.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2015-12-18
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $16,781.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2015-07-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $110,000.00
f. Value of collateral, to the nearest cent: $24,200.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $110,000.00
f. Value of collateral, to the nearest cent: $24,612.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2037-06-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $6,600.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2014-05-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $151,000.00
f. Value of collateral, to the nearest cent: $30,766.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2014-06-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $11,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2014-07-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $6,600.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2022-04-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $70,000.00
f. Value of collateral, to the nearest cent: $13,055.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2037-06-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $18,337.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2037-06-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $50,000.00
f. Value of collateral, to the nearest cent: $10,187.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2037-06-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $99,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-01-03
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $18,650.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2037-06-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $22,000.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2019-11-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $35,656.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-01-24
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $75,000.00
f. Value of collateral, to the nearest cent: $13,987.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2017-09-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $80,000.00
f. Value of collateral, to the nearest cent: $14,920.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2022-07-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $320,000.00
f. Value of collateral, to the nearest cent: $59,680.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2013-01-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $180,000.00
f. Value of collateral, to the nearest cent: $33,570.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2022-05-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $165,000.00
f. Value of collateral, to the nearest cent: $30,772.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2022-06-29
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $549,000.00
f. Value of collateral, to the nearest cent: $102,388.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $500,000.00
f. Value of collateral, to the nearest cent: $101,875.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-01-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $28,000.00
f. Value of collateral, to the nearest cent: $5,705.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2016-12-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $550,000.00
f. Value of collateral, to the nearest cent: $123,062.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-02-24
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $20,375.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-05-19
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $4,662.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-05-19
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $102,000.00
f. Value of collateral, to the nearest cent: $20,782.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2018-02-04
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $2,037.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-03-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $5,093.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-03-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $5,093.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-03-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $232,000.00
f. Value of collateral, to the nearest cent: $47,270.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-04-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $24,000.00
f. Value of collateral, to the nearest cent: $4,890.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-04-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $6,112.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-06-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $18,000.00
f. Value of collateral, to the nearest cent: $3,667.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-05-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $13,000.00
f. Value of collateral, to the nearest cent: $2,648.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-05-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $39,000.00
f. Value of collateral, to the nearest cent: $7,946.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-06-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $49,000.00
f. Value of collateral, to the nearest cent: $9,983.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-08-05
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $40,000.00
f. Value of collateral, to the nearest cent: $8,150.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-08-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $49,000.00
f. Value of collateral, to the nearest cent: $9,983.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2028-10-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $12,225.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2018-11-04
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $5,093.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2028-12-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $18,337.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-02-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $46,000.00
f. Value of collateral, to the nearest cent: $9,372.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-03-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $31,000.00
f. Value of collateral, to the nearest cent: $6,316.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-04-06
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $59,000.00
f. Value of collateral, to the nearest cent: $12,021.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-05-04
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $4,075.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-05-11
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $1,018.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-09-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $1,018.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2029-11-23
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $21,000.00
f. Value of collateral, to the nearest cent: $4,278.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $3,056.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2030-06-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $30,000.00
f. Value of collateral, to the nearest cent: $6,112.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2030-09-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $1,018.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2030-09-20
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $2,037.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2030-09-27
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $3,056.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2030-10-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $2,037.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2037-02-12
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $2,037.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2032-09-07
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $4,475.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2032-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $24,000.00
f. Value of collateral, to the nearest cent: $4,890.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2020-01-22
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $20,000.00
f. Value of collateral, to the nearest cent: $4,075.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2022-12-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $18,650.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2013-01-24
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $4,299,000.00
f. Value of collateral, to the nearest cent: $967,274.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2038-03-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $15,000.00
f. Value of collateral, to the nearest cent: $3,356.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-02-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $170,000.00
f. Value of collateral, to the nearest cent: $31,705.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-03-10
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $405,000.00
f. Value of collateral, to the nearest cent: $75,532.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-03-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $18,650.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2013-03-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $1,865.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2023-04-21
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $20,375.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESC LEHMAN BRTH HLD
b. Maturity date: 2013-06-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $200,000.00
f. Value of collateral, to the nearest cent: $37,300.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWPAGE CORPORATION
b. Maturity date: 2013-05-01
from:
to:
c. Coupon or yield: 12
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $3,900,000.00
f. Value of collateral, to the nearest cent: $243,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWPAGE CORPORATION
b. Maturity date: 2014-12-31
from:
to:
c. Coupon or yield: 11.375
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $225,000.00
f. Value of collateral, to the nearest cent: $117,217.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORTEL NETWORKS CORP
b. Maturity date: 2016-07-15
from:
to:
c. Coupon or yield: 10.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $5,512,000.00
f. Value of collateral, to the nearest cent: $6,329,805.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORTEL NETWORKS CORP
b. Maturity date: 2013-07-15
from:
to:
c. Coupon or yield: 10.125
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $9,671,000.00
f. Value of collateral, to the nearest cent: $11,065,740.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OCWEN REAL ESTATE ASSET LIQUID
b. Maturity date: 2037-04-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $23,568,872.00
f. Value of collateral, to the nearest cent: $9,867,451.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PATRIOT COAL CORPORATION
b. Maturity date: 2018-04-30
from:
to:
c. Coupon or yield: 8.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $5,451.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PRIME MORTGAGE TRUST 2003-1
b. Maturity date: 2031-11-25
from:
to:
c. Coupon or yield: 2.0632
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,225,000.00
f. Value of collateral, to the nearest cent: $116,181.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PRIME MORTGAGE TRUST 2007-3
b. Maturity date: 2022-08-25
from:
to:
c. Coupon or yield: 0.152
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $124,829,527.00
f. Value of collateral, to the nearest cent: $117,551.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TRUST 2
b. Maturity date: 2036-12-26
from:
to:
c. Coupon or yield: 2
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $29,031,700.00
f. Value of collateral, to the nearest cent: $354,627.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TRUST 2
b. Maturity date: 2034-10-26
from:
to:
c. Coupon or yield: 1.4555
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $27,626,300.00
f. Value of collateral, to the nearest cent: $1,667,461.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSGC MORTGAGE LOAN TRUST
b. Maturity date: 2037-01-25
from:
to:
c. Coupon or yield: 6.4393
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $157,783,000.00
f. Value of collateral, to the nearest cent: $18,783,000.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSGC STRUCTURED TRUST 2008-A
b. Maturity date: 2035-11-25
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $12,222,579.00
f. Value of collateral, to the nearest cent: $170,505.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TRUST 2
b. Maturity date: 2035-11-26
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $2,021,525.00
f. Value of collateral, to the nearest cent: $2,149,113.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TRUST 2
b. Maturity date: 2021-10-25
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $18,097,719.00
f. Value of collateral, to the nearest cent: $334,143.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TRUST 2
b. Maturity date: 2037-03-26
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $4,419,600.00
f. Value of collateral, to the nearest cent: $51,232.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TRUST 2
b. Maturity date: 2035-12-27
from:
to:
c. Coupon or yield: 1.4995
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $115,048,100.00
f. Value of collateral, to the nearest cent: $3,371,489.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RABOBANK NATIONAL ASSOCAITION
b. Maturity date: 2046-10-25
from:
to:
c. Coupon or yield: 5.52
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $14,927,730.00
f. Value of collateral, to the nearest cent: $15,495.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TR
b. Maturity date: 2037-10-26
from:
to:
c. Coupon or yield: 4
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,835,000.00
f. Value of collateral, to the nearest cent: $9,273,248.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TR
b. Maturity date: 2037-10-26
from:
to:
c. Coupon or yield: 3
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $20,835,000.00
f. Value of collateral, to the nearest cent: $1,320,127.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RBSSP RESECURITIZATION TR
b. Maturity date: 2035-11-26
from:
to:
c. Coupon or yield: 8.8475
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $6,994,408.00
f. Value of collateral, to the nearest cent: $2,778,730.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RFMSI SERIES 2007-S9 TRUST
b. Maturity date: 2022-09-25
from:
to:
c. Coupon or yield: 0.4607
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $31,546,235.00
f. Value of collateral, to the nearest cent: $81,841.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RIVERVIEW HECM TRUST 2007-1
b. Maturity date: 2037-03-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: ABS
e. The principal amount, to the nearest cent: $134,282,317.00
f. Value of collateral, to the nearest cent: $3,714,879.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BANK OF SCOTLAND N.V.
b. Maturity date: 2013-04-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,009.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BANK OF SCOTLAND N.V.
b. Maturity date: 2012-11-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $311,000.00
f. Value of collateral, to the nearest cent: $343,312.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BANK OF SCOTLAND N.V.
b. Maturity date: 2013-02-14
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $195,000.00
f. Value of collateral, to the nearest cent: $209,313.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BANK OF SCOTLAND N.V.
b. Maturity date: 2013-02-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $11,262.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BANK OF SCOTLAND N.V.
b. Maturity date: 2013-02-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $26,000.00
f. Value of collateral, to the nearest cent: $27,656.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2016-04-29
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $256,000.00
f. Value of collateral, to the nearest cent: $274,508.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2013-05-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Note
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $994,000.00
f. Value of collateral, to the nearest cent: $1,081,273.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2016-11-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Note
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $108,000.00
f. Value of collateral, to the nearest cent: $115,290.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2016-12-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $27,070.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2017-02-28
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Note
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $28,837.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2017-07-03
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $8,000.00
f. Value of collateral, to the nearest cent: $9,050.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2015-04-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $6,000.00
f. Value of collateral, to the nearest cent: $6,019.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2015-11-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Note
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $60,282.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROYAL BK SCOTLAND PLC
b. Maturity date: 2014-07-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Note
If Other Instrument, include a brief description: MTN
e. The principal amount, to the nearest cent: $7,000.00
f. Value of collateral, to the nearest cent: $6,951.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SALOMON BROTHERS MORTGAGE SECU
b. Maturity date: 2017-03-16
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $13,300,000.00
f. Value of collateral, to the nearest cent: $5,357.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SORENSON COMMUNICATIONS INC.
b. Maturity date: 2015-02-01
from:
to:
c. Coupon or yield: 10.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $16,430,000.00
f. Value of collateral, to the nearest cent: $14,106,523.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRUCTURERD MORTGAGE ASSET
b. Maturity date: 2022-06-25
from:
to:
c. Coupon or yield: 100
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $97,758.00
f. Value of collateral, to the nearest cent: $170.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THORNBURG MORTGAGE SECURITIES
b. Maturity date: 2038-04-25
from:
to:
c. Coupon or yield: 0.4686
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CMO
e. The principal amount, to the nearest cent: $145,473,000.00
f. Value of collateral, to the nearest cent: $363,361.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE TIMES MIRROR COMPANY
b. Maturity date: 2046-11-15
from:
to:
c. Coupon or yield: 7.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $115,000.00
f. Value of collateral, to the nearest cent: $47,521.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE TIMES MIRROR COMPANY
b. Maturity date: 2013-03-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $1,400,000.00
f. Value of collateral, to the nearest cent: $531,999.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE TIMES MIRROR COMPANY
b. Maturity date: 2023-07-01
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $945,000.00
f. Value of collateral, to the nearest cent: $359,100.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE TIMES MIRROR COMPANY
b. Maturity date: 2027-09-15
from:
to:
c. Coupon or yield: 6.61
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $388,262.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRIBUNE COMPANY
b. Maturity date: 2015-08-15
from:
to:
c. Coupon or yield: 5.25
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $4,516,000.00
f. Value of collateral, to the nearest cent: $1,765,473.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TULIP FDNG CORP
b. Maturity date: 2012-11-08
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Other Commercial Paper
If Other Instrument, include a brief description: CP
e. The principal amount, to the nearest cent: $250,000.00
f. Value of collateral, to the nearest cent: $249,988.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRUPO BIMBO S.A.B. DE C.V.
b. Maturity date: 2022-01-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $605,000.00
f. Value of collateral, to the nearest cent: $668,576.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EASTMAN KODAK CO ORD
b. Maturity date: 2018-03-01
from:
to:
c. Coupon or yield: 9.75
d. The category of investments: Other Instrument
If Other Instrument, include a brief description: CORP
e. The principal amount, to the nearest cent: $350,000.00
f. Value of collateral, to the nearest cent: $241,463.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 26. Name of the Issuer
REGENCY MARKETS NO 1 LLC
Item 27. The title of the issue (including coupon or yield)
REGENCY MARKETS NO 1 LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7588R0LF2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
HSBC BANK PLC
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$134,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$133,989,056.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$133,985,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$133,985,260.00
Item 26. Name of the Issuer
REGENCY MARKETS NO 1 LLC
Item 27. The title of the issue (including coupon or yield)
REGENCY MARKETS NO 1 LLC 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
7588R0LK1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
HSBC BANK PLC
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$298,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$297,968,710.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$297,958,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$297,958,280.00
Item 26. Name of the Issuer
ROYAL BANK OF CANADA
Item 27. The title of the issue (including coupon or yield)
ROYAL BANK OF CANADA 0.51
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
78009NEG7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$92,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$92,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$92,427,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$92,427,720.00
Item 26. Name of the Issuer
ROYAL BANK OF SCOTLAND PLC (LONDON)
Item 27. The title of the issue (including coupon or yield)
ROYAL BANK OF SCOTLAND PLC (LONDON) 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0RBL01CN8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000729153
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,579,575,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,579,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,579,575,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,579,575,000.00
Item 26. Name of the Issuer
ROYAL BANK OF SCOTLAND PLC (LONDON)
Item 27. The title of the issue (including coupon or yield)
ROYAL BANK OF SCOTLAND PLC (LONDON) 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0RBL01CO6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000729153
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,000,000.00
Item 26. Name of the Issuer
SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield)
SHIZUOKA BANK 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82487AMJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-16
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,998,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,998,800.00
Item 26. Name of the Issuer
SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield)
SHIZUOKA BANK 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82487AMH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,999,000.00
Item 26. Name of the Issuer
SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield)
SHIZUOKA BANK 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82487AMG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$74,997,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$74,997,000.00
Item 26. Name of the Issuer
SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield)
SHIZUOKA BANK 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
82487AMC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$39,998,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$39,998,400.00
Item 26. Name of the Issuer
SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield)
SKANDINAVISKA ENSKILDA BANKEN AB 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83050TLK5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$54,993,675.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,997,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,997,800.00
Item 26. Name of the Issuer
SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield)
SKANDINAVISKA ENSKILDA BANKEN AB 0.34
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83051A5P2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$471,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$471,018,685.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$471,042,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$471,042,390.00
Item 26. Name of the Issuer
SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield)
SKANDINAVISKA ENSKILDA BANKEN AB 0.18
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0EN001DI0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000917311
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 26. Name of the Issuer
SOCIETE GENERALE NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE NORTH AMERICA INC. 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83365RL11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$41,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$41,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$41,499,585.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$41,499,585.00
Item 26. Name of the Issuer
SOCIETE GENERALE NY BRANCH (REPO)
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE NY BRANCH (REPO) 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0SON01R28
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2026-02-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,738,896.00
f. Value of collateral, to the nearest cent: $23,875,347.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,695,332.00
f. Value of collateral, to the nearest cent: $23,501,289.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2022-03-01
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,199,191.00
f. Value of collateral, to the nearest cent: $23,719,133.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2047-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $67,188,876.00
f. Value of collateral, to the nearest cent: $23,542,298.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,759,252.00
f. Value of collateral, to the nearest cent: $15,453,989.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2027-10-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,871,447.00
f. Value of collateral, to the nearest cent: $23,944,468.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2022-11-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,049,730.00
f. Value of collateral, to the nearest cent: $24,111,800.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP PARTN
b. Maturity date: 2026-11-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,400,000.00
f. Value of collateral, to the nearest cent: $23,312,729.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2042-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,966,602.00
f. Value of collateral, to the nearest cent: $23,892,017.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2039-12-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $51,395,704.00
f. Value of collateral, to the nearest cent: $23,605,424.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-08-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,543,647.00
f. Value of collateral, to the nearest cent: $23,204,570.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,779,495.00
f. Value of collateral, to the nearest cent: $23,924,694.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-03-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,786,487.00
f. Value of collateral, to the nearest cent: $23,772,794.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-03-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,172,469.00
f. Value of collateral, to the nearest cent: $23,224,870.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,611,425.00
f. Value of collateral, to the nearest cent: $23,199,237.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,000,000.00
f. Value of collateral, to the nearest cent: $23,740,855.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-07-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,095,679.00
f. Value of collateral, to the nearest cent: $23,624,376.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,266,259.00
f. Value of collateral, to the nearest cent: $23,391,518.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,829,596.00
f. Value of collateral, to the nearest cent: $23,534,634.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-11-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,833,469.00
f. Value of collateral, to the nearest cent: $23,732,836.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2031-12-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,422,919.00
f. Value of collateral, to the nearest cent: $23,949,112.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-01-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,306,179.00
f. Value of collateral, to the nearest cent: $13,113,071.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,642,867.00
f. Value of collateral, to the nearest cent: $23,972,576.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,631,625.00
f. Value of collateral, to the nearest cent: $23,685,280.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-05-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,856,584.00
f. Value of collateral, to the nearest cent: $23,596,758.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-03-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,000,000.00
f. Value of collateral, to the nearest cent: $23,405,696.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-10-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,035,516.00
f. Value of collateral, to the nearest cent: $23,547,012.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2026-05-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,817,231.00
f. Value of collateral, to the nearest cent: $23,742,356.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-08-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,000,000.00
f. Value of collateral, to the nearest cent: $23,739,992.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD MTG
b. Maturity date: 2042-06-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,940,859.00
f. Value of collateral, to the nearest cent: $23,224,531.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2027-09-01
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,302,380.00
f. Value of collateral, to the nearest cent: $23,238,436.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-09-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,875,940.00
f. Value of collateral, to the nearest cent: $23,372,045.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2041-08-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,795,505.00
f. Value of collateral, to the nearest cent: $23,589,939.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-02-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23,002,987.00
f. Value of collateral, to the nearest cent: $23,864,268.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-04-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88,473,924.00
f. Value of collateral, to the nearest cent: $23,657,952.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2035-12-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85,221,653.00
f. Value of collateral, to the nearest cent: $23,683,110.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2038-04-01
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $127,896,461.00
f. Value of collateral, to the nearest cent: $23,271,526.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2039-04-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $81,701,107.00
f. Value of collateral, to the nearest cent: $24,116,304.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2025-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,509,156.00
f. Value of collateral, to the nearest cent: $23,413,486.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2032-01-01
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,202,064.00
f. Value of collateral, to the nearest cent: $24,084,231.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2042-09-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,572,728.00
f. Value of collateral, to the nearest cent: $23,371,430.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2037-12-01
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,268,694.00
f. Value of collateral, to the nearest cent: $23,263,800.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-07-01
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,125,193.00
f. Value of collateral, to the nearest cent: $23,335,546.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2040-10-01
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,994,489.00
f. Value of collateral, to the nearest cent: $23,452,644.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,000,000,000.00
Item 26. Name of the Issuer
SOCIETE GENERALE SA
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE SA 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0SOC01CK8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$600,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$600,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$600,000,000.00
Item 26. Name of the Issuer
SOCIETE GENERALE SA
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE SA 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0SOC01CL6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$881,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$881,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.83%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$881,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$881,000,000.00
Item 26. Name of the Issuer
SOCIETE GENERALE SA - GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE SA - GRAND CAYMAN 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0SGG01AD6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$752,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$752,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$752,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$752,000,000.00
Item 26. Name of the Issuer
STARBIRD FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
STARBIRD FUNDING CORPORATION 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85520LLE3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
BNP PARIBAS SA
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$44,995,612.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$44,995,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$44,995,500.00
Item 26. Name of the Issuer
STARBIRD FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
STARBIRD FUNDING CORPORATION 0.380
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85520LNH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-17
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
BNP PARIBAS SA
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$22,981,306.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$22,986,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$22,986,660.00
Item 26. Name of the Issuer
STRAIGHT-A FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
STRAIGHT-A FUNDING LLC 0.180
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257EPE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
FEDERAL FINANCING BANK
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,999,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,000,000.00
Item 26. Name of the Issuer
STRAIGHT-A FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
STRAIGHT-A FUNDING LLC 0.180
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FKG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
FEDERAL FINANCING BANK
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,999,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 26. Name of the Issuer
STRAIGHT-A FUNDING LLC
Item 27. The title of the issue (including coupon or yield)
STRAIGHT-A FUNDING LLC 0.180
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86257FKF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
X Yes    No
a. The identity of the Guarantor
FEDERAL FINANCING BANK
b. Designated NRSRO(s) for the Guarantee or Guarantor
N/A
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$97,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$97,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$97,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$97,000,000.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.49
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DEY2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$223,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$223,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$223,024,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$223,024,530.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.46
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DPD6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$990,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$990,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$990,485,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$990,485,100.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.45
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DPM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$280,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$280,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$280,131,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$280,131,600.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DMP2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$500,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$500,275,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$500,275,000.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.385
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DWN6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$274,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$274,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$274,030,140.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$274,030,140.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DXA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$44,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$44,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$44,001,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$44,001,760.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.37
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DXB1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,008,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,008,000.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.45
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DRG7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$325,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$325,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$325,178,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$325,178,750.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.45
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DRX0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$118,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$118,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$118,053,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$118,053,100.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.405
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DVA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$110,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$110,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$110,037,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$110,037,400.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.45
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DQS2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$244,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$244,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$244,126,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$244,126,880.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORP-NY 0.36
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562DXG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-10
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$53,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$53,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$53,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$53,000,000.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORPORATION 0.431
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KQ64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-06
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$390,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$389,417,708.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$389,594,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$389,594,400.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORPORATION 0.451
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KPR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$76,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$75,889,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$75,929,320.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$75,929,320.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORPORATION 0.501
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KNP5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$17,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$17,280,056.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$17,289,793.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$17,289,793.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BANKING CORPORATION 0.471
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KP16
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,010,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,008,786,877.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,009,313,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,009,313,200.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.390
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
21339UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$140,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$139,987,878.16
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$139,993,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$139,993,700.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.367
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
23444UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$107,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$106,937,798.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$106,962,122.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$106,962,122.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.395
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
20987UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$49,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$48,999,462.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$48,999,510.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$48,999,510.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.390
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
21071UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$81,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$80,999,123.37
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$80,999,190.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$80,999,190.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.34
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
24979UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-18
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,017,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,017,500.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.395
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
B8KPX56
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-05
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$69,996,930.93
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$70,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$70,000,000.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.36
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
35848BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$132,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$132,001,227.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$132,024,948.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$132,024,948.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BANK LTD 0.358
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
24614UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0001475365
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$107,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$106,921,441.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$106,942,113.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$106,942,113.00
Item 26. Name of the Issuer
SUNCORP-METWAY LTD
Item 27. The title of the issue (including coupon or yield)
SUNCORP-METWAY LTD 0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
8672E2LS5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-26
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$49,870,000.00
Item 41. The total current amortized cost, to the nearest cent
$49,859,610.41
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,863,018.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,863,018.20
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN AB 0.29
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CEU4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$205,941,000.00
Item 41. The total current amortized cost, to the nearest cent
$205,941,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$205,943,059.41
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$205,943,059.41
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN AB 0.235
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CFT6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$440,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$440,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$440,004,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$440,004,400.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN AB 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CJJ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-27
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$406,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$406,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$406,032,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$406,032,480.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN AB 0.235
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CGE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-14
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$308,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$308,000,555.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$308,003,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$308,003,080.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.245
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958CLE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-23
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$264,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$264,003,041.48
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$263,997,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$263,997,360.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN INC.
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN INC. 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958FR41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-04
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$551,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$550,316,453.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$550,278,190.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$550,278,190.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN INC.
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN INC. 0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958FR25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$26,965,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$26,965,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$26,965,440.00
Item 26. Name of the Issuer
THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC.
Item 27. The title of the issue (including coupon or yield)
THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88324LLD7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-13
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$72,159,000.00
Item 41. The total current amortized cost, to the nearest cent
$72,152,986.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$72,151,784.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$72,151,784.10
Item 26. Name of the Issuer
THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC.
Item 27. The title of the issue (including coupon or yield)
THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88324LLK1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-19
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$142,704,000.00
Item 41. The total current amortized cost, to the nearest cent
$142,685,448.48
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$142,684,021.44
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$142,684,021.44
Item 26. Name of the Issuer
THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC.
Item 27. The title of the issue (including coupon or yield)
THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
88324LL70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$133,644,000.00
Item 41. The total current amortized cost, to the nearest cent
$133,638,431.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$133,637,317.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$133,637,317.80
Item 26. Name of the Issuer
THE NORINCHUKIN BANK-LONDON BRANCH
Item 27. The title of the issue (including coupon or yield)
THE NORINCHUKIN BANK-LONDON BRANCH 0.295
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
24441UN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1496637
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-11
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$284,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$283,834,891.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$283,818,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$283,818,240.00
Item 26. Name of the Issuer
TORONTO DOMINION BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield)
TORONTO DOMINION BANK-NEW YORK 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89112X4G7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,992,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,992,000.00
Item 26. Name of the Issuer
TOYOTA CREDIT CANADA INC
Item 27. The title of the issue (including coupon or yield)
TOYOTA CREDIT CANADA INC 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GR16
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$145,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$144,835,787.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$144,840,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$144,840,500.00
Item 26. Name of the Issuer
TOYOTA CREDIT DE PUERTO RICO CORP
Item 27. The title of the issue (including coupon or yield)
TOYOTA CREDIT DE PUERTO RICO CORP 0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
8923A0PR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$54,950,377.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,967,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$54,967,000.00
Item 26. Name of the Issuer
TOYOTA MOTOR CREDIT CORPORATION
Item 27. The title of the issue (including coupon or yield)
TOYOTA MOTOR CREDIT CORPORATION 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GRN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-22
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,871,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,879,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,879,000.00
Item 26. Name of the Issuer
TOYOTA MOTOR CREDIT CORPORATION
Item 27. The title of the issue (including coupon or yield)
TOYOTA MOTOR CREDIT CORPORATION 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GRR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-25
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$149,803,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$149,815,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$149,815,500.00
Item 26. Name of the Issuer
TOYOTA MOTOR CREDIT CORPORATION
Item 27. The title of the issue (including coupon or yield)
TOYOTA MOTOR CREDIT CORPORATION 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GL79
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$19,999,300.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,999,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,999,600.00
Item 26. Name of the Issuer
TOYOTA MOTOR CREDIT CORPORATION
Item 27. The title of the issue (including coupon or yield)
TOYOTA MOTOR CREDIT CORPORATION 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
89233GRQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-24
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$179,300,000.00
Item 41. The total current amortized cost, to the nearest cent
$179,066,013.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$179,081,254.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$179,081,254.00
Item 26. Name of the Issuer
UBS AG
Item 27. The title of the issue (including coupon or yield)
UBS AG 0.23
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90267RLD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$135,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$135,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$135,020,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$135,020,250.00
Item 26. Name of the Issuer
UBS AG
Item 27. The title of the issue (including coupon or yield)
UBS AG 0.32
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90267RKG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$473,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$473,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$473,033,110.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$473,033,110.00
Item 26. Name of the Issuer
UBS FINANCE (DELAWARE) LLC.
Item 27. The title of the issue (including coupon or yield)
UBS FINANCE (DELAWARE) LLC. 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90262CM79
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-07
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$79,711,000.00
Item 41. The total current amortized cost, to the nearest cent
$79,693,463.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$79,707,811.56
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$79,707,811.56
Item 26. Name of the Issuer
UBS FINANCE (DELAWARE) LLC.
Item 27. The title of the issue (including coupon or yield)
UBS FINANCE (DELAWARE) LLC. 0.320
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
90262CL96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-09
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$239,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$239,382,976.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$239,397,606.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$239,397,606.00
Item 26. Name of the Issuer
UBS SECURITIES LLC (REPO)
Item 27. The title of the issue (including coupon or yield)
UBS SECURITIES LLC (REPO) 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0UBS18GG1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000230611
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BILLS
b. Maturity date: 2012-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $45,551,500.00
f. Value of collateral, to the nearest cent: $45,549,131.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BILLS
b. Maturity date: 2012-12-13
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53,106,000.00
f. Value of collateral, to the nearest cent: $53,099,096.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BILLS
b. Maturity date: 2013-10-17
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,774,000.00
f. Value of collateral, to the nearest cent: $46,691,677.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2015-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,453,000.00
f. Value of collateral, to the nearest cent: $2,433,253.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2015-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $950,000.00
f. Value of collateral, to the nearest cent: $939,084.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2015-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $131,000.00
f. Value of collateral, to the nearest cent: $129,259.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2016-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89,000.00
f. Value of collateral, to the nearest cent: $87,647.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2016-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,754,000.00
f. Value of collateral, to the nearest cent: $3,686,315.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2016-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $63,000.00
f. Value of collateral, to the nearest cent: $61,474.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2017-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,469,000.00
f. Value of collateral, to the nearest cent: $1,424,430.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2018-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,927,100.00
f. Value of collateral, to the nearest cent: $1,834,502.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2018-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $299,000.00
f. Value of collateral, to the nearest cent: $281,801.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2019-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $86,000.00
f. Value of collateral, to the nearest cent: $80,634.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $23,154.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2020-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $97,000.00
f. Value of collateral, to the nearest cent: $88,521.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2020-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $315,750.00
f. Value of collateral, to the nearest cent: $286,066.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2020-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $279,000.00
f. Value of collateral, to the nearest cent: $250,731.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $213,000.00
f. Value of collateral, to the nearest cent: $188,611.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2021-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $125,000.00
f. Value of collateral, to the nearest cent: $109,760.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $934,000.00
f. Value of collateral, to the nearest cent: $813,420.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2021-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,101,000.00
f. Value of collateral, to the nearest cent: $3,541,664.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2022-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $841.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2022-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $722,000.00
f. Value of collateral, to the nearest cent: $601,700.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2023-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,012,000.00
f. Value of collateral, to the nearest cent: $6,614,226.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2023-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,200.00
f. Value of collateral, to the nearest cent: $3,402.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2024-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66,200.00
f. Value of collateral, to the nearest cent: $51,130.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $83,000.00
f. Value of collateral, to the nearest cent: $63,465.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2025-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $130,000.00
f. Value of collateral, to the nearest cent: $97,539.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2026-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $996,000.00
f. Value of collateral, to the nearest cent: $732,428.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2026-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $725,000.00
f. Value of collateral, to the nearest cent: $523,116.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2026-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,000.00
f. Value of collateral, to the nearest cent: $12,139.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2027-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $766,000.00
f. Value of collateral, to the nearest cent: $541,508.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2027-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,000.00
f. Value of collateral, to the nearest cent: $38,168.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2027-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85,000.00
f. Value of collateral, to the nearest cent: $58,395.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2028-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,083,000.00
f. Value of collateral, to the nearest cent: $724,548.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2028-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,000.00
f. Value of collateral, to the nearest cent: $12,587.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2029-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $231,000.00
f. Value of collateral, to the nearest cent: $151,794.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD
b. Maturity date: 2029-04-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $15,943,949.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2029-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,769,000.00
f. Value of collateral, to the nearest cent: $1,143,092.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2030-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $939,600.00
f. Value of collateral, to the nearest cent: $592,295.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2031-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,000.00
f. Value of collateral, to the nearest cent: $11,694.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2036-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $56,000.00
f. Value of collateral, to the nearest cent: $28,770.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2037-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $44,553.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2037-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $99,000.00
f. Value of collateral, to the nearest cent: $48,525.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2038-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $103,800.00
f. Value of collateral, to the nearest cent: $49,356.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2038-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,976,000.00
f. Value of collateral, to the nearest cent: $1,403,481.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2039-05-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,656,000.00
f. Value of collateral, to the nearest cent: $752,287.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2039-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $1,351.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2039-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $976,000.00
f. Value of collateral, to the nearest cent: $435,276.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,000.00
f. Value of collateral, to the nearest cent: $7,955.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2040-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $181,000.00
f. Value of collateral, to the nearest cent: $79,149.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2040-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,683,000.00
f. Value of collateral, to the nearest cent: $1,160,960.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2040-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,646,000.00
f. Value of collateral, to the nearest cent: $1,990,299.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2041-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $849,000.00
f. Value of collateral, to the nearest cent: $361,071.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2041-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $61,000.00
f. Value of collateral, to the nearest cent: $25,649.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2041-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $655,000.00
f. Value of collateral, to the nearest cent: $269,224.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2042-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $813.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2042-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $24,072.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT
b. Maturity date: 2042-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $90,000.00
f. Value of collateral, to the nearest cent: $35,736.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2020-02-15
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,113,500.00
f. Value of collateral, to the nearest cent: $43,034,861.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2028-08-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,919,200.00
f. Value of collateral, to the nearest cent: $54,320,321.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2030-05-15
from:
to:
c. Coupon or yield: 6.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,565,400.00
f. Value of collateral, to the nearest cent: $53,147,133.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2032-04-15
from:
to:
c. Coupon or yield: 3.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,732,300.00
f. Value of collateral, to the nearest cent: $23,214,901.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2027-01-15
from:
to:
c. Coupon or yield: 2.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,622,100.00
f. Value of collateral, to the nearest cent: $42,439,543.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2029-01-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,315,700.00
f. Value of collateral, to the nearest cent: $16,003,693.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,944,500.00
f. Value of collateral, to the nearest cent: $4,642,786.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2041-05-15
from:
to:
c. Coupon or yield: 4.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $38,626,600.00
f. Value of collateral, to the nearest cent: $51,461,435.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2042-02-15
from:
to:
c. Coupon or yield: 3.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52,847,000.00
f. Value of collateral, to the nearest cent: $56,008,292.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS
b. Maturity date: 2042-02-15
from:
to:
c. Coupon or yield: 0.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,100,700.00
f. Value of collateral, to the nearest cent: $14,722,819.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2012-11-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $466,000.00
f. Value of collateral, to the nearest cent: $465,972.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2013-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $933,000.00
f. Value of collateral, to the nearest cent: $932,617.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2013-05-15
from:
to:
c. Coupon or yield: 3.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $191,000.00
f. Value of collateral, to the nearest cent: $190,809.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2013-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $415,000.00
f. Value of collateral, to the nearest cent: $414,315.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2013-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $432,000.00
f. Value of collateral, to the nearest cent: $430,967.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2014-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $958,000.00
f. Value of collateral, to the nearest cent: $954,819.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2014-05-15
from:
to:
c. Coupon or yield: 4.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,202,000.00
f. Value of collateral, to the nearest cent: $2,192,355.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2014-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $79,000.00
f. Value of collateral, to the nearest cent: $78,575.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2014-11-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,316,000.00
f. Value of collateral, to the nearest cent: $2,300,529.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2015-02-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $1,983.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2016-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,041,000.00
f. Value of collateral, to the nearest cent: $1,019,118.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2012-11-30
from:
to:
c. Coupon or yield: 3.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $65,000.00
f. Value of collateral, to the nearest cent: $64,991.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2013-07-31
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $24,961.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2014-04-30
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100,000.00
f. Value of collateral, to the nearest cent: $99,581.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT
b. Maturity date: 2012-11-15
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $84,000.00
f. Value of collateral, to the nearest cent: $83,994.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-11-15
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,354,900.00
f. Value of collateral, to the nearest cent: $52,067,548.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2015-05-15
from:
to:
c. Coupon or yield: 4.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,959,500.00
f. Value of collateral, to the nearest cent: $56,766,009.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2016-02-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $38,588,100.00
f. Value of collateral, to the nearest cent: $44,040,242.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2016-07-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,851,100.00
f. Value of collateral, to the nearest cent: $32,835,695.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2017-07-15
from:
to:
c. Coupon or yield: 2.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,319,800.00
f. Value of collateral, to the nearest cent: $11,148,973.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2018-01-15
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $514,400.00
f. Value of collateral, to the nearest cent: $659,444.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2018-07-15
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,159,700.00
f. Value of collateral, to the nearest cent: $52,604,642.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2013-11-30
from:
to:
c. Coupon or yield: 2
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,832,700.00
f. Value of collateral, to the nearest cent: $52,234,648.37
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2019-01-15
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,371,000.00
f. Value of collateral, to the nearest cent: $9,684,726.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-04-15
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,653,300.00
f. Value of collateral, to the nearest cent: $13,112,024.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-04-30
from:
to:
c. Coupon or yield: 1.875
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,327,600.00
f. Value of collateral, to the nearest cent: $47,442,381.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2019-05-15
from:
to:
c. Coupon or yield: 3.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,997,500.00
f. Value of collateral, to the nearest cent: $46,963,506.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2016-08-31
from:
to:
c. Coupon or yield: 3
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,243,000.00
f. Value of collateral, to the nearest cent: $44,194,067.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-10-31
from:
to:
c. Coupon or yield: 2.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54,412,000.00
f. Value of collateral, to the nearest cent: $56,652,142.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2020-01-15
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47,554,200.00
f. Value of collateral, to the nearest cent: $60,383,941.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2015-04-15
from:
to:
c. Coupon or yield: 0.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,414,500.00
f. Value of collateral, to the nearest cent: $4,896,392.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2020-08-15
from:
to:
c. Coupon or yield: 2.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,182,000.00
f. Value of collateral, to the nearest cent: $45,365,371.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2013-08-15
from:
to:
c. Coupon or yield: 0.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53,329,100.00
f. Value of collateral, to the nearest cent: $53,642,104.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2015-12-31
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43,610,000.00
f. Value of collateral, to the nearest cent: $46,216,071.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2012-11-30
from:
to:
c. Coupon or yield: 0.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43,310,600.00
f. Value of collateral, to the nearest cent: $43,411,087.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2018-04-30
from:
to:
c. Coupon or yield: 2.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,662,000.00
f. Value of collateral, to the nearest cent: $46,721,715.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2013-02-28
from:
to:
c. Coupon or yield: 0.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $34,405,600.00
f. Value of collateral, to the nearest cent: $34,492,755.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2013-03-31
from:
to:
c. Coupon or yield: 0.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49,067,100.00
f. Value of collateral, to the nearest cent: $49,213,257.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2013-05-31
from:
to:
c. Coupon or yield: 0.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,418,300.00
f. Value of collateral, to the nearest cent: $15,478,279.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-09-15
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,207,900.00
f. Value of collateral, to the nearest cent: $41,185,552.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-12-15
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,321,000.00
f. Value of collateral, to the nearest cent: $46,299,350.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2015-02-15
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53,280,800.00
f. Value of collateral, to the nearest cent: $53,200,457.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2017-02-28
from:
to:
c. Coupon or yield: 0.875
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $51,187,300.00
f. Value of collateral, to the nearest cent: $51,814,572.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2017-03-31
from:
to:
c. Coupon or yield: 1
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54,128,300.00
f. Value of collateral, to the nearest cent: $55,003,264.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2019-06-30
from:
to:
c. Coupon or yield: 1
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,465,000.00
f. Value of collateral, to the nearest cent: $46,293,655.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2014-09-30
from:
to:
c. Coupon or yield: 0.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44,665,100.00
f. Value of collateral, to the nearest cent: $44,632,624.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS
b. Maturity date: 2017-09-30
from:
to:
c. Coupon or yield: 0.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44,193,000.00
f. Value of collateral, to the nearest cent: $44,009,390.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2031-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $687,500.00
f. Value of collateral, to the nearest cent: $407,240.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2032-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $163,500.00
f. Value of collateral, to the nearest cent: $95,011.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2032-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,981,500.00
f. Value of collateral, to the nearest cent: $1,700,051.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2033-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $112,500.00
f. Value of collateral, to the nearest cent: $62,928.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2033-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $990,500.00
f. Value of collateral, to the nearest cent: $543,388.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2034-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $971,500.00
f. Value of collateral, to the nearest cent: $522,851.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2034-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $34,500.00
f. Value of collateral, to the nearest cent: $18,240.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2035-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,500.00
f. Value of collateral, to the nearest cent: $16,376.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2035-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $865,500.00
f. Value of collateral, to the nearest cent: $442,417.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2036-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $674,500.00
f. Value of collateral, to the nearest cent: $339,354.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC
b. Maturity date: 2036-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $466,100.00
f. Value of collateral, to the nearest cent: $230,397.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2037-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $296,100.00
f. Value of collateral, to the nearest cent: $143,818.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2030-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,027,500.00
f. Value of collateral, to the nearest cent: $2,453,109.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2031-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,584,500.00
f. Value of collateral, to the nearest cent: $1,545,866.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2031-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,661,500.00
f. Value of collateral, to the nearest cent: $2,147,799.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2032-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $172,500.00
f. Value of collateral, to the nearest cent: $99,299.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2032-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,548,500.00
f. Value of collateral, to the nearest cent: $4,263,166.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2033-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,076,500.00
f. Value of collateral, to the nearest cent: $2,258,258.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2033-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,904,500.00
f. Value of collateral, to the nearest cent: $2,121,080.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2034-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $438,500.00
f. Value of collateral, to the nearest cent: $233,909.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2034-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,189,500.00
f. Value of collateral, to the nearest cent: $1,672,222.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2013-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,406,700.00
f. Value of collateral, to the nearest cent: $6,404,585.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2013-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $473,200.00
f. Value of collateral, to the nearest cent: $472,409.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2014-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $352,200.00
f. Value of collateral, to the nearest cent: $351,020.13
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2014-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,926,200.00
f. Value of collateral, to the nearest cent: $2,910,574.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2015-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $327,700.00
f. Value of collateral, to the nearest cent: $324,989.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2015-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,200.00
f. Value of collateral, to the nearest cent: $54,564.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2012-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,134,100.00
f. Value of collateral, to the nearest cent: $11,133,765.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2013-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,891,800.00
f. Value of collateral, to the nearest cent: $1,891,591.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2013-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,389,600.00
f. Value of collateral, to the nearest cent: $3,381,024.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2014-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,627,700.00
f. Value of collateral, to the nearest cent: $4,607,523.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2014-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,376,700.00
f. Value of collateral, to the nearest cent: $4,347,770.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2015-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,013,700.00
f. Value of collateral, to the nearest cent: $1,003,826.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2015-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,556,700.00
f. Value of collateral, to the nearest cent: $1,535,419.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2016-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $940,700.00
f. Value of collateral, to the nearest cent: $925,808.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2016-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $283,700.00
f. Value of collateral, to the nearest cent: $278,579.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2016-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $392,700.00
f. Value of collateral, to the nearest cent: $384,280.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2016-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,211,700.00
f. Value of collateral, to the nearest cent: $3,131,568.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2017-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $806,200.00
f. Value of collateral, to the nearest cent: $782,949.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2017-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,515,700.00
f. Value of collateral, to the nearest cent: $3,405,482.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2017-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,700.00
f. Value of collateral, to the nearest cent: $32,479.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2017-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,964,464.00
f. Value of collateral, to the nearest cent: $3,805,290.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2018-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,334,100.00
f. Value of collateral, to the nearest cent: $1,273,598.57
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2018-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,236,300.00
f. Value of collateral, to the nearest cent: $7,826,296.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2018-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,100,600.00
f. Value of collateral, to the nearest cent: $1,040,584.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2019-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $773,000.00
f. Value of collateral, to the nearest cent: $722,353.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2019-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,226,100.00
f. Value of collateral, to the nearest cent: $4,854,262.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2019-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $240,400.00
f. Value of collateral, to the nearest cent: $221,862.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2019-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,025,100.00
f. Value of collateral, to the nearest cent: $3,687,233.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2020-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $229,700.00
f. Value of collateral, to the nearest cent: $208,772.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2020-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,909,700.00
f. Value of collateral, to the nearest cent: $2,624,985.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2020-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $133,200.00
f. Value of collateral, to the nearest cent: $119,332.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2020-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $338,500.00
f. Value of collateral, to the nearest cent: $301,237.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2021-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,286,600.00
f. Value of collateral, to the nearest cent: $1,134,459.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2021-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,860,500.00
f. Value of collateral, to the nearest cent: $1,626,411.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2021-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $338,900.00
f. Value of collateral, to the nearest cent: $293,822.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2021-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,328,400.00
f. Value of collateral, to the nearest cent: $2,859,994.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2022-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $466,500.00
f. Value of collateral, to the nearest cent: $397,210.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2022-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,453,800.00
f. Value of collateral, to the nearest cent: $3,758,428.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2022-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $575,000.00
f. Value of collateral, to the nearest cent: $480,573.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2022-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,209,800.00
f. Value of collateral, to the nearest cent: $1,828,874.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2023-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $321,300.00
f. Value of collateral, to the nearest cent: $263,186.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2023-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $125,200.00
f. Value of collateral, to the nearest cent: $100,599.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2023-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,696,800.00
f. Value of collateral, to the nearest cent: $3,000,027.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2023-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,252,800.00
f. Value of collateral, to the nearest cent: $3,385,611.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2024-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $246,600.00
f. Value of collateral, to the nearest cent: $194,249.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2024-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,730,800.00
f. Value of collateral, to the nearest cent: $2,910,135.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2024-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $629,100.00
f. Value of collateral, to the nearest cent: $486,011.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2024-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,016,800.00
f. Value of collateral, to the nearest cent: $2,307,158.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,190,100.00
f. Value of collateral, to the nearest cent: $1,657,861.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2025-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,749,800.00
f. Value of collateral, to the nearest cent: $1,312,262.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2025-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $601,600.00
f. Value of collateral, to the nearest cent: $446,639.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2025-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,407,700.00
f. Value of collateral, to the nearest cent: $2,504,591.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2026-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $780,500.00
f. Value of collateral, to the nearest cent: $567,696.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2026-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,728,800.00
f. Value of collateral, to the nearest cent: $1,965,827.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2026-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,716,200.00
f. Value of collateral, to the nearest cent: $1,224,285.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2026-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,850,800.00
f. Value of collateral, to the nearest cent: $2,718,587.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2027-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $649,200.00
f. Value of collateral, to the nearest cent: $453,790.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2027-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,093,800.00
f. Value of collateral, to the nearest cent: $2,142,889.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2027-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $236,200.00
f. Value of collateral, to the nearest cent: $162,085.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2027-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,442,800.00
f. Value of collateral, to the nearest cent: $979,791.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2028-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $128,500.00
f. Value of collateral, to the nearest cent: $86,488.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2028-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $278,500.00
f. Value of collateral, to the nearest cent: $184,027.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2028-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $197,800.00
f. Value of collateral, to the nearest cent: $131,926.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2028-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,826,800.00
f. Value of collateral, to the nearest cent: $1,849,094.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2035-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,320,500.00
f. Value of collateral, to the nearest cent: $1,711,784.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2035-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,897,500.00
f. Value of collateral, to the nearest cent: $1,468,568.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2029-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $120,400.00
f. Value of collateral, to the nearest cent: $78,055.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2029-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $152,600.00
f. Value of collateral, to the nearest cent: $97,163.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2029-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,784,800.00
f. Value of collateral, to the nearest cent: $2,432,074.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2029-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,232,800.00
f. Value of collateral, to the nearest cent: $2,040,155.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2030-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,389,800.00
f. Value of collateral, to the nearest cent: $2,720,885.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2030-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,300.00
f. Value of collateral, to the nearest cent: $16,444.86
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2030-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $234,300.00
f. Value of collateral, to the nearest cent: $143,984.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2031-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $753,300.00
f. Value of collateral, to the nearest cent: $454,902.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2036-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,070,500.00
f. Value of collateral, to the nearest cent: $1,032,268.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2036-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,680,500.00
f. Value of collateral, to the nearest cent: $1,802,672.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2037-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $692,500.00
f. Value of collateral, to the nearest cent: $333,383.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2037-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $193,300.00
f. Value of collateral, to the nearest cent: $92,165.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2038-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $238,300.00
f. Value of collateral, to the nearest cent: $111,531.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2037-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,766,000.00
f. Value of collateral, to the nearest cent: $1,778,945.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2038-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,471,000.00
f. Value of collateral, to the nearest cent: $1,145,407.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2038-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $120,600.00
f. Value of collateral, to the nearest cent: $55,378.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2039-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,914,600.00
f. Value of collateral, to the nearest cent: $1,765,132.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2038-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,894,300.00
f. Value of collateral, to the nearest cent: $2,684,205.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2039-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,788,300.00
f. Value of collateral, to the nearest cent: $1,246,147.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2039-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76,000.00
f. Value of collateral, to the nearest cent: $33,691.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2039-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,365,000.00
f. Value of collateral, to the nearest cent: $2,355,664.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2040-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $363,200.00
f. Value of collateral, to the nearest cent: $158,329.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2040-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,236,000.00
f. Value of collateral, to the nearest cent: $2,687,591.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2040-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $289,600.00
f. Value of collateral, to the nearest cent: $123,795.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2040-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,844,900.00
f. Value of collateral, to the nearest cent: $2,056,127.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2041-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $423,000.00
f. Value of collateral, to the nearest cent: $177,753.06
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2041-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $218,900.00
f. Value of collateral, to the nearest cent: $91,066.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2041-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,212,000.00
f. Value of collateral, to the nearest cent: $2,975,238.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2041-11-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,900.00
f. Value of collateral, to the nearest cent: $22,845.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2042-02-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $326,000.00
f. Value of collateral, to the nearest cent: $131,883.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2042-05-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,900.00
f. Value of collateral, to the nearest cent: $17,169.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT
b. Maturity date: 2042-08-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66,000.00
f. Value of collateral, to the nearest cent: $26,153.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,000,000,000.00
Item 26. Name of the Issuer
UBS SECURITIES LLC (REPO)
Item 27. The title of the issue (including coupon or yield)
UBS SECURITIES LLC (REPO) 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0UBS18GI7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
0000230611
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
X Yes    No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-07-15
from:
to:
c. Coupon or yield: 5.151
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,000.00
f. Value of collateral, to the nearest cent: $2,135.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 158.6666
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,159.00
f. Value of collateral, to the nearest cent: $553.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 110.6666
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54,690.00
f. Value of collateral, to the nearest cent: $6,119.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 238
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,106.00
f. Value of collateral, to the nearest cent: $518.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 130.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,106.00
f. Value of collateral, to the nearest cent: $2,956.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 119
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52,212.00
f. Value of collateral, to the nearest cent: $572.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2021-09-15
from:
to:
c. Coupon or yield: 11.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52,212.00
f. Value of collateral, to the nearest cent: $5,257.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2013-10-15
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,000.00
f. Value of collateral, to the nearest cent: $59.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2020-09-25
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,000.00
f. Value of collateral, to the nearest cent: $106.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2021-05-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $2.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2021-08-25
from:
to:
c. Coupon or yield: 8.2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $4.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2022-08-25
from:
to:
c. Coupon or yield: 11.01
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,500.00
f. Value of collateral, to the nearest cent: $147.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2018-10-25
from:
to:
c. Coupon or yield: 9.25
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,000.00
f. Value of collateral, to the nearest cent: $9.56
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2023-12-15
from:
to:
c. Coupon or yield: 6.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $450,000.00
f. Value of collateral, to the nearest cent: $12,961.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2041-11-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,795,054.00
f. Value of collateral, to the nearest cent: $16,251,069.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2039-03-25
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,550,000.00
f. Value of collateral, to the nearest cent: $19,337,418.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD
b. Maturity date: 2040-05-25
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,250,000.00
f. Value of collateral, to the nearest cent: $6,081,424.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2042-04-25
from:
to:
c. Coupon or yield: 6.2835
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,587,336.00
f. Value of collateral, to the nearest cent: $2,103,160.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD
b. Maturity date: 2031-05-25
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,103,000.00
f. Value of collateral, to the nearest cent: $11,584,292.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2039-05-25
from:
to:
c. Coupon or yield: 5.8335
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,234,222.00
f. Value of collateral, to the nearest cent: $6,712,157.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2039-06-25
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,566,112.00
f. Value of collateral, to the nearest cent: $24,630,252.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD
b. Maturity date: 2042-03-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,437,666.00
f. Value of collateral, to the nearest cent: $858,953.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD
b. Maturity date: 2042-10-25
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $220,000.00
f. Value of collateral, to the nearest cent: $210,994.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD
b. Maturity date: 2042-09-25
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $737,000.00
f. Value of collateral, to the nearest cent: $726,422.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR
b. Maturity date: 2042-11-25
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $119,775.00
f. Value of collateral, to the nearest cent: $108,352.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR
b. Maturity date: 2042-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,801,539.00
f. Value of collateral, to the nearest cent: $1,585,017.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR
b. Maturity date: 2042-11-25
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $38,901,926.00
f. Value of collateral, to the nearest cent: $5,527,535.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2040-07-15
from:
to:
c. Coupon or yield: 1.221
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,770,000.00
f. Value of collateral, to the nearest cent: $14,481,049.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2040-08-15
from:
to:
c. Coupon or yield: 1.221
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,126,165.00
f. Value of collateral, to the nearest cent: $13,027,002.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2028-08-15
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,500,000.00
f. Value of collateral, to the nearest cent: $5,460,348.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2028-08-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,000,000.00
f. Value of collateral, to the nearest cent: $4,713,403.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2028-09-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $1,356,256.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac Structured Pass Through Certificates
b. Maturity date: 2044-11-25
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,202,000.00
f. Value of collateral, to the nearest cent: $6,210,850.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2025-02-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,500,000.00
f. Value of collateral, to the nearest cent: $5,733,199.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2037-10-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,595,000.00
f. Value of collateral, to the nearest cent: $2,450,589.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2037-03-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,865,000.00
f. Value of collateral, to the nearest cent: $17,937,293.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2036-04-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,250,000.00
f. Value of collateral, to the nearest cent: $604,940.58
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2041-09-15
from:
to:
c. Coupon or yield: 5.729
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,396,218.00
f. Value of collateral, to the nearest cent: $6,085,620.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2032-01-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,037.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac Structured Pass Through Certificates
b. Maturity date: 2021-12-25
from:
to:
c. Coupon or yield: 2.873
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,075,000.00
f. Value of collateral, to the nearest cent: $5,405,626.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2041-04-15
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,726,257.00
f. Value of collateral, to the nearest cent: $460,317.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2041-10-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $60,000.00
f. Value of collateral, to the nearest cent: $32,246.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2039-04-15
from:
to:
c. Coupon or yield: 5.829
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,000,000.00
f. Value of collateral, to the nearest cent: $8,498,472.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Freddie Mac Structured Pass Through Certificates
b. Maturity date: 2022-03-25
from:
to:
c. Coupon or yield: 2.272
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,600,000.00
f. Value of collateral, to the nearest cent: $9,763,608.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2042-08-15
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,000.00
f. Value of collateral, to the nearest cent: $11,768.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2039-04-15
from:
to:
c. Coupon or yield: 5.886
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,927,380.00
f. Value of collateral, to the nearest cent: $6,430,955.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2039-05-15
from:
to:
c. Coupon or yield: 5.886
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,000,000.00
f. Value of collateral, to the nearest cent: $8,845,295.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP
b. Maturity date: 2027-09-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,406,449.00
f. Value of collateral, to the nearest cent: $2,225,292.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-10-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,960,969.00
f. Value of collateral, to the nearest cent: $8,274,954.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-10-15
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $625,584.00
f. Value of collateral, to the nearest cent: $550,716.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-09-15
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $10,268,366.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-10-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,527,925.00
f. Value of collateral, to the nearest cent: $1,503,684.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-05-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,854,000.00
f. Value of collateral, to the nearest cent: $2,248,032.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-10-15
from:
to:
c. Coupon or yield: 0.000000
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,171,376.00
f. Value of collateral, to the nearest cent: $8,410,060.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT
b. Maturity date: 2042-01-15
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89,000.00
f. Value of collateral, to the nearest cent: $90,478.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2025-04-15
from:
to:
c. Coupon or yield: 3
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30,000,000.00
f. Value of collateral, to the nearest cent: $18,665,202.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2017-05-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $94,000.00
f. Value of collateral, to the nearest cent: $6.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2032-10-15
from:
to:
c. Coupon or yield: 0.464
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39,600,000.00
f. Value of collateral, to the nearest cent: $1,470,105.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2032-11-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $83,775.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2033-01-25
from:
to:
c. Coupon or yield: 3.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32,500,000.00
f. Value of collateral, to the nearest cent: $4,021,540.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FANNIE MAE
b. Maturity date: 2033-12-25
from:
to:
c. Coupon or yield: 6
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $1,446.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDDIE MAC
b. Maturity date: 2033-06-15
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,500,000.00
f. Value of collateral, to the nearest cent: $8,660.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2035-05-15
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,176,000.00
f. Value of collateral, to the nearest cent: $6,037,474.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2035-09-15
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $5,690,423.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2038-02-25
from:
to:
c. Coupon or yield: 1.4107
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76,136,488.00
f. Value of collateral, to the nearest cent: $18,606,587.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2040-10-25
from:
to:
c. Coupon or yield: 6.3835
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,001,125.00
f. Value of collateral, to the nearest cent: $2,861,085.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2039-02-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,375,000.00
f. Value of collateral, to the nearest cent: $1,181,949.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2027-10-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000,000.00
f. Value of collateral, to the nearest cent: $655,925.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2019-12-25
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000,000.00
f. Value of collateral, to the nearest cent: $4,420,527.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2039-05-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $480,712.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2040-04-25
from:
to:
c. Coupon or yield: 1.2165
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35,650,000.00
f. Value of collateral, to the nearest cent: $15,605,667.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Fannie Mae REMIC Trust
b. Maturity date: 2039-11-25
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000,000.00
f. Value of collateral, to the nearest cent: $3,345,950.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Federal Home Loan Mortgage Corporation
b. Maturity date: 2027-07-15
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,000,000.00
f. Value of collateral, to the nearest cent: $3,074,889.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2033-05-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,930.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GINNIE MAE
b. Maturity date: 2034-10-20
from:
to:
c. Coupon or yield: 5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,767.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATL MTG ASSN GTD
b. Maturity date: 2036-04-20
from:
to:
c. Coupon or yield: 6.0315
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75,000,000.00
f. Value of collateral, to the nearest cent: $2,464,845.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2036-11-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,992.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae Remic Trust
b. Maturity date: 2039-07-20
from:
to:
c. Coupon or yield: 5.7815
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $108,204,750.00
f. Value of collateral, to the nearest cent: $4,507,540.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae Remic Trust
b. Maturity date: 2039-06-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,000,000.00
f. Value of collateral, to the nearest cent: $9,396,363.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2042-06-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $77,000.00
f. Value of collateral, to the nearest cent: $76,484.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2038-07-20
from:
to:
c. Coupon or yield: 5.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,987.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2041-10-20
from:
to:
c. Coupon or yield: 2
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,758,998.00
f. Value of collateral, to the nearest cent: $8,885,420.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2042-08-20
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $437,000.00
f. Value of collateral, to the nearest cent: $402,422.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2038-08-20
from:
to:
c. Coupon or yield: 5.75
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $6,012.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2036-11-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,343,000.00
f. Value of collateral, to the nearest cent: $7,957,939.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2033-03-20
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,540,000.00
f. Value of collateral, to the nearest cent: $8,272,648.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: Ginnie Mae REMIC Trust
b. Maturity date: 2023-10-16
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,750,000.00
f. Value of collateral, to the nearest cent: $1,739,558.16
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC
b. Maturity date: 2040-12-20
from:
to:
c. Coupon or yield: 6.4315
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75,234,880.00
f. Value of collateral, to the nearest cent: $14,793,271.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC
b. Maturity date: 2040-08-20
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,000.00
f. Value of collateral, to the nearest cent: $5,041.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATL MTG ASSN GTD
b. Maturity date: 2040-05-20
from:
to:
c. Coupon or yield: 3.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,350,000.00
f. Value of collateral, to the nearest cent: $16,709,618.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC
b. Maturity date: 2041-04-16
from:
to:
c. Coupon or yield: 4.5
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $29,100,029.00
f. Value of collateral, to the nearest cent: $997,164.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC
b. Maturity date: 2042-10-16
from:
to:
c. Coupon or yield: 4
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,463,648.00
f. Value of collateral, to the nearest cent: $2,716,133.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$400,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$400,000,000.00
Item 26. Name of the Issuer
US BANK NA
Item 27. The title of the issue (including coupon or yield)
US BANK NA 0.18
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
0FBK01AD0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
830013
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
Time Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$500,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$500,000,000.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828NY2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-09-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$150,724,101.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$150,714,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$150,714,900.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828PR5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$457,600,000.00
Item 41. The total current amortized cost, to the nearest cent
$458,114,755.18
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$458,136,307.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$458,136,307.20
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828NN6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-07-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$393,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$395,208,595.04
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$395,210,625.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$395,210,625.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1.375
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828NC0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$966,100,000.00
Item 41. The total current amortized cost, to the nearest cent
$972,137,813.69
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$972,288,836.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$972,288,836.60
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828NH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$121,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$122,574,192.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$122,599,949.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$122,599,949.80
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828QL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$214,730,000.00
Item 41. The total current amortized cost, to the nearest cent
$215,211,616.59
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$215,250,076.06
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$215,250,076.06
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828RK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-09-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,142,470,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,141,701,004.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,141,622,287.26
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,141,622,287.26
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828QK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,274,986.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,304,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,304,600.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828PU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-11-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$500,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$501,469,020.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$501,445,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$501,445,500.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 0.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828QE3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$288,200,000.00
Item 41. The total current amortized cost, to the nearest cent
$288,793,349.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$288,853,061.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$288,853,061.20
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828MX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$1,050,400,000.00
Item 41. The total current amortized cost, to the nearest cent
$1,057,704,427.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$1,057,950,275.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$1,057,950,275.20
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 3.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828JB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$319,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$325,045,212.41
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$325,130,861.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$325,130,861.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 3.375
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828JD3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-06-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-06-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$298,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$304,122,262.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$304,274,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$304,274,390.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 3.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828HY9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-04-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$744,750,000.00
Item 41. The total current amortized cost, to the nearest cent
$755,472,605.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$755,659,098.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$755,659,098.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 3.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828BA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-05-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$370,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$376,745,282.49
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$376,865,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$376,865,350.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 2.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828HT0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-28
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$69,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$69,571,931.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$69,584,913.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$69,584,913.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1.375
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828MN7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-02-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$234,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$235,274,469.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$235,315,356.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$235,315,356.50
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1.375
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828MT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-03-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-03-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$310,610,000.00
Item 41. The total current amortized cost, to the nearest cent
$311,944,707.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$312,005,260.12
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$312,005,260.12
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 1.375
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828MG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-01-15
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$262,850,000.00
Item 41. The total current amortized cost, to the nearest cent
$263,487,880.15
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$263,507,125.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$263,507,125.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 3.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828JK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-08-31
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$781,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$799,945,899.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$799,823,662.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$799,823,662.00
Item 26. Name of the Issuer
US TREASURY
Item 27. The title of the issue (including coupon or yield)
US TREASURY 3.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828JM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2013-09-30
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$162,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$166,304,648.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$166,290,408.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$166,290,408.00
Item 26. Name of the Issuer
VERSAILLES COMMERCIAL PAPER LLC
Item 27. The title of the issue (including coupon or yield)
VERSAILLES COMMERCIAL PAPER LLC 0.310
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
92512LM32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-03
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
X Yes    No
a. The type of enhancement
Liquidity/Partial C/E
b. The identity of the enhancement provider
IXIS FINANCIAL PRODUCTS INC
c. Designated NRSRO(s) for the enhancement or enhancement provider
N/A
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
N/A
Item 40. The total principal amount of the security held by the series, to the nearest cent
$125,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$124,965,555.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$124,965,555.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$124,965,555.00
Item 26. Name of the Issuer
WESTPAC SECURITIES NZ LIMITED
Item 27. The title of the issue (including coupon or yield)
WESTPAC SECURITIES NZ LIMITED 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
96122GMC6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-12-12
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$120,058,000.00
Item 41. The total current amortized cost, to the nearest cent
$120,027,918.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$120,043,593.04
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$120,043,593.04
Item 26. Name of the Issuer
WINDMILL FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
WINDMILL FUNDING CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
97342GL88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-08
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,900,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,897,624.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,898,473.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,898,473.00
Item 26. Name of the Issuer
WINDMILL FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
WINDMILL FUNDING CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
97342GL21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-02
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$55,648,000.00
Item 41. The total current amortized cost, to the nearest cent
$55,647,629.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$55,647,443.52
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$55,647,443.52
Item 26. Name of the Issuer
WINDMILL FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield)
WINDMILL FUNDING CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
97342GL13
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
   Yes X No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2012-11-01
Item 37. Does the security have a Demand Feature?
   Yes X No
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
   Yes X No
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
   Yes X No
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$45,500,000.00
Item 41. The total current amortized cost, to the nearest cent
$45,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
   Yes X No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$45,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$45,500,000.00