N-MFP LIVE N 2010-12-30 0000035315 S000017682 1 N N 002-41839 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 FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 56 87 7450131167.59 7034379.22 17815967.00 7439349579.81 0.0041 1.0002 2010-12-30 1.0002 2010-12-30 C000048857 2500.00 7439349579.81 1.00 39030602.19 597102341.35 558071739.16 0.0011 1.0002 2010-12-30 1.0002 2010-12-30 Bank of Montreal Bank of Montreal, 0.28% 06366FXE6 Certificate of Deposit First Tier Security 2011-01-18 2011-03-17 N N N 15000000.00 15000000.00 0.0020 N 14998350.00 14998350.00 Bank of Montreal Bank of Montreal, 0.36% 06366UEK0 Certificate of Deposit First Tier Security 2011-01-24 2011-11-22 N N N 6000000.00 6000000.00 0.0008 N 5997366.00 5997366.00 Bank of Montreal Bank of Montreal, 0.41% 06366FK91 Certificate of Deposit First Tier Security 2011-01-25 2011-05-25 N N N 23000000.00 23000000.00 0.0031 N 22996550.00 22996550.00 Bank of Montreal Bank of Montreal, 0.50% 06366F5U1 Certificate of Deposit First Tier Security 2011-09-01 2011-09-01 N N N 81000000.00 81000000.00 0.0109 N 81059875.20 81059875.20 Bank of Montreal Bank of Montreal, 0.50% 06366F6D8 Certificate of Deposit First Tier Security 2011-09-06 2011-09-06 N N N 114000000.00 114000000.00 0.0153 N 114085990.20 114085990.20 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417DUT0 Certificate of Deposit First Tier Security 2011-02-08 2011-02-08 N N N 23000000.00 23000000.00 0.0031 N 23000000.00 23000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417DUZ6 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 12000000.00 12000000.00 0.0016 N 12000000.00 12000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417DCK9 Certificate of Deposit First Tier Security 2011-02-14 2011-05-13 N N N 69000000.00 68983843.20 0.0093 N 69013593.00 69013593.00 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 12000000.00 12000000.00 0.0016 N 11979564.00 11979564.00 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.28% 06538A3K9 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 N N N 20000000.00 19999999.74 0.0027 N 20000022.00 20000022.00 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 23000000.00 23000000.00 0.0031 N 22998730.40 22998730.40 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.50% 06538A3U7 Certificate of Deposit First Tier Security 2011-07-08 2011-07-08 N N N 23000000.00 23000000.00 0.0031 N 22998723.50 22998723.50 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 23000000.00 23000000.00 0.0031 N 22998702.80 22998702.80 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.52% 06538AT54 Certificate of Deposit First Tier Security 2011-02-11 2011-02-11 N N N 47000000.00 47000000.00 0.0063 N 47012022.60 47012022.60 Bank of Tokyo-Mitsubishi Bank of Tokyo-Mitsubishi, 0.54% 06538AS63 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 23000000.00 23000000.00 0.0031 N 23005809.80 23005809.80 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 58000000.00 58000000.00 0.0078 N 58014065.00 58014065.00 Barclays Bank PLC New York Branch Barclays Bank PLC New York Branch, 0.30% 06740MSY0 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 91000000.00 91000000.00 0.0122 N 90999990.90 90999990.90 BNP Paribas New York Branch BNP Paribas New York Branch, 0.32% 0556M5A96 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 55000000.00 55000000.00 0.0074 N 54999994.50 54999994.50 BNP Paribas New York Branch BNP Paribas New York Branch, 0.40% 0556M5TR6 Certificate of Deposit First Tier Security 2011-04-06 2011-04-06 N N N 50000000.00 50000000.00 0.0067 N 49999950.00 49999950.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.41% 0556M5XS9 Certificate of Deposit First Tier Security 2011-05-12 2011-05-12 N N N 60000000.00 60000000.00 0.0081 N 59986764.00 59986764.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.44% 0556M5SA4 Certificate of Deposit First Tier Security 2011-03-22 2011-03-22 N N N 49000000.00 49000000.00 0.0066 N 49007663.60 49007663.60 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 58000000.00 58000000.00 0.0078 N 58013606.80 58013606.80 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF52 Certificate of Deposit First Tier Security 2011-01-04 2011-10-04 N N N 23000000.00 23000000.00 0.0031 N 22991421.00 22991421.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XF86 Certificate of Deposit First Tier Security 2011-01-10 2011-11-07 N N N 47000000.00 47000000.00 0.0063 N 46980307.00 46980307.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.38% 13606XB31 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 12000000.00 12000000.00 0.0016 N 11999436.00 11999436.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.41% 13606XA57 Certificate of Deposit First Tier Security 2011-01-04 2011-04-01 N N N 23000000.00 23000241.75 0.0031 N 22996435.00 22996435.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.43% 13606XB49 Certificate of Deposit First Tier Security 2011-01-07 2011-05-09 N N N 12000000.00 12000000.00 0.0016 N 11998812.00 11998812.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.50% 13606XE61 Certificate of Deposit First Tier Security 2011-09-13 2011-09-13 N N N 25000000.00 25000000.00 0.0034 N 25015842.50 25015842.50 Credit Agricole CIB Credit Agricole CIB, 0.36% 22532YYJ9 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 24000000.00 24000000.00 0.0032 N 23999997.60 23999997.60 Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.30% 25154TXE2 Certificate of Deposit First Tier Security 2011-03-03 2011-03-03 N N N 46000000.00 46000000.00 0.0062 N 45999204.20 45999204.20 DZ BANK AG DZ BANK AG, 0.40% 23322A7H7 Certificate of Deposit First Tier Security 2011-02-10 2011-02-10 N N N 23000000.00 23000000.00 0.0031 N 23002617.40 23002617.40 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 13000000.00 13000000.00 0.0017 N 13000000.00 13000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.45% 51488P5M6 Certificate of Deposit First Tier Security 2011-01-13 2011-01-13 N N N 92000000.00 92000000.00 0.0124 N 92005980.00 92005980.00 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 62000000.00 62000000.00 0.0083 N 61973712.00 61973712.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-03-07 N N N 47000000.00 47000000.00 0.0063 N 47003525.00 47003525.00 Natixis SA Natixis SA, 0.56% 63873BYN1 Certificate of Deposit First Tier Security 2011-01-31 2011-02-01 Y NATIXIS N Y BRH N/A N/A N N 46000000.00 46000000.00 0.0062 N 46007682.00 46007682.00 Natixis SA Natixis SA, 0.66% 63873BXH5 Certificate of Deposit First Tier Security 2011-01-04 2011-01-04 Y NATIXIS N Y BRH N/A N/A N N 50000000.00 50000000.00 0.0067 N 50000000.00 50000000.00 Natixis SA Natixis SA, 2.00% 63873BHT7 Certificate of Deposit First Tier Security 2011-03-22 2011-03-22 Y NATIXIS N Y BRH N/A N/A N N 40000000.00 40000000.00 0.0054 N 39945200.00 39945200.00 Norddeutsche Landesbank Norddeutsche Landesbank, 0.60% 65556LX41 Certificate of Deposit First Tier Security 2011-01-03 2011-01-03 N N N 37000000.00 37000000.00 0.0050 N 37001017.50 37001017.50 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.60% 65556Q3Q4 Certificate of Deposit First Tier Security 2011-01-11 2011-01-11 N N N 23000000.00 23000000.00 0.0031 N 23002313.80 23002313.80 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCC7 Certificate of Deposit First Tier Security 2011-01-10 2011-02-09 N N N 12000000.00 12000000.00 0.0016 N 11998836.00 11998836.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MDC6 Certificate of Deposit First Tier Security 2011-01-11 2011-03-11 N N N 8000000.00 8000000.00 0.0011 N 7999232.00 7999232.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.26% 74977MCR4 Certificate of Deposit First Tier Security 2011-01-25 2011-02-25 N N N 12000000.00 12000000.00 0.0016 N 11998128.00 11998128.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.27% 74977MCT0 Certificate of Deposit First Tier Security 2011-01-04 2011-03-03 N N N 24000000.00 24000000.00 0.0032 N 23999232.00 23999232.00 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 37000000.00 37000000.00 0.0050 N 37003470.60 37003470.60 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.40% 74977MLC7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 25000000.00 25000000.00 0.0034 N 25003417.50 25003417.50 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 23000000.00 23000000.00 0.0031 N 23008006.30 23008006.30 Royal Bank of Canada Royal Bank of Canada, 0.63% 78009JKX2 Certificate of Deposit First Tier Security 2011-01-04 2011-12-30 N N N 75000000.00 75000000.00 0.0101 N 75110925.00 75110925.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.26% 78009JZV0 Certificate of Deposit First Tier Security 2011-01-12 2011-03-14 N N N 2000000.00 2000000.00 0.0003 N 1999796.00 1999796.00 Societe Generale Societe Generale, 0.33% 83369RLF6 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 34000000.00 34000000.00 0.0046 N 34000962.20 34000962.20 Societe Generale Societe Generale, 0.33% 83369RLM1 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 45000000.00 45000000.00 0.0060 N 45001422.00 45001422.00 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 13000000.00 13000000.00 0.0017 N 12998999.00 12998999.00 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 24000000.00 24000000.00 0.0032 N 24000072.00 24000072.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.27% 86562GD34 Certificate of Deposit First Tier Security 2011-01-24 2011-01-24 N N N 23000000.00 23000000.00 0.0031 N 23000151.80 23000151.80 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 11000000.00 11000000.00 0.0015 N 11000084.70 11000084.70 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 12000000.00 12000000.00 0.0016 N 12000172.80 12000172.80 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 18000000.00 18000000.00 0.0024 N 18000279.00 18000279.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GH97 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 12000000.00 12000000.00 0.0016 N 12000150.00 12000150.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GG80 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 47000000.00 47000000.00 0.0063 N 47000639.20 47000639.20 Svenska Handelsbanken Svenska Handelsbanken, 0.35% 86959BLM5 Certificate of Deposit First Tier Security 2011-05-03 2011-05-03 N N N 46000000.00 46000778.25 0.0062 N 45992920.60 45992920.60 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.26% 89112YAX1 Certificate of Deposit First Tier Security 2011-01-10 2011-03-10 N N N 6000000.00 6000000.00 0.0008 N 5999436.00 5999436.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.27% 89112YAJ2 Certificate of Deposit First Tier Security 2011-01-04 2011-02-04 N N N 12000000.00 12000000.00 0.0016 N 11999712.00 11999712.00 UBS AG UBS AG, 0.31% 90267AYY6 Certificate of Deposit First Tier Security 2011-03-17 2011-03-17 N N N 118000000.00 118000000.00 0.0159 N 118007457.60 118007457.60 UBS AG UBS AG, 0.35% 90267AZD1 Certificate of Deposit First Tier Security 2011-04-20 2011-04-20 N N N 45000000.00 45000000.00 0.0060 N 44999991.00 44999991.00 UBS AG UBS AG, 0.35% 90267AZM1 Certificate of Deposit First Tier Security 2011-05-02 2011-05-02 N N N 45000000.00 45000000.00 0.0060 N 44996953.50 44996953.50 Bank of Montreal Bank of Montreal, 0.26% 35L990XG4 0000927971 Certificate of Deposit First Tier Security 2011-01-14 2011-01-14 N N N 16000000.00 16000000.00 0.0022 N 16000030.40 16000030.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.30% 202991TC9 0000008565 Certificate of Deposit First Tier Security 2011-04-04 2011-04-04 N N N 11000000.00 11000000.00 0.0015 N 10999425.80 10999425.80 Credit Agricole SA Credit Agricole SA, 0.33% 22999KKS0 0001191672 Certificate of Deposit First Tier Security 2011-03-08 2011-03-08 N N N 44000000.00 44000000.00 0.0059 N 43997531.60 43997531.60 Credit Agricole SA Credit Agricole SA, 0.35% 22999KKN1 0001191672 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 49000000.00 49000000.00 0.0066 N 48999167.00 48999167.00 Credit Agricole SA Credit Agricole SA, 0.37% 22999KKQ4 0001191672 Certificate of Deposit First Tier Security 2011-04-08 2011-04-08 N N N 44000000.00 44000000.00 0.0059 N 43996383.20 43996383.20 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 45000000.00 45000000.00 0.0060 N 45000549.00 45000549.00 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 49000000.00 49000000.00 0.0066 N 48999936.30 48999936.30 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHC1 0001274419 Certificate of Deposit First Tier Security 2011-02-03 2011-02-03 N N N 80000000.00 80000000.00 0.0108 N 80015096.00 80015096.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.50% 22999AHD9 0001274419 Certificate of Deposit First Tier Security 2011-02-16 2011-02-16 N N N 34000000.00 34000000.00 0.0046 N 34008870.60 34008870.60 Danske Bank AS Danske Bank AS, 0.30% 21P99HUM3 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 23000000.00 23000118.19 0.0031 N 23000119.60 23000119.60 Danske Bank AS Danske Bank AS, 0.31% 21P99HSR5 Certificate of Deposit First Tier Security 2011-02-09 2011-02-09 N N N 24000000.00 24000000.00 0.0032 N 24000261.60 24000261.60 Danske Bank AS Danske Bank AS, 0.32% 21P99HUU5 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 23000000.00 23000000.00 0.0031 N 23000676.20 23000676.20 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 36000000.00 36000000.00 0.0048 N 36000957.60 36000957.60 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 11000000.00 11000000.00 0.0015 N 11008028.90 11008028.90 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 25000000.00 25000000.00 0.0034 N 25000145.00 25000145.00 ING Bank NV ING Bank NV, 0.30% 38T99AAJ7 Certificate of Deposit First Tier Security 2011-02-07 2011-02-07 N N N 23000000.00 23000000.00 0.0031 N 22999997.70 22999997.70 ING Bank NV ING Bank NV, 0.30% 38T99AAK4 Certificate of Deposit First Tier Security 2011-02-14 2011-02-14 N N N 23000000.00 23000000.00 0.0031 N 22999997.70 22999997.70 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 47000000.00 47000000.00 0.0063 N 46999990.60 46999990.60 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 35000000.00 35000000.00 0.0047 N 35000304.50 35000304.50 ING Bank NV ING Bank NV, 0.33% 38T99AAL2 Certificate of Deposit First Tier Security 2011-03-01 2011-03-01 N N N 19000000.00 19000000.00 0.0026 N 18999998.10 18999998.10 ING Bank NV ING Bank NV, 0.33% 37X99JSC1 0001017255 Certificate of Deposit First Tier Security 2011-03-02 2011-03-02 N N N 34000000.00 34000000.00 0.0046 N 33999996.60 33999996.60 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KKY6 Certificate of Deposit First Tier Security 2011-01-06 2011-01-06 N N N 22000000.00 22000000.00 0.0030 N 22000475.20 22000475.20 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.40% 02B99KLC3 Certificate of Deposit First Tier Security 2011-01-10 2011-01-10 N N N 22000000.00 22000000.00 0.0030 N 22000792.00 22000792.00 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.53% 02B99KLL3 Certificate of Deposit First Tier Security 2011-02-18 2011-02-18 N N N 43000000.00 43000000.00 0.0058 N 43013437.50 43013437.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908A8 0000833029 Certificate of Deposit First Tier Security 2011-03-09 2011-03-09 N N N 46000000.00 46000000.00 0.0062 N 45999995.40 45999995.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 6329908E0 0000833029 Certificate of Deposit First Tier Security 2011-03-16 2011-03-16 N N N 50000000.00 50000000.00 0.0067 N 49999995.00 49999995.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.42% 6329907Y7 0000833029 Certificate of Deposit First Tier Security 2011-06-10 2011-06-10 N N N 11000000.00 11000243.94 0.0015 N 11001221.00 11001221.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.43% 6329907X9 0000833029 Certificate of Deposit First Tier Security 2011-06-06 2011-06-06 N N N 34000000.00 34000000.00 0.0046 N 34003678.80 34003678.80 Societe Generale Societe Generale, 0.33% 39A99MAG5 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 31000000.00 31000000.00 0.0042 N 31000821.50 31000821.50 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.30% 8574P0X86 Certificate of Deposit First Tier Security 2011-02-08 2011-02-08 N N N 40000000.00 40001674.66 0.0054 N 40006056.00 40006056.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.32% 05253CR40 Financial Company Commercial Paper First Tier Security 2011-04-04 2011-04-04 N N N 23000000.00 22980986.68 0.0031 N 22988410.30 22988410.30 Bank of Nova Scotia Bank of Nova Scotia, 0.30% 06416KQH6 Financial Company Commercial Paper First Tier Security 2011-03-17 2011-03-17 N N N 45000000.00 44971875.00 0.0060 N 44981950.50 44981950.50 Barclays Bank PLC (CCP FDG) Barclays Bank PLC (CCP FDG), 0.32% 06741GAE5 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 11000000.00 10995697.77 0.0015 N 10996425.00 10996425.00 BP Capital Markets PLC BP Capital Markets PLC, 0.48% 05568UN77 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-01-07 N N N 4000000.00 3999680.00 0.0005 N 3999704.40 3999704.40 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.33% 20260BNQ7 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-01-24 N N N 45000000.00 44990512.51 0.0060 N 44992408.50 44992408.50 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 23000000.00 22991726.39 0.0031 N 22993300.10 22993300.10 Commerzbank U.S. Finance, Inc. Commerzbank U.S. Finance, Inc., 0.36% 20260BP10 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 27000000.00 26991746.24 0.0036 N 26993663.10 26993663.10 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 27000000.00 26997225.00 0.0036 N 26998101.90 26998101.90 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 35000000.00 34998775.00 0.0047 N 34999146.00 34999146.00 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 18000000.00 18000000.00 0.0024 N 17992512.00 17992512.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAB2 Financial Company Commercial Paper First Tier Security 2011-03-07 2011-06-02 N N N 11000000.00 11000000.00 0.0015 N 11001617.00 11001617.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.34% 20272AAN6 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-09-16 N N N 13000000.00 12999065.74 0.0017 N 12995138.00 12995138.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAV8 Financial Company Commercial Paper First Tier Security 2011-02-22 2011-11-21 N N N 11000000.00 11000000.00 0.0015 N 10995204.00 10995204.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.35% 20272AAL0 Financial Company Commercial Paper First Tier Security 2011-03-02 2011-08-26 N N N 11000000.00 11000000.00 0.0015 N 10998273.00 10998273.00 Credit Suisse New York Branch Credit Suisse New York Branch, 0.30% 2254EBQW4 Financial Company Commercial Paper First Tier Security 2011-03-30 2011-03-30 N N N 55000000.00 54959666.66 0.0074 N 54954900.00 54954900.00 Danske Corp. Danske Corp., 0.31% 2363F7PA0 Financial Company Commercial Paper First Tier Security 2011-02-10 2011-02-10 N N N 14000000.00 13995255.56 0.0019 N 13995503.20 13995503.20 Danske Corp. Danske Corp., 0.31% 2363F7PB8 Financial Company Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 14000000.00 13995136.94 0.0019 N 13995361.80 13995361.80 Danske Corp. Danske Corp., 0.33% 2363F7NL8 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-01-20 N N N 54017000.00 54007592.04 0.0073 N 54009556.46 54009556.46 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 15000000.00 14989875.00 0.0020 N 14988895.50 14988895.50 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 11000000.00 10993048.61 0.0015 N 10993667.30 10993667.30 DnB NOR Bank ASA DnB NOR Bank ASA, 0.40% 2332K1P79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 20000000.00 19991777.78 0.0027 N 19994174.00 19994174.00 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 8000000.00 7996711.11 0.0011 N 7997669.60 7997669.60 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 15000000.00 14998966.67 0.0020 N 14999541.00 14999541.00 ING U.S. Funding LLC ING U.S. Funding LLC, 0.30% 4497W1NK8 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-01-19 N Y INGBANK N/A N/A Y GUARANTOR INGBANK N/A N/A 23000000.00 22996550.00 0.0031 N 22997000.80 22997000.80 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 23000000.00 22992026.67 0.0031 N 22991736.10 22991736.10 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1N43 Financial Company Commercial Paper First Tier Security 2011-01-04 2011-01-04 N N N 10000000.00 9999708.33 0.0013 N 9999678.00 9999678.00 Intesa Funding LLC Intesa Funding LLC, 0.45% 4611K1NJ0 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 42000000.00 41991075.00 0.0056 N 41993805.00 41993805.00 Landesbank Baden-Wuert Landesbank Baden-Wuert, 0.45% 5148X1NE9 Financial Company Commercial Paper First Tier Security 2011-01-14 2011-01-14 N N N 96000000.00 95984400.00 0.0129 N 95988499.20 95988499.20 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 30000000.00 29998333.33 0.0040 N 29998899.00 29998899.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.38% 6323A1P18 Financial Company Commercial Paper First Tier Security 2011-02-01 2011-02-01 N N N 26000000.00 25991604.17 0.0035 N 25993897.80 25993897.80 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 12000000.00 11995733.33 0.0016 N 11997074.40 11997074.40 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 9000000.00 8996475.00 0.0012 N 8996472.00 8996472.00 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 6000000.00 5997400.00 0.0008 N 5997341.40 5997341.40 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QE4 Financial Company Commercial Paper First Tier Security 2011-03-14 2011-03-14 N N N 14000000.00 13990200.00 0.0019 N 13990943.40 13990943.40 Nationwide Building Society Nationwide Building Society, 0.35% 6385E1QN4 Financial Company Commercial Paper First Tier Security 2011-03-22 2011-03-22 N N N 8000000.00 7993777.77 0.0011 N 7994168.00 7994168.00 Natixis US Finance Co. LLC Natixis US Finance Co. LLC, 0.41% 6323A4BU3 Financial Company Commercial Paper First Tier Security 2011-01-18 2011-02-02 Y NATIXIS US FINA N/A N/A N N 54000000.00 54000000.00 0.0073 N 53986824.00 53986824.00 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 14000000.00 13992650.00 0.0019 N 13994160.60 13994160.60 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 5000000.00 4997131.94 0.0007 N 4997666.50 4997666.50 Royal Bank of Canada Royal Bank of Canada, 0.40% 78009BTG7 Financial Company Commercial Paper First Tier Security 2011-06-16 2011-06-16 N N N 46000000.00 45915155.57 0.0062 N 45944519.40 45944519.40 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 27000000.00 26998650.00 0.0036 N 26998844.40 26998844.40 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 30000000.00 29991475.00 0.0040 N 29992959.00 29992959.00 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 46000000.00 45973613.89 0.0062 N 45976231.80 45976231.80 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HP79 Financial Company Commercial Paper First Tier Security 2011-02-07 2011-02-07 N N N 11000000.00 10996043.05 0.0015 N 10996795.70 10996795.70 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd., 0.35% 86563HPE4 Financial Company Commercial Paper First Tier Security 2011-02-14 2011-02-14 N N N 11000000.00 10995294.44 0.0015 N 10996012.50 10996012.50 Swedbank AB Swedbank AB, 0.35% 87019SND2 Financial Company Commercial Paper First Tier Security 2011-01-13 2011-01-13 N N N 17000000.00 16998016.67 0.0023 N 16998556.70 16998556.70 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.40% 89153QWF3 Financial Company Commercial Paper First Tier Security 2011-09-15 2011-09-15 N N N 8000000.00 7977155.56 0.0011 N 7971448.00 7971448.00 Total Capital Canada Ltd. Total Capital Canada Ltd., 0.43% 89153QWG1 Financial Company Commercial Paper First Tier Security 2011-09-16 2011-09-16 N N N 17000000.00 16947611.67 0.0023 N 16938970.00 16938970.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HP32 Financial Company Commercial Paper First Tier Security 2011-02-03 2011-02-03 N N N 13000000.00 12995829.17 0.0017 N 12997507.90 12997507.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HPH1 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 3000000.00 2998629.17 0.0004 N 2999031.90 2999031.90 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.35% 89233HRC0 Financial Company Commercial Paper First Tier Security 2011-04-12 2011-04-12 N N N 6000000.00 5994108.33 0.0008 N 5995273.80 5995273.80 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 3000000.00 2999523.33 0.0004 N 2999655.30 2999655.30 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 12000000.00 11999333.33 0.0016 N 11999480.40 11999480.40 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 18000000.00 17998800.00 0.0024 N 17999089.20 17999089.20 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BC4 Financial Company Commercial Paper First Tier Security 2011-01-19 2011-04-19 N N N 31000000.00 31000000.00 0.0042 N 30997985.00 30997985.00 Westpac Banking Corp. Westpac Banking Corp., 0.29% 9612C4BD2 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-04-20 N N N 31000000.00 31000000.00 0.0042 N 30998202.00 30998202.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BG5 Financial Company Commercial Paper First Tier Security 2011-01-20 2011-09-19 N N N 27500000.00 27500000.00 0.0037 N 27490320.00 27490320.00 Westpac Banking Corp. Westpac Banking Corp., 0.35% 9612C4BH3 Financial Company Commercial Paper First Tier Security 2011-01-24 2011-09-23 N N N 27500000.00 27500000.00 0.0037 N 27490155.00 27490155.00 Westpac Banking Corp. Westpac Banking Corp., 0.36% 9612C4BJ9 Financial Company Commercial Paper First Tier Security 2011-01-07 2011-10-07 N N N 24000000.00 24000000.00 0.0032 N 23989128.00 23989128.00 Westpac Banking Corp. Westpac Banking Corp., 0.45% 9612C1WC7 Financial Company Commercial Paper First Tier Security 2011-09-12 2011-09-12 N N N 22000000.00 21930150.00 0.0029 N 21925978.80 21925978.80 Autobahn Funding Autobahn Funding, 0.30% 0527M1N50 Asset Backed Commercial Paper First Tier Security 2011-01-05 2011-01-05 N N Y LIQUIDITY DGB N/A N/A 28000000.00 27999066.67 0.0038 N 27998871.60 27998871.60 Hannover Funding Co. LLC Hannover Funding Co. LLC, 0.45% 41068LN36 Asset Backed Commercial Paper First Tier Security 2011-01-03 2011-01-03 N N Y LIQUIDITY NORDDEUT (GTD) N/A N/A USBANKNA N/A N/A 7000000.00 6999825.00 0.0009 N 6999830.60 6999830.60 CVS Caremark Corp. CVS Caremark Corp., 0.40% 12664RAC6 Other Commercial Paper Second Tier Security 2011-01-31 2011-01-31 Y CVS CAREMARK N/A N/A N N 14000000.00 14000000.00 0.0019 N 13997116.00 13997116.00 Novartis Finance Corp. Novartis Finance Corp., 0.30% 6698M5NJ4 Other Commercial Paper First Tier Security 2011-01-18 2011-01-18 N N N 11000000.00 10998441.67 0.0015 N 10998817.50 10998817.50 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PB9 Other Commercial Paper First Tier Security 2011-02-11 2011-02-11 N N N 3000000.00 2998770.00 0.0004 N 2999111.10 2999111.10 Novartis Finance Corp. Novartis Finance Corp., 0.36% 6698M5PP8 Other Commercial Paper First Tier Security 2011-02-23 2011-02-23 N N N 11000000.00 10994170.00 0.0015 N 10995512.00 10995512.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.40% 92780KNS3 Other Commercial Paper Second Tier Security 2011-01-26 2011-01-26 N N N 7000000.00 6998055.55 0.0009 N 6998200.30 6998200.30 Xerox Corp. Xerox Corp., 1.00% 98412FNQ1 Other Commercial Paper Second Tier Security 2011-01-24 2011-01-24 N N N 9000000.00 8994250.00 0.0012 N 8996982.30 8996982.30 BNP Paribas SA BNP Paribas SA, 0.54% 05567LSW8 Other Note First Tier Security 2011-02-11 2011-02-11 N N N 36000000.00 36000000.00 0.0048 N 36003996.00 36003996.00 BP Capital Markets PLC BP Capital Markets PLC, 0.44% 05565QAW8 Other Note First Tier Security 2011-03-11 2011-04-11 N N N 21084000.00 21084000.00 0.0028 N 21092475.77 21092475.77 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.32% 2027A0ED7 Other Note First Tier Security 2011-01-04 2011-01-04 N N N 49000000.00 49000000.00 0.0066 N 49000000.00 49000000.00 Metropolitan Life Global Funding I Metropolitan Life Global Funding I, 1.79% 59217EBX1 Other Note First Tier Security 2011-01-04 2011-04-07 Y MET LIFE GLBL F N/A N/A N N 28500000.00 28535814.14 0.0038 N 28558425.00 28558425.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78008FBA1 Other Note First Tier Security 2011-01-04 2011-12-30 N N N 108750000.00 108750000.00 0.0146 N 108796653.75 108796653.75 Royal Bank of Canada Royal Bank of Canada, 0.70% 78008FAM6 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 50000000.00 50000000.00 0.0067 N 50210650.00 50210650.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2012-01-13 N N N 49000000.00 49000000.00 0.0066 N 48979126.00 48979126.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CBD2 Other Note First Tier Security 2011-02-11 2011-11-10 N N N 24000000.00 24000000.00 0.0032 N 23999280.00 23999280.00 Westpac Banking Corp. Westpac Banking Corp., 0.32% 91621CAV3 Other Note First Tier Security 2011-01-24 2011-09-23 N N N 63000000.00 63000000.00 0.0085 N 62883261.00 62883261.00 U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912795X22 Treasury Debt First Tier Security 2011-06-30 2011-06-30 N N N 150000000.00 149831250.00 0.0201 N 149862750.00 149862750.00 U.S. Treasury Bills U.S. Treasury Bills, 0.28% 9127952P5 Treasury Debt First Tier Security 2011-11-17 2011-11-17 N N N 8000000.00 7980088.90 0.0011 N 7982688.00 7982688.00 U.S. Treasury Notes U.S. Treasury Notes, 0.24% to 0.31% 912828JU5 Treasury Debt First Tier Security 2011-11-15 2011-11-15 N N N 120000000.00 121532539.91 0.0163 N 121490640.00 121490640.00 U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828LG3 Treasury Debt First Tier Security 2011-07-31 2011-07-31 N N N 57000000.00 57245115.49 0.0077 N 57253821.00 57253821.00 U.S. Treasury Notes U.S. Treasury Notes, 0.29% 912828LT5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 25000000.00 25146248.65 0.0034 N 25146475.00 25146475.00 U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828FW5 Treasury Debt First Tier Security 2011-10-31 2011-10-31 N N N 14000000.00 14500678.37 0.0019 N 14497112.00 14497112.00 U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828MM9 Treasury Debt First Tier Security 2011-11-30 2011-11-30 N N N 11000000.00 11042133.17 0.0015 N 11043395.00 11043395.00 Florida Timber Finance III LLC Taxable VRDN Florida Timber Finance III LLC Taxable VRDN, 0.29% LOC Wells Fargo Bank NA VRDN 343217AA3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A 40000000.00 40000000.00 0.0054 N 40000000.00 40000000.00 LP Pinewood SPV LLC Taxable VRDN LP Pinewood SPV LLC Taxable VRDN, 0.29% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y WELLS FARGO BA N/A N/A Y WELLS FARGO BA N/A N/A Y LETTER OF CREDIT WELLS FARGO BA N/A N/A 10000000.00 10000000.00 0.0013 N 10000000.00 10000000.00 District of Columbia Rev. District of Columbia Rev., 0.34% (World Wildlife Fund Proj.) Series 2010, LOC JPMorgan Chase Bank VRDN 25483VAB0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR WWF INC N/A N/A 11015000.00 11015000.00 0.0015 N 11015000.00 11015000.00 Metropolitan Washington DC Arpts. Auth. Sys. Rev. Metropolitan Washington DC Arpts. Auth. Sys. Rev., 0.32% Series 2009 D1, LOC Bank of America NA VRDN 592646M91 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 25210000.00 25210000.00 0.0034 N 25210000.00 25210000.00 Delaware River Port Auth. Pennsylvania & New Jersey Rev. Delaware River Port Auth. Pennsylvania & New Jersey Rev., 0.37% Series 2008 A, LOC Bank of America NA VRDN 246352EY0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y LETTER OF CREDIT BAC-NA N/A N/A 23600000.00 23600000.00 0.0032 N 23600000.00 23600000.00 Fulton County Gen. Oblig. Rev. Fulton County Gen. Oblig. Rev., 0.33% (Fulton County Health Ctr. Proj.) Series 2005, LOC JPMorgan Chase Bank VRDN 360241AA1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR FULTON COUNTY H N/A N/A 19245000.00 19245000.00 0.0026 N 19245000.00 19245000.00 Chicago Board of Ed. Chicago Board of Ed., 0.38% Series 2009 A1, LOC Harris NA VRDN 167505HR0 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y HARRIS NA N/A N/A Y HARRIS NA N/A N/A Y LETTER OF CREDIT HARRIS NA N/A N/A 9900000.00 9900000.00 0.0013 N 9900000.00 9900000.00 Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.32% (Little Co. of Mary Hosp. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 45200FFV6 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y JPMC BANK N/A N/A Y JPMC BANK N/A N/A Y LETTER OF CREDIT JPMC BANK N/A N/A OBLIGOR LIL CO MARY HOS N/A N/A 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev. Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev., 0.31% Series 2008 C1, LOC Union Bank of California VRDN 072024JA1 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y UNION BK OF CA N/A N/A Y UNION BK OF CA N/A N/A Y LETTER OF CREDIT UNION BK OF CA N/A N/A 15000000.00 15000000.00 0.0020 N 15000000.00 15000000.00 Michigan Strategic Fund Ltd. Oblig. Rev. Michigan Strategic Fund Ltd. Oblig. Rev., 0.39% (Van Andel Research Institute Proj.) Series 2008, LOC Bank of America NA VRDN 594698EG3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y BAC-NA N/A N/A Y BAC-NA N/A N/A Y OBLIGOR VAN ANDEL RESRH N/A N/A LETTER OF CREDIT BAC-NA N/A N/A 15000000.00 15000000.00 0.0020 N 15000000.00 15000000.00 Lower Merion School District Lower Merion School District, 0.31% Series 2009 B, LOC U.S. Bank NA, Minnesota VRDN 548246EN3 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y USBANKNA N/A N/A Y USBANKNA N/A N/A Y LETTER OF CREDIT USBANKNA N/A N/A 4100000.00 4100000.00 0.0006 N 4100000.00 4100000.00 Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev., 0.32% Series 2005-89, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793JE5 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A N Y OBLIGOR PA-WL 4/1/82 N/A N/A LIQUIDITY FHLM N/A N/A FANNIEMAE N/A N/A 10830000.00 10830000.00 0.0015 N 10830000.00 10830000.00 Washington Hsg. Fin. Commission Multi-family Hsg. Rev. Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.30% (New Haven Apts. Proj.) Series 2009, LOC Fannie Mae VRDN 93978PJU2 Variable Rate Demand Note First Tier Security 2011-01-07 2011-01-07 Y FANNIEMAE N/A N/A Y FANNIEMAE N/A N/A Y LETTER OF CREDIT FANNIEMAE N/A N/A 4000000.00 4000000.00 0.0005 N 4000000.00 4000000.00 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 10500000.00 10526399.08 0.0014 N 10530754.50 10530754.50 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LJ52 Government Agency Debt First Tier Security 2011-02-09 2011-02-09 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 7000000.00 6998347.22 0.0009 N 6998661.60 6998661.60 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL91 Government Agency Debt First Tier Security 2011-03-07 2011-03-07 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 29000000.00 28987916.67 0.0039 N 28987176.20 28987176.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LL42 Government Agency Debt First Tier Security 2011-03-08 2011-03-08 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 25000000.00 24989409.73 0.0034 N 24988945.00 24988945.00 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257MZN3 Government Agency Debt First Tier Security 2011-03-11 2011-03-11 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 12000000.00 11994500.00 0.0016 N 11994037.20 11994037.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257LM82 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 4000000.00 3998138.89 0.0005 N 3997975.20 3997975.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257CT69 Government Agency Debt First Tier Security 2011-03-14 2011-03-14 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 24000000.00 23988833.33 0.0032 N 23987851.20 23987851.20 Straight-A Funding LLC Straight-A Funding LLC, 0.25% (Liquidity Facility Federal Financing Bank) 86257JUV7 Government Agency Debt First Tier Security 2011-03-17 2011-03-17 N N Y LIQUIDITY FEDERAL FING BK N/A N/A 31000000.00 30984499.99 0.0042 N 30982838.40 30982838.40 Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., 0.59% 591999DQ7 0000728618 Insurance Company Funding Agreement First Tier Security 2011-01-03 2011-03-31 Y METLIFE N/A N/A N N 5000000.00 5000000.00 0.0007 Y 5008600.00 5008600.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVX2 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-04-01 2037-04-01 5.5 - 5.5 Government Agency Debt 21485188.00 22449893.09 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 22000000.00 22000000.00 0.0030 N 22000000.00 22000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.24% 37F99EYS0 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2037-04-01 2039-01-01 5 - 5.5 Government Agency Debt 51118448.00 21426997.55 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 21000000.00 21000000.00 0.0028 N 21000000.00 21000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99ESS7 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2040-05-01 4.5 - 4.5 Government Agency Debt 46443695.00 38786110.06 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 38000000.00 38000000.00 0.0051 N 38000000.00 38000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.25% 37F99E4G9 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2039-01-01 2039-01-01 5 - 5 Government Agency Debt 49935294.00 20404675.15 First Tier Security 2011-01-07 2011-01-07 Y DEUTSEC N/A N/A N N 20000000.00 20000000.00 0.0027 N 20000000.00 20000000.00 Bank of America NA; Credit Agricole Securities (USA), Inc.; UBS Securities LLC; Deutsche Bank Securities, Inc.; RBC Capital Markets Corp.; Citibank NA In a joint trading account at 0.27%, dated 12/31/2010 due 01/03/2011 # 39A99P3M3 Government Agency Repurchase Agreement Y US TREASURY 2012-11-15 2040-02-15 0.5 - 4.625 Treasury Debt 347059.72 349415.53 WELLS FARGO & CO FDIC GTD TLGP 2012-06-15 2012-06-15 2.125 - 2.125 Other Instrument OTHER 670.19 685.24 FEDERAL FARM CREDIT 2011-04-21 2028-12-07 0.6 - 6.27 Government Agency Debt 616287.58 622834.87 FEDERAL HOME LOAN BANK 2011-01-14 2036-07-15 0 - 5.625 Government Agency Debt 4722995.68 4737318.71 FEDERAL HOME LOAN MORTGAGE CORP 2011-01-01 2048-09-01 0 - 238 Government Agency Debt 38488062.54 17124779.28 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 167835.38 126222.46 FEDERAL NATIONAL MORTGAGE ASSOC 2011-01-01 2049-12-01 0 - 16 Government Agency Debt 59604155.94 31640177.95 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-04-20 2060-12-20 0 - 8.5 Government Agency Debt 69929289.21 49949820.90 RESOLUTION FUNDING CORP 2012-07-15 2030-04-15 0 - 9.375 Government Agency Debt 3699716.89 2640402.36 TENNESEE VALLEY AUTHORITY 2011-04-15 2042-04-15 0 - 8.25 Government Agency Debt 33885.42 33857.15 BANCO BILBAO VIZCAYA ARGENTARIA PUERTO RICO FDIC 2012-05-25 2012-05-25 0.393 - 0.393 Other Instrument OTHER 107709.53 107719.56 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2011-12-02 2012-06-22 0.683 - 3.125 Other Instrument OTHER 437716.43 453462.79 BANK NEW YORK MELLON CORP FDIC GTD TLGP 2012-06-29 2012-06-29 0.442 - 0.442 Other Instrument OTHER 5026.44 5042.47 CITIBANK N A FDIC GTD TLGP 2012-05-07 2012-05-07 1.875 - 1.875 Other Instrument OTHER 299.19 305.04 CITIGROUP INC FDIC GTD TLGP 2012-04-30 2012-04-30 2.125 - 2.125 Other Instrument OTHER 2154.19 2205.05 CITIGROUP FDG INC FDIC GTD TLGP 2012-07-12 2012-10-22 1.875 - 2.125 Other Instrument OTHER 168575.47 172430.84 CITIBANK N A FDIC GTD TLGP 2011-03-30 2011-11-15 1.25 - 1.625 Other Instrument OTHER 11979.69 12099.48 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 2711.89 2788.51 GENERAL ELEC CAP CORP MEDIUM TERM SR NTS BOOK EN 2011-01-07 2012-12-21 1.625 - 3 Other Instrument OTHER 264098.14 270022.08 HSBC USA INC 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 244.14 250.82 JPMORGAN CHASE & CO FDIC GTD TLGP 2011-12-01 2012-12-26 2.125 - 3.125 Other Instrument OTHER 16383.82 16764.73 MORGAN STANLEY FDIC GTD TLGP 2012-06-20 2012-06-20 1.95 - 1.95 Other Instrument OTHER 155.58 158.56 PNC FDG CORP FDIC GTD TLGP 2012-06-22 2012-06-22 2.3 - 2.3 Other Instrument OTHER 47.87 49.07 FEDERAL AGRICULTURE MORTGAGE CORP 2015-11-30 2020-12-30 2 - 4.3 Government Agency Debt 2273.87 2228.04 Unrated Security 2011-01-03 2011-01-03 N N N 105674000.00 105674000.00 0.0142 N 105674000.00 105674000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SNA2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-06-01 2040-10-01 5 - 5 Government Agency Debt 9912559.00 10207165.74 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 10000000.00 10000000.00 0.0013 N 10000000.00 10000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SLD8 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2036-06-01 2036-06-01 5.957 - 5.957 Government Agency Debt 27175000.00 11225352.00 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 11000000.00 11000000.00 0.0015 N 11000000.00 11000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SSK5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2040-11-01 2040-11-01 5 - 5 Government Agency Debt 4860000.00 5104853.71 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SRV2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2025-09-01 2040-08-01 4 - 4.5 Government Agency Debt 5005000.00 5103871.30 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SLS5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2036-01-01 2.219 - 2.259 Government Agency Debt 154301633.00 11225562.82 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 11000000.00 11000000.00 0.0015 N 11000000.00 11000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.24% 38B99SNR5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2040-09-01 2.103 - 5 Government Agency Debt 469750692.00 10204760.75 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 10000000.00 10000000.00 0.0013 N 10000000.00 10000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.25% 38B99SJU3 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2036-06-01 2.219 - 5.957 Government Agency Debt 45202851.00 11228226.39 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 11000000.00 11000000.00 0.0015 N 11000000.00 11000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 38B99SFM5 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-04-01 2037-05-01 4.5 - 5.5 Government Agency Debt 6880000.00 6127939.26 Unrated Security 2011-01-07 2011-01-07 Y INGFIN N/A N/A N N 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 RBC Capital Markets Corp. RBC Capital Markets Corp., 0.24% 36U99E4W9 0000050916 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2038-06-01 3.118 - 6 Government Agency Debt 20818491.00 6631838.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2024-01-15 2040-07-15 4.5 - 4.5 Government Agency Debt 2085104.00 1469038.92 FEDERAL HOME LOAN MORTGAGE CORP 2014-04-01 2031-12-01 4 - 6 Government Agency Debt 9337424.00 3121590.89 First Tier Security 2011-01-07 2011-01-07 Y RBC CAP N/A N/A N N 11000000.00 11000000.00 0.0015 N 11000000.00 11000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XMA5 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2038-03-01 5.041 - 5.041 Government Agency Debt 19270000.00 10206574.36 Unrated Security 2011-01-07 2011-01-07 Y RBSSECUR N/A N/A N N 10000000.00 10000000.00 0.0013 N 10000000.00 10000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.24% 37V99JNU8 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 5.086 - 5.086 Government Agency Debt 8379915.00 5102516.34 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 37V99JPD4 0000276523 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 5.086 - 5.086 Government Agency Debt 8380087.00 5102621.07 Unrated Security 2011-01-07 2011-01-07 Y WELLSFAR N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 Banc of America Securities LLC Banc of America Securities LLC, 0.80% 38T99CQE7 0001185371 Other Repurchase Agreement N COUNTRYWIDE HOME LOANS 2037-02-25 2037-02-25 5.75 - 5.75 Other Instrument OTHER 25922830.00 11949273.22 JP MORGAN MORTGAGE TRUST 2035-11-25 2035-11-25 N/A Other Instrument OTHER 46075000.00 35608004.02 RFMSI 2036-08-25 2036-08-25 N/A Other Instrument OTHER 8918981.00 4286179.04 First Tier Security 2011-02-04 2011-02-04 Y BANCANGR N/A N/A N N 48000000.00 48000000.00 0.0065 Y 48000000.00 48000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.27% 39V994AB3 0000851376 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-25 2035-05-25 0 - 4.506 Government Agency Debt 125726009.00 33706864.29 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-25 2044-07-25 0 - 4.251 Government Agency Debt 47519663.00 28094526.22 Unrated Security 2011-01-03 2011-01-03 N N N 60000000.00 60000000.00 0.0081 N 60000000.00 60000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99DYX0 0000851376 Other Repurchase Agreement N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-11-25 2035-11-25 5.5 - 5.5 Other Instrument OTHER 21836281.00 7561499.54 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0009 N 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.42% 39C99D3Q9 0000851376 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-02-12 2049-02-12 5.742 - 5.742 Other Instrument OTHER 5023904.00 4963920.25 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-11-25 2035-11-25 5.5 - 5.5 Other Instrument OTHER 7091019.00 2455488.50 Unrated Security 2011-01-07 2011-01-07 Y BCAPNGR N/A N/A N N 7000000.00 7000000.00 0.0009 N 7000000.00 7000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.45% 39V994AK3 0000851376 Other Repurchase Agreement N ROUSE CO LLC 2015-11-09 2015-11-09 6.75 - 6.75 Other Instrument OTHER 820730.00 857457.67 TURKEY REP 2015-03-15 2018-04-03 6.75 - 7.25 Other Instrument OTHER 98188053.00 114354375.87 CHARTERED SEMICONDUCTOR MFG LTD 2013-04-04 2013-04-04 6.25 - 6.25 Other Instrument OTHER 27036210.00 28433553.97 Unrated Security 2011-01-03 2011-01-03 N N N 133000000.00 133000000.00 0.0179 N 133000000.00 133000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NJH0 0000851376 Other Repurchase Agreement N BCAP LLC 2010-RR5-II TR 2037-03-26 2037-03-26 0.365 - 0.365 Other Instrument OTHER 990926.00 825956.42 BCAP LLC 2010-RR6 TR 2037-01-26 2037-04-26 5.487 - 5.786 Other Instrument OTHER 4045713.00 2380426.85 BAYVIEW COML ASSET TR 2008-1 2038-01-25 2038-01-25 1.753 - 1.753 Other Instrument OTHER 4000000.00 2590208.17 DEUTSCHE MORTGAGE SECURITIES, MORTGAGE LOAN TRUST 2034-06-25 2034-06-25 0.711 - 0.711 Other Instrument OTHER 18000000.00 3089526.62 CVS LEASE BACKED PASS THRU CTF SER 2009-A TR 2031-07-10 2031-07-10 8.353 - 8.353 Other Instrument OTHER 2375000.00 2827609.89 GS MORTGAGE SECURITIES CORP. PASS-THROUGH CERTIFICATES 2035-01-25 2035-01-25 0.611 - 0.611 Other Instrument OTHER 9596435.00 2926863.56 MASTR SPECIALIZED LOAN TRUST 2035-07-01 2035-07-01 5.704 - 5.704 Other Instrument OTHER 10000000.00 3228103.08 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2034-09-25 2034-09-25 2.911 - 2.911 Other Instrument OTHER 8906000.00 3120405.81 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-07-25 2035-07-25 2.831 - 2.831 Other Instrument OTHER 3684000.00 3416297.93 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 23000000.00 23000000.00 0.0031 Y 23000000.00 23000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99N4N3 0000851376 Other Repurchase Agreement N LIBERTY GLOBAL INC 2016-11-15 2016-11-15 4.5 - 4.5 Other Instrument OTHER 10953000.00 16237822.50 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 15000000.00 15000000.00 0.0020 Y 15000000.00 15000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAQ9 0000851376 Other Repurchase Agreement N BCAP LLC 2010-RR6 TR 2035-11-26 2035-12-26 0.585 - 4.366 Other Instrument OTHER 13884402.00 7453659.40 BCAP LLC 2010-RR5-II TR 2037-03-26 2037-03-26 0.365 - 0.365 Other Instrument OTHER 3576074.00 2980728.39 BANC OF AMERICA MORTGAGE SECURITIES 2036-02-25 2036-02-25 5.551 - 5.551 Other Instrument OTHER 10990000.00 4893106.58 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2035-01-25 2035-01-25 2.378 - 2.378 Other Instrument OTHER 39000000.00 4577747.71 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-01-15 2012-01-15 6.15 - 6.15 Other Instrument OTHER 4954500.00 4322575.00 Unrated Security 2011-04-05 2011-04-05 Y BCAPNGR N/A N/A N N 23000000.00 23000000.00 0.0031 Y 23000000.00 23000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BST2 0000058056 Other Repurchase Agreement N FORTUNE BRANDS INC 2012-06-01 2012-06-01 3 - 3 Other Instrument OTHER 2652446.00 2697776.30 NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.691 - 0.691 Other Instrument OTHER 11948026.00 10051396.35 CHASE CREDIT CARD MASTER TRUST 2016-01-15 2016-01-15 1.51 - 1.51 Other Instrument OTHER 58374.00 57994.53 CBS CORP NEW 2040-10-15 2040-10-15 5.9 - 5.9 Other Instrument OTHER 86104.00 83116.77 RAIT CRE CDO 2046-11-20 2046-11-20 0.611 - 0.611 Other Instrument OTHER 6073.00 2365.41 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 12000000.00 12000000.00 0.0016 N 12000000.00 12000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPM0 0000058056 Other Repurchase Agreement N NES RENTALS HLDGS INC PURCHASED BY PRIVATE COMPA 2015-04-15 2015-04-15 12.25 - 12.25 Other Instrument OTHER 697438.00 659679.48 MCCLATCHY CO FORMERLY MCCLATCHY NEWSPAPER INC TO 2017-02-15 2017-02-15 11.5 - 11.5 Other Instrument OTHER 3000000.00 3501583.34 MGM MIRAGE 2015-07-15 2015-07-15 6.625 - 6.625 Other Instrument OTHER 2244667.00 2122441.76 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 2049-12-10 5.7 - 5.7 Other Instrument OTHER 3065160.00 1037761.63 BRITISH TELECOMMUNICATIONS PLC 2018-01-15 2018-01-15 5.95 - 5.95 Other Instrument OTHER 55703.00 62262.37 AGFC CAP TR I 2067-01-15 2067-01-15 6 - 6 Other Instrument OTHER 26848.00 13092.87 NIELSEN FIN LLC / NIELSEN FIN CO 2016-05-01 2016-05-01 11.5 - 11.5 Other Instrument OTHER 3069000.00 3588172.50 WILLIAMS PARTNERS L P 2020-11-15 2020-11-15 4.125 - 4.125 Other Instrument OTHER 2054989.00 1943728.47 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2020-11-15 2020-11-15 7.625 - 7.625 Other Instrument OTHER 442.00 451.74 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 12000000.00 12000000.00 0.0016 N 12000000.00 12000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99B4J0 0000058056 Other Repurchase Agreement N RFMSI 2036-09-25 2036-09-25 5.75 - 5.75 Other Instrument OTHER 2221.00 1845.23 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 19613.00 21162.43 BACCHUS 2019-01-20 2019-01-20 1.139 - 1.139 Other Instrument OTHER 1355484.00 1028862.86 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BXH2 0000058056 Other Repurchase Agreement N ROUSE CO LLC 2015-11-09 2015-11-09 6.75 - 6.75 Other Instrument OTHER 3071163.00 3208597.54 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2020-03-25 2020-03-25 8 - 8 Other Instrument OTHER 3256082.00 3356575.55 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BRW6 0000058056 Other Repurchase Agreement N ISTAR FINL INC 2017-03-15 2017-03-15 5.85 - 5.85 Other Instrument OTHER 5551352.00 4876723.94 CBS CORP NEW 2040-10-15 2040-10-15 5.9 - 5.9 Other Instrument OTHER 8393896.00 8102683.77 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 12000000.00 12000000.00 0.0016 N 12000000.00 12000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B8V9 0000058056 Other Repurchase Agreement N INDYMAC INDX MORTGAGE LOAN TRUST 2037-02-25 2037-02-25 0.441 - 0.441 Other Instrument OTHER 8248698.00 5495719.79 AGFC CAP TR I 2067-01-15 2067-01-15 6 - 6 Other Instrument OTHER 2845.00 1387.41 PRIDE INTL INC DEL 2040-08-15 2040-08-15 7.875 - 7.875 Other Instrument OTHER 5713300.00 6368365.55 SPRINT CAP CORP 2028-11-15 2028-11-15 6.875 - 6.875 Other Instrument OTHER 20185.00 17839.19 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 11000000.00 11000000.00 0.0015 N 11000000.00 11000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 39Q99VDT7 0000058056 Other Repurchase Agreement N RAIT CRE CDO 2046-11-20 2046-11-20 0.611 - 0.611 Other Instrument OTHER 52493.00 20445.84 DEVELOPERS DIVERSIFIED RLTY CORP 2020-09-01 2020-09-01 7.875 - 7.875 Other Instrument OTHER 8703696.00 9700008.08 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 9000000.00 9000000.00 0.0012 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.42% 38L99B6N9 0000058056 Other Repurchase Agreement N LONG GROVE CLO 2016-05-25 2016-05-25 1.487 - 1.487 Other Instrument OTHER 8900000.00 7795654.01 ISTAR FINL INC 2012-06-15 2012-06-15 5.5 - 5.5 Other Instrument OTHER 25658.00 24117.09 ALBERTSONS INC MEDIUM TERM NTS BOOK ENTRY 2028-04-10 2028-04-10 6.52 - 6.52 Other Instrument OTHER 699775.00 529219.45 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2046-05-15 2046-05-15 5.975 - 5.975 Other Instrument OTHER 4888587.00 3928250.72 ACCO BRANDS CORP 2015-08-15 2015-08-15 7.625 - 7.625 Other Instrument OTHER 11254.00 11578.18 First Tier Security 2011-01-07 2011-01-07 Y DEUTNGR N/A N/A N N 11000000.00 11000000.00 0.0015 N 11000000.00 11000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.30% 35M99N8E6 0000769993 Other Repurchase Agreement N WESTPAC SECURITIES NZ LTD 2011-03-11 2011-03-11 N/A Financial Company Commercial Paper 23702550.00 23690987.90 First Tier Security 2011-01-05 2011-01-05 Y GOLDMNGR N/A N/A N N 23000000.00 23000000.00 0.0031 N 23000000.00 23000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SJS9 0000877559 Other Repurchase Agreement N CREDIT SUISSE BOSTON (USA ) IN 2015-08-15 2015-08-15 5.125 - 5.125 Other Instrument OTHER 5685000.00 6303407.00 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.36% 36N99SKB4 0000877559 Other Repurchase Agreement N AT & T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument OTHER 2480000.00 2605760.71 LINCOLN NATIONAL CORPORATION 2067-04-20 2067-04-20 6.05 - 6.05 Other Instrument OTHER 1280000.00 1203816.91 ONEOK 2035-06-15 2035-06-15 6 - 6 Other Instrument OTHER 406000.00 392447.73 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 4000000.00 4000000.00 0.0005 N 4000000.00 4000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.39% 36N99SHJ1 0000877559 Other Repurchase Agreement N AGRIUM INC. 2041-01-15 2041-01-15 6.125 - 6.125 Other Instrument OTHER 1500000.00 1562941.97 ENBRIDGE ENERGY PARTNERS L.P. 2016-12-15 2016-12-15 5.875 - 5.875 Other Instrument OTHER 2000000.00 2238775.73 DIRECTV HOLDINGS LLC 2015-06-15 2015-06-15 6.375 - 6.375 Other Instrument OTHER 4888000.00 5065953.89 HOSPIRA, INC. 2017-03-30 2017-03-30 6.05 - 6.05 Other Instrument OTHER 520000.00 588600.99 Unrated Security 2011-01-07 2011-01-07 Y INGFING N/A N/A N N 9000000.00 9000000.00 0.0012 N 9000000.00 9000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.35% 38N99SLU7 Other Repurchase Agreement N O M GROUP INC. 2010-12-31 2010-12-31 N/A Other Instrument OTHER 117582.00 4537489.38 NOVO-NORDISK A S 2010-12-31 2010-12-31 N/A Other Instrument OTHER 30304.00 3397078.40 TENET HEALTHCARE CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 24163.00 162375.36 WELLS FARGO & COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 901135.00 27772980.70 Unrated Security 2011-01-03 2011-01-03 N N N 33000000.00 33000000.00 0.0044 N 33000000.00 33000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.55% 38N99SMB8 Other Repurchase Agreement N INTEL CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 231603.00 4868295.06 MYLAN LABS INC 2010-12-31 2010-12-31 N/A Other Instrument OTHER 3537736.00 74893871.12 QUALCOMM INCORPORATED 2010-12-31 2010-12-31 N/A Other Instrument OTHER 1762150.00 87631719.50 Unrated Security 2011-01-03 2011-01-03 N N N 154000000.00 154000000.00 0.0207 N 154000000.00 154000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SER2 Other Repurchase Agreement N BANK OF AMERICA CORPORATION 2010-12-31 2010-12-31 N/A Other Instrument OTHER 655514.00 8705225.92 Unrated Security 2011-01-25 2011-01-25 N N N 8000000.00 8000000.00 0.0011 Y 8000000.00 8000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.70% 38N99SEY7 Other Repurchase Agreement N GENERAL ELECTRIC COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 78900.00 1435191.00 HEWLETT PACKARD COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 172069.00 7271635.94 Unrated Security 2011-04-25 2011-04-25 N N N 8000000.00 8000000.00 0.0011 Y 8000000.00 8000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.75% 38N99SAP0 Other Repurchase Agreement N HEWLETT PACKARD COMPANY 2010-12-31 2010-12-31 N/A Other Instrument OTHER 489875.00 20702117.50 Unrated Security 2011-03-07 2011-03-07 N N N 19000000.00 19000000.00 0.0026 Y 19000000.00 19000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.23% 39L99R4S3 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2035-08-01 2036-05-01 N/A Government Agency Debt 56049879.00 19570154.70 Unrated Security 2011-01-03 2011-01-03 N N N 19000000.00 19000000.00 0.0026 N 19000000.00 19000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.36% 39L99R4N4 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2033-10-15 2035-11-15 N/A Government Agency Debt 4768872.00 1296615.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2013-09-16 2052-03-16 0.207 - 2 Government Agency Debt 3777862589.00 106854353.02 Unrated Security 2011-01-03 2011-01-03 N N N 105000000.00 105000000.00 0.0141 N 105000000.00 105000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 38T99DES7 0001287279 Other Repurchase Agreement N PROGRESS ENERGY INC 2031-03-01 2031-03-01 7.75 - 7.75 Other Instrument OTHER 9160000.00 11577397.54 Unrated Security 2011-03-25 2011-03-25 N N N 11000000.00 11000000.00 0.0015 Y 11000000.00 11000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.75% 38T99DNP3 0001287279 Other Repurchase Agreement N GILEAD SCIENCES INC. 2014-05-01 2014-05-01 N/A Other Instrument OTHER 13640000.00 14066250.00 Unrated Security 2011-04-11 2011-04-11 N N N 13000000.00 13000000.00 0.0017 Y 13000000.00 13000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.42% 39R99WGR5 0000728612 Other Repurchase Agreement N BERKSHIRE HATHAWAY INC DEL 2049-01-01 2049-01-01 N/A Other Instrument OTHER 20.00 2382000.00 CARDINAL HEALTH INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 68000.00 2618680.00 GENERAL MTRS CO 2049-01-01 2049-01-01 N/A Other Instrument OTHER 1150434.00 42358979.88 WINDSTREAM CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 324100.00 4527677.00 Unrated Security 2011-01-04 2011-01-04 Y MRLBONY N/A N/A N N 48000000.00 48000000.00 0.0065 N 48000000.00 48000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.70% 37F99FUP7 0000728612 Other Repurchase Agreement N ALBERTO-CULVER CO NEW 2049-01-01 2049-01-01 N/A Other Instrument OTHER 110200.00 4085114.00 CABLEVISION SYS CORP 2049-01-01 2049-01-01 N/A Other Instrument OTHER 39556.00 1348464.04 HALLIBURTON CO 2049-01-01 2049-01-01 N/A Other Instrument OTHER 88900.00 3645789.00 HOST HOTELS & RESORTS INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 197800.00 3522818.00 ILLINOIS TOOL WKS INC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 29450.00 1578520.00 NATIONAL GRID PLC 2049-01-01 2049-01-01 N/A Other Instrument OTHER 94600.00 4180374.00 Unrated Security 2011-02-04 2011-02-04 Y MRLBONY N/A N/A N N 17000000.00 17000000.00 0.0023 Y 17000000.00 17000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994EG4 Other Repurchase Agreement N VULCAN MATLS CO 2017-11-30 2017-11-30 6.4 - 6.4 Other Instrument OTHER 3046664.00 3150924.23 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 3000000.00 3000000.00 0.0004 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 0.44% 38S994DK6 Other Repurchase Agreement N HCP INC 2018-01-30 2018-01-30 6.7 - 6.7 Other Instrument OTHER 2871543.00 3150693.67 First Tier Security 2011-01-07 2011-01-07 Y MIZUHONG N/A N/A N N 3000000.00 3000000.00 0.0004 N 3000000.00 3000000.00 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.30% 36G9904K1 0000068136 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-01-20 2039-02-20 4.5 - 5.839 Government Agency Debt 28299705.00 5151115.98 Unrated Security 2011-01-07 2011-01-07 Y MSTANNGR N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PMG7 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 10682758.00 10545137.37 First Tier Security 2011-01-05 2011-01-05 Y RBC NGR N/A N/A N N 10000000.00 10000000.00 0.0013 N 10000000.00 10000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.46% 37U99PNY7 0000050916 Other Repurchase Agreement N CITIGROUP MORTGAGE LOAN TRUST 2035-09-25 2035-09-25 0.721 - 0.721 Other Instrument OTHER 3321.00 2956.29 CWALT ALTERNATIVE LOAN TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument OTHER 500000.00 377196.83 BRAVO MORTGAGE ASSET TRUST 2036-07-25 2036-07-25 0.493 - 0.493 Other Instrument OTHER 6298008.00 4735193.89 FEDERAL NATIONAL MORTGAGE ASSOC 2032-10-25 2032-10-25 N/A Government Agency Debt 59647.00 64846.49 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-08-25 2045-12-25 N/A Other Instrument OTHER 711217209.00 11967108.64 First Tier Security 2011-01-07 2011-01-07 Y RBC NGR N/A N/A N N 16000000.00 16000000.00 0.0022 N 16000000.00 16000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.67% 35J99RTR9 0000808379 Other Repurchase Agreement N BCAP LLC 2009-RR13-II TRUST 2037-04-26 2037-04-26 5.5 - 5.5 Other Instrument OTHER 28460000.00 22022005.78 ADM TRONICS UNLIMITED, INC/AA 2041-05-10 2041-05-10 4.21 - 4.21 Other Instrument OTHER 16720000.00 16839405.39 Unrated Security 2011-01-07 2011-01-07 Y RBSNGR N/A N/A N N 37000000.00 37000000.00 0.0050 N 37000000.00 37000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.77% 35J99RRG5 0000808379 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTM 2036-06-25 2036-06-25 0.371 - 0.371 Other Instrument OTHER 24750000.00 347308.73 FIRST HORIZON ALTERNATIVE MORT 2035-09-25 2035-09-25 0.761 - 0.761 Other Instrument OTHER 18105000.00 5461525.73 RALI SERIES 2005-QS9 TRUST 2035-11-25 2035-11-25 0.961 - 0.961 Other Instrument OTHER 30000000.00 8842366.04 WAMU MORTGAGE PASS-THROUGH CER 2047-02-25 2047-02-25 1.042 - 1.042 Other Instrument OTHER 26810000.00 10189321.97 Unrated Security 2011-02-04 2011-02-04 Y RBSNGR N/A N/A N N 23000000.00 23000000.00 0.0031 Y 23000000.00 23000000.00 UBS Securities LLC UBS Securities LLC, 0.40% 23M99SQU5 0000230611 Other Repurchase Agreement N BB&T CORP 2015-12-23 2015-12-23 5.2 - 5.2 Other Instrument OTHER 2860751.00 3071461.20 HEALTHCARE RLTY TR INC 2021-01-15 2021-01-15 5.75 - 5.75 Other Instrument OTHER 2192815.00 2182914.44 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 UBS Securities LLC UBS Securities LLC, 0.48% 23M99SRG5 0000230611 Other Repurchase Agreement N BRISTOW GROUP INC 2038-06-15 2038-06-15 3 - 3 Other Instrument OTHER 7600000.00 7562633.33 First Tier Security 2011-01-07 2011-01-07 Y UBSWNGR N/A N/A N N 7000000.00 7000000.00 0.0009 N 7000000.00 7000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPL6 0000230611 Other Repurchase Agreement N BON-TON DEPT STORES 2014-03-15 2014-03-15 10.25 - 10.25 Other Instrument OTHER 935847.00 982808.32 CHAPARRAL ENERGY INC 2015-12-01 2015-12-01 8.5 - 8.5 Other Instrument OTHER 6865507.00 7034284.05 COUNTRYWIDE FINL CORP MEDIUM TERM NTS BOOK ENTRY 2012-06-07 2012-06-07 5.8 - 5.8 Other Instrument OTHER 1578463.00 1666172.93 First Tier Security 2011-01-27 2011-01-27 N N N 9000000.00 9000000.00 0.0012 Y 9000000.00 9000000.00 UBS Securities LLC UBS Securities LLC, 0.61% 23M99SPX0 0000230611 Other Repurchase Agreement N BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER 2294.00 2378.10 CALLIDUS DEBT PARTNERS CDO FUND 2021-10-23 2021-10-23 N/A Other Instrument OTHER 740.00 649.40 CITIGROUP FDG INC FDIC GTD TLGP 2012-10-22 2012-10-22 1.875 - 1.875 Other Instrument OTHER 460.00 470.49 FRANKLIN CLO V LTD / FRANKLIN CLO V CORP 2018-06-15 2018-06-15 N/A Other Instrument OTHER 11019197.00 9487931.07 First Tier Security 2011-02-14 2011-02-14 N N N 9000000.00 9000000.00 0.0012 Y 9000000.00 9000000.00 UBS Securities LLC UBS Securities LLC, 0.64% 23M99SQJ0 0000230611 Other Repurchase Agreement N JAMES RIV COAL CO 2015-12-01 2015-12-01 4.5 - 4.5 Other Instrument OTHER 2475000.00 2997843.75 WESTERN REFNG INC 2014-06-15 2014-06-15 5.75 - 5.75 Other Instrument OTHER 2018000.00 2406577.11 First Tier Security 2011-02-16 2011-02-16 N N N 5000000.00 5000000.00 0.0007 Y 5000000.00 5000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.28% 38U995MT1 0000276523 Other Repurchase Agreement N BASIN ELECTRIC POWER COOPERATIVE INC 2011-02-23 2011-02-23 N/A Other Commercial Paper 15000000.00 14993194.50 ALLTEL CORP 2012-07-01 2012-07-01 7 - 7 Other Instrument OTHER 13743000.00 15383776.77 CSX CORP 2020-10-30 2020-10-30 3.7 - 3.7 Other Instrument OTHER 13470000.00 12750395.18 WILLIS NORTH AMER INC 2019-09-15 2019-09-15 7 - 7 Other Instrument OTHER 14964000.00 15834023.56 WAL MART STORES INC 2015-07-01 2015-07-01 4.5 - 4.5 Other Instrument OTHER 11820000.00 13117954.21 TRAVELERS PPTY CAS CORP NEW MERGED INTO ST PAUL 2033-03-15 2033-03-15 6.375 - 6.375 Other Instrument OTHER 12191000.00 13676483.50 TRAVELERS COS INC 2018-05-15 2018-05-15 5.8 - 5.8 Other Instrument OTHER 11322000.00 12717562.31 TECO FIN INC 2020-03-15 2020-03-15 5.15 - 5.15 Other Instrument OTHER 12870000.00 13473266.95 TEACHERS INS & ANNUITY ASSN AMER 2039-12-16 2039-12-16 6.85 - 6.85 Other Instrument OTHER 11699000.00 13554510.14 SIMON PPTY GROUP L P 2015-12-01 2015-12-01 5.75 - 5.75 Other Instrument OTHER 12800000.00 14246037.33 PNC FDG CORP 2015-11-15 2015-11-15 5.25 - 5.25 Other Instrument OTHER 14567000.00 15647701.45 HEWLETT PACKARD CO 2014-06-02 2018-03-01 4.75 - 5.5 Other Instrument OTHER 23324000.00 26109311.62 HEALTH CARE PPTY INVS INC NAME CHANGED TO HCP IN 2015-03-01 2015-03-01 6 - 6 Other Instrument OTHER 14543000.00 15840671.88 GLAXOSMITHKLINE CAP INC 2013-05-15 2013-05-15 4.85 - 4.85 Other Instrument OTHER 12244000.00 13354129.47 GANNETT CO INC 2016-04-01 2016-04-01 10 - 10 Other Instrument OTHER 11540000.00 13415250.00 CANADIAN OIL SANDS LTD 2021-09-01 2021-09-01 7.9 - 7.9 Other Instrument OTHER 1680751.00 2089498.45 DCP MIDSTREAM OPER LP 2015-10-01 2015-10-01 3.25 - 3.25 Other Instrument OTHER 1246657.00 1233312.23 DELL INC 2014-04-15 2014-04-15 5.625 - 5.625 Other Instrument OTHER 13015000.00 14503070.02 DISCOVERY COMMUNICATIONS LLC 2019-08-15 2019-08-15 5.625 - 5.625 Other Instrument OTHER 12454000.00 13867030.84 ENDURANCE SPECIALTY HLDGS LTD 2034-07-15 2034-07-15 7 - 7 Other Instrument OTHER 12912000.00 12707961.71 Unrated Security 2011-01-03 2011-01-03 N N N 256000000.00 256000000.00 0.0344 N 256000000.00 256000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.36% 38U995CN5 0000276523 Other Repurchase Agreement N ICICI BANK LTD/BAHRAIN 2011-03-15 2011-03-15 N/A Financial Company Commercial Paper 8252277.00 8246603.56 NBC UNVL INC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument OTHER 161.00 157.10 Unrated Security 2011-01-07 2011-01-07 Y WELLSNGR N/A N/A N N 8000000.00 8000000.00 0.0011 N 8000000.00 8000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 38U995MW4 0000276523 Other Repurchase Agreement N ARCH COAL INC 2016-08-01 2016-08-01 8.75 - 8.75 Other Instrument OTHER 3636000.00 4104387.50 CIT GROUP FDG CO DEL LLC 2017-05-01 2017-05-01 10.25 - 10.25 Other Instrument OTHER 4000000.00 4109196.67 PETROHAWK ENERGY CORP 2015-06-01 2015-06-01 7.875 - 7.875 Other Instrument OTHER 3922000.00 4109520.62 SUBURBAN PROPANE PARTNERS L P / SUBN ENERGY FIN 2020-03-15 2020-03-15 7.375 - 7.375 Other Instrument OTHER 1751005.00 1907221.40 TRINIDAD DRILLING LTD 2019-01-15 2019-01-15 7.875 - 7.875 Other Instrument OTHER 4070000.00 4130286.88 Unrated Security 2011-01-03 2011-01-03 N N N 17000000.00 17000000.00 0.0023 N 17000000.00 17000000.00