N-MFP LIVE N 2010-12-30 0000276516 S000007117 1 N N 002-62417 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY RESEARCH & ANALYSIS COMPANY (FRAC) 801-28774 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA N/A FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 55 88 16075547128.80 8507897.18 30875646.26 16053179379.72 0.0041 1.0001 2010-12-30 1.0001 2010-12-30 C000019446 100000.00 16053179379.72 1.00 -132800325.57 776316496.85 909116822.42 0.0001 1.0001 2010-12-30 1.0001 2010-12-30 Bank of Montreal Bank of Montreal, 0.28% 06366FXE6 Certificate of Deposit First Tier Security 2011-01-18 2011-03-17 N N N 32000000.00 32000000.00 0.0020 N 31996480.00 31996480.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 53000000.00 53000000.00 0.0033 N 52992050.00 52992050.00 Bank of Montreal Bank of Montreal, 0.50% 06366F6D8 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 100000000.00 100000000.00 0.0062 N 100075430.00 100075430.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06416P5J4 Certificate of Deposit First Tier Security 2011-01-18 2011-04-13 N N N 52000000.00 52000000.00 0.0032 N 52001040.00 52001040.00 Bank of Nova Scotia Bank of Nova Scotia, 0.35% 06417DJE6 Certificate of Deposit First Tier Security 2011-02-16 2011-12-16 N N N 27000000.00 27000000.00 0.0017 N 26954019.00 26954019.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.28% 06538A3K9 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 43000000.00 42999999.45 0.0027 N 43000047.30 43000047.30 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3Q6 Certificate of Deposit First Tier Security 2011-07-07 2011-07-07 N N N 53000000.00 53000000.00 0.0033 N 52997074.40 52997074.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 52000000.00 52000000.00 0.0032 N 51997114.00 51997114.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3V5 Certificate of Deposit First Tier Security 2011-07-11 2011-07-11 N N N 52000000.00 52000000.00 0.0032 N 51997067.20 51997067.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT47 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 107000000.00 107000000.00 0.0067 N 107026728.60 107026728.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.54% 06538AS63 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 52000000.00 52000000.00 0.0032 N 52013135.20 52013135.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.62% 06538AP66 Certificate of Deposit First Tier Security 2011-01-25 2011-01-25 N N N 132000000.00 132000000.00 0.0082 N 132032010.00 132032010.00 Barclays Bank PLC New York Branch Barclays Bank PLC New York Branch, 0.30% 06740MSY0 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 201000000.00 201000000.00 0.0125 N 200999979.90 200999979.90 BNP Paribas New York Branch BNP Paribas New York Branch, 0.30% 0556M5YY5 Certificate of Deposit First Tier Security 2011-02-23 2011-02-23 N N N 160000000.00 160000000.00 0.0100 N 159995184.00 159995184.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.37% 0556M5B20 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 275000000.00 275000000.00 0.0171 N 274999945.00 274999945.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.44% 0556M5RC1 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 100000000.00 100000000.00 0.0062 N 100014470.00 100014470.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.48% 0556M5ND3 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 209000000.00 209000000.00 0.0130 N 209049031.40 209049031.40 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF52 Certificate of Deposit First Tier Security 2011-01-04 2011-10-04 N N N 52000000.00 52000000.00 0.0032 N 51980604.00 51980604.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF86 Certificate of Deposit First Tier Security 2011-01-10 2011-11-07 N N N 104000000.00 104000000.00 0.0065 N 103956424.00 103956424.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XA57 Certificate of Deposit First Tier Security 2011-01-04 2011-04-01 N N N 53000000.00 53000557.08 0.0033 N 52991785.00 52991785.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.43% 13606XB49 Certificate of Deposit First Tier Security 2011-01-07 2011-05-09 N N N 27000000.00 27000000.00 0.0017 N 26997327.00 26997327.00 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 140000000.00 140000000.00 0.0087 N 139999986.00 139999986.00 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.30% 25154TXE2 Certificate of Deposit First Tier Security 2011-03-03 2011-03-03 N N N 100000000.00 100000000.00 0.0062 N 99998270.00 99998270.00 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 51000000.00 51000000.00 0.0032 N 51005803.80 51005803.80 Intesa Sanpaolo SpA New York Branch Intesa Sanpaolo SpA New York Branch, 0.35% 46115KGD6 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 51000000.00 51000000.00 0.0032 N 51000000.00 51000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.45% 51488P5M6 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 202000000.00 202000000.00 0.0126 N 202013130.00 202013130.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 136000000.00 136000000.00 0.0085 N 135942336.00 135942336.00 Natixis SA Natixis SA, 0.35% 63873BT80 Certificate of Deposit First Tier Security 2011-01-19 2011-01-19 N N N 73000000.00 73000000.00 0.0045 N 73003080.60 73003080.60 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 105000000.00 105000000.00 0.0065 N 105007875.00 105007875.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2011-01-31 2011-02-01 Y NATIXIS N Y BRH N/A N/A N N 107000000.00 107000000.00 0.0067 N 107017869.00 107017869.00 Natixis SA Natixis SA, 0.66% 63873BXH5 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 Y NATIXIS N Y BRH N/A N/A N N 139000000.00 139000000.00 0.0087 N 139000000.00 139000000.00 Natixis SA Natixis SA, 2.00% 63873BHT7 Certificate of Deposit First Tier Security 2011-03-22 2011-03-22 Y NATIXIS N Y BRH N/A N/A N N 88000000.00 88000000.00 0.0055 N 87879440.00 87879440.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX41 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 N N N 81000000.00 81000000.00 0.0050 N 81002227.50 81002227.50 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.60% 65556Q3Q4 Certificate of Deposit First Tier Security 2011-01-11 2011-01-11 N N N 52000000.00 52000000.00 0.0032 N 52005231.20 52005231.20 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCP8 Certificate of Deposit First Tier Security 2011-01-24 2011-02-24 N N N 61000000.00 61000000.00 0.0038 N 60990850.00 60990850.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.34% 74977MLX1 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 83000000.00 83000000.00 0.0052 N 83007785.40 83007785.40 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.50% 74977MMB8 Certificate of Deposit First Tier Security 2011-09-12 2011-09-12 N N N 52000000.00 52000000.00 0.0032 N 52018101.20 52018101.20 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-12-30 N N N 110000000.00 110000000.00 0.0069 N 110162690.00 110162690.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JZV0 Certificate of Deposit First Tier Security 2011-01-12 2011-03-14 N N N 5000000.00 5000000.00 0.0003 N 4999490.00 4999490.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JA39 Certificate of Deposit First Tier Security 2011-01-18 2011-03-18 N N N 16000000.00 16000000.00 0.0010 N 15998496.00 15998496.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JYW9 Certificate of Deposit First Tier Security 2011-01-21 2011-01-21 N N N 10000000.00 10000000.00 0.0006 N 9999880.00 9999880.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 75000000.00 75000000.00 0.0047 N 75002122.50 75002122.50 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 100000000.00 100000000.00 0.0062 N 100003160.00 100003160.00 Societe Generale Societe Generale, 1.49% 8336P2ZP6 Certificate of Deposit First Tier Security 2011-02-05 2011-02-05 Y SOCGEN N/A N/A N N 30000000.00 30000000.00 0.0019 N 29997690.00 29997690.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GA52 Certificate of Deposit First Tier Security 2011-01-11 2011-01-11 N N N 52000000.00 52000000.00 0.0032 N 52000156.00 52000156.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD34 Certificate of Deposit First Tier Security 2011-01-24 2011-01-24 N N N 50000000.00 50000000.00 0.0031 N 50000330.00 50000330.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD67 Certificate of Deposit First Tier Security 2011-01-28 2011-01-28 N N N 25000000.00 25000000.00 0.0016 N 25000192.50 25000192.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYC1 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 26000000.00 26000000.00 0.0016 N 26000374.40 26000374.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GYE7 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 40000000.00 40000000.00 0.0025 N 40000620.00 40000620.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH97 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 25000000.00 25000000.00 0.0016 N 25000312.50 25000312.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GG80 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 100000000.00 100000000.00 0.0062 N 100001360.00 100001360.00 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BGA7 Certificate of Deposit First Tier Security 2011-02-24 2011-02-24 N N N 69000000.00 69001033.15 0.0043 N 69005754.60 69005754.60 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 100000000.00 100001691.84 0.0062 N 99984610.00 99984610.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YAX1 Certificate of Deposit First Tier Security 2011-01-10 2011-03-10 N N N 13000000.00 13000000.00 0.0008 N 12998778.00 12998778.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.27% 89112YAJ2 Certificate of Deposit First Tier Security 2011-01-04 2011-02-04 N N N 26000000.00 26000000.00 0.0016 N 25999376.00 25999376.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 148000000.00 148000000.00 0.0092 N 148009353.60 148009353.60 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 98000000.00 98000000.00 0.0061 N 97993365.40 97993365.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991TC9 0000008565 Certificate of Deposit First Tier Security 2011-04-04 2011-04-04 N N N 25000000.00 25000000.00 0.0016 N 24998695.00 24998695.00 Credit Agricole SA Credit Agricole SA, 0.30% 22999KKT8 0001191672 Certificate of Deposit First Tier Security 2011-02-08 2011-02-08 N N N 181000000.00 181000000.00 0.0113 N 180999963.80 180999963.80 Credit Agricole SA Credit Agricole SA, 0.40% 22999KKD3 0001191672 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 126000000.00 126000000.00 0.0078 N 126001537.20 126001537.20 Credit Agricole SA Credit Agricole SA, 0.44% 22999KKK7 0001191672 Certificate of Deposit First Tier Security 2011-04-14 2011-04-14 N N N 144000000.00 144000000.00 0.0090 N 144037252.80 144037252.80 Credit Agricole SA Credit Agricole SA, 0.45% 22999KKM3 0001191672 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 107000000.00 107000000.00 0.0067 N 106999860.90 106999860.90 Credit Industriel et Commercial Credit Industriel et Commercial, 0.35% 22999AHB3 0001274419 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 89000000.00 89000000.00 0.0055 N 89005046.30 89005046.30 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHC1 0001274419 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 176000000.00 176000000.00 0.0110 N 176033211.20 176033211.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHD9 0001274419 Certificate of Deposit First Tier Security 2011-02-16 2011-02-16 N N N 75000000.00 75000000.00 0.0047 N 75019567.50 75019567.50 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 50000000.00 50000256.94 0.0031 N 50000260.00 50000260.00 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 52000000.00 52000000.00 0.0032 N 52000566.80 52000566.80 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 50000000.00 50000000.00 0.0031 N 50001470.00 50001470.00 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 78000000.00 78000000.00 0.0049 N 78002074.80 78002074.80 HSBC Bank PLC HSBC Bank PLC, 0.50% 35X99QAL8 0001140465 Certificate of Deposit First Tier Security 2011-08-29 2011-08-29 N N N 26000000.00 26000000.00 0.0016 N 26018977.40 26018977.40 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 55000000.00 55000000.00 0.0034 N 55000319.00 55000319.00 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 50000000.00 50000000.00 0.0031 N 49999995.00 49999995.00 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 50000000.00 50000000.00 0.0031 N 49999995.00 49999995.00 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 104000000.00 104000000.00 0.0065 N 103999979.20 103999979.20 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 77000000.00 77000000.00 0.0048 N 77000669.90 77000669.90 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 75000000.00 75000000.00 0.0047 N 74999992.50 74999992.50 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 49000000.00 49000000.00 0.0031 N 49001058.40 49001058.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 50000000.00 50000000.00 0.0031 N 50001800.00 50001800.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 94000000.00 94000000.00 0.0059 N 94029375.00 94029375.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908A8 0000833029 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 102000000.00 102000000.00 0.0064 N 101999989.80 101999989.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 222000000.00 222000000.00 0.0138 N 221999977.80 221999977.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 6329907Y7 0000833029 Certificate of Deposit First Tier Security 2011-06-10 2011-06-10 N N N 25000000.00 25000554.41 0.0016 N 25002775.00 25002775.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.43% 6329907X9 0000833029 Certificate of Deposit First Tier Security 2011-06-06 2011-06-06 N N N 75000000.00 75000000.00 0.0047 N 75008115.00 75008115.00 Societe Generale Societe Generale, 0.32% 39A99MBN9 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 31000000.00 31000000.00 0.0019 N 31000647.90 31000647.90 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 69000000.00 69000000.00 0.0043 N 69001828.50 69001828.50 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CR40 Financial Company Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N N 49000000.00 48959493.35 0.0030 N 48975308.90 48975308.90 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQH6 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 99000000.00 98938125.00 0.0062 N 98960291.10 98960291.10 Barclays Bank PLC (CCP FDG) Barclays Bank PLC (CCP FDG), 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 25000000.00 24990222.21 0.0016 N 24991875.00 24991875.00 BP Capital Markets PLC BP Capital Markets PLC, 0.48% 05568UN77 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 24000000.00 23998080.00 0.0015 N 23998226.40 23998226.40 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BNQ7 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-01-24 N N N 99000000.00 98979127.51 0.0062 N 98983298.70 98983298.70 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.35% 20260BP77 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 51000000.00 50981654.17 0.0032 N 50985143.70 50985143.70 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.36% 20260BP10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 59000000.00 58981964.02 0.0037 N 58986152.70 58986152.70 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.37% 20260BNB0 Financial Company Commercial Paper First Tier Security 2011-01-11 2011-01-11 N N N 59000000.00 58993936.11 0.0037 N 58995852.30 58995852.30 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.42% 20260BN46 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 79000000.00 78997235.00 0.0049 N 78998072.40 78998072.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAR7 Financial Company Commercial Paper First Tier Security 2011-02-04 2011-10-28 N N N 39000000.00 39000000.00 0.0024 N 38983776.00 38983776.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAB2 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-06-02 N N N 26000000.00 26000000.00 0.0016 N 26003822.00 26003822.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAD8 Financial Company Commercial Paper First Tier Security 2011-03-10 2011-06-03 N N N 21000000.00 21000000.00 0.0013 N 21005565.00 21005565.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-11-21 N N N 25000000.00 25000000.00 0.0016 N 24989100.00 24989100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-08-26 N N N 26000000.00 26000000.00 0.0016 N 25995918.00 25995918.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EBQW4 Financial Company Commercial Paper First Tier Security 2011-03-30 2011-03-30 N N N 119000000.00 118912733.33 0.0074 N 118902420.00 118902420.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 31000000.00 30989494.45 0.0019 N 30990042.80 30990042.80 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 31000000.00 30989231.81 0.0019 N 30989729.70 30989729.70 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.30% 25153KQP5 Financial Company Commercial Paper First Tier Security 2011-03-23 2011-03-23 N N N 147000000.00 146900775.00 0.0092 N 146891175.90 146891175.90 DnB NOR Bank ASA DnB NOR Bank ASA, 0.35% 2332K1Q78 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-03-07 N N N 51000000.00 50967770.84 0.0032 N 50970639.30 50970639.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 44000000.00 43981911.11 0.0027 N 43987182.80 43987182.80 DnB NOR Bank ASA DnB NOR Bank ASA, 0.62% 2332K1N55 Financial Company Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N N 25000000.00 24998277.78 0.0016 N 24999235.00 24999235.00 Intesa Funding LLC Intesa Funding LLC, 0.32% 4611K1P90 Financial Company Commercial Paper First Tier Security 2011-02-09 2011-02-09 N N N 50956000.00 50938335.24 0.0032 N 50937691.51 50937691.51 Intesa Funding LLC Intesa Funding LLC, 0.45% 4611K1NJ0 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 92000000.00 91980450.00 0.0057 N 91986430.00 91986430.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1NE9 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 212000000.00 211965550.00 0.0132 N 211974602.40 211974602.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 51489HN68 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 67000000.00 66996277.78 0.0042 N 66997541.10 66997541.10 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.35% 6323A1NK8 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-01-19 N N N 69000000.00 68987924.99 0.0043 N 68991002.40 68991002.40 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1P26 Financial Company Commercial Paper First Tier Security 2011-02-02 2011-02-02 N N N 26000000.00 25990755.55 0.0016 N 25993661.20 25993661.20 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PH8 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 20000000.00 19992166.67 0.0012 N 19992160.00 19992160.00 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PN5 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-02-22 N N N 12000000.00 11994800.00 0.0007 N 11994682.80 11994682.80 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QE4 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 30000000.00 29979000.00 0.0019 N 29980593.00 29980593.00 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QN4 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-03-22 N N N 16000000.00 15987555.55 0.0010 N 15988336.00 15988336.00 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-02-02 Y NATIXIS US FINA N/A N/A N N 119000000.00 119000000.00 0.0074 N 118970964.00 118970964.00 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1PQ4 Financial Company Commercial Paper First Tier Security 2011-02-24 2011-02-24 N N N 31000000.00 30983725.00 0.0019 N 30987069.90 30987069.90 Nordea North America, Inc. Nordea North America, Inc., 0.35% 6555P1Q18 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 10000000.00 9994263.89 0.0006 N 9995333.00 9995333.00 Royal Bank of Canada Royal Bank of Canada, 0.40% 78009BTG7 Financial Company Commercial Paper First Tier Security 2011-06-16 2011-06-16 N N N 101000000.00 100813711.14 0.0063 N 100878183.90 100878183.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.30% 83050UN79 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 59000000.00 58997050.00 0.0037 N 58997474.80 58997474.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.33% 83365SP15 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 80000000.00 79977266.67 0.0050 N 79981224.00 79981224.00 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.35% 83365SQ14 Financial Company Commercial Paper First Tier Security 2011-03-01 2011-03-01 N N N 100000000.00 99942638.88 0.0062 N 99948330.00 99948330.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HP79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 25000000.00 24991006.94 0.0016 N 24992717.50 24992717.50 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HPE4 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 25000000.00 24989305.56 0.0016 N 24990937.50 24990937.50 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 37000000.00 36995683.33 0.0023 N 36996858.70 36996858.70 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QWF3 Financial Company Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N N 18000000.00 17948600.01 0.0011 N 17935758.00 17935758.00 Toyota Credit Canada, Inc. Toyota Credit Canada, Inc., 0.26% 89232DN42 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 35000000.00 34999241.67 0.0022 N 34999650.00 34999650.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HRC0 Financial Company Commercial Paper First Tier Security 2011-04-12 2011-04-12 N N N 12000000.00 11988216.67 0.0007 N 11990547.60 11990547.60 Unicredit Delaware, Inc. Unicredit Delaware, Inc., 0.44% 90467BNE8 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 7000000.00 6998887.78 0.0004 N 6999195.70 6999195.70 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N62 Financial Company Commercial Paper First Tier Security 2011-01-06 2011-01-06 N N N 25000000.00 24998611.11 0.0016 N 24998917.50 24998917.50 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.40% 9046Q3N70 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 38000000.00 37997466.67 0.0024 N 37998077.20 37998077.20 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-09-19 N N N 88500000.00 88500000.00 0.0055 N 88468848.00 88468848.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-09-23 N N N 88500000.00 88500000.00 0.0055 N 88468317.00 88468317.00 Westpac Banking Corp. Westpac Banking Corp., 0.36% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-10-07 N N N 53000000.00 53000000.00 0.0033 N 52975991.00 52975991.00 Westpac Banking Corp. Westpac Banking Corp., 0.45% 9612C1WC7 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 49000000.00 48844425.00 0.0030 N 48835134.60 48835134.60 Gotham Funding Corp. Gotham Funding Corp., 0.30% 38346MN75 Asset Backed Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N Y LIQUIDITY BANK T-M UFJ N/A N/A 40000000.00 39998000.00 0.0025 N 39997744.00 39997744.00 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 15000000.00 14999625.00 0.0009 N 14999637.00 14999637.00 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-01-31 2011-01-31 Y CVS CAREMARK N/A N/A N N 31000000.00 31000000.00 0.0019 N 30993614.00 30993614.00 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 26000000.00 25996316.67 0.0016 N 25997205.00 25997205.00 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 8000000.00 7996720.00 0.0005 N 7997629.60 7997629.60 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 26000000.00 25986220.00 0.0016 N 25989392.00 25989392.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KNS3 Other Commercial Paper Second Tier Security 2011-01-26 2011-01-26 N N N 16000000.00 15995555.55 0.0010 N 15995886.40 15995886.40 Xerox Corp. Xerox Corp., 1.00% 98412FNQ1 Other Commercial Paper Second Tier Security 2011-01-24 2011-01-24 N N N 14000000.00 13991055.55 0.0009 N 13995305.80 13995305.80 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952C4 Treasury Debt First Tier Security 2011-02-24 2011-02-24 N N N 175000000.00 174951437.47 0.0109 N 174971650.00 174971650.00 U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127952D2 Treasury Debt First Tier Security 2011-03-03 2011-03-03 N N N 176000000.00 175943337.65 0.0110 N 175964800.00 175964800.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952H3 Treasury Debt First Tier Security 2011-03-24 2011-03-24 N N N 71000000.00 70968464.17 0.0044 N 70981824.00 70981824.00 U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127952J9 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 67000000.00 66967700.43 0.0042 N 66979766.00 66979766.00 U.S. Treasury Bills U.S. Treasury Bills, 0.21% to 0.22% 912795W64 Treasury Debt First Tier Security 2011-06-02 2011-06-02 N N N 109000000.00 108903180.19 0.0068 N 108929586.00 108929586.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 295500000.00 295167562.50 0.0184 N 295229617.50 295229617.50 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 9127952K6 Treasury Debt First Tier Security 2011-10-20 2011-10-20 N N N 52000000.00 51903619.70 0.0032 N 51903644.00 51903644.00 U.S. Treasury Bills U.S. Treasury Bills, 0.25% 9127952P5 Treasury Debt First Tier Security 2011-11-17 2011-11-17 N N N 35000000.00 34922222.22 0.0022 N 34924260.00 34924260.00 U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828KH2 Treasury Debt First Tier Security 2011-03-31 2011-03-31 N N N 86000000.00 86139526.06 0.0054 N 86141126.00 86141126.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% to 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 125000000.00 125745665.37 0.0078 N 125732375.00 125732375.00 U.S. Treasury Notes U.S. Treasury Notes, 0.28% to 0.32% 912828LW8 Treasury Debt First Tier Security 2011-09-30 2011-09-30 N N N 253000000.00 254285295.67 0.0158 N 254363923.00 254363923.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% to 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 59000000.00 59230669.48 0.0037 N 59232755.00 59232755.00 U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.48% 912828JY7 Treasury Debt First Tier Security 2011-01-31 2011-01-31 N N N 135000000.00 135043321.59 0.0084 N 135068580.00 135068580.00 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc., 0.27% 084670AW8 Other Note First Tier Security 2011-02-10 2011-02-10 N N N 41500000.00 41500000.00 0.0026 N 41499128.50 41499128.50 BP Capital Markets PLC BP Capital Markets PLC, 0.44% 05565QAW8 Other Note First Tier Security 2011-03-11 2011-04-11 N N N 59242000.00 59242000.00 0.0037 N 59265815.28 59265815.28 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 2027A0ED7 Other Note First Tier Security 2011-01-04 2011-01-04 N N N 107000000.00 107000000.00 0.0067 N 107000000.00 107000000.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 1.79% 59217EBX1 Other Note First Tier Security 2011-01-04 2011-04-07 Y MET LIFE GLBL F N/A N/A N N 29000000.00 29000000.00 0.0018 N 29059450.00 29059450.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78008FBA1 Other Note First Tier Security 2011-01-04 2011-12-30 N N N 181000000.00 181000000.00 0.0113 N 181077649.00 181077649.00 Royal Bank of Canada Royal Bank of Canada, 0.63% 78008FAN4 Other Note First Tier Security 2011-02-15 2011-12-15 N N N 85000000.00 85000000.00 0.0053 N 85097665.00 85097665.00 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 85000000.00 85000000.00 0.0053 N 85358105.00 85358105.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 107000000.00 107000000.00 0.0067 N 106954418.00 106954418.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 53000000.00 53000000.00 0.0033 N 52998410.00 52998410.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 136000000.00 136000000.00 0.0085 N 135747992.00 135747992.00 Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3133XXMM6 Government Agency Debt First Tier Security 2011-01-15 2011-09-15 N N N 271000000.00 270903509.20 0.0169 N 270933876.00 270933876.00 Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313371LM6 Government Agency Debt First Tier Security 2011-11-28 2011-11-28 N N N 141000000.00 141000000.00 0.0088 N 140897352.00 140897352.00 General Electric Capital Corp. General Electric Capital Corp., 0.46% (FDIC Guaranteed) 36967H9F6 0000040554 Government Agency Debt Corporate Bonds First Tier Security 2011-03-11 2011-03-11 N N N 23500000.00 23559083.66 0.0015 N 23568831.50 23568831.50 ABAG Fin. Auth. for Nonprofit Corps. Multi-family Hsg. Rev. ABAG Fin. Auth. for Nonprofit Corps. Multi-family Hsg. Rev., 0.31% (Miramar Apts. Proj.) Series 2000 A, LOC Fannie Mae VRDN 00037NJT4 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR PROMETHEUS REG N/A N/A 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 ABAG Fin. Auth. for Nonprofit Corps. Multi-family Hsg. Rev. ABAG Fin. Auth. for Nonprofit Corps. Multi-family Hsg. Rev., 0.31% (Southport Apts. Proj.) Series 2002 A, LOC Fannie Mae VRDN 00037NLP9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A 19995000.00 19995000.00 0.0012 N 19995000.00 19995000.00 California Hsg. Fin. Agcy. Rev. California Hsg. Fin. Agcy. Rev., 0.30% (Multifamily Hsg. Prog.) Series III 2001 E, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VR 13033KUC1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR CA MULTIFAM HSG N/A N/A LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A 27330000.00 27330000.00 0.0017 N 27330000.00 27330000.00 Milpitas Multiple-family Rev. Milpitas Multiple-family Rev., 0.30% (Crossing at Montague Proj.) Series A, LOC Fannie Mae VRDN 601641AA1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A 14000000.00 14000000.00 0.0009 N 14000000.00 14000000.00 Riverside Elec. Rev. Riverside Elec. Rev., 0.35% Series 2008 A, LOC Bank of America NA VRDN 768874PS2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 30315000.00 30315000.00 0.0019 N 30315000.00 30315000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (125 West 31st Street Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986MC60 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A OBLIGOR DURST-FETNR RES N/A N/A 12500000.00 12500000.00 0.0008 N 12500000.00 12500000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Clinton Green South Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2V6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR ARCHSTONE SMTH N/A N/A 10000000.00 10000000.00 0.0006 N 10000000.00 10000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR ARCHSTONE SMTH N/A N/A 25000000.00 25000000.00 0.0016 N 25000000.00 25000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.30% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLM N/A N/A Y FHLM N/A N/A Y OBLIGOR ATLANTIC DEV N/A N/A LETTER OF CREDIT FHLM N/A N/A 19000000.00 19000000.00 0.0012 N 19000000.00 19000000.00 Lake County Hosp. Facilities Rev. Lake County Hosp. Facilities Rev., 0.32% (Lake Hosp. Sys., Inc. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 50943PBN8 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR LAKE HSP SYS,OH N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 14000000.00 14000000.00 0.0009 N 14000000.00 14000000.00 Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. Ohio Hsg. Fin. Agcy. Residential Mtg. Rev., 0.30% Series 2006 I, (Liquidity Facility Citibank NA) VRDN 67756QBB2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A N Y OBLIGOR OH-MBS 6/1/94 N/A N/A LIQUIDITY CITIBANK N/A N/A 16400000.00 16400000.00 0.0010 N 16400000.00 16400000.00 LP Pinewood SPV LLC Taxable VRDN LP Pinewood SPV LLC Taxable VRDN, 0.29% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A 25000000.00 25000000.00 0.0016 N 25000000.00 25000000.00 Illinois Fin. Auth. Poll. Cont. Rev. Illinois Fin. Auth. Poll. Cont. Rev., 0.31% (Commonwealth Edison Co. Proj.) Series 2008 F, LOC JPMorgan Chase Bank VRDN 452033AF0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR COMWLTH EDISON N/A N/A LETTER OF CREDIT JPMC BANK N/A N/A 10100000.00 10100000.00 0.0006 N 10100000.00 10100000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.38% (OSF Healthcare Sys. Proj.) Series 2009 D, LOC JPMorgan Chase Bank VRDN 45200FWF2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR OSF HLTHCRE SYS N/A N/A 10500000.00 10500000.00 0.0007 N 10500000.00 10500000.00 Beaver County Indl. Dev. Auth. Poll. Cont. Rev. Beaver County Indl. Dev. Auth. Poll. Cont. Rev., 0.29% (FirstEnergy Nuclear Generation Corp. Proj.) Series 2006 B, LOC Citibank NA VRDN 074876GU1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y CITIBANK N/A N/A Y CITIBANK N/A N/A Y LETTER OF CREDIT CITIBANK N/A N/A OBLIGOR FIRSTENERGY COR N/A N/A 12600000.00 12600000.00 0.0008 N 12600000.00 12600000.00 Pennsylvania Higher Edl. Facilities Auth. Rev. Pennsylvania Higher Edl. Facilities Auth. Rev., 0.34% (Holy Family Univ. Proj.) Series 2008, LOC TD Banknorth, NA VRDN 70917RTA3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y TD BANK NA N/A N/A Y TD BANK NA N/A N/A Y OBLIGOR HOLY FAMILY U N/A N/A LETTER OF CREDIT TD BANK NA N/A N/A 7190000.00 7190000.00 0.0004 N 7190000.00 7190000.00 Washington Health Care Facilities Auth. Rev. Washington Health Care Facilities Auth. Rev., 0.35% (Childrens Hosp. Reg'l. Med. Ctr. Proj.) Series 2008 B, LOC Bank of America NA VRDN 93978EK43 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A OBLIGOR CHILDRENS HSP W N/A N/A 17010000.00 17010000.00 0.0011 N 17010000.00 17010000.00 Idaho Health Facilities Auth. Rev. Idaho Health Facilities Auth. Rev., 0.33% (St. Luke's Health Sys. Proj.) Series 2009 A, LOC Wells Fargo Bank NA VRDN 451295TX7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y OBLIGOR ST LUKES, ID N/A N/A LETTER OF CREDIT WELLS FARGO BA N/A N/A 17000000.00 17000000.00 0.0011 N 17000000.00 17000000.00 Austin Trust Various States Austin Trust Various States, 0.41% Participating VRDN Series BA 08 1127, (Liquidity Facility Bank of America NA) 05248PN27 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A N Y LIQUIDITY BAC-NA N/A N/A 16420000.00 16420000.00 0.0010 N 16420000.00 16420000.00 Virginia Small Bus. Fing. Virginia Small Bus. Fing., 0.39% (Children's Hosp. of The King's Daughters, Inc. Proj.) Series 2006, LOC Bank of America NA VRDN 928104KD9 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR CHILDRENS HSP K N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 16000000.00 16000000.00 0.0010 N 16000000.00 16000000.00 South Carolina Trans. Infrastructure Bank Rev. South Carolina Trans. Infrastructure Bank Rev., 0.32% Series 2003 B2, LOC Branch Banking & Trust Co. VRDN 837152QD2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BB&T-NC N/A N/A Y BB&T-NC N/A N/A Y LETTER OF CREDIT BB&T-NC N/A N/A 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 Fort Myers Util. Sys. Rev. Fort Myers Util. Sys. Rev., 0.38% Series 2009, LOC Bank of America NA VRDN 348172QM2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 13800000.00 13800000.00 0.0009 N 13800000.00 13800000.00 Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev. Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev., 0.34% Participating VRDN Series Putters 3546, (Liquidity Facility JPMorgan Chase Bank) 46633VDJ5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A N Y LIQUIDITY JPMC BANK N/A N/A 11300000.00 11300000.00 0.0007 N 11300000.00 11300000.00 Ascension Parish Indl. Dev. Board Rev. Ascension Parish Indl. Dev. Board Rev., 0.32% (IMTT-Geismar Proj.) Series 2007, LOC Fed. Home Ln. Bank Atlanta VRDN 04350RAC2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FHLB-AT N/A N/A Y FHLB-AT N/A N/A Y CONFIRMING LETTER OF CREDIT FHLB-AT N/A N/A OBLIGOR IMTT N/A N/A 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.30% (Catholic Healthcare West Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 040507JT3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR CATHOL HLT WEST N/A N/A 5600000.00 5600000.00 0.0003 N 5600000.00 5600000.00 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-03-31 Y METLIFE N/A N/A N N 45000000.00 45000000.00 0.0028 Y 45077400.00 45077400.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYQ4 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-01 2038-11-01 5.5 - 5.5 Government Agency Debt 75255949.00 45914994.49 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 45000000.00 45000000.00 0.0028 N 45000000.00 45000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4E4 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-01 2038-11-01 5.5 - 5.5 Government Agency Debt 75248614.00 45910519.28 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 45000000.00 45000000.00 0.0028 N 45000000.00 45000000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp.; Citibank NA In a joint trading account at 0.27%, dated 12/31/2010 due 01/03/2011 # 39A99P3M3 Government Agency Repurchase Agreement Y BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 315.97 316.00 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 1284.06 1330.26 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 14.75 14.79 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 0.88 0.89 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 6.32 6.47 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 494.52 505.83 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 35.14 35.49 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 7.96 8.18 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 774.75 792.12 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 0.72 0.74 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 48.06 49.18 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 0.46 0.47 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 0.14 0.14 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 99.40 99.32 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 10853.31 7745.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 205141.09 146530.31 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 1.97 2.01 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 492.35 370.28 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 112906.67 50236.40 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 13855.15 13897.16 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 1807.91 1827.12 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 6.67 6.54 US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 1018.12 1025.03 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 174851.79 92818.06 Unrated Security 2011-01-03 2011-01-03 N N N 310000.00 310000.00 0.0000 N 310000.00 310000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SLB2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-01 2039-03-01 2.3 - 5.475 Government Agency Debt 38797795.00 23470353.09 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 23000000.00 23000000.00 0.0014 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SQX9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-01 2041-01-01 3 - 3.686 Government Agency Debt 41841169.00 41838714.78 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 41000000.00 41000000.00 0.0026 N 41000000.00 41000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SMX3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-06-01 2039-03-01 2.069 - 5.475 Government Agency Debt 45240219.00 23474402.21 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 23000000.00 23000000.00 0.0014 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRT7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2040-11-01 2.103 - 2.55 Government Agency Debt 151012624.00 11223473.09 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 11000000.00 11000000.00 0.0007 N 11000000.00 11000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSH2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 2.55 - 2.55 Government Agency Debt 94205000.00 11223512.03 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 11000000.00 11000000.00 0.0007 N 11000000.00 11000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SQP6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2041-01-01 3 - 3.699 Government Agency Debt 42260151.00 41838413.81 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 41000000.00 41000000.00 0.0026 N 41000000.00 41000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLQ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-03-01 2039-03-01 5.475 - 5.475 Government Agency Debt 34735000.00 23472986.36 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 23000000.00 23000000.00 0.0014 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNP9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-06-01 2042-06-01 1.542 - 2.069 Government Agency Debt 113512592.00 23472984.52 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 23000000.00 23000000.00 0.0014 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFH6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-01-01 2040-01-01 3.592 - 3.592 Government Agency Debt 19915000.00 14294955.37 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 14000000.00 14000000.00 0.0009 N 14000000.00 14000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XLX6 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2037-09-01 3.88 - 5.708 Government Agency Debt 23436901.00 23473841.28 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 23000000.00 23000000.00 0.0014 N 23000000.00 23000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNS3 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2060-11-20 2060-11-20 2.093 - 2.093 Government Agency Debt 8073661.00 8019964.43 FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2041-01-01 1.021 - 4 Government Agency Debt 6358496.00 4267407.24 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 12000000.00 12000000.00 0.0007 N 12000000.00 12000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JPB8 0000276523 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2060-11-20 2060-11-20 2.093 - 2.093 Government Agency Debt 12328749.00 12246752.54 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 12000000.00 12000000.00 0.0007 N 12000000.00 12000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQC1 0001185371 Other Repurchase Agreement N BANC OF AMERICA MORTGAGE SECURITIES 2036-07-25 2036-07-25 6 - 6 Other Instrument OTHER 25536000.00 22459473.79 SOUNDVIEW HOME LOAN TRUST 2035-08-25 2035-08-25 0.771 - 0.771 Other Instrument OTHER 20822014.00 11748155.09 COUNTRYWIDE HOME EQUITY LOAN TRUST 2033-08-25 2033-08-25 0.431 - 0.431 Other Instrument OTHER 15000759.00 7893035.94 HARBORVIEW MORTGAGE LOAN TRUST 2037-02-19 2037-02-19 0.411 - 0.411 Other Instrument OTHER 57023000.00 22105512.67 NATIONSTAR HOME EQUITY LOAN TRUST 2037-06-25 2037-06-25 0.391 - 0.391 Other Instrument OTHER 29455000.00 23610866.00 RALI 2047-03-25 2047-03-25 N/A Other Instrument OTHER 76759156.00 25590516.81 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 105000000.00 105000000.00 0.0065 Y 105000000.00 105000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99DYV4 0000851376 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MORTGAGE 2051-02-10 2051-02-10 5.772 - 5.772 Other Instrument OTHER 4482010.00 4450398.38 COMM 2037-07-10 2037-07-10 5.31 - 5.31 Other Instrument OTHER 13971361.00 11625661.18 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D3N6 0000851376 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MORTGAGE 2051-02-10 2051-02-10 5.772 - 5.772 Other Instrument OTHER 11367990.00 11287811.57 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2039-03-11 2039-03-11 5.456 - 5.456 Other Instrument OTHER 4989319.00 4464761.92 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4L7 0000851376 Other Repurchase Agreement N LIBERTY GLOBAL INC 2016-11-15 2016-11-15 4.5 - 4.5 Other Instrument OTHER 16810000.00 24920825.00 US AIRWAYS GROUP INC FORMERLY USAIR GROUP INC T0 2014-05-15 2014-05-15 7.25 - 7.25 Other Instrument OTHER 4918000.00 11883117.50 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 34000000.00 34000000.00 0.0021 Y 34000000.00 34000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAN6 0000851376 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING TRUST 2037-02-25 2037-02-25 0.411 - 0.411 Other Instrument OTHER 822476.00 692424.81 CITICORP MORTGAGE SECURITIES 2035-09-25 2035-09-25 5.25 - 5.25 Other Instrument OTHER 23587438.00 8252747.46 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 0.521 - 0.521 Other Instrument OTHER 167080000.00 48504707.68 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 53000000.00 53000000.00 0.0033 Y 53000000.00 53000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJF4 0000851376 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING TRUST 2037-02-25 2037-02-25 0.411 - 0.411 Other Instrument OTHER 66922916.00 56340960.01 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 52000000.00 52000000.00 0.0032 Y 52000000.00 52000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.28% 38K99A3E5 0001197610 Other Repurchase Agreement N DANSKE BANK AS, COPENHAGEN 2012-05-24 2012-05-24 0.634 - 0.634 Other Instrument OTHER 62031342.00 61951445.73 Unrated Security 2011-01-03 2011-01-03 N N N 59000000.00 59000000.00 0.0037 N 59000000.00 59000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BRU0 0000058056 Other Repurchase Agreement N CLEAR CHANNEL COMMUNICATIONS INC 2027-10-15 2027-10-15 7.25 - 7.25 Other Instrument OTHER 10060170.00 5787671.70 KKR FINANCIAL CLO 2018-08-25 2018-08-25 1.237 - 1.237 Other Instrument OTHER 13000000.00 10182550.62 KNIGHT RIDDER INC ACQUIRED BY MCCLATCHY CO ON 06 2027-11-01 2027-11-01 7.15 - 7.15 Other Instrument OTHER 6478914.00 4379475.91 SASCO MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 0.381 - 0.381 Other Instrument OTHER 26814816.00 7530906.16 WILLIAMS PARTNERS L P 2020-11-15 2020-11-15 4.125 - 4.125 Other Instrument OTHER 597452.00 565104.95 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 26000000.00 26000000.00 0.0016 N 26000000.00 26000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BSR6 0000058056 Other Repurchase Agreement N DISCOVER BK NEW CASTLE DEL 2019-11-18 2019-11-18 8.7 - 8.7 Other Instrument OTHER 8282359.00 9785952.26 UTILICORP UTD INC 2011-02-01 2011-02-01 7.95 - 7.95 Other Instrument OTHER 6671834.00 6927798.90 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2034-09-25 2034-09-25 0.911 - 0.911 Other Instrument OTHER 12500000.00 9357475.00 SASCO MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 0.381 - 0.381 Other Instrument OTHER 7185184.00 2017949.57 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 26000000.00 26000000.00 0.0016 N 26000000.00 26000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPK4 0000058056 Other Repurchase Agreement N DEL MONTE CORP MERGED INTO SUBSIDIARY REYNOLDS R 2015-02-15 2015-02-15 6.75 - 6.75 Other Instrument OTHER 1100000.00 1151425.00 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 595778.00 536431.16 BEAZER HOMES USA INC 2017-10-15 2017-10-15 12 - 12 Other Instrument OTHER 916776.00 1077517.39 ELAN FIN PLC / ELAN FIN CORP 2016-10-15 2016-10-15 8.75 - 8.75 Other Instrument OTHER 570920.00 584320.76 VWR FDG INC 2015-07-15 2015-07-15 10.25 - 10.25 Other Instrument OTHER 1140965.00 1251939.69 MM COMMUNITY FUNDING 2031-08-01 2031-08-01 N/A Other Instrument OTHER 12800000.00 994519.38 MGM MIRAGE 2014-05-15 2014-05-15 10.375 - 10.375 Other Instrument OTHER 1090000.00 1237975.07 M D C HLDGS INC FORMERLY M D C CORP COLO TO 06/2 2020-02-01 2020-02-01 5.625 - 5.625 Other Instrument OTHER 10343000.00 10394378.85 LINN ENERGY LLC 2018-07-01 2018-07-01 9.875 - 9.875 Other Instrument OTHER 27479.00 31446.28 JP MORGAN MORTGAGE TRUST 2035-08-25 2035-08-25 2.998 - 2.998 Other Instrument OTHER 2008864.00 1687616.51 ISTAR FINL INC 2017-03-15 2017-03-15 5.85 - 5.85 Other Instrument OTHER 8744223.00 7681581.29 HEADWATERS INC 2014-11-01 2014-11-01 11.375 - 11.375 Other Instrument OTHER 1000000.00 1112708.33 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 26000000.00 26000000.00 0.0016 N 26000000.00 26000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BXF6 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 60150.00 59758.98 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 775998.00 698699.02 CMS ENERGY CORP 2018-02-15 2018-02-15 5.05 - 5.05 Other Instrument OTHER 10000.00 9912.32 XEROX CORP 2017-02-01 2017-02-01 6.75 - 6.75 Other Instrument OTHER 3988193.00 4705090.63 COMMONWEALTH EDISON CO 2020-08-01 2020-08-01 4 - 4 Other Instrument OTHER 9944.00 9901.32 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 478.00 488.53 GENERAL MTRS ACCEP CORP FOR ISSUE DTD 03/15/1996 2012-02-01 2012-02-01 7 - 7 Other Instrument OTHER 5000.00 5306.28 ENERGY XXI GULF COAST INC 2017-12-15 2017-12-15 9.25 - 9.25 Other Instrument OTHER 12533.00 12954.07 DOW CHEM CO 2016-02-15 2016-02-15 2.5 - 2.5 Other Instrument OTHER 8555827.00 8224383.77 UNISON GROUND LEASE FDG LLC 2040-04-15 2040-04-15 5.349 - 5.349 Other Instrument OTHER 1.00 0.78 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 13000000.00 13000000.00 0.0008 N 13000000.00 13000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99B4G6 0000058056 Other Repurchase Agreement N SLM CORP MEDIUM TERM NTS BOOK ENTRY 2020-03-25 2020-03-25 8 - 8 Other Instrument OTHER 1875000.00 1932868.75 SLM PRIVATE CREDIT STUDENT LOAN TRUST 2032-09-15 2032-09-15 1.102 - 1.102 Other Instrument OTHER 3619377.00 1838318.10 WCP WIRELESS SITE FDG LLC / WCP WIRELESS SITE RE 2015-11-15 2015-11-15 6.829 - 6.829 Other Instrument OTHER 1403114.00 1344894.75 PACIFICA CDO 2017-02-15 2017-02-15 1.386 - 1.386 Other Instrument OTHER 957974.00 732975.15 ARES ENHANCED LN INVT STRATEGY 2020-10-16 2020-10-16 6.288 - 6.288 Other Instrument OTHER 2000000.00 1510308.00 BSDB 2005-AFR1 2027-09-15 2027-09-15 5.116 - 5.116 Other Instrument OTHER 1500000.00 1015820.67 COMM 2005-FL10 2017-04-15 2017-04-15 0.57 - 0.57 Other Instrument OTHER 740000.00 674103.35 CSMC TRUST 2035-11-25 2035-11-25 2.161 - 2.161 Other Instrument OTHER 4314000.00 1781259.68 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 274581.00 296272.90 HOME LOAN TRUST 2025-12-25 2025-12-25 5.96 - 5.96 Other Instrument OTHER 685000.00 647699.24 RAMP 2034-01-25 2034-01-25 1.281 - 1.281 Other Instrument OTHER 4734428.00 1495094.02 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 31105.00 25842.32 AMERICAN AIRLS PASS THRU TR 2011-10-01 2011-10-01 7.858 - 7.858 Other Instrument OTHER 1820000.00 1910353.90 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 14000000.00 14000000.00 0.0009 N 14000000.00 14000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6L3 0000058056 Other Repurchase Agreement N ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 892.00 917.69 ALLIED WASTE NORTH AMER INC 2016-05-15 2016-05-15 7.125 - 7.125 Other Instrument OTHER 6224000.00 6646324.34 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 5741.00 6417.04 CSMC MORTGAGE-BACKED TRUST 2036-11-25 2036-11-25 0.711 - 0.711 Other Instrument OTHER 5106256.00 1611102.58 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.701 - 0.701 Other Instrument OTHER 48482.00 38151.69 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 5180.00 5146.33 CONTINENTAL AIRLS PASS THRU TR 2009-2 2018-11-10 2018-11-10 9.25 - 9.25 Other Instrument OTHER 6275000.00 6545472.96 ENERGY XXI GULF COAST INC 2017-12-15 2017-12-15 9.25 - 9.25 Other Instrument OTHER 9118.00 9424.34 GSAMP 2036-09-25 2036-09-25 0.411 - 0.411 Other Instrument OTHER 2654161.00 1027149.69 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 76192.00 71616.25 JARDEN CORP 2022-11-15 2022-11-15 6.125 - 6.125 Other Instrument OTHER 5866065.00 5653990.46 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 24915.00 16261.48 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2013-10-01 2013-10-01 5 - 5 Other Instrument OTHER 15472.00 15682.26 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2036-09-25 2036-09-25 5.778 - 5.778 Other Instrument OTHER 13841624.00 5135056.09 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 942.00 962.75 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-07-25 2036-07-25 5.247 - 5.247 Other Instrument OTHER 141593.00 53267.50 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 25000000.00 25000000.00 0.0016 N 25000000.00 25000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B8T4 0000058056 Other Repurchase Agreement N CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 50665.00 50335.64 CENTRE PT FDG LLC 2015-07-20 2015-07-20 5.43 - 5.43 Other Instrument OTHER 151940.00 136804.90 BACCHUS 2019-01-20 2019-01-20 1.139 - 1.139 Other Instrument OTHER 1378106.00 1046033.81 AGFC CAP TR I 2067-01-15 2067-01-15 6 - 6 Other Instrument OTHER 8537673.00 4163538.52 DIRECTV HLDGS LLC / DIRECTV FING INC 2015-06-15 2015-06-15 6.375 - 6.375 Other Instrument OTHER 10213473.00 10587115.89 MEADWESTVACO CORP 2019-09-01 2019-09-01 7.375 - 7.375 Other Instrument OTHER 10025000.00 10771795.67 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 25000000.00 25000000.00 0.0016 N 25000000.00 25000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 39Q99VDR1 0000058056 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRUST 2037-02-25 2037-02-25 0.441 - 0.441 Other Instrument OTHER 634502.00 422738.86 WILLIAMS COS INC FORMERLY WILLIAMS COS TO 06/01/ 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument OTHER 2211418.00 2737390.25 ROUSE CO LP / TRC CO-ISSUER INC 2013-05-01 2013-05-01 6.75 - 6.75 Other Instrument OTHER 7249740.00 7594102.65 KINDER MORGAN FIN CO LLC 2018-01-15 2018-01-15 6 - 6 Other Instrument OTHER 11003620.00 10831229.95 RAIT CRE CDO 2046-11-20 2046-11-20 0.611 - 0.611 Other Instrument OTHER 8904.00 3468.08 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 20000000.00 20000000.00 0.0012 N 20000000.00 20000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.30% 35M99N8C0 0000769993 Other Repurchase Agreement N THAMES ASSET GLOBAL SECURITIZATION NO 1 INC 2011-03-21 2011-03-21 N/A Asset Backed Commercial Paper 52572170.00 52532188.86 First Tier Security 2011-01-05 2011-01-05 Y GOLDMNGR N/A N/A N N 51000000.00 51000000.00 0.0032 N 51000000.00 51000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJY6 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument OTHER 8995000.00 9451136.12 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 9000000.00 9000000.00 0.0006 N 9000000.00 9000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJQ3 0000877559 Other Repurchase Agreement N MORGAN STANLEY GROUP INC. 2017-01-09 2017-01-09 5.45 - 5.45 Other Instrument OTHER 13875000.00 14702886.12 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 14000000.00 14000000.00 0.0009 N 14000000.00 14000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHG7 0000877559 Other Repurchase Agreement N ALTRIA GROUP INC 2018-11-10 2018-11-10 9.7 - 9.7 Other Instrument OTHER 7783000.00 10313270.50 SUNCOR ENERGY, INC. 2038-06-15 2038-06-15 6.5 - 6.5 Other Instrument OTHER 4875000.00 5350268.75 HOSPIRA, INC. 2017-03-30 2017-03-30 6.05 - 6.05 Other Instrument OTHER 1980000.00 2241211.47 CONVENTRY HEALTH CARE 2017-03-15 2017-03-15 5.95 - 5.95 Other Instrument OTHER 2000000.00 2061748.27 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 19000000.00 19000000.00 0.0012 N 19000000.00 19000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.55% 38N99SLY9 Other Repurchase Agreement N AMYLIN PHARMACEUTICALS INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 31500000.00 31688874.00 CEPHALON, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 52500000.00 74430037.50 CORE LABORATORIES LP 2010-12-31 2010-12-31 N/A Other Instrument OTHER 13700000.00 26815393.60 GILEAD SCIENCES INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 15723000.00 16213730.55 GREATBATCH INC COM 2010-12-31 2010-12-31 N/A Other Instrument OTHER 16978000.00 16485417.29 ILLUMINA INC PFD SRB 2010-12-31 2010-12-31 N/A Other Instrument OTHER 56000000.00 164152296.00 PHH CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 5224000.00 5957371.24 VERISIGN, INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 46499000.00 52819190.58 UNITED THERAPEUTICS 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1775000.00 3002504.80 REGAL ENTERTAINMENT GROUP CLAS 2010-12-31 2010-12-31 N/A Other Instrument OTHER 20000000.00 20768060.00 THORATEC LABORATORIES 2010-12-31 2010-12-31 N/A Other Instrument OTHER 25000000.00 21370225.00 Unrated Security 2011-01-03 2011-01-03 N N N 399000000.00 399000000.00 0.0249 N 399000000.00 399000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SEN1 Other Repurchase Agreement N J P MORGAN CHASE & CO 2010-12-31 2010-12-31 N/A Other Instrument OTHER 463812.00 19586780.76 Unrated Security 2011-01-25 2011-01-25 N N N 18000000.00 18000000.00 0.0011 Y 18000000.00 18000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SEU5 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1475176.00 19590337.28 Unrated Security 2011-04-25 2011-04-25 N N N 18000000.00 18000000.00 0.0011 Y 18000000.00 18000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAM7 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 3610066.00 47941676.48 Unrated Security 2011-03-07 2011-03-07 N N N 44000000.00 44000000.00 0.0027 Y 44000000.00 44000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.36% 39L99R4M6 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2025-02-25 2040-11-25 4 - 6 Government Agency Debt 1822507034.00 278100014.75 Unrated Security 2011-01-03 2011-01-03 N N N 270000000.00 270000000.00 0.0168 N 270000000.00 270000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DEQ1 0001287279 Other Repurchase Agreement N APPALACHIAN POWER COMPANY 2035-10-01 2035-10-01 5.8 - 5.8 Other Instrument OTHER 4227000.00 4238492.90 DUKE CAPITAL CORPORATION 2032-02-15 2032-02-15 6.75 - 6.75 Other Instrument OTHER 1495000.00 1608638.68 TELECOM ITALIA CAPITAL 2033-11-15 2038-06-04 6.375 - 7.721 Other Instrument OTHER 22050000.00 20454085.51 Unrated Security 2011-03-25 2011-03-25 N N N 25000000.00 25000000.00 0.0016 Y 25000000.00 25000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNM0 0001287279 Other Repurchase Agreement N GILEAD SCIENCES INC. 2014-05-01 2014-05-01 N/A Other Instrument OTHER 19070000.00 19665937.50 UNITED STATES STEEL CORP+ 2014-05-15 2014-05-15 4 - 4 Other Instrument OTHER 5985000.00 11708155.96 Unrated Security 2011-04-11 2011-04-11 N N N 29000000.00 29000000.00 0.0018 Y 29000000.00 29000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 39R99WKM1 0000728612 Other Repurchase Agreement N GENERAL MTRS CO 2049-01-01 2049-01-01 N/A Other Instrument OTHER 2056640.00 75725484.80 ABBOTT LABS 2049-01-01 2049-01-01 N/A Other Instrument OTHER 20113.00 956775.41 Unrated Security 2011-01-03 2011-01-03 N N N 71000000.00 71000000.00 0.0044 N 71000000.00 71000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGP9 0000728612 Other Repurchase Agreement N MYLAN INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1701404.00 36018722.68 EL PASO CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 5479175.00 75229072.75 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 103000000.00 103000000.00 0.0064 N 103000000.00 103000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.43% 39R99WKG4 0000728612 Other Repurchase Agreement N 51-100 2013-12-30 2046-12-25 0 - 9.1 Other Instrument MORTGAGE 954585650.00 226808127.02 Unrated Security 2011-01-03 2011-01-03 N N N 216000000.00 216000000.00 0.0135 N 216000000.00 216000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUM4 0000728612 Other Repurchase Agreement N 101-500 2011-01-15 2099-12-31 0 - 14.25 Other Instrument CORPORATE 9611667.00 39838616.42 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 37000000.00 37000000.00 0.0023 Y 37000000.00 37000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994DH3 Other Repurchase Agreement N GOLDMAN SACHS GROUP INC 2037-10-01 2037-10-01 6.75 - 6.75 Other Instrument OTHER 3162.00 3250.24 FIRST HORIZON NATL CORP 2015-12-15 2015-12-15 5.375 - 5.375 Other Instrument OTHER 5000000.00 5042161.81 NABORS INDS INC REORGANIZED AS NABORS INDUSTRIES 2011-05-15 2011-05-15 0.94 - 0.94 Other Instrument OTHER 2315000.00 2306205.57 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 7000000.00 7000000.00 0.0004 N 7000000.00 7000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994EE9 Other Repurchase Agreement N ALCOA INC 2014-03-15 2014-03-15 5.25 - 5.25 Other Instrument OTHER 2849000.00 7024090.79 CENTERPOINT ENERGY RES CORP 2016-05-01 2016-05-01 6.15 - 6.15 Other Instrument OTHER 292764.00 328065.48 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 7000000.00 7000000.00 0.0004 N 7000000.00 7000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.30% 36G9904H8 0000068136 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2037-04-20 2039-02-20 4.429 - 4.5 Government Agency Debt 215038680.00 10302231.75 Unrated Security 2011-01-07 2011-01-07 Y MSTANNGR N/A N/A N N 10000000.00 10000000.00 0.0006 N 10000000.00 10000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PME2 0000050916 Other Repurchase Agreement N BANK OF NOVA SCOTIA 2013-07-26 2013-07-26 1.45 - 1.45 Other Instrument OTHER 6076528.00 6106260.79 WAL MART STORES INC 2020-10-25 2020-10-25 3.25 - 3.25 Other Instrument OTHER 132.00 124.13 TIME WARNER COS INC FORMERLY TIME WARNER INC TO 2029-05-15 2029-05-15 6.625 - 6.625 Other Instrument OTHER 11415.00 12580.99 SANTANDER US DEBT S A UNIPERSONAL 2013-10-07 2013-10-07 2.991 - 2.991 Other Instrument OTHER 11847313.00 11573983.64 SAIC INC 2020-12-01 2020-12-01 4.45 - 4.45 Other Instrument OTHER 4000000.00 3989598.89 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument OTHER 1250497.00 1234387.47 HYDRO QUEBEC MEDIUM TERM NTS BOOK ENTRY 2025-03-28 2025-03-28 8.4 - 8.4 Other Instrument OTHER 500000.00 687380.00 First Tier Security 2011-01-05 2011-01-05 Y RBC NGR N/A N/A N N 22000000.00 22000000.00 0.0014 N 22000000.00 22000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.46% 37U99PPD1 0000050916 Other Repurchase Agreement N CSMC SER 2009-15R 2036-10-26 2036-10-26 6.043 - 6.043 Other Instrument OTHER 126887.00 93601.00 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-07-25 2035-07-25 0.711 - 0.711 Other Instrument OTHER 7710063.00 7156961.88 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-01-25 2035-01-25 5.75 - 5.75 Other Instrument OTHER 2000000.00 769340.93 FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-25 2032-10-25 N/A Government Agency Debt 60000.00 65230.26 CSMC SER 2009-3R 2036-11-27 2036-11-27 5.75 - 5.75 Other Instrument OTHER 15000000.00 8936850.99 FBR SECURITIZATION TRUST 2035-11-25 2035-11-25 0.631 - 0.631 Other Instrument OTHER 15000000.00 12269776.58 JP MORGAN MORTGAGE TRUST 2035-09-25 2035-09-25 6.5 - 6.5 Other Instrument OTHER 2793.00 993.52 MORGAN STANLEY HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.581 - 0.581 Other Instrument OTHER 11500000.00 8977678.86 POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2035-11-25 2035-11-25 0.711 - 0.711 Other Instrument OTHER 645840.00 508350.63 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 N/A Other Instrument OTHER 12461024.00 219607.00 First Tier Security 2011-01-07 2011-01-07 Y RBC NGR N/A N/A N N 36000000.00 36000000.00 0.0022 N 36000000.00 36000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99RTP3 0000808379 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2045-04-15 2045-04-15 5.872 - 5.872 Other Instrument OTHER 11585000.00 12024076.69 CITIBANK OMNI MASTER TRUST 200 2016-08-15 2016-08-15 1.806 - 1.806 Other Instrument OTHER 7815000.00 7860716.49 BEAR STEARNS COMMERCIAL MORTGA 2040-12-11 2040-12-11 5.395 - 5.395 Other Instrument OTHER 19400000.00 20068405.06 LONG BEACH MORTGAGE LOAN TRUST 2034-02-25 2034-02-25 0.761 - 0.761 Other Instrument OTHER 11230000.00 9668993.20 MERRIL LYNCH MORTGAGE TRUST 2039-08-12 2039-08-12 4.166 - 4.166 Other Instrument OTHER 12333000.00 4771727.48 MORGAN STANLEY ABS CAPITAL I I 2034-01-25 2034-01-25 0.631 - 0.631 Other Instrument OTHER 30400000.00 2130508.02 OCWEN SERVICER ADVANCE RECEIVA 2023-07-15 2023-07-15 4.14 - 4.14 Other Instrument OTHER 10000000.00 10083349.94 RBSCF TRUST 2009-RR2 2016-11-16 2016-11-16 5.336 - 5.336 Other Instrument OTHER 10000000.00 10459487.44 SLM STUDENT LOAN TRUST 2032-12-15 2032-12-15 0.412 - 0.412 Other Instrument OTHER 10000000.00 8007349.37 Unrated Security 2011-01-07 2011-01-07 Y RBSNGR N/A N/A N N 81000000.00 81000000.00 0.0050 N 81000000.00 81000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.77% 35J99RRE0 0000808379 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-11-25 2047-11-25 1.722 - 1.722 Other Instrument OTHER 19000000.00 9342707.57 BANC OF AMERICA ALTERMATIVE LO 2046-06-25 2046-06-25 0.611 - 0.611 Other Instrument OTHER 16081166.00 4777285.61 DEUTSCHE ALT-A SECURITIES MORT 2037-06-25 2037-06-25 0.441 - 0.461 Other Instrument OTHER 21110000.00 8588135.77 FIRST HORIZON ALTERNATIVE MORT 2035-09-25 2035-09-25 0.761 - 0.761 Other Instrument OTHER 5895000.00 1778276.40 RALI SERIES 2005-QS9 TRUST 2046-02-25 2046-02-25 0.531 - 0.531 Other Instrument OTHER 20000000.00 6064410.81 PVTPL WELLS FARGO BK N.W N A S 2036-12-25 2036-12-25 5.488 - 5.488 Other Instrument OTHER 22000000.00 18884003.76 WELLS FARGO MORTGAGE BACKED SE 2037-07-25 2037-07-25 N/A Other Instrument OTHER 18733739.00 6725504.93 Unrated Security 2011-02-04 2011-02-04 Y RBSNGR N/A N/A N N 52000000.00 52000000.00 0.0032 Y 52000000.00 52000000.00 UBS Securities LLC UBS Securities LLC, 0.40% 23M99SQS0 0000230611 Other Repurchase Agreement N COUNTRYWIDE FINL CORP MEDIUM TERM NTS BOOK ENTRY 2012-06-07 2012-06-07 5.8 - 5.8 Other Instrument OTHER 6231537.00 6577802.74 WELLPOINT HEALTH NETWORKS INC NEW MERGED INTO AN 2012-01-15 2012-01-15 6.375 - 6.375 Other Instrument OTHER 3623147.00 3926280.61 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 10000000.00 10000000.00 0.0006 N 10000000.00 10000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRE0 0000230611 Other Repurchase Agreement N BARRETT BILL CORP 2028-03-15 2028-03-15 5 - 5 Other Instrument OTHER 7323000.00 7632193.34 UNITED AUTO GROUP INC NAME CHANGED TO PENSKE AUT 2026-04-01 2026-04-01 3.5 - 3.5 Other Instrument OTHER 4896000.00 4957200.00 AIRTRAN HLDGS INC 2015-04-15 2015-04-15 5.5 - 5.5 Other Instrument OTHER 1760000.00 3615235.56 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPJ1 0000230611 Other Repurchase Agreement N AMERICAN INTL GROUP INC 2014-01-15 2014-01-15 3.65 - 3.65 Other Instrument OTHER 1346058.00 1367068.47 ENERGY FUTURE HLDGS CORP 2020-01-15 2020-01-15 10 - 10 Other Instrument OTHER 5126679.00 5521592.78 GOLDMAN SACHS GROUP INC 2013-07-15 2013-07-15 4.75 - 4.75 Other Instrument OTHER 1333255.00 1447491.99 MARSH & MCLENNAN COS INC 2014-07-15 2014-07-15 5.375 - 5.375 Other Instrument OTHER 1277240.00 1387637.88 NEXEN INC 2017-05-15 2017-05-15 5.65 - 5.65 Other Instrument OTHER 1211623.00 1297490.05 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2012-08-27 2012-08-27 5.125 - 5.125 Other Instrument OTHER 6063277.00 6291151.79 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2018-11-15 2018-11-15 7.375 - 7.375 Other Instrument OTHER 5162394.00 5235796.79 First Tier Security 2011-01-27 2011-01-27 N N N 21000000.00 21000000.00 0.0013 Y 21000000.00 21000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPV4 0000230611 Other Repurchase Agreement N CALLIDUS DEBT PARTNERS CDO FUND 2021-10-23 2021-10-23 N/A Other Instrument OTHER 3586.00 3146.97 CITIGROUP FDG INC FDIC GTD TLGP 2012-10-22 2012-10-22 1.875 - 1.875 Other Instrument OTHER 1024.00 1047.35 G00663 2018-07-25 2018-07-25 N/A Other Instrument OTHER 24716027.00 20920078.60 AHOLD LEASE SER 2001-A-2 PASS THRU TR 2025-01-02 2025-01-02 8.62 - 8.62 Other Instrument OTHER 3201.00 3548.10 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER 84781.00 87888.98 First Tier Security 2011-02-14 2011-02-14 N N N 20000000.00 20000000.00 0.0012 Y 20000000.00 20000000.00 UBS Securities LLC UBS Securities LLC, 0.64% 23M99SQG6 0000230611 Other Repurchase Agreement N AMERICAN CAP LTD 2013-12-31 2013-12-31 8.96 - 8.96 Other Instrument OTHER 4649063.00 4795224.38 FRONTIER COMMUNICATIONS CORP 2015-04-15 2015-04-15 7.875 - 7.875 Other Instrument OTHER 4254598.00 4775653.30 JONES APPAREL GROUP INC / JONES APPAREL GROUP HL 2034-11-15 2034-11-15 6.125 - 6.125 Other Instrument OTHER 1451150.00 1172277.26 TERREMARK WORLDWIDE INC 2013-06-15 2013-06-15 6.625 - 6.625 Other Instrument OTHER 53000.00 65677.31 First Tier Security 2011-02-16 2011-02-16 N N N 10000000.00 10000000.00 0.0006 Y 10000000.00 10000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% 38U995MR5 0000276523 Other Repurchase Agreement N 51-100 2011-01-28 2066-12-15 0 - 8.375 Other Instrument CORPORATE 412187354.00 432129168.22 Unrated Security 2011-01-03 2011-01-03 N N N 412000000.00 412000000.00 0.0257 N 412000000.00 412000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% 38U995CS4 0000276523 Other Repurchase Agreement N NBC UNVL INC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument OTHER 371.00 362.02 FCAR OWNER TRUST 2011-06-12 2011-06-12 N/A Asset Backed Commercial Paper 19623918.00 19585692.57 Unrated Security 2011-01-07 2011-01-07 Y WELLSNGR N/A N/A N N 19000000.00 19000000.00 0.0012 N 19000000.00 19000000.00