N-MFP/A LIVE N 2010-11-30 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 53 86 16376650278.09 8635484.26 173865750.42 16211420011.93 0.0041 1.0001 2010-11-30 1.0001 2010-11-30 C000019446 100000.00 16211420011.93 1.00 -162487756.26 609429742.09 771917498.35 0.0001 1.0001 2010-11-30 1.0001 2010-11-30 Banco Bilbao Vizcaya Argentaria SA New York Branch Banco Bilbao Vizcaya Argentaria SA New York Branch, 0.50% 0594L8X22 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 Y BBVA NY BR CD P N/A N/A N N 107000000.00 107000000.00 0.0066 N 106975818.00 106975818.00 Banco Bilbao Vizcaya Argentaria SA New York Branch Banco Bilbao Vizcaya Argentaria SA New York Branch, 0.65% 0594L8Z61 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 Y BBVA NY BR CD P N/A N/A N N 13000000.00 13000000.00 0.0008 N 12996373.00 12996373.00 Bank of Montreal Bank of Montreal, 0.27% 06366FXE6 Certificate of Deposit First Tier Security 2010-12-17 2011-03-17 N N N 32000000.00 32000000.00 0.0020 N 31995040.00 31995040.00 Bank of Montreal Bank of Montreal, 0.40% 06366FK91 Certificate of Deposit First Tier Security 2010-12-29 2011-05-25 N N N 53000000.00 53000000.00 0.0033 N 52990036.00 52990036.00 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 100092700.00 100092700.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06416PE21 Certificate of Deposit First Tier Security 2010-12-06 2010-12-06 N N N 108000000.00 108000000.00 0.0067 N 107998596.00 107998596.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06416P5J4 Certificate of Deposit First Tier Security 2010-12-16 2011-04-13 N N N 52000000.00 52000000.00 0.0032 N 51992096.00 51992096.00 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 26957664.00 26957664.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.30% 06538AX34 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 53000000.00 53000000.00 0.0033 N 53000217.30 53000217.30 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.30% 06538A2C8 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 107000000.00 107000000.00 0.0066 N 107000492.20 107000492.20 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.30% 06538AY66 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 104000000.00 104000000.00 0.0064 N 104000561.60 104000561.60 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 52977369.00 52977369.00 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 51977702.40 51977702.40 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 51977395.60 51977395.60 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 0.0066 N 107040520.90 107040520.90 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 52020857.20 52020857.20 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 0.0081 N 132065538.00 132065538.00 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 0.0099 N 159988672.00 159988672.00 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 100023430.00 100023430.00 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 0.0129 N 209072878.30 209072878.30 BNP Paribas New York Branch BNP Paribas New York Branch, 0.50% 0556M5LD5 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 N N N 277000000.00 277000000.00 0.0171 N 277011827.90 277011827.90 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.34% 13606XF52 Certificate of Deposit First Tier Security 2010-12-06 2011-10-04 N N N 52000000.00 52000000.00 0.0032 N 51978316.00 51978316.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.34% 13606XF86 Certificate of Deposit First Tier Security 2010-12-08 2011-11-07 N N N 104000000.00 104000000.00 0.0064 N 103951848.00 103951848.00 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 2010-12-01 2011-04-01 N N N 53000000.00 53000748.96 0.0033 N 52988711.00 52988711.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XB49 Certificate of Deposit First Tier Security 2010-12-07 2011-05-09 N N N 27000000.00 27000000.00 0.0017 N 26996760.00 26996760.00 Commerzbank AG New York Branch Commerzbank AG New York Branch, 0.48% 20259XB85 Certificate of Deposit First Tier Security 2010-12-21 2010-12-21 N N N 54000000.00 54000000.00 0.0033 N 54000486.00 54000486.00 Commerzbank AG New York Branch Commerzbank AG New York Branch, 0.55% 20259XB93 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 Y COMMERZBK NY CD N/A N/A N N 108000000.00 108000000.00 0.0067 N 108001188.00 108001188.00 Credit Agricole CIB Credit Agricole CIB, 0.50% 22532YMY9 Certificate of Deposit First Tier Security 2010-12-09 2010-12-09 N N N 175000000.00 175000000.00 0.0108 N 175010045.00 175010045.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22536F6V0 Certificate of Deposit First Tier Security 2010-12-09 2010-12-09 N N N 46000000.00 46000000.00 0.0028 N 46001260.40 46001260.40 DZ BANK AG DZ BANK AG, 0.35% 23322A6L9 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 53000000.00 53000000.00 0.0033 N 53000879.80 53000879.80 DZ BANK AG DZ BANK AG, 0.35% 23322A6M7 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 53000000.00 53000000.00 0.0033 N 53001499.90 53001499.90 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 0.0031 N 51000979.20 51000979.20 KBC Bank NV KBC Bank NV, 0.43% 4823T0RT8 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 101000000.00 101000000.00 0.0062 N 101007847.70 101007847.70 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.34% 51488P5J3 Certificate of Deposit First Tier Security 2010-12-09 2010-12-09 N N N 249000000.00 249000000.00 0.0154 N 249003112.50 249003112.50 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 0.0084 N 135936488.00 135936488.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 105000000.00 105000000.00 0.0065 N 105008190.00 105008190.00 Natixis SA Natixis SA, 0.50% 63873BWT0 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 Y NATIXIS N Y BRH N/A N/A N N 150000000.00 150000000.00 0.0093 N 150006600.00 150006600.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2010-12-30 2011-01-03 Y NATIXIS N Y BRH N/A N/A N N 107000000.00 107000000.00 0.0066 N 107037450.00 107037450.00 Natixis SA Natixis SA, 0.66% 63873BXH5 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 Y NATIXIS N Y BRH N/A N/A N N 139000000.00 139000000.00 0.0086 N 139033638.00 139033638.00 Natixis SA Natixis SA, 1.79% 63873BHT7 Certificate of Deposit First Tier Security 2010-12-22 2010-12-22 Y NATIXIS N Y BRH N/A N/A N N 88000000.00 88000000.00 0.0054 N 87859024.00 87859024.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.27% 65557VCG4 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 146000000.00 146000000.00 0.0090 N 145998613.00 145998613.00 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 52018148.00 52018148.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCT0 Certificate of Deposit First Tier Security 2010-12-03 2011-03-03 N N N 28000000.00 28000000.00 0.0017 N 27998600.00 27998600.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCC7 Certificate of Deposit First Tier Security 2010-12-09 2011-02-09 N N N 52000000.00 52000000.00 0.0032 N 51990276.00 51990276.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MDC6 Certificate of Deposit First Tier Security 2010-12-13 2011-03-11 N N N 15000000.00 15000000.00 0.0009 N 14997885.00 14997885.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCP8 Certificate of Deposit First Tier Security 2010-12-24 2011-02-24 N N N 61000000.00 61000000.00 0.0038 N 60985421.00 60985421.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 74977MCR4 Certificate of Deposit First Tier Security 2010-12-29 2011-02-25 N N N 26000000.00 26000000.00 0.0016 N 25993656.00 25993656.00 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 0.0051 N 83002224.40 83002224.40 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 51999766.00 51999766.00 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-07-01 N N N 110000000.00 110000000.00 0.0068 N 110165770.00 110165770.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JZV0 Certificate of Deposit First Tier Security 2010-12-13 2011-03-14 N N N 5000000.00 5000000.00 0.0003 N 4999265.00 4999265.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JA39 Certificate of Deposit First Tier Security 2010-12-20 2011-03-18 N N N 16000000.00 16000000.00 0.0010 N 15998288.00 15998288.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JYW9 Certificate of Deposit First Tier Security 2010-12-21 2011-01-21 N N N 10000000.00 10000000.00 0.0006 N 9999880.00 9999880.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.30% 83051ABP5 Certificate of Deposit First Tier Security 2010-12-27 2010-12-27 N N N 97000000.00 97000000.00 0.0060 N 97000717.80 97000717.80 Societe Generale Societe Generale, 0.31% 83369RCL3 Certificate of Deposit First Tier Security 2010-12-03 2010-12-03 N N N 80000000.00 80000000.00 0.0049 N 80000128.00 80000128.00 Societe Generale Societe Generale, 0.32% 83369RCR0 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 50000000.00 50000000.00 0.0031 N 50000330.00 50000330.00 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 29999700.00 29999700.00 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 51998783.20 51998783.20 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 49998470.00 49998470.00 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 0.0015 N 24999180.00 24999180.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GWF6 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 100000000.00 100000000.00 0.0062 N 100000830.00 100000830.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GWR0 Certificate of Deposit First Tier Security 2010-12-13 2010-12-13 N N N 78000000.00 78000000.00 0.0048 N 78000842.40 78000842.40 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 26000314.60 26000314.60 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 40000492.00 40000492.00 Svenska Handelsbanken Svenska Handelsbanken, 0.27% 86959BGM1 Certificate of Deposit First Tier Security 2010-12-01 2010-12-01 N N N 66000000.00 66000000.00 0.0041 N 65999960.40 65999960.40 Svenska Handelsbanken Svenska Handelsbanken, 0.27% 86959BGH2 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 62000000.00 62000154.75 0.0038 N 61999826.40 61999826.40 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BGA7 Certificate of Deposit First Tier Security 2011-02-24 2011-02-24 N N N 69000000.00 69001626.26 0.0043 N 69004064.10 69004064.10 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112YAJ2 Certificate of Deposit First Tier Security 2010-12-06 2011-02-04 N N N 26000000.00 26000000.00 0.0016 N 25998648.00 25998648.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.25% 89112YAX1 Certificate of Deposit First Tier Security 2010-12-10 2011-03-10 N N N 13000000.00 13000000.00 0.0008 N 12998180.00 12998180.00 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 0.0112 N 180989429.60 180989429.60 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 126013431.60 126013431.60 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 0.0089 N 144016041.60 144016041.60 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 0.0066 N 106986197.00 106986197.00 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 89003542.20 89003542.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.40% 22999AHA5 0001274419 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 104000000.00 104000000.00 0.0064 N 104002537.60 104002537.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.42% 22999AGV0 0001274419 Certificate of Deposit First Tier Security 2010-12-01 2010-12-01 N N N 187000000.00 187000000.00 0.0115 N 187000673.20 187000673.20 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 51997940.80 51997940.80 Danske Bank AS Danske Bank AS, 0.33% 21P99HPG2 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 78000000.00 78000000.00 0.0048 N 78001294.80 78001294.80 Danske Bank AS Danske Bank AS, 0.34% 21P99HPD9 Certificate of Deposit First Tier Security 2010-12-03 2010-12-03 N N N 54000000.00 54000000.00 0.0033 N 54000221.40 54000221.40 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 0.0048 N 78004648.80 78004648.80 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 26017518.80 26017518.80 HSBC Bank PLC HSBC Bank PLC, 0.58% 13L997EV4 0001140465 Certificate of Deposit First Tier Security 2010-12-21 2010-12-21 N N N 29000000.00 29000000.00 0.0018 N 29005814.50 29005814.50 HSBC Bank PLC HSBC Bank PLC, 0.70% 35X99QAD6 0001140465 Certificate of Deposit First Tier Security 2010-12-06 2010-12-06 N N N 13000000.00 13000000.00 0.0008 N 13001016.60 13001016.60 HSBC Bank PLC HSBC Bank PLC, 0.70% 13L997FQ4 0001140465 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 13000000.00 13000000.00 0.0008 N 13001355.90 13001355.90 ING Bank NV ING Bank NV, 0.30% 38T99AAC2 Certificate of Deposit First Tier Security 2010-12-02 2010-12-02 N N N 54000000.00 54000000.00 0.0033 N 54000027.00 54000027.00 ING Bank NV ING Bank NV, 0.30% 45683P9X3 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 52000000.00 52000000.00 0.0032 N 52000140.40 52000140.40 ING Bank NV ING Bank NV, 0.30% 45683P9W5 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 82000000.00 82000000.00 0.0051 N 82000336.20 82000336.20 ING Bank NV ING Bank NV, 0.30% 38T99AAB4 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 54000000.00 54000000.00 0.0033 N 54000297.00 54000297.00 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 54999989.00 54999989.00 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 0.0064 N 103992720.00 103992720.00 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 0.0047 N 76997289.60 76997289.60 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 0.0030 N 49005027.40 49005027.40 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 50005680.00 50005680.00 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 0.0058 N 94041698.40 94041698.40 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.54% 02B99KKV2 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 57000000.00 57000000.00 0.0035 N 57007905.90 57007905.90 National Australia Bank Ltd. National Australia Bank Ltd., 0.32% 6329907E1 0000833029 Certificate of Deposit First Tier Security 2010-12-31 2010-12-31 N N N 157000000.00 157000000.00 0.0097 N 157009435.70 157009435.70 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 30999401.70 30999401.70 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 68999986.20 68999986.20 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 23988160.00 0.0015 N 23988328.80 23988328.80 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 98950995.02 0.0061 N 98954628.30 98954628.30 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 50966283.34 0.0031 N 50969797.80 50969797.80 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 58975138.06 0.0036 N 58979627.30 58979627.30 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 78968663.34 0.0049 N 78977959.00 78977959.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.27% 20272EM21 Financial Company Commercial Paper First Tier Security 2010-12-02 2010-12-02 N N N 39000000.00 38999707.50 0.0024 N 38999524.20 38999524.20 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAB2 Financial Company Commercial Paper First Tier Security 2010-12-07 2011-06-02 N N N 26000000.00 26000000.00 0.0016 N 25992928.00 25992928.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAD8 Financial Company Commercial Paper First Tier Security 2010-12-10 2011-06-03 N N N 21000000.00 21000000.00 0.0013 N 20996808.00 20996808.00 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 38982099.00 38982099.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2010-12-02 2011-08-26 N N N 26000000.00 26000000.00 0.0016 N 25994306.00 25994306.00 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 30981352.65 0.0019 N 30980656.00 30980656.00 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 30981090.01 0.0019 N 30980324.30 30980324.30 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 146862799.99 0.0091 N 146833434.30 146833434.30 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 50952400.00 0.0031 N 50953416.60 50953416.60 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 43966755.55 0.0027 N 43973943.20 43973943.20 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 24984930.56 0.0015 N 24992800.00 24992800.00 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 50924294.03 0.0031 N 50924743.59 50924743.59 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1M77 Financial Company Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 103000000.00 102993991.66 0.0064 N 102994994.20 102994994.20 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 66973200.00 0.0041 N 66980101.00 66980101.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 51489HML6 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 26000000.00 25992727.22 0.0016 N 25996144.20 25996144.20 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 25981800.00 0.0016 N 25985949.60 25985949.60 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.50% 6323A1M11 Financial Company Commercial Paper First Tier Security 2010-12-01 2010-12-01 N N N 53000000.00 53000000.00 0.0033 N 52999634.30 52999634.30 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 19987000.00 0.0012 N 19986000.00 19986000.00 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 11991700.00 0.0007 N 11990928.00 11990928.00 Nationwide Building Society Nationwide Building Society, 0.37% 6385E1MF5 Financial Company Commercial Paper First Tier Security 2010-12-15 2010-12-15 N N N 60000000.00 59991366.67 0.0037 N 59993748.00 59993748.00 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 30974381.94 0.0019 N 30978079.90 30978079.90 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 9991250.00 0.0006 N 9992391.00 9992391.00 Santander Finance, Inc. Santander Finance, Inc., 0.39% 80281KM38 Financial Company Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N N 92000000.00 91998006.67 0.0057 N 91997626.40 91997626.40 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 58981808.32 0.0036 N 58981875.20 58981875.20 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 79954533.35 0.0049 N 79957584.00 79957584.00 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 99912500.00 0.0062 N 99916330.00 99916330.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HMD9 Financial Company Commercial Paper First Tier Security 2010-12-13 2010-12-13 N N N 10000000.00 9998833.33 0.0006 N 9999097.00 9999097.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QTN0 Financial Company Commercial Paper First Tier Security 2011-06-22 2011-06-22 N N N 15000000.00 14963629.17 0.0009 N 14961750.00 14961750.00 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 6996235.56 0.0004 N 6996850.00 6996850.00 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 24990000.00 0.0015 N 24991170.00 24991170.00 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 37984377.78 0.0023 N 37986107.20 37986107.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.46% 9046Q3ME6 Financial Company Commercial Paper First Tier Security 2010-12-14 2010-12-14 N N N 39000000.00 38993521.67 0.0024 N 38995468.20 38995468.20 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.50% 9046Q3M71 Financial Company Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 60000000.00 59995050.00 0.0037 N 59996616.00 59996616.00 UniCredito Italiano Bank (Ireland) PLC UniCredito Italiano Bank (Ireland) PLC, 0.50% 9046Q3M97 Financial Company Commercial Paper First Tier Security 2010-12-09 2010-12-09 N N N 15000000.00 14998350.00 0.0009 N 14998903.50 14998903.50 Westpac Banking Corp. Westpac Banking Corp., 0.30% 9612C4AV3 Financial Company Commercial Paper First Tier Security 2010-12-10 2010-12-10 N N N 107000000.00 107000000.00 0.0066 N 107001605.00 107001605.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2010-12-08 2011-10-07 N N N 53000000.00 53000000.00 0.0033 N 52998198.00 52998198.00 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2010-12-20 2011-09-19 N N N 88500000.00 88500000.00 0.0055 N 88465042.50 88465042.50 Westpac Banking Corp. Westpac Banking Corp., 0.34% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2010-12-23 2011-09-23 N N N 88500000.00 88500000.00 0.0055 N 88464600.00 88464600.00 Autobahn Funding Autobahn Funding, 0.31% 0527M1MF9 Asset Backed Commercial Paper First Tier Security 2010-12-15 2010-12-15 N N Y LIQUIDITY DGB N/A N/A 41942000.00 41936943.66 0.0026 N 41936933.41 41936933.41 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.30% 1730P3M79 Asset Backed Commercial Paper First Tier Security 2010-12-07 2010-12-07 N N N 42300000.00 42297885.00 0.0026 N 42297779.25 42297779.25 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 39987666.68 0.0025 N 39987756.00 39987756.00 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.40% 41068LM29 Asset Backed Commercial Paper First Tier Security 2010-12-02 2010-12-02 N N Y LIQUIDITY USBANKNA N/A N/A NORDDEUT (GTD) N/A N/A 15000000.00 14999833.33 0.0009 N 14999758.50 14999758.50 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAB8 Other Commercial Paper Second Tier Security 2010-12-01 2010-12-01 Y CVS CAREMARK N/A N/A N N 51000000.00 51000000.00 0.0031 N 51000000.00 51000000.00 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 25989600.00 0.0016 N 25990445.00 25990445.00 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 7994240.00 0.0005 N 7995408.80 7995408.80 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 25978160.00 0.0016 N 25981891.00 25981891.00 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 174923558.97 0.0108 N 174937175.00 174937175.00 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 175914542.03 0.0109 N 175925728.00 175925728.00 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 70956542.10 0.0044 N 70963222.00 70963222.00 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 66956450.01 0.0041 N 66962011.00 66962011.00 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 108884071.02 0.0067 N 108878138.00 108878138.00 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 51893387.54 0.0032 N 51884768.00 51884768.00 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 79000000.00 78807437.49 0.0049 N 78799735.00 78799735.00 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 86188125.03 0.0053 N 86191522.00 86191522.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% to 0.25% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 68000000.00 68972228.42 0.0043 N 68927044.00 68927044.00 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 125821954.55 0.0078 N 125795875.00 125795875.00 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 254431781.62 0.0157 N 254492194.00 254492194.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 15000000.00 15067921.30 0.0009 N 15065040.00 15065040.00 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 135088087.22 0.0083 N 135152955.00 135152955.00 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 41498838.00 41498838.00 BP Capital Markets PLC BP Capital Markets PLC, 0.42% 05565QAW8 Other Note First Tier Security 2010-12-13 2011-04-11 N N N 59242000.00 59242000.00 0.0037 N 59214867.16 59214867.16 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 2027A0ED7 Other Note First Tier Security 2010-12-06 2011-01-04 N N N 107000000.00 107000000.00 0.0066 N 106999893.00 106999893.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 2027A0EB1 Other Note First Tier Security 2010-12-14 2010-12-14 N N N 107000000.00 107000000.00 0.0066 N 107000856.00 107000856.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 1.79% 59217EBX1 Other Note First Tier Security 2011-01-04 2011-03-07 Y MET LIFE GLBL F N/A N/A N N 29000000.00 29000000.00 0.0018 N 29070035.00 29070035.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78008FBA1 Other Note First Tier Security 2011-01-04 2011-12-01 N N N 181000000.00 181000000.00 0.0112 N 181008507.00 181008507.00 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 0.0052 N 85111520.00 85111520.00 Royal Bank of Canada Royal Bank of Canada, 0.69% 78008FAM6 Other Note First Tier Security 2010-12-15 2011-12-15 N N N 85000000.00 85000000.00 0.0052 N 85367710.00 85367710.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2011-12-15 N N N 107000000.00 107000000.00 0.0066 N 106955916.00 106955916.00 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 52995495.00 52995495.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 91621CAV3 Other Note First Tier Security 2010-12-23 2011-08-23 N N N 136000000.00 136000000.00 0.0084 N 135742824.00 135742824.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3133XXMM6 Government Agency Debt First Tier Security 2010-12-15 2011-09-15 N N N 271000000.00 270891870.25 0.0167 N 270942819.00 270942819.00 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 0.0087 N 140758890.00 140758890.00 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 23585628.50 0.0015 N 23601872.50 23601872.50 ABAG Fin. Auth. for Nonprofit Corps. Multi-family Hsg. Rev. ABAG Fin. Auth. for Nonprofit Corps. Multi-family Hsg. Rev., 0.29% (Miramar Apts. Proj.) Series 2000 A, LOC Fannie Mae VRDN 00037NJT4 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.29% (Southport Apts. Proj.) Series 2002 A, LOC Fannie Mae VRDN 00037NLP9 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.27% (Multifamily Hsg. Prog.) Series III 2001 E, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VR 13033KUC1 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y FANNIEMAE N/A N/A N Y LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A OBLIGOR CA MULTIFAM HSG N/A N/A 27330000.00 27330000.00 0.0017 N 27330000.00 27330000.00 Milpitas Multiple-family Rev. Milpitas Multiple-family Rev., 0.28% (Crossing at Montague Proj.) Series A, LOC Fannie Mae VRDN 601641AA1 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.32% LOC Bank of America NA VRDN 768874PS2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.25% (125 West 31st Street Proj.) Series 2005 A, LOC Fannie Mae VRDN 64986MC60 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.25% (Clinton Green South Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2V6 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.25% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0015 N 25000000.00 25000000.00 New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.25% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y FHLM N/A N/A Y FHLM N/A N/A Y LETTER OF CREDIT FHLM N/A N/A OBLIGOR ATLANTIC DEV 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., 0.29% (Lake Hosp. Sys., Inc. Proj.) Series 2008 B, LOC JPMorgan Chase Bank VRDN 50943PBN8 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.28% Series 2006 I, (Liquidity Facility Citibank NA) VRDN 67756QBB2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y CITIBANK N/A N/A N Y LIQUIDITY CITIBANK N/A N/A OBLIGOR OH-MBS 6/1/94 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, 0.28% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0015 N 25000000.00 25000000.00 Illinois Fin. Auth. Poll. Cont. Rev. Illinois Fin. Auth. Poll. Cont. Rev., 0.28% (Commonwealth Edison Co. Proj.) Series 2008 F, LOC JPMorgan Chase Bank VRDN 452033AF0 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 COMWLTH EDISON N/A N/A 10100000.00 10100000.00 0.0006 N 10100000.00 10100000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.35% (OSF Healthcare Sys. Proj.) Series 2009 D, LOC JPMorgan Chase Bank VRDN 45200FWF2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0006 N 10500000.00 10500000.00 Beaver County Indl. Dev. Auth. Poll. Cont. Rev. Beaver County Indl. Dev. Auth. Poll. Cont. Rev., 0.27% (FirstEnergy Nuclear Generation Corp. Proj.) Series 2006 B, LOC Citibank NA VRDN 074876GU1 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.30% (Holy Family Univ. Proj.) Series 2008, LOC TD Banknorth, NA VRDN 70917RTA3 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.29% (Childrens Hosp. Reg'l. Med. Ctr. Proj.) Series 2008 B, LOC Bank of America NA VRDN 93978EK43 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0010 N 17010000.00 17010000.00 Idaho Health Facilities Auth. Rev. Idaho Health Facilities Auth. Rev., 0.30% (St. Luke's Health Sys. Proj.) Series 2009 A, LOC Wells Fargo Bank NA VRDN 451295TX7 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 0.0010 N 17000000.00 17000000.00 Austin Trust Various States Austin Trust Various States, 0.32% Participating VRDN Series BA 08 1127, (Liquidity Facility Bank of America NA) 05248PN27 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.33% (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 2010-12-07 2010-12-07 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., 0.28% Series 2003 B2, LOC Branch Banking & Trust Co. VRDN 837152QD2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.35% Series 2009, LOC Bank of America NA VRDN 348172QM2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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 Nebraska Invt. Fin. Auth. Single Family Hsg. Rev. Nebraska Invt. Fin. Auth. Single Family Hsg. Rev., 0.27% Series 2008 H, (Liquidity Facility Fed. Home Ln. Bank Topeka) VRDN 63968MCE7 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y FHLB-TPK N/A N/A N Y OBLIGOR NE-MBS 7/1/94 N/A N/A LIQUIDITY FHLB-TPK N/A N/A 13105000.00 13105000.00 0.0008 N 13105000.00 13105000.00 Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev. Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev., 0.30% Participating VRDN Series Putters 3546, (Liquidity Facility JPMorgan Chase Bank) 46633VDJ5 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.27% (IMTT-Geismar Proj.) Series 2007, LOC Fed. Home Ln. Bank Atlanta VRDN 04350RAC2 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y FHLB-AT N/A N/A Y FHLB-AT N/A N/A Y OBLIGOR IMTT N/A N/A CONFIRMING LETTER OF CREDIT FHLB-AT 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., 0.27% (Catholic Healthcare West Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 040507JT3 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y OBLIGOR CATHOL HLT WEST N/A N/A LETTER OF CREDIT JPMC BANK 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 2011-02-28 Y METLIFE N/A N/A N N 45000000.00 45000000.00 0.0028 Y 45069885.00 45069885.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYQ4 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-08-01 2038-08-01 7 - 7 Government Agency Debt 111662025.00 45904896.05 First Tier Security 2010-12-07 2010-12-07 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 First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 45000000.00 45000000.00 0.0028 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Mortgage Backed Securities as collateral on settlement date. 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. In a joint trading account at 0.26%, dated 11/30/2010 due 12/01/2010 # 39A99PQA4 Government Agency Repurchase Agreement Y US TREASURY 2010-12-30 2016-10-31 0 - 11.25 Treasury Debt 3598070.34 3775416.50 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-19 2011-08-19 3.875 - 3.875 Government Agency Debt 39373.28 40429.04 FEDERAL FARM CREDIT 2010-12-07 2023-06-27 0 - 6.27 Government Agency Debt 2759453.45 2778037.06 FEDERAL HOME LOAN BANK 2010-12-01 2036-07-15 0 - 5.5 Government Agency Debt 19672270.32 19851332.77 FEDERAL HOME LOAN MORTGAGE CORP 2010-12-01 2047-08-01 0 - 238 Government Agency Debt 119615315.36 62241284.69 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 245491.68 194546.76 FEDERAL NATIONAL MORTGAGE ASSOC 2010-12-01 2050-10-01 0 - 15.5 Government Agency Debt 223442634.11 107476282.51 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2060-10-20 0.356 - 9.5 Government Agency Debt 164039062.97 121074779.17 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 9.375 Government Agency Debt 5154840.25 3097603.65 TENNESEE VALLEY AUTHORITY 2011-04-15 2056-04-01 0 - 8.25 Government Agency Debt 673669.41 760785.33 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 0.327 - 0.327 Other Instrument OTHER 13174.33 13314.81 BANCO BILBAO VIZCAYA ARGENTARI 2012-05-25 2012-06-22 0.284 - 2.45 Other Instrument OTHER 138330.48 138321.63 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2010-12-02 2012-06-22 0.189 - 3.125 Other Instrument OTHER 575142.19 597637.97 BANK AMER NA MEDIUM TERM SR NTS BOOK ENTRY FDIC 2010-12-23 2018-12-23 0 - 1.7 Other Instrument OTHER 295661.93 297850.81 BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER 60146.81 61647.02 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 3.329 Other Instrument OTHER 259486.41 265536.02 CITIGROUP FDG INC FDIC GTD TLGP 2011-05-05 2012-12-10 0.46 - 2.25 Other Instrument OTHER 1480914.71 1518711.31 CITIGROUP FDG IN. FDIC 2012-03-30 2012-04-30 0.339 - 1.053 Other Instrument OTHER 125455.56 126218.03 CITIBANK N A FDIC GTD TLGP 2011-03-30 2012-12-28 0.263 - 1.75 Other Instrument OTHER 149235.23 151848.78 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 305.40 320.24 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER 20683.70 21129.19 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 35013.78 36439.85 GE CAPITAL CORP FDIC 2010-12-09 2012-12-21 0.289 - 3 Other Instrument OTHER 1551650.23 1597451.23 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2010-12-03 2012-03-15 0.292 - 2.152 Other Instrument OTHER 36980.22 37409.68 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 5018.22 5229.47 JPMORGAN CHASE & CO FDIC GTD TLGP 2010-12-01 2012-12-26 0.522 - 3.125 Other Instrument OTHER 108108.68 110978.36 KEYBANK NA FDIC 2012-06-15 2012-06-15 3.2 - 3.2 Other Instrument OTHER 126695.15 133779.52 MORGAN STANLEY (FDIC TLGP) 2010-12-01 2012-03-13 2 - 2.9 Other Instrument OTHER 14952.87 15250.84 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER 1874.35 1949.20 PNC FUNDING CORP 2012-04-01 2012-06-22 0.26 - 2.3 Other Instrument OTHER 14629.50 14877.51 REGIONS BANK FDIC TLGP 2010-12-10 2010-12-10 0.942 - 2.75 Other Instrument OTHER 24156.93 24427.49 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER 61595.99 63835.55 STATE STREET BANK AND TRUST CO 2011-03-15 2011-09-15 0.492 - 1.85 Other Instrument OTHER 3257.65 3267.60 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER 281.45 288.22 SUNTRUST BNK FDIC TLGP 2010-12-16 2010-12-16 0.942 - 0.942 Other Instrument OTHER 31079.44 31149.25 UNION BANK, N.A. 2012-03-16 2012-03-16 0.492 - 0.492 Other Instrument OTHER 11976.66 12011.89 US BANCORP FDIC TLGP 2012-05-15 2012-05-15 1.8 - 1.8 Other Instrument OTHER 2778.59 2830.38 WELLS FARGO & CO FDIC GTD TLGP 2011-12-09 2012-06-15 1.142 - 3 Other Instrument OTHER 173901.17 180863.68 Unrated Security 2010-12-01 2010-12-01 N N N 319026000.00 319026000.00 0.0197 N 319026000.00 319026000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SQX9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-04-01 2038-03-01 1.79 - 5.377 Government Agency Debt 125866725.00 41826013.11 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 41000000.00 41000000.00 0.0025 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 2020-10-01 2048-08-01 2.37 - 7 Government Agency Debt 137492308.00 23467068.52 Unrated Security 2010-12-07 2010-12-07 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% 38B99SLB2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2047-08-01 4 - 7 Government Agency Debt 41018301.00 23466056.22 Unrated Security 2010-12-07 2010-12-07 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% 38B99SQP6 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2035-11-01 2036-02-01 2.682 - 5.377 Government Agency Debt 156320039.00 41826674.73 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 41000000.00 41000000.00 0.0025 N 41000000.00 41000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRT7 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-11-01 2039-07-01 6 - 6 Government Agency Debt 21636599.00 11224141.12 Unrated Security 2010-12-07 2010-12-07 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 2025-04-01 2036-11-01 4.5 - 6.5 Government Agency Debt 34223160.00 11221347.44 Unrated Security 2010-12-07 2010-12-07 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% 38B99SNP9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2040-11-01 2.122 - 2.554 Government Agency Debt 567515417.00 23466805.03 Unrated Security 2010-12-07 2010-12-07 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% 38B99SLQ9 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-01 2040-08-01 4.5 - 6.5 Government Agency Debt 32515000.00 23467294.62 Unrated Security 2010-12-07 2010-12-07 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 2020-04-01 2037-12-01 5 - 6.5 Government Agency Debt 37408786.00 14290720.90 Unrated Security 2010-12-07 2010-12-07 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 2039-07-01 2040-09-01 3.436 - 5.296 Government Agency Debt 22514156.00 23468622.53 Unrated Security 2010-12-07 2010-12-07 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 FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 4 - 4 Government Agency Debt 12973028.00 12243346.10 Unrated Security 2010-12-07 2010-12-07 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 FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 4 - 4 Government Agency Debt 12973176.00 12243485.78 Unrated Security 2010-12-07 2010-12-07 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, 0.88% 38T99CQC1 0001185371 Other Repurchase Agreement N AMEREN CORP 2010-12-01 2010-12-01 N/A Other Commercial Paper 4171000.00 4170874.87 BANC OF AMERICA MORTGAGE SECURITIES 2036-07-25 2036-07-25 6 - 6 Other Instrument OTHER 25536000.00 23306741.25 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-01-25 2034-01-25 N/A Other Instrument OTHER 45000000.00 22669605.00 NATIONSTAR HOME EQUITY LOAN TRUST 2036-09-25 2036-09-25 N/A Other Instrument OTHER 17453633.00 15295107.30 NATIONSTAR HOME EQUITY LOAN TRUST 2037-06-25 2037-06-25 N/A Other Instrument OTHER 4730312.00 3839959.69 SOUNDVIEW HOME LOAN TRUST 2035-08-25 2035-08-25 N/A Other Instrument OTHER 38615000.00 21889631.75 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-04-25 2036-04-25 N/A Other Instrument OTHER 57750000.00 22111684.70 First Tier Security 2011-01-04 2011-01-04 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., 0.43% 39C99DFN3 0000851376 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-11-01 2039-11-01 5 - 5 Government Agency Debt 21053297.00 21399669.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2060-10-20 2060-10-20 8.488 - 8.488 Government Agency Debt 5404104.00 5170849.66 Unrated Security 2010-12-15 2010-12-15 Y BCAPNGR N/A N/A N N 26000000.00 26000000.00 0.0016 Y 26000000.00 26000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.48% 39C99DQS0 0000851376 Other Repurchase Agreement N AMERICAN ELECTRIC POWER CO INC 2011-02-28 2011-03-03 N/A Other Commercial Paper 21650000.00 21629838.38 CARNIVAL PLC 2010-12-20 2010-12-27 N/A Other Commercial Paper 5400000.00 5398683.12 SOUTH CAROLINA FUEL CO 2011-01-10 2011-01-10 N/A Other Commercial Paper 6900000.00 6865500.00 SOUTHERN CO 2011-01-27 2011-01-27 N/A Other Commercial Paper 12041947.00 12034665.23 SOUTHERN CO FUNDING CORP 2010-12-01 2010-12-01 N/A Other Commercial Paper 5600000.00 5572000.00 Unrated Security 2010-12-01 2010-12-01 N N N 50000000.00 50000000.00 0.0031 N 50000000.00 50000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.48% 39C99DQN1 0000851376 Other Repurchase Agreement N 501-1000 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 56261250.00 588607849.74 Unrated Security 2010-12-01 2010-12-01 N N N 545000000.00 545000000.00 0.0336 N 545000000.00 545000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.53% 39C99DRE0 0000851376 Other Repurchase Agreement N BANK AMER N A CHARLOTTE N C MEDIUM TERM BK NTS B 2017-03-15 2017-03-15 5.3 - 5.3 Other Instrument OTHER 2881860.00 2976975.79 BOEING CO 2016-11-20 2016-11-20 3.75 - 3.75 Other Instrument OTHER 14764073.00 15878932.76 HEWLETT PACKARD CO 2013-03-01 2013-03-01 4.5 - 4.5 Other Instrument OTHER 8845241.00 9606948.93 TRANSCANADA PIPELINES LTD REORGANIZED AS TRANSC 2015-06-01 2015-06-01 3.4 - 3.4 Other Instrument OTHER 16517578.00 17737823.25 Unrated Security 2010-12-01 2010-12-01 N N N 44000000.00 44000000.00 0.0027 N 44000000.00 44000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.68% 39C99DQY7 0000851376 Other Repurchase Agreement N UAL CORP 2029-10-15 2029-10-15 6 - 6 Other Instrument OTHER 1574000.00 5402755.00 Unrated Security 2010-12-01 2010-12-01 N N N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4L7 0000851376 Other Repurchase Agreement N CONCUR TECHNOLOGIES INC 2015-04-15 2015-04-15 2.5 - 2.5 Other Instrument OTHER 11776000.00 13903040.00 GILEAD SCIENCES INC 2014-05-01 2014-05-01 1 - 1 Other Instrument OTHER 22024000.00 22867641.56 Unrated Security 2011-03-07 2011-03-07 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 COMMERCIAL MORTGAGE SECURITIES 2044-02-11 2044-02-11 5.331 - 5.331 Other Instrument OTHER 37019326.00 38752111.18 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2045-12-25 N/A Other Instrument OTHER 59437114.00 17050926.83 Unrated Security 2011-03-07 2011-03-07 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 CITIGROUP MTG LN TR 2010-8 2036-12-25 2036-12-25 4.5 - 4.5 Other Instrument OTHER 57921935.00 41137615.21 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES 2044-02-11 2044-02-11 5.331 - 5.331 Other Instrument OTHER 12980674.00 13588267.98 Unrated Security 2011-03-07 2011-03-07 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., 0.36% 38K99AWP8 0001197610 Other Repurchase Agreement N DOLPHIN ENERGY LIMITED LLC, ABU DHABI 2019-06-15 2019-06-15 6.5 - 6.5 Other Instrument OTHER 60066433.00 66150662.19 Unrated Security 2010-12-01 2010-12-01 N N N 63000000.00 63000000.00 0.0039 N 63000000.00 63000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.36% 39L992CB6 0000318336 Other Repurchase Agreement N THE MOSAIC COMPANY < 2010-11-30 2010-11-30 N/A Other Instrument OTHER 632343.00 43201673.76 Unrated Security 2010-12-01 2010-12-01 N N N 40000000.00 40000000.00 0.0025 N 40000000.00 40000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BLE2 0000058056 Other Repurchase Agreement N MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST 2037-07-25 2037-07-25 N/A Other Instrument OTHER 10220747.00 4617268.82 MORGAN STANLEY ABS 2033-07-25 2033-07-25 N/A Other Instrument OTHER 2137934.00 400988.28 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 150784.00 72538.29 MERRILL LYNCH MORTGAGE INVESTORS 2035-12-25 2035-12-25 N/A Other Instrument OTHER 170685.00 124523.75 MASTR ADJUSTABLE RATE MORTGAGES 2035-09-25 2035-09-25 N/A Other Instrument OTHER 2997615.00 1087964.38 KNIGHT RIDDER INC ACQUIRED BY MCCLATCHY CO ON 06 2014-11-01 2014-11-01 4.625 - 4.625 Other Instrument OTHER 86915.00 74529.61 JP MORGAN MORTGAGE TRUST 2037-04-25 2037-04-25 N/A Other Instrument OTHER 7900000.00 6099969.20 INDYMAC INDX MORTGAGE LOAN TRUST 2036-01-25 2036-01-25 N/A Other Instrument OTHER 5100591.00 2531414.37 GE BUSINESS LOAN TRUST 2031-11-15 2031-11-15 1.253 - 1.253 Other Instrument OTHER 2000000.00 532060.52 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 2049-12-10 N/A Other Instrument OTHER 5109491.00 1399152.36 CAPMARK FINL GROUP INC 2011-05-10 2011-05-10 N/A Other Instrument OTHER 6158030.00 2186100.65 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-04-25 2035-04-25 N/A Other Instrument OTHER 3070726.00 835016.38 COUNTRYWIDE HOME EQUITY LOAN TRUST 2033-06-25 2033-06-25 0.873 - 0.873 Other Instrument OTHER 442084.00 234984.58 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 2046-12-25 N/A Other Instrument OTHER 7834.00 2929.67 RRI ENERGY INC 2014-12-15 2014-12-15 6.75 - 6.75 Other Instrument OTHER 938015.00 985795.14 SACO I INC 2040-09-25 2040-09-25 4.336 - 4.336 Other Instrument OTHER 1178255.00 477823.94 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-04-25 2036-04-25 N/A Other Instrument OTHER 2801977.00 1292277.58 SABRE GROUP HLDGS INC FORMERLY SABRE GROUP HLDG 2016-03-15 2016-03-15 8.35 - 8.35 Other Instrument OTHER 23075.00 23072.60 First Tier Security 2010-12-07 2010-12-07 Y DEUTNGR N/A N/A N N 21000000.00 21000000.00 0.0013 N 21000000.00 21000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPK4 0000058056 Other Repurchase Agreement N FEDERATED DEPT STORES INC DEL NAME CHANGED TO MA 2011-04-01 2011-04-01 6.625 - 6.625 Other Instrument OTHER 41979.00 42959.53 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-08-15 2017-08-15 6.625 - 6.625 Other Instrument OTHER 69778.00 73849.91 GSR MORTGAGE LOAN TRUST 2036-08-25 2036-08-25 6.2 - 6.2 Other Instrument OTHER 5191754.00 2393241.51 INTELSAT BERMUDA LTD FORMERLY INTELSAT BERMUDA L 2017-02-04 2017-02-04 11.5 - 11.5 Other Instrument OTHER 8435111.00 9245233.10 M D C HLDGS INC FORMERLY M D C CORP COLO TO 06/2 2012-12-01 2012-12-01 7 - 7 Other Instrument OTHER 40421.00 45506.59 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 56093.00 54372.62 METROPCS WIRELESS INC 2018-09-01 2018-09-01 7.875 - 7.875 Other Instrument OTHER 314449.00 330269.72 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 22005897.00 10586468.75 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 36745.00 37683.78 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 21506.00 14769.69 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2011-10-25 2011-10-25 5.4 - 5.4 Other Instrument OTHER 40311.00 41303.86 CWALT ALTERNATIVE LOAN TRUST 2047-06-25 2047-06-25 6 - 6 Other Instrument OTHER 162058.00 123632.16 BOYD GAMING CORP FOR FUTURE ISSUES SEE 103304 2016-02-01 2016-02-01 7.125 - 7.125 Other Instrument OTHER 2849235.00 2435532.02 COUNTRYWIDE HOME LOANS 2037-05-25 2037-05-25 N/A Other Instrument OTHER 5118377.00 2202024.32 COMM 2046-12-10 2046-12-10 N/A Other Instrument OTHER 2907809.00 463685.04 First Tier Security 2010-12-07 2010-12-07 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% 38L99BRU0 0000058056 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 80715.00 29251.36 CWALT ALTERNATIVE LOAN TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 59652978.00 27813158.08 FORD MTR CO DEL 2047-05-15 2047-05-15 7.7 - 7.7 Other Instrument OTHER 140434.00 146279.10 MERRILL LYNCH MORTGAGE INVESTORS 2035-12-25 2035-12-25 N/A Other Instrument OTHER 199804.00 145767.61 First Tier Security 2010-12-07 2010-12-07 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 CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 806899.00 292422.67 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 3370.00 2314.42 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 28579670.00 13748941.17 First Tier Security 2010-12-07 2010-12-07 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 BEAR STEARNS ARM TRUST 2037-05-25 2037-05-25 N/A Other Instrument OTHER 69081.00 35683.81 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-08-15 2017-08-15 6.625 - 6.625 Other Instrument OTHER 14035319.00 14854353.94 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 274581.00 288535.05 First Tier Security 2010-12-07 2010-12-07 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., 0.41% 38L99BSR6 0000058056 Other Repurchase Agreement N RASC 2035-01-25 2035-01-25 N/A Other Instrument OTHER 4733230.00 2976323.12 RAMP 2034-12-25 2034-12-25 N/A Other Instrument OTHER 274802.00 26928.95 SLM CORP EDNOTES BOOK ENTRY 2012-06-15 2013-09-15 2.648 - 3.598 Other Instrument OTHER 422000.00 396832.19 STRUCTURED ASSET MORTGAGE INVESTMENTS 2045-03-25 2045-03-25 N/A Other Instrument OTHER 757357.00 244065.19 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-03-25 2036-03-25 N/A Other Instrument OTHER 340000.00 152481.54 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-04-25 2036-04-25 N/A Other Instrument OTHER 2429980.00 1120711.79 FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-25 2040-02-17 N/A Government Agency Debt 26228330.00 307582.73 ACCREDITED MORTGAGE LOAN TRUST 2033-10-25 2033-10-25 4.23 - 4.23 Other Instrument OTHER 1810000.00 295771.66 ADVANTA BUSINESS CARD MASTER TRUST 2013-05-20 2013-05-20 N/A Other Instrument OTHER 5815.00 103.25 AIFUL CORP 2011-12-12 2011-12-12 6 - 6 Other Instrument OTHER 1340000.00 1040845.00 AIR CANADA INC AIR CDA INC 2016-02-01 2016-02-01 12 - 12 Other Instrument OTHER 1215862.00 1321844.64 CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 283748.00 102831.15 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 2046-12-25 N/A Other Instrument OTHER 101376.00 37911.38 APIDOS CDO 2018-10-27 2018-10-27 2.004 - 2.004 Other Instrument OTHER 1647121.00 962226.30 AVAYA INC 2015-11-01 2015-11-01 10.125 - 10.125 Other Instrument OTHER 112388.00 112742.72 BEAR STEARNS ARM TRUST 2037-05-25 2037-05-25 N/A Other Instrument OTHER 3010740.00 1555198.45 BEAZER HOMES USA INC 2017-10-15 2017-10-15 12 - 12 Other Instrument OTHER 236835.00 274136.51 COUNTRYWIDE HOME EQUITY LOAN TRUST 2034-09-25 2034-09-25 N/A Other Instrument OTHER 1123087.00 648608.57 CWALT ALTERNATIVE LOAN TRUST 2035-03-25 2035-03-25 5.5 - 5.5 Other Instrument OTHER 20454545.00 854177.65 COUNTRYWIDE HOME LOANS 2035-02-25 2035-02-25 N/A Other Instrument OTHER 3000000.00 267091.48 CARRINGTON HOME EQUITY LOAN TRUST 2035-05-25 2035-05-25 N/A Other Instrument OTHER 2111281.00 1634877.43 CITIZENS UTILS CO DEL NAME CHANGED TO CITIZENS C 2025-11-01 2025-11-01 7 - 7 Other Instrument OTHER 100000.00 97480.56 COMM 2033-08-15 2033-08-15 N/A Other Instrument OTHER 100297.00 99264.44 CONTINENTAL AIRLS PASS THRU TRS 2020-02-02 2020-02-02 6.795 - 6.795 Other Instrument OTHER 230000.00 93331.06 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 264556.00 278000.59 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-08-15 2017-08-15 6.625 - 6.625 Other Instrument OTHER 1487997.00 1574829.48 GSAMP 2034-05-25 2034-05-25 N/A Other Instrument OTHER 410000.00 305405.37 HEXION U S FIN CORP / HEXION NOVA SCOTIA FIN ULC 2014-11-15 2014-11-15 4.786 - 4.786 Other Instrument OTHER 706594.00 667373.80 HILCORP ENERGY I L P / HILCORP FIN CO 2016-06-01 2016-06-01 9 - 9 Other Instrument OTHER 37615.00 41273.06 HOME EQUITY ASSET TRUST 2037-07-25 2037-07-25 0.363 - 0.363 Other Instrument OTHER 515000.00 96387.25 INDYMAC HOME EQUITY LOAN ASSET BACKED TRUST 2031-12-25 2031-12-25 N/A Other Instrument OTHER 3675591.00 166577.65 INTERNATIONAL LEASE FIN CORP 2013-05-01 2013-05-01 5.875 - 5.875 Other Instrument OTHER 185000.00 184950.54 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2019-02-15 2019-02-15 N/A Other Instrument OTHER 705124.00 283061.64 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.122 - 5.122 Other Instrument OTHER 1359000.00 199690.70 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 2963588.00 2872694.35 MLMS 2035-06-28 2035-06-28 N/A Other Instrument OTHER 2590000.00 269810.87 SERIES 2006-1G-MEDALLION TRUST 2037-06-14 2037-06-14 0.342 - 0.342 Other Instrument OTHER 116515.00 30848.26 ML-CFC COMMERCIAL MORTGAGE TRUST 2049-08-12 2049-08-12 N/A Other Instrument OTHER 105000.00 112926.24 MORGAN STANLEY ABS 2036-09-25 2036-09-25 N/A Other Instrument OTHER 1145653.00 794624.96 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 5921755.00 2848803.40 MYLAN INC FORMERLY MYLAN LABS INC TO 10/01/2007 2017-07-15 2017-07-15 7.625 - 7.625 Other Instrument OTHER 277000.00 306445.68 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 101003.00 103583.49 PLAINS EXPL & PRODTN CO 2019-10-15 2019-10-15 8.625 - 8.625 Other Instrument OTHER 340000.00 374265.62 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 2186225.00 1501435.56 RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 477943.00 396837.80 First Tier Security 2010-12-07 2010-12-07 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% 38L99BMJ0 0000058056 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 N/A Other Instrument OTHER 3087481.00 3129881.07 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 2046-12-25 N/A Other Instrument OTHER 109819.00 41068.79 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2011-10-25 2011-10-25 5.4 - 5.4 Other Instrument OTHER 103900.00 106459.06 RALI 2036-12-25 2036-12-25 N/A Other Instrument OTHER 42574428.00 4353394.27 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 80868.00 82934.07 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 3493110.00 1680445.01 MERRILL LYNCH MORTGAGE INVESTORS 2035-12-25 2035-12-25 N/A Other Instrument OTHER 119796.00 87397.53 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2036-10-25 2036-10-25 N/A Other Instrument OTHER 16699938.00 5984582.96 BEAZER HOMES USA INC 2017-10-15 2017-10-15 12 - 12 Other Instrument OTHER 11865.00 13733.74 CITIGROUP MORTGAGE LOAN TRUST 2035-06-25 2035-06-25 N/A Other Instrument OTHER 7267.00 2701.91 EASTMAN KODAK CO 2013-11-15 2013-11-15 7.25 - 7.25 Other Instrument OTHER 967651.00 943963.71 FEDERATED DEPT STORES INC DEL NAME CHANGED TO MA 2011-04-01 2011-04-01 6.625 - 6.625 Other Instrument OTHER 29266.00 29949.58 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-08-15 2017-08-15 6.625 - 6.625 Other Instrument OTHER 166869.00 176606.69 HARRAHS OPER INC 2016-06-01 2016-06-01 6.5 - 6.5 Other Instrument OTHER 3433537.00 2634619.69 HILCORP ENERGY I L P / HILCORP FIN CO 2016-06-01 2016-06-01 9 - 9 Other Instrument OTHER 12633.00 13861.56 KNIGHT RIDDER INC ACQUIRED BY MCCLATCHY CO ON 06 2014-11-01 2014-11-01 4.625 - 4.625 Other Instrument OTHER 151285.00 129726.89 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 44199.00 42843.41 First Tier Security 2010-12-07 2010-12-07 Y DEUTNGR N/A N/A N N 18000000.00 18000000.00 0.0011 N 18000000.00 18000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6L3 0000058056 Other Repurchase Agreement N ALLIED WASTE NORTH AMER INC 2016-05-15 2016-05-15 7.125 - 7.125 Other Instrument OTHER 6224000.00 6623697.50 CONTINENTAL AIRLS PASS THRU TR 2009-2 2018-11-10 2018-11-10 9.25 - 9.25 Other Instrument OTHER 6275000.00 6523328.50 JARDEN CORP 2022-11-15 2022-11-15 6.125 - 6.125 Other Instrument OTHER 5866065.00 5711042.01 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 24915.00 17110.90 ROCKIES EXPRESS PIPELINE LLC 2040-04-15 2040-04-15 6.875 - 6.875 Other Instrument OTHER 1058971.00 1026136.28 WYNDHAM WORLDWIDE CORP 2018-02-01 2018-02-01 5.75 - 5.75 Other Instrument OTHER 6640909.00 6910066.89 First Tier Security 2010-12-07 2010-12-07 Y DEUTNGR N/A N/A N N 25000000.00 25000000.00 0.0015 N 25000000.00 25000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B2F0 0000058056 Other Repurchase Agreement N LINCARE HOLGINGS INC LINCARE HLDGS INC 2037-11-01 2037-11-01 2.75 - 2.75 Other Instrument OTHER 13057000.00 14163127.38 First Tier Security 2010-12-07 2010-12-07 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., 0.45% 38L99BGP3 0000058056 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 431249.00 156285.96 CWALT ALTERNATIVE LOAN TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 10415324.00 4856137.32 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 7668651.00 7433452.41 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 25709.00 17656.19 RITE AID CORP 2015-12-15 2015-12-15 9.375 - 9.375 Other Instrument OTHER 795268.00 708161.30 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 31050910.00 14937790.91 First Tier Security 2010-12-07 2010-12-07 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., 0.50% 38L99B2S2 0000058056 Other Repurchase Agreement N UAL CORP 2029-10-15 2029-10-15 6 - 6 Other Instrument OTHER 4766000.00 16359295.00 First Tier Security 2010-12-07 2010-12-07 Y DEUTNGR N/A N/A N N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.30% 35M99N5F6 0000769993 Other Repurchase Agreement N GOVCO LLC 2011-02-25 2011-02-25 N/A Asset Backed Commercial Paper 17645672.00 17631911.91 TOYOTA MOTOR CREDIT CORP 2011-03-24 2011-03-24 N/A Other Commercial Paper 34934075.00 34901153.13 First Tier Security 2010-12-01 2010-12-01 Y GOLDMNGR N/A N/A N N 51000000.00 51000000.00 0.0031 N 51000000.00 51000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.35% 36N99SHY8 0000877559 Other Repurchase Agreement N CARDINAL HEALTH, INC. 2016-10-15 2016-10-15 5.8 - 5.8 Other Instrument OTHER 3590000.00 4172896.62 INTERNATIONAL PAPER CAPITAL TR 2018-06-15 2018-06-15 7.95 - 7.95 Other Instrument OTHER 4225000.00 5280221.53 Unrated Security 2010-12-07 2010-12-07 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, 0.35% 36N99SHQ5 0000877559 Other Repurchase Agreement N VIACOM INC. 2036-04-30 2036-04-30 6.875 - 6.875 Other Instrument OTHER 3700000.00 4235017.04 ALCAN ALUMINIUM LIMITED 2035-06-01 2035-06-01 5.75 - 5.75 Other Instrument OTHER 1000000.00 1071660.28 THE HOME DEPOT, INC. 2036-12-16 2036-12-16 5.875 - 5.875 Other Instrument OTHER 1390000.00 1483121.59 CREDIT SUISSE BOSTON (USA ) IN 2015-08-15 2015-08-15 5.125 - 5.125 Other Instrument OTHER 9000000.00 10153151.39 BANK OF AMERICA CORPORATION 2013-01-15 2013-01-15 4.875 - 4.875 Other Instrument OTHER 1839000.00 1962932.56 Unrated Security 2010-12-07 2010-12-07 Y INGFING N/A N/A N N 18000000.00 18000000.00 0.0011 N 18000000.00 18000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHG7 0000877559 Other Repurchase Agreement N AMGEN INC. 2020-10-01 2020-10-01 3.45 - 3.45 Other Instrument OTHER 3500000.00 3461575.81 DOMINION RESOURCES INC 2016-01-15 2016-01-15 5.2 - 5.2 Other Instrument OTHER 675000.00 775318.51 KRAFT FOODS INC. 2038-02-01 2038-02-01 6.875 - 6.875 Other Instrument OTHER 12385000.00 15108875.04 METLIFE CAPITAL TRUST I 2014-02-06 2014-02-06 2.375 - 2.375 Other Instrument OTHER 600000.00 611742.50 Unrated Security 2010-12-07 2010-12-07 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., 0.46% 38N99SGT6 Other Repurchase Agreement N AMERICAN EXPRESS COMPANY 2010-11-30 2010-11-30 N/A Other Instrument OTHER 199998.00 8665913.34 J P MORGAN CHASE & CO 2010-11-30 2010-11-30 N/A Other Instrument OTHER 217984.00 8263773.44 BANK OF AMERICA CORPORATION 2010-11-30 2010-11-30 N/A Other Instrument OTHER 967182.00 10938828.42 THE WILLIAMS COMPANY INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 2252515.00 51492492.90 Unrated Security 2010-12-17 2010-12-17 N N N 73000000.00 73000000.00 0.0045 Y 73000000.00 73000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SEN1 Other Repurchase Agreement N MERCK & CO INC NEW 2010-11-30 2010-11-30 N/A Other Instrument OTHER 332073.00 11519612.37 PFIZER INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 485915.00 8046752.40 THE TRAVELERS COMPANIES INCORP 2010-11-30 2010-11-30 N/A Other Instrument OTHER 190.00 10294.20 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 MYLAN LABS INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 976973.00 19578538.92 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 MYLAN LABS INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 2390758.00 47910790.32 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., 0.32% 39L99REC7 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2039-04-15 0 - 5.5 Government Agency Debt 623665639.00 135553172.58 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-25 2040-10-01 0 - 6.393 Government Agency Debt 272459205.00 107496005.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-07-20 2040-05-20 0 - 6.362 Government Agency Debt 574403736.00 47411476.35 Unrated Security 2010-12-01 2010-12-01 N N N 282000000.00 282000000.00 0.0174 N 282000000.00 282000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.58% 39L99REH6 0001287279 Other Repurchase Agreement N ALLIANCE DATA SRA CUM 2014-05-15 2014-05-15 4.75 - 4.75 Other Instrument OTHER 10000000.00 15044791.70 THE WILLIAMS COMPANY INC 2031-06-15 2031-06-15 7.75 - 7.75 Other Instrument OTHER 2909000.00 3349948.92 BIOMED REALTY, L.P. 2030-01-15 2030-01-15 3.75 - 3.75 Other Instrument OTHER 5000000.00 5720312.60 CITIGROUP, INC. 2012-08-27 2012-08-27 5.625 - 5.625 Other Instrument OTHER 20000.00 21389.83 WALT DISNEY COMPANY SR. NOTES 2012-12-01 2012-12-01 4.7 - 4.7 Other Instrument OTHER 7000.00 7693.26 DOMINION RESOURCES INC 2019-01-15 2019-01-15 8.875 - 8.875 Other Instrument OTHER 130000.00 177117.37 R.R. DONNELLEY & SONS COMPANY 2017-01-15 2017-01-15 6.125 - 6.125 Other Instrument OTHER 18131000.00 19331974.97 EDISON MISSION ENERGY 2027-05-15 2027-05-15 7.625 - 7.625 Other Instrument OTHER 3894000.00 2841132.77 FELCOR LODGING LIMITED PARTNER 2014-10-01 2014-10-01 10 - 10 Other Instrument OTHER 6888000.00 7754740.41 FORD MOTOR CREDIT COMPANY 2011-10-25 2012-08-01 7.25 - 7.5 Other Instrument OTHER 2475000.00 2586957.58 GMACLLC7.30%PUBLICINCOMENOTES( 2011-04-01 2011-09-15 6 - 6.875 Other Instrument OTHER 14526000.00 15107512.38 GANNETT CO., INC. 2011-06-01 2011-06-01 5.75 - 5.75 Other Instrument OTHER 4700000.00 4869624.76 GENERAL ELEC CAPT CORP 2014-06-04 2067-11-15 4.375 - 6.375 Other Instrument OTHER 4589000.00 4691403.98 GMAC SMART NOTES 2018-04-15 2018-04-15 7.25 - 7.25 Other Instrument OTHER 60000.00 57051.02 GEORGIA-PACIFIC CORPORATION 2025-12-01 2025-12-01 7.375 - 7.375 Other Instrument OTHER 8000.00 8993.36 THE HERTZ CORPORATION 2014-01-01 2014-01-01 8.875 - 8.875 Other Instrument OTHER 383000.00 403292.37 HONEYWELL INTERNATIONAL INC. 2013-03-01 2013-03-01 4.25 - 4.25 Other Instrument OTHER 577000.00 626222.14 HUMAN GENOME SCIENCES, INC. 2011-10-15 2011-10-15 2.25 - 2.25 Other Instrument OTHER 2930000.00 4923315.67 INTL LEASE FINANCE 2011-03-24 2011-03-24 5.45 - 5.45 Other Instrument OTHER 15000000.00 15131126.05 IRON MOUNTAIN INCORPORATED 2021-08-15 2021-08-15 8.375 - 8.375 Other Instrument OTHER 1022000.00 1150353.31 KEYSPAN CORPORATION 2033-04-01 2033-04-01 5.875 - 5.875 Other Instrument OTHER 6000000.00 6150110.72 MASCO CORPORATION 2016-10-03 2016-10-03 N/A Other Instrument OTHER 4013000.00 4102489.92 MORGAN STANLEY GROUP INC. 2020-07-24 2020-07-24 5.5 - 5.5 Other Instrument OTHER 4144000.00 4309695.62 NEWFIELD EXPLORATION COMPANY 2016-04-15 2016-04-15 6.625 - 6.625 Other Instrument OTHER 1300000.00 1346515.64 OLD DOMINION ELECTRIC COOPERAT 2028-12-01 2028-12-01 6.21 - 6.21 Other Instrument OTHER 32310000.00 37716999.35 PHARMACIA CORPORATION CO 2018-12-01 2018-12-01 6.5 - 6.5 Other Instrument OTHER 70000.00 88059.96 PLAINS EXPLORATION & PRODUCTIO 2015-06-15 2015-06-15 7.75 - 7.75 Other Instrument OTHER 3451000.00 3700023.36 REALOGY CORPORATION 2014-04-15 2014-04-15 10.5 - 10.5 Other Instrument OTHER 21071000.00 18914734.88 SERVICE CORPORATION INTERNATIO 2016-04-01 2016-04-01 1.86 - 1.86 Other Instrument OTHER 1000000.00 1029298.31 SPRINT CAPITAL CORPORATION 2032-03-15 2032-03-15 8.75 - 8.75 Other Instrument OTHER 3799000.00 3801769.79 STANDARD PACIFIC CORP. 2014-04-01 2014-04-01 6.25 - 6.25 Other Instrument OTHER 165000.00 174527.61 SUNGARD DATA SYS INC 2015-08-15 2015-08-15 10.25 - 10.25 Other Instrument OTHER 5075000.00 5442408.69 UNITEDHEALTH GROUP INC COM 2038-02-15 2038-02-15 6.875 - 6.875 Other Instrument OTHER 5794000.00 6728803.95 WEYERHAEUSER COMPANY 2012-03-15 2012-03-15 6.75 - 6.75 Other Instrument OTHER 311000.00 331968.40 AMERCIAN HOME PRODUCTS CORPORA 2011-03-15 2011-03-15 6.7 - 6.7 Other Instrument OTHER 2000.00 2066.10 Unrated Security 2010-12-01 2010-12-01 N N N 183000000.00 183000000.00 0.0113 N 183000000.00 183000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 39L99REA1 0001287279 Other Repurchase Agreement N ARROW ELECTRONICS INC 2021-03-01 2021-03-01 5.125 - 5.125 Other Instrument OTHER 1070000.00 1051214.81 Unrated Security 2010-12-01 2010-12-01 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DEQ1 0001287279 Other Repurchase Agreement N EL PASO NATURAL GAS COMPANY 2017-04-15 2017-04-15 5.95 - 5.95 Other Instrument OTHER 9295000.00 10198357.99 MOTOROLA INC. 2025-05-15 2025-05-15 7.5 - 7.5 Other Instrument OTHER 10000000.00 11559649.71 NEXEN INC 2035-03-10 2035-03-10 5.875 - 5.875 Other Instrument OTHER 5027000.00 5133700.95 Unrated Security 2011-03-25 2011-03-25 N N N 25000000.00 25000000.00 0.0015 Y 25000000.00 25000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNM0 0001287279 Other Repurchase Agreement N ARVINMERITOR INCORPORATED 2026-03-01 2026-03-01 N/A Other Instrument OTHER 13965000.00 16426330.98 VERIFONE HOLDINGS, INC. 2012-06-15 2012-06-15 1.375 - 1.375 Other Instrument OTHER 14370000.00 14927586.85 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, 0.73% 37F99FYT5 0000728612 Other Repurchase Agreement N HARBORVIEW MORTGAGE LOAN TRUST 2036-11-19 2036-11-19 N/A Other Instrument OTHER 27808560.00 10232983.68 JP MORGAN MORTGAGE TRUST 2035-11-25 2035-11-25 N/A Other Instrument OTHER 46075000.00 35923709.92 MASTR ALTERNATIVE LOAN TRUST 2035-05-25 2035-05-25 5.75 - 5.75 Other Instrument OTHER 64123000.00 28057628.45 MASTR RESECURITIZATION TRUST 2035-07-28 2035-07-28 N/A Other Instrument OTHER 4447419.00 1233909.34 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2037-02-25 2037-02-25 N/A Other Instrument OTHER 56400000.00 28233871.09 Unrated Security 2010-12-01 2010-12-01 N N N 96000000.00 96000000.00 0.0059 N 96000000.00 96000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 37F99FUM4 0000728612 Other Repurchase Agreement N ISH MSCI AT INV MKT 2049-01-01 2049-01-01 N/A Other Instrument OTHER 953995.00 25800164.50 ISHARE MSCI GRW IND 2049-01-01 2049-01-01 N/A Other Instrument OTHER 171595.00 9078894.61 KRAFT FOODS-A 2049-01-01 2049-01-01 N/A Other Instrument OTHER 3.00 90.57 ISHARES S&P GLB 100 2049-01-01 2049-01-01 N/A Other Instrument OTHER 113704.00 5080055.42 PRSHS ULTSHRT SP500 2049-01-01 2049-01-01 N/A Other Instrument OTHER 62.00 1666.56 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 37000000.00 37000000.00 0.0023 Y 37000000.00 37000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 37U99PNE1 0000050916 Other Repurchase Agreement N NATIONAL RETAIL PPTYS INC 2026-09-15 2026-09-15 3.95 - 3.95 Other Instrument OTHER 53000.00 60789.90 NEWMONT MNG CORP NAME CHANGED TO NEWMONT GOLD CO 2017-07-15 2017-07-15 1.625 - 1.625 Other Instrument OTHER 3827000.00 5366769.53 OLD REP INTL CORP 2012-05-15 2012-05-15 8 - 8 Other Instrument OTHER 35000.00 42597.92 UNITED DOMINION RLTY TR INC NAME CHANGED TO UDR 2035-12-15 2035-12-15 4 - 4 Other Instrument OTHER 4123000.00 4265587.09 VORNADO RLTY L P 2025-04-15 2025-04-15 3.875 - 3.875 Other Instrument OTHER 4469000.00 4965477.97 First Tier Security 2010-12-01 2010-12-01 Y RBC NGR N/A N/A N N 14000000.00 14000000.00 0.0009 N 14000000.00 14000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PME2 0000050916 Other Repurchase Agreement N ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument OTHER 49416.00 49163.92 WAL MART STORES INC 2020-10-25 2020-10-25 3.25 - 3.25 Other Instrument OTHER 6042.00 5899.29 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2012-08-15 2012-08-15 6.05 - 6.05 Other Instrument OTHER 20687538.00 22320939.82 HYDRO QUEBEC MEDIUM TERM NTS BOOK ENTRY 2025-03-28 2025-03-28 8.4 - 8.4 Other Instrument OTHER 500000.00 719888.33 AT&T INC 2040-09-01 2040-09-01 5.35 - 5.35 Other Instrument OTHER 50000.00 48019.82 First Tier Security 2010-12-07 2010-12-07 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., 0.41% 37U99PNN1 0000050916 Other Repurchase Agreement N First Tier Security 2010-12-07 2010-12-07 Y RBC NGR N/A N/A N N 14000000.00 14000000.00 0.0009 This repurchase agreement was a forward settling transaction and therefore no collateral securities had been allocated as of 11/30. The agreement contemplated the delivery of Convertible Bonds as collateral on settlement date. N 14000000.00 14000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.45% 37U99PMV4 0000050916 Other Repurchase Agreement N CARRINGTON HOME EQUITY LOAN TRUST 2035-07-25 2035-07-25 N/A Other Instrument OTHER 107526.00 85112.96 COUNTRYWIDE HOME LOANS 2035-04-25 2035-04-25 5.5 - 5.5 Other Instrument OTHER 9769979.00 2753816.20 CSMC MORTGAGE-BACKED TRUST 2037-06-25 2037-06-25 7 - 7 Other Instrument OTHER 7628089.00 2429423.87 INDYMAC HOME EQUITY LOAN ASSET BACKED TRUST 2035-03-25 2035-03-25 N/A Other Instrument OTHER 18000000.00 17114454.00 SMHL GLOBAL FD NO 8 2037-01-12 2037-01-12 N/A Other Instrument OTHER 100000.00 18812.92 RAMP 2035-10-25 2035-10-25 N/A Other Instrument OTHER 22262107.00 14330128.36 MORGAN STANLEY MORTGAGE LOAN TRUST 2035-01-25 2035-01-25 N/A Other Instrument OTHER 17000000.00 1622576.73 First Tier Security 2010-12-07 2010-12-07 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., 0.68% 35J99RTC2 0000808379 Other Repurchase Agreement N CSFB MORTGAGE-BACKED TRUST SER 2039-02-15 2039-02-15 5.69 - 5.69 Other Instrument OTHER 215000.00 228922.39 DELTA FUNDING HOME EQUITY LOAN 2029-09-15 2029-09-15 7.962 - 7.962 Other Instrument OTHER 1090000.00 16147.44 FORD CREDIT AUTO OWNER TRUST 2 2014-06-15 2014-06-15 1.32 - 1.32 Other Instrument OTHER 1000000.00 1008034.23 GE CAPITAL COMMERCIAL MORTGAGE 2033-05-15 2033-05-15 6.971 - 6.971 Other Instrument OTHER 42000.00 42807.05 GE BUSINESS LOAN TRUST 2033-06-15 2033-06-15 0.503 - 0.503 Other Instrument OTHER 30000000.00 24213833.21 GMAC COMMERCIAL MORTGAGE SECUR 2034-04-15 2034-04-15 6.67 - 6.67 Other Instrument OTHER 265000.00 269130.36 GS MORTGAGE SECURITIES TRUST 2 2039-11-10 2039-11-10 4.061 - 4.061 Other Instrument OTHER 25000.00 5217.16 GREEN TREE ACCEPTANCE, INC. 2026-04-15 2026-04-15 7.2 - 7.2 Other Instrument OTHER 138000.00 4328.91 CHRYSLER FINANCIAL AUTO SECURI 2013-01-08 2013-01-08 0.69 - 0.69 Other Instrument OTHER 1000000.00 999645.29 BEAR STEARNS COMMERCIAL MORTGA 2012-07-11 2012-07-11 5.422 - 5.422 Other Instrument OTHER 315000.00 197161.36 BEAR STEARNS COMMERCIAL MORTGA 2050-06-11 2050-06-11 5.736 - 5.736 Other Instrument OTHER 140000.00 148182.55 BEAR STEARNS COMMERCIAL MORTGA 2041-09-11 2041-09-11 5.53 - 5.53 Other Instrument OTHER 40000.00 43465.74 BANC OF AMERICA COMMERCIAL MOR 2045-05-10 2045-05-10 5.902 - 5.902 Other Instrument OTHER 1000000.00 1074276.45 BANC OF AMERICA COMMERCIAL MOR 2041-03-11 2041-03-11 4.342 - 4.342 Other Instrument OTHER 243750.00 33091.27 J.P. MORGAN RESECURITIZATION T 2037-07-27 2037-07-27 6.455 - 6.455 Other Instrument OTHER 1600000.00 1248523.71 WACHOVIA AUTO LOAN TRUST 2006- 2012-10-22 2012-10-22 5.34 - 5.34 Other Instrument OTHER 1280000.00 1298252.56 WACHOVIA BANK COMMERCIAL MORTG 2043-05-15 2043-05-15 5.828 - 5.828 Other Instrument OTHER 200000.00 210629.84 STRUCTURED ASSET SECURITIES CO 2031-04-25 2031-04-25 0.553 - 0.553 Other Instrument OTHER 12860000.00 6281363.78 SMS STUDENT LOAN TRUST 1994-A 2026-07-28 2026-07-28 0.408 - 0.408 Other Instrument OTHER 130000.00 20646.31 SLM PRIVATE EDUCATION LOAN TRU 2043-11-16 2043-11-16 N/A Other Instrument OTHER 50000000.00 47158744.93 MERRIL LYNCH MORTGAGE TRUST 2042-02-12 2042-02-12 4.892 - 4.892 Other Instrument OTHER 224000.00 230217.55 KENTUCKY HIGHER EDUCATION STUD 2034-05-01 2034-05-01 1.439 - 1.439 Other Instrument OTHER 1400000.00 1391432.05 Unrated Security 2010-12-07 2010-12-07 Y RBSNGR N/A N/A N N 82000000.00 82000000.00 0.0051 N 82000000.00 82000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.75% 35J99RRE0 0000808379 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-OA 2047-11-25 2047-11-25 1.732 - 1.732 Other Instrument OTHER 4608000.00 2150508.50 BEAR STEARNS ALT-A TRUST 2002- 2035-09-25 2035-09-25 2.975 - 2.975 Other Instrument OTHER 48250000.00 13866790.08 CHASEFLEX TR 2007-M1 2037-08-25 2037-08-25 0.483 - 0.483 Other Instrument OTHER 50000000.00 24366073.31 LEHMAN XS TRUST, SERIES 2007-1 2047-08-25 2047-08-25 1.153 - 1.153 Other Instrument OTHER 35000000.00 14511541.87 MORGAN STANLEY MORTGAGE LOAN T 2036-08-25 2036-08-25 0.403 - 0.403 Other Instrument OTHER 7265000.00 1265239.19 Unrated Security 2011-01-04 2011-01-04 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 JPMORGAN CHASE & CO 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument OTHER 8885627.00 9967067.05 DTE ENERGY CO 2033-04-15 2033-04-15 6.375 - 6.375 Other Instrument OTHER 501809.00 533166.42 First Tier Security 2010-12-07 2010-12-07 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, 0.45% 23M99SNW4 0000230611 Other Repurchase Agreement N SPRINT CAP CORP 2028-11-15 2028-11-15 6.875 - 6.875 Other Instrument OTHER 2735899.00 2312832.12 CNF INC FORMERLY CNF TRASN INC TO 02/08/2000 & N 2034-05-01 2034-05-01 6.7 - 6.7 Other Instrument OTHER 2500004.00 2413696.92 CCM MERGER INC 2013-08-01 2013-08-01 8 - 8 Other Instrument OTHER 2974686.00 2889742.19 SR NT CONV 2013-09-15 2013-09-15 2.125 - 2.125 Other Instrument OTHER 8547000.00 8591761.35 GEORGIA PAC LLC 2016-05-01 2016-05-01 8.25 - 8.25 Other Instrument OTHER 911085.00 1019636.98 First Tier Security 2010-12-07 2010-12-07 Y UBSWNGR N/A N/A N N 16000000.00 16000000.00 0.0010 N 16000000.00 16000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPJ1 0000230611 Other Repurchase Agreement N UHS ESCROW CORP 2018-10-01 2018-10-01 7 - 7 Other Instrument OTHER 1290870.00 1370975.66 GEORGIA PAC LLC 2016-05-01 2016-05-01 8.25 - 8.25 Other Instrument OTHER 1117223.00 1250335.47 CLEAR CHANNEL COMMUNICATIONS INC 2016-08-01 2016-08-01 11 - 11 Other Instrument OTHER 13310000.00 10466466.42 BRITISH TELECOMMUNICATIONS P L C REORGANIZED AS 2030-12-15 2030-12-15 9.875 - 9.875 Other Instrument OTHER 1516898.00 2112144.58 BEAZER HOMES USA INC 2013-11-15 2013-11-15 6.5 - 6.5 Other Instrument OTHER 6167857.00 6184561.61 BAC CAP TR XI 2036-05-23 2036-05-23 6.625 - 6.625 Other Instrument OTHER 1311432.00 1247851.41 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 DEERE JOHN CAP CORP MEDIUM TERM NTS SER D BOOK E 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 333.00 349.18 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER 2037.00 2146.27 G00663 2018-07-25 2018-07-25 N/A Other Instrument OTHER 24716027.00 21003150.25 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 SOTHEBYS FORMERLY SOTHEBYS HLDGS INC TO 06/13/2 2013-06-15 2013-06-15 3.125 - 3.125 Other Instrument OTHER 7769000.00 10803361.00 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, 0.36% 38U995CS4 0000276523 Other Repurchase Agreement N ERAC USA FINANCE LLC 2011-01-14 2011-01-14 N/A Financial Company Commercial Paper 17282290.00 17273655.77 PNC FDG CORP 2015-11-15 2015-11-15 5.25 - 5.25 Other Instrument OTHER 14556.00 15937.62 TIME WARNER INC NEW 2020-03-15 2020-03-15 4.875 - 4.875 Other Instrument OTHER 2154492.00 2334771.81 Unrated Security 2010-12-07 2010-12-07 Y WELLSNGR N/A N/A N N 19000000.00 19000000.00 0.0012 N 19000000.00 19000000.00