N-MFP/A LIVE N 2010-11-30 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 51 80 7533830392.67 6462760.21 142452986.85 7397840166.03 0.0042 1.0002 2010-11-30 1.0002 2010-11-30 C000048857 2500.00 7397840166.03 1.00 -53206254.84 419381771.27 472588026.11 0.0011 1.0002 2010-11-30 1.0002 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 46000000.00 46000000.00 0.0062 N 45989604.00 45989604.00 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 6000000.00 6000000.00 0.0008 N 5998326.00 5998326.00 Bank of Montreal Bank of Montreal, 0.27% 06366FXE6 Certificate of Deposit First Tier Security 2010-12-17 2011-03-17 N N N 15000000.00 15000000.00 0.0020 N 14997675.00 14997675.00 Bank of Montreal Bank of Montreal, 0.35% 06366UEK0 Certificate of Deposit First Tier Security 2010-12-22 2011-11-22 N N N 6000000.00 6000000.00 0.0008 N 5997108.00 5997108.00 Bank of Montreal Bank of Montreal, 0.40% 06366FK91 Certificate of Deposit First Tier Security 2010-12-29 2011-05-25 N N N 23000000.00 23000000.00 0.0031 N 22995676.00 22995676.00 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 81073742.40 81073742.40 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 0.0154 N 114105678.00 114105678.00 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 68980048.80 0.0093 N 69007314.00 69007314.00 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 11981184.00 11981184.00 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 24000000.00 24000000.00 0.0032 N 24000098.40 24000098.40 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 48000000.00 48000000.00 0.0065 N 48000220.80 48000220.80 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 46000000.00 46000000.00 0.0062 N 46000248.40 46000248.40 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 22990179.00 22990179.00 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 23000000.00 23000000.00 0.0031 N 22990137.60 22990137.60 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 22990001.90 22990001.90 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 0.0064 N 47018043.30 47018043.30 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 23009225.30 23009225.30 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 58028797.00 58028797.00 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 0.0068 N 49996430.00 49996430.00 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 59986422.00 59986422.00 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 49012137.30 49012137.30 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 58020224.60 58020224.60 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 110000000.00 110000000.00 0.0149 N 110004697.00 110004697.00 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 23000000.00 23000000.00 0.0031 N 22990409.00 22990409.00 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 47000000.00 47000000.00 0.0064 N 46978239.00 46978239.00 Canadian Imperial Bank of Commerce New York Branch Canadian Imperial Bank of Commerce New York Branch, 0.36% 13606XB31 Certificate of Deposit First Tier Security 2010-12-07 2011-03-07 N N N 12000000.00 12000000.00 0.0016 N 11999172.00 11999172.00 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 23000000.00 23000325.02 0.0031 N 22995101.00 22995101.00 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 12000000.00 12000000.00 0.0016 N 11998560.00 11998560.00 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 25011822.50 25011822.50 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 23000000.00 23000000.00 0.0031 N 23000207.00 23000207.00 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 46000000.00 46000000.00 0.0062 N 46000506.00 46000506.00 Credit Agricole CIB Credit Agricole CIB, 0.50% 22532YMY9 Certificate of Deposit First Tier Security 2010-12-09 2010-12-09 N N N 10000000.00 10000000.00 0.0014 N 10000574.00 10000574.00 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 21000000.00 21000000.00 0.0028 N 21000575.40 21000575.40 DZ BANK AG DZ BANK AG, 0.35% 23322A6L9 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 24000000.00 24000000.00 0.0032 N 24000398.40 24000398.40 DZ BANK AG DZ BANK AG, 0.35% 23322A6M7 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 24000000.00 24000000.00 0.0032 N 24000679.20 24000679.20 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 0.0018 N 13000249.60 13000249.60 KBC Bank NV KBC Bank NV, 0.43% 4823T0RT8 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 45000000.00 45000000.00 0.0061 N 45003496.50 45003496.50 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 69000000.00 69000000.00 0.0093 N 69000862.50 69000862.50 National Bank Canada National Bank Canada, 0.39% 63306VP87 Certificate of Deposit First Tier Security 2011-02-07 2011-11-04 N N N 62000000.00 62000000.00 0.0084 N 61971046.00 61971046.00 Natixis SA Natixis SA, 0.44% 63873BG27 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 47000000.00 47000000.00 0.0064 N 47003666.00 47003666.00 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 46000000.00 46000000.00 0.0062 N 46002024.00 46002024.00 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 46000000.00 46000000.00 0.0062 N 46016100.00 46016100.00 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 50000000.00 50000000.00 0.0068 N 50012100.00 50012100.00 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 40000000.00 40000000.00 0.0054 N 39935920.00 39935920.00 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 19000000.00 19000000.00 0.0026 N 18999819.50 18999819.50 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 23008027.00 23008027.00 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 24000000.00 24000000.00 0.0032 N 23998800.00 23998800.00 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 12000000.00 12000000.00 0.0016 N 11997756.00 11997756.00 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 8000000.00 8000000.00 0.0011 N 7998872.00 7998872.00 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 12000000.00 12000000.00 0.0016 N 11997072.00 11997072.00 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 37000991.60 37000991.60 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 25004770.00 25004770.00 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 22999896.50 22999896.50 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 75000000.00 75000000.00 0.0101 N 75113025.00 75113025.00 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 2000000.00 2000000.00 0.0003 N 1999706.00 1999706.00 Royal Bank of Canada New York Branch Royal Bank of Canada New York Branch, 0.25% 78009JYD1 Certificate of Deposit First Tier Security 2010-12-17 2010-12-17 N N N 5000000.00 5000000.00 0.0007 N 4999865.00 4999865.00 Royal Bank of Scotland NV Royal Bank of Scotland NV, 0.35% 78011ACC2 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 38000000.00 38000000.00 0.0051 N 38001580.80 38001580.80 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.30% 83051ABP5 Certificate of Deposit First Tier Security 2010-12-27 2010-12-27 N N N 44000000.00 44000000.00 0.0059 N 44000325.60 44000325.60 Societe Generale Societe Generale, 0.31% 83369RCL3 Certificate of Deposit First Tier Security 2010-12-03 2010-12-03 N N N 36000000.00 36000000.00 0.0049 N 36000057.60 36000057.60 Societe Generale Societe Generale, 0.32% 83369RCR0 Certificate of Deposit First Tier Security 2010-12-08 2010-12-08 N N N 22000000.00 22000000.00 0.0030 N 22000145.20 22000145.20 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 0.0018 N 12999870.00 12999870.00 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 23999438.40 23999438.40 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 22999296.20 22999296.20 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 10999639.20 10999639.20 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 35000000.00 35000000.00 0.0047 N 35000378.00 35000378.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.30% 86562GWW9 Certificate of Deposit First Tier Security 2010-12-14 2010-12-14 N N N 25000000.00 25000000.00 0.0034 N 25000290.00 25000290.00 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 12000145.20 12000145.20 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 18000221.40 18000221.40 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 12000000.00 12000000.00 0.0016 N 11999376.00 11999376.00 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 6000000.00 6000000.00 0.0008 N 5999160.00 5999160.00 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.50% 8911A36J6 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 48000000.00 48000000.00 0.0065 N 48006902.40 48006902.40 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 43996400.80 43996400.80 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 48998745.60 48998745.60 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 43993686.00 43993686.00 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 0.0061 N 45004797.00 45004797.00 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 48993679.00 48993679.00 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 46000000.00 46000000.00 0.0062 N 46001122.40 46001122.40 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 83000000.00 83000000.00 0.0112 N 83000298.80 83000298.80 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 23999049.60 23999049.60 Danske Bank AS Danske Bank AS, 0.33% 21P99HPG2 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 35000000.00 35000000.00 0.0047 N 35000581.00 35000581.00 Danske Bank AS Danske Bank AS, 0.34% 21P99HPD9 Certificate of Deposit First Tier Security 2010-12-03 2010-12-03 N N N 24000000.00 24000000.00 0.0032 N 24000098.40 24000098.40 DZ BANK AG DZ BANK AG, 0.35% 36C99M9A4 Certificate of Deposit First Tier Security 2011-01-12 2011-01-12 N N N 36000000.00 36000000.00 0.0049 N 36002145.60 36002145.60 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 11007411.80 11007411.80 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 13000000.00 13000000.00 0.0018 N 13002606.50 13002606.50 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 6000000.00 6000000.00 0.0008 N 6000469.20 6000469.20 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 6000000.00 6000000.00 0.0008 N 6000625.80 6000625.80 ING Bank NV ING Bank NV, 0.30% 38T99AAC2 Certificate of Deposit First Tier Security 2010-12-02 2010-12-02 N N N 24000000.00 24000000.00 0.0032 N 24000012.00 24000012.00 ING Bank NV ING Bank NV, 0.30% 45683P9X3 Certificate of Deposit First Tier Security 2010-12-10 2010-12-10 N N N 23000000.00 23000000.00 0.0031 N 23000062.10 23000062.10 ING Bank NV ING Bank NV, 0.30% 45683P9V7 Certificate of Deposit First Tier Security 2010-12-13 2010-12-13 N N N 50000000.00 50000000.00 0.0068 N 50000175.00 50000175.00 ING Bank NV ING Bank NV, 0.30% 45683P9W5 Certificate of Deposit First Tier Security 2010-12-15 2010-12-15 N N N 37000000.00 37000000.00 0.0050 N 37000151.70 37000151.70 ING Bank NV ING Bank NV, 0.30% 38T99AAB4 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 24000000.00 24000000.00 0.0032 N 24000132.00 24000132.00 ING Bank NV ING Bank NV, 0.30% 38T99AAD0 Certificate of Deposit First Tier Security 2011-01-07 2011-01-07 N N N 25000000.00 25000000.00 0.0034 N 24999995.00 24999995.00 ING Bank NV ING Bank NV, 0.30% 38T99AAH1 Certificate of Deposit First Tier Security 2011-02-22 2011-02-22 N N N 47000000.00 47000000.00 0.0064 N 46996710.00 46996710.00 ING Bank NV ING Bank NV, 0.31% 38T99AAG3 Certificate of Deposit First Tier Security 2011-02-01 2011-02-01 N N N 35000000.00 35000000.00 0.0047 N 34998768.00 34998768.00 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 22002257.20 22002257.20 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 22002499.20 22002499.20 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 43019074.80 43019074.80 Landesbank Hessen-Thuringen Landesbank Hessen-Thuringen, 0.54% 02B99KKV2 Certificate of Deposit First Tier Security 2010-12-20 2010-12-20 N N N 25000000.00 25000000.00 0.0034 N 25003467.50 25003467.50 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 69000000.00 69000000.00 0.0093 N 69004146.90 69004146.90 Societe Generale Societe Generale, 0.28% 36G99B8V9 Certificate of Deposit First Tier Security 2010-12-07 2010-12-07 N N N 51000000.00 51000000.00 0.0069 N 50999801.10 50999801.10 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 30999993.80 30999993.80 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 3998026.67 0.0005 N 3998054.80 3998054.80 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 45000000.00 44977725.02 0.0061 N 44979376.50 44979376.50 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 22984794.45 0.0031 N 22986379.40 22986379.40 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 26988622.50 0.0036 N 26990676.90 26990676.90 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 34986116.67 0.0047 N 34990235.00 34990235.00 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 11000000.00 11000000.00 0.0015 N 10997008.00 10997008.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.33% 20272AAN6 Financial Company Commercial Paper First Tier Security 2010-12-22 2011-09-16 N N N 13000000.00 12998953.48 0.0018 N 12994865.00 12994865.00 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 17991738.00 17991738.00 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 11000000.00 11000000.00 0.0015 N 10997591.00 10997591.00 Credit Agricole North America Credit Agricole North America, 0.50% 22532CM92 Financial Company Commercial Paper First Tier Security 2010-12-09 2010-12-09 N N N 50000000.00 49994444.45 0.0068 N 49997250.00 49997250.00 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 13991578.61 0.0019 N 13991264.00 13991264.00 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 13991460.00 0.0019 N 13991114.20 13991114.20 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 14986000.00 0.0020 N 14983003.50 14983003.50 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 10989733.33 0.0015 N 10989952.60 10989952.60 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 20000000.00 19984888.89 0.0027 N 19988156.00 19988156.00 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 7993955.55 0.0011 N 7995262.40 7995262.40 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 14990958.33 0.0020 N 14995680.00 14995680.00 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 23000000.00 22985688.89 0.0031 N 22985891.80 22985891.80 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 46000000.00 45997316.67 0.0062 N 45997764.40 45997764.40 Intesa Funding LLC Intesa Funding LLC, 0.35% 4611K1ML6 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 13000000.00 12997598.61 0.0018 N 12998072.10 12998072.10 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 9996694.44 0.0014 N 9997210.00 9997210.00 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 29988000.00 0.0041 N 29991090.00 29991090.00 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 12000000.00 11996643.33 0.0016 N 11998220.40 11998220.40 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 25983208.34 0.0035 N 25986214.80 25986214.80 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.40% 6323A1ML7 Financial Company Commercial Paper First Tier Security 2010-12-20 2010-12-20 N N N 45000000.00 44990500.00 0.0061 N 44993326.50 44993326.50 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 11991600.00 0.0016 N 11993515.20 11993515.20 Nationwide Building Society Nationwide Building Society, 0.30% 6385E1PH8 Financial Company Commercial Paper First Tier Security 2011-02-17 2011-02-17 N N N 9000000.00 8994150.00 0.0012 N 8993700.00 8993700.00 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 5995850.00 0.0008 N 5995464.00 5995464.00 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 13988430.55 0.0019 N 13990100.60 13990100.60 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 4995625.00 0.0007 N 4996195.50 4996195.50 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 41000000.00 40999111.67 0.0055 N 40998942.20 40998942.20 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 26991674.99 0.0036 N 26991705.60 26991705.60 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 29982950.01 0.0041 N 29984094.00 29984094.00 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 45959750.00 0.0062 N 45961511.80 45961511.80 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 5000000.00 4999416.67 0.0007 N 4999548.50 4999548.50 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 7000000.00 6983026.95 0.0009 N 6982150.00 6982150.00 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 12991911.11 0.0018 N 12993849.70 12993849.70 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 2997725.00 0.0004 N 2998248.90 2998248.90 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 2998386.67 0.0004 N 2998650.00 2998650.00 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 12000000.00 11995200.00 0.0016 N 11995761.60 11995761.60 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 17992600.00 0.0024 N 17993419.20 17993419.20 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 17000000.00 16997176.11 0.0023 N 16998024.60 16998024.60 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 34000000.00 33996260.00 0.0046 N 33997514.60 33997514.60 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 31002511.00 31002511.00 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 31002883.00 31002883.00 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 49000000.00 49000000.00 0.0066 N 49000735.00 49000735.00 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 24000000.00 24000000.00 0.0032 N 23999184.00 23999184.00 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 27500000.00 27500000.00 0.0037 N 27489137.50 27489137.50 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 27500000.00 27500000.00 0.0037 N 27489000.00 27489000.00 Autobahn Funding Autobahn Funding, 0.31% 0527M1MH5 Asset Backed Commercial Paper First Tier Security 2010-12-17 2010-12-17 N N Y LIQUIDITY DGB N/A N/A 50022000.00 50015108.09 0.0068 N 50015151.99 50015151.99 Dakota Notes (Citibank Credit Card Issuance Trust) Dakota Notes (Citibank Credit Card Issuance Trust), 0.30% 1730P3M38 Asset Backed Commercial Paper First Tier Security 2010-12-03 2010-12-03 N N N 87000000.00 86998550.00 0.0118 N 86998042.50 86998042.50 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 7000000.00 6999922.22 0.0009 N 6999887.30 6999887.30 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 22000000.00 22000000.00 0.0030 N 22000000.00 22000000.00 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 10995600.00 0.0015 N 10995957.50 10995957.50 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 2997840.00 0.0004 N 2998278.30 2998278.30 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 10990760.00 0.0015 N 10992338.50 10992338.50 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 0.0049 N 36001836.00 36001836.00 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 21084000.00 21084000.00 0.0029 N 21074343.53 21074343.53 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 49000000.00 49000000.00 0.0066 N 48999951.00 48999951.00 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 49000000.00 49000000.00 0.0066 N 49000392.00 49000392.00 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 28500000.00 28541948.06 0.0039 N 28568827.50 28568827.50 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 108750000.00 108750000.00 0.0147 N 108755111.25 108755111.25 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 50000000.00 50000000.00 0.0068 N 50216300.00 50216300.00 Westpac Banking Corp. Westpac Banking Corp., 0.30% 91621CAZ4 Other Note First Tier Security 2011-01-18 2011-12-15 N N N 49000000.00 49000000.00 0.0066 N 48979812.00 48979812.00 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 23997960.00 23997960.00 Westpac Banking Corp. Westpac Banking Corp., 0.31% 91621CAV3 Other Note First Tier Security 2010-12-23 2011-08-23 N N N 63000000.00 63000000.00 0.0085 N 62880867.00 62880867.00 Bank of America NA Bank of America NA, 0.30% 06050Y6E6 Other Note First Tier Security 2010-12-13 2010-12-13 N N N 26000000.00 26000000.00 0.0035 N 25999272.00 25999272.00 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 100000000.00 99893645.97 0.0135 N 99888200.00 99888200.00 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 33000000.00 32909910.01 0.0044 N 32916345.00 32916345.00 U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912795UK5 Treasury Debt First Tier Security 2010-12-16 2010-12-16 N N N 75000000.00 74987488.55 0.0101 N 74996325.00 74996325.00 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 70000000.00 71000297.83 0.0096 N 70954310.00 70954310.00 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 57281127.72 0.0077 N 57285000.00 57285000.00 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 25161211.39 0.0034 N 25159175.00 25159175.00 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 25000000.00 25112756.22 0.0034 N 25108400.00 25108400.00 Florida Timber Finance III LLC Taxable VRDN Florida Timber Finance III LLC Taxable VRDN, 0.28% LOC Wells Fargo Bank NA VRDN 343217AA3 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 40000000.00 40000000.00 0.0054 N 40000000.00 40000000.00 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 10000000.00 10000000.00 0.0014 N 10000000.00 10000000.00 District of Columbia Rev. District of Columbia Rev., 0.28% (World Wildlife Fund Proj.) Series 2010, LOC JPMorgan Chase Bank VRDN 25483VAB0 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 WWF INC N/A N/A LETTER OF CREDIT JPMC BANK 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 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 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., 0.32% Series 2008 A, LOC Bank of America NA VRDN 246352EY0 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 23600000.00 23600000.00 0.0032 N 23600000.00 23600000.00 Fulton County Gen. Oblig. Rev. Fulton County Gen. Oblig. Rev., 0.30% (Fulton County Health Ctr. Proj.) Series 2005, LOC JPMorgan Chase Bank VRDN 360241AA1 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 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., 0.35% Series 2009 A1, LOC Harris NA VRDN 167505HR0 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.27% (Little Co. of Mary Hosp. Proj.) Series 2008 A, LOC JPMorgan Chase Bank VRDN 45200FFV6 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 LIL CO MARY HOS N/A N/A 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 Michigan Strategic Fund Ltd. Oblig. Rev. Michigan Strategic Fund Ltd. Oblig. Rev., 0.33% (Van Andel Research Institute Proj.) Series 2008, LOC Bank of America NA VRDN 594698EG3 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 VAN ANDEL RESRH N/A N/A 15000000.00 15000000.00 0.0020 N 15000000.00 15000000.00 Lower Merion School District Lower Merion School District, 0.27% Series 2009 B, LOC U.S. Bank NA, Minnesota VRDN 548246EN3 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 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., 0.27% Series 2005-89, (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac) VRDN 708793JE5 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y FANNIEMAE N/A N/A N Y LIQUIDITY FANNIEMAE N/A N/A FHLM N/A N/A OBLIGOR PA-WL 4/1/82 N/A N/A 10830000.00 10830000.00 0.0015 N 10830000.00 10830000.00 Nebraska Invt. Fin. Auth. Single Family Hsg. Rev. Nebraska Invt. Fin. Auth. Single Family Hsg. Rev., 0.27% Series 2008 D, (Liquidity Facility Fed. Home Ln. Bank Topeka) VRDN 63968MCC1 Variable Rate Demand Note First Tier Security 2010-12-07 2010-12-07 Y FHLB-TPK N/A N/A N Y LIQUIDITY FHLB-TPK N/A N/A OBLIGOR NE-MBS 7/1/94 N/A N/A 12500000.00 12500000.00 0.0017 N 12500000.00 12500000.00 Washington Hsg. Fin. Commission Multi-family Hsg. Rev. Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.28% (New Haven Apts. Proj.) Series 2009, LOC Fannie Mae VRDN 93978PJU2 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 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 10538259.54 0.0014 N 10545517.50 10545517.50 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 6996840.28 0.0009 N 6996329.90 6996329.90 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 5000000.00 5000000.00 0.0007 Y 5007765.00 5007765.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.23% 37F99EVX2 0000058056 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 51295924.00 22445161.51 First Tier Security 2010-12-07 2010-12-07 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 2038-10-01 2038-10-01 7 - 7 Government Agency Debt 48958253.00 21422284.85 First Tier Security 2010-12-07 2010-12-07 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 2038-08-01 2038-08-01 7 - 7 Government Agency Debt 94324224.00 38777227.06 First Tier Security 2010-12-07 2010-12-07 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 First Tier Security 2010-12-07 2010-12-07 Y DEUTSEC N/A N/A N N 20000000.00 20000000.00 0.0027 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 20000000.00 20000000.00 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 5645363.40 5923619.09 FEDERAL AGRICULTURE MORTGAGE CORP 2011-08-19 2011-08-19 3.875 - 3.875 Government Agency Debt 61776.59 63433.06 FEDERAL FARM CREDIT 2010-12-07 2023-06-27 0 - 6.27 Government Agency Debt 4329575.59 4358733.23 FEDERAL HOME LOAN BANK 2010-12-01 2036-07-15 0 - 5.5 Government Agency Debt 30865743.17 31146691.70 FEDERAL HOME LOAN MORTGAGE CORP 2010-12-01 2047-08-01 0 - 238 Government Agency Debt 187676132.11 97656420.77 FINANCE CORPORATION 2011-02-03 2019-09-26 0 - 10.7 Government Agency Debt 385175.84 305243.39 FEDERAL NATIONAL MORTGAGE ASSOC 2010-12-01 2050-10-01 0 - 15.5 Government Agency Debt 350580936.81 168630019.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2012-11-15 2060-10-20 0.356 - 9.5 Government Agency Debt 257376881.53 189966027.18 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 9.375 Government Agency Debt 8087931.52 4860132.41 TENNESEE VALLEY AUTHORITY 2011-04-15 2056-04-01 0 - 8.25 Government Agency Debt 1056985.63 1193670.28 AMERICAN EXP BNK FDIC 2011-12-09 2011-12-09 0.327 - 0.327 Other Instrument OTHER 20670.49 20890.90 BANCO BILBAO VIZCAYA ARGENTARI 2012-05-25 2012-06-22 0.284 - 2.45 Other Instrument OTHER 217040.17 217026.30 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2010-12-02 2012-06-22 0.189 - 3.125 Other Instrument OTHER 902396.66 937692.49 BANK AMER NA MEDIUM TERM SR NTS BOOK ENTRY FDIC 2010-12-23 2018-12-23 0 - 1.7 Other Instrument OTHER 463892.83 467327.19 BANK OF THE WEST 2012-03-27 2012-03-27 2.15 - 2.15 Other Instrument OTHER 94370.19 96724.02 CITIGROUP INC FDIC GTD TLGP 2011-12-09 2012-04-30 2.125 - 3.329 Other Instrument OTHER 407133.54 416625.36 CITIGROUP FDG INC FDIC GTD TLGP 2011-05-05 2012-12-10 0.46 - 2.25 Other Instrument OTHER 2323551.49 2382854.27 CITIGROUP FDG IN. FDIC 2012-03-30 2012-04-30 0.339 - 1.053 Other Instrument OTHER 196839.46 198035.77 CITIBANK N A FDIC GTD TLGP 2011-03-30 2012-12-28 0.263 - 1.75 Other Instrument OTHER 234149.70 238250.36 JOHN DEERE CP FDIC 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 479.18 502.46 GMAC INC. 2012-10-30 2012-10-30 1.75 - 1.75 Other Instrument OTHER 32452.67 33151.65 GMACLLC7.30%PUBLICINCOMENOTES( 2012-12-19 2012-12-19 2.2 - 2.2 Other Instrument OTHER 54936.53 57174.03 GE CAPITAL CORP FDIC 2010-12-09 2012-12-21 0.289 - 3 Other Instrument OTHER 2434535.35 2506397.01 GOLDMAN SACHS GROUP INC FDIC GTD TLGP 2010-12-03 2012-03-15 0.292 - 2.152 Other Instrument OTHER 58021.87 58695.70 HSBC USA INC. 2011-12-16 2011-12-16 3.125 - 3.125 Other Instrument OTHER 7873.58 8205.03 JPMORGAN CHASE & CO FDIC GTD TLGP 2010-12-01 2012-12-26 0.522 - 3.125 Other Instrument OTHER 169622.25 174124.77 KEYBANK NA FDIC 2012-06-15 2012-06-15 3.2 - 3.2 Other Instrument OTHER 198784.37 209899.73 MORGAN STANLEY (FDIC TLGP) 2010-12-01 2012-03-13 2 - 2.9 Other Instrument OTHER 23461.01 23928.53 NEW YORK COMMUNITY BANK 2011-12-16 2011-12-16 3 - 3 Other Instrument OTHER 2940.85 3058.29 PNC FUNDING CORP 2012-04-01 2012-06-22 0.26 - 2.3 Other Instrument OTHER 22953.64 23342.78 REGIONS BANK FDIC TLGP 2010-12-10 2010-12-10 0.942 - 2.75 Other Instrument OTHER 37902.17 38326.67 SOVEREIGN BANCORP, INC. 2012-01-17 2012-06-15 2.5 - 2.75 Other Instrument OTHER 96643.95 100157.82 STATE STREET BANK AND TRUST CO 2011-03-15 2011-09-15 0.492 - 1.85 Other Instrument OTHER 5111.25 5126.86 STATE STREET CORPORATION 2012-04-30 2012-04-30 2.15 - 2.15 Other Instrument OTHER 441.60 452.22 SUNTRUST BNK FDIC TLGP 2010-12-16 2010-12-16 0.942 - 0.942 Other Instrument OTHER 48763.57 48873.10 UNION BANK, N.A. 2012-03-16 2012-03-16 0.492 - 0.492 Other Instrument OTHER 18791.36 18846.62 US BANCORP FDIC TLGP 2012-05-15 2012-05-15 1.8 - 1.8 Other Instrument OTHER 4359.59 4440.86 WELLS FARGO & CO FDIC GTD TLGP 2011-12-09 2012-06-15 1.142 - 3 Other Instrument OTHER 272850.50 283774.66 Unrated Security 2010-12-01 2010-12-01 N N N 500551000.00 500551000.00 0.0677 N 500551000.00 500551000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.23% 38B99SNA2 0000877559 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2039-07-01 5.5 - 6 Government Agency Debt 14983446.00 10205501.41 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 10000000.00 10000000.00 0.0014 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 2036-10-01 2040-06-01 5 - 6 Government Agency Debt 13083241.00 11224942.13 Unrated Security 2010-12-07 2010-12-07 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 2040-08-01 2040-08-01 4.5 - 4.5 Government Agency Debt 5000000.00 5102917.55 Unrated Security 2010-12-07 2010-12-07 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 2040-08-01 2040-08-01 4.5 - 4.5 Government Agency Debt 5000000.00 5102917.55 Unrated Security 2010-12-07 2010-12-07 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 2014-12-01 2037-12-01 4 - 6 Government Agency Debt 40600000.00 11223957.63 Unrated Security 2010-12-07 2010-12-07 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 2039-07-01 2039-07-01 6 - 6 Government Agency Debt 13645000.00 10204148.94 Unrated Security 2010-12-07 2010-12-07 Y INGFIN N/A N/A N N 10000000.00 10000000.00 0.0014 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 2036-06-01 2037-12-01 6 - 6 Government Agency Debt 24564081.00 11225349.75 Unrated Security 2010-12-07 2010-12-07 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 2037-03-01 2040-08-01 4.5 - 5.5 Government Agency Debt 10784096.00 6128263.44 Unrated Security 2010-12-07 2010-12-07 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 First Tier Security 2010-12-07 2010-12-07 Y RBC CAP N/A N/A N N 11000000.00 11000000.00 0.0015 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 Collateralized Mortgage Obligations as collateral on settlement date. N 11000000.00 11000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.25% 37T99XMA5 0000808379 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2038-09-01 2039-07-01 5.296 - 5.345 Government Agency Debt 11387777.00 10204147.16 Unrated Security 2010-12-07 2010-12-07 Y RBSSECUR N/A N/A N N 10000000.00 10000000.00 0.0014 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 2025-11-01 2039-07-01 3.5 - 4 Government Agency Debt 5332876.00 5101394.16 Unrated Security 2010-12-07 2010-12-07 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 2039-07-01 2039-07-01 4 - 4 Government Agency Debt 5405490.00 5101452.41 Unrated Security 2010-12-07 2010-12-07 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, 0.88% 38T99CQE7 0001185371 Other Repurchase Agreement N WELLS FARGO ALTERNATIVE LOAN TRUST 2035-02-25 2035-02-25 N/A Other Instrument OTHER 207153855.00 1712470.87 TIAA REAL ESTATE CDO 2038-12-28 2038-12-28 5.917 - 5.917 Other Instrument OTHER 4148928.00 1175682.63 LEHMAN XS TRUST 2035-11-25 2035-11-25 0.643 - 0.643 Other Instrument OTHER 14356000.00 1494519.88 RENAISSANCE HOME EQUITY LOAN TRUST 2034-07-25 2034-07-25 5.914 - 5.914 Other Instrument OTHER 5000000.00 2346956.45 SAXON ASSET SECURITIES TRUST 2037-05-25 2037-05-25 N/A Other Instrument OTHER 8000000.00 1639313.01 SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST (SURF) 2035-02-25 2035-02-25 N/A Other Instrument OTHER 4000000.00 1961293.15 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-06-25 2035-06-25 N/A Other Instrument OTHER 2632000.00 2029261.47 OWS CLO 2015-12-22 2015-12-22 N/A Other Instrument OTHER 2445406.00 1317697.86 ADJUSTABLE RATE MORTGAGE TRUST 2035-11-25 2035-11-25 N/A Other Instrument OTHER 14550000.00 1459584.41 BANC OF AMERICA FUNDING CORP 2036-03-25 2036-03-25 6 - 6 Other Instrument OTHER 19785479.00 1801613.21 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-05-25 2035-05-25 5.5 - 5.5 Other Instrument OTHER 16607716.00 1859132.05 BANC OF AMERICA FUNDING CORP 2037-03-25 2037-03-25 6 - 6 Other Instrument OTHER 21847716.00 2454464.81 BAYVIEW FINL REVOLVING ASSET TR 2040-02-28 2040-02-28 N/A Other Instrument OTHER 2400000.00 1597875.45 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-03-25 2035-03-25 N/A Other Instrument OTHER 4800000.00 2095738.49 COUNTRYWIDE HOME LOANS 2035-05-25 2035-05-25 N/A Other Instrument OTHER 260000000.00 2551299.68 CANYON CAPITAL CDO 2020-12-15 2020-12-15 1.857 - 1.857 Other Instrument OTHER 3000000.00 1850366.44 DEUTSCHE MORTGAGE SECURITIES, MORTGAGE LOAN TRUST 2036-04-15 2036-04-15 N/A Other Instrument OTHER 3000000.00 2090256.87 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2035-01-25 2035-01-25 N/A Other Instrument OTHER 7871000.00 2231588.13 GSR MORTGAGE LOAN TRUST 2035-03-25 2035-03-25 6 - 6 Other Instrument OTHER 9456000.00 2156605.44 GLENEAGLES CLO 2017-11-01 2017-11-01 N/A Other Instrument OTHER 3000000.00 1857870.00 GREYROCK CLO 2017-11-15 2017-11-15 N/A Other Instrument OTHER 3000000.00 1798530.00 HARBORVIEW MORTGAGE LOAN TRUST 2035-09-25 2035-09-25 N/A Other Instrument OTHER 10000000.00 2405517.51 JASPER CLO 2017-08-01 2017-08-01 6.389 - 6.389 Other Instrument OTHER 2000000.00 1477512.99 MADISON PARK FUNDING 2021-03-21 2021-03-21 1.719 - 1.719 Other Instrument OTHER 2650000.00 1587117.32 MASTR ALTERNATIVE LOAN TRUST 2035-03-25 2035-03-25 6 - 6 Other Instrument OTHER 22680110.00 1487130.54 MASTR SPECIALIZED LOAN TRUST 2036-01-25 2036-01-25 N/A Other Instrument OTHER 10650000.00 1602330.06 NOVASTAR MORTGAGE FUNDING TRUST 2034-09-25 2034-09-25 N/A Other Instrument OTHER 5000000.00 2008665.00 OSPREY CDO 2022-04-08 2022-04-08 0.68 - 0.68 Other Instrument OTHER 2000000.00 1790873.77 First Tier Security 2011-01-04 2011-01-04 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., 0.43% 39C99DFQ6 0000851376 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-11-01 2039-11-01 5 - 5 Government Agency Debt 12042029.00 12240146.80 Unrated Security 2010-12-15 2010-12-15 Y BCAPNGR N/A N/A N N 12000000.00 12000000.00 0.0016 Y 12000000.00 12000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 0.68% 39C99DRB6 0000851376 Other Repurchase Agreement N UAL CORP 2029-10-15 2029-10-15 6 - 6 Other Instrument OTHER 944000.00 3240280.00 Unrated Security 2010-12-01 2010-12-01 N N N 3000000.00 3000000.00 0.0004 N 3000000.00 3000000.00 Barclays Capital, Inc. Barclays Capital, Inc., 1.00% 38N99NAQ9 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 4 - 4 Other Instrument OTHER 34012858.00 24205679.37 Unrated Security 2011-03-07 2011-03-07 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% 38N99NJH0 0000851376 Other Repurchase Agreement N CITIGROUP MTG LN TR 2010-8 2036-11-25 2036-11-25 4 - 4 Other Instrument OTHER 34152910.00 24216413.03 Unrated Security 2011-03-07 2011-03-07 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 UAL CORP 2029-10-15 2029-10-15 6 - 6 Other Instrument OTHER 1575000.00 5406187.50 CONCUR TECHNOLOGIES INC 2015-04-15 2015-04-15 2.5 - 2.5 Other Instrument OTHER 9162000.00 10816886.25 Unrated Security 2011-03-07 2011-03-07 Y BCAPNGR N/A N/A N N 15000000.00 15000000.00 0.0020 Y 15000000.00 15000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.36% 38K99AWQ6 0001197610 Other Repurchase Agreement N EUROPEAN INVT BK 2020-09-15 2020-09-15 2.875 - 2.875 Other Instrument OTHER 6383498.00 6300063.02 Unrated Security 2010-12-01 2010-12-01 N N N 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC, 0.36% 39L992CC4 0000318336 Other Repurchase Agreement N ALLIED HEALTHCARE INTERNATIONA 2010-11-30 2010-11-30 N/A Other Instrument OTHER 8832.00 26937.60 BHP BILLITON PLC NEW 2010-11-30 2010-11-30 N/A Other Instrument OTHER 49069.00 3523644.89 CAPITALSOURCE, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 1529783.00 9928291.67 COSI,INC C CV PFD 2010-11-30 2010-11-30 N/A Other Instrument OTHER 20000.00 22400.00 GLADSTONE COMMERCIAL CORPORATI 2010-11-30 2010-11-30 N/A Other Instrument OTHER 1123.00 21022.56 GRAFTECH INTERNATIONAL LTD 2010-11-30 2010-11-30 N/A Other Instrument OTHER 3581650.00 66726139.50 IDENIX PHARMACEUTICALS 2010-11-30 2010-11-30 N/A Other Instrument OTHER 677196.00 2735871.84 MONARCH FINANCIAL HOLDINGS, IN 2010-11-30 2010-11-30 N/A Other Instrument OTHER 100.00 828.00 MULTIMEDIA GAMES INC*- 2010-11-30 2010-11-30 N/A Other Instrument OTHER 4430.00 19935.00 PROVIDENCE SERVICE CORPORATION 2010-11-30 2010-11-30 N/A Other Instrument OTHER 5068.00 85497.16 RETAIL VENTRUE S INC NE 2010-11-30 2010-11-30 N/A Other Instrument OTHER 40842.00 667766.70 SCIENTIFIC GAMES CORPORATION 2010-11-30 2010-11-30 N/A Other Instrument OTHER 170502.00 1145773.44 SENSIENT TECHNOLOGIES CORPORAT 2010-11-30 2010-11-30 N/A Other Instrument OTHER 19900.00 680779.00 TEAM INC SUB DEB CV 2010-11-30 2010-11-30 N/A Other Instrument OTHER 7763.00 157278.38 TECH DATA CORP 2010-11-30 2010-11-30 N/A Other Instrument OTHER 49881.00 2225690.22 TECHE HLDG CO 2010-11-30 2010-11-30 N/A Other Instrument OTHER 200.00 6360.02 TEKELEC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 36830.00 462216.50 TELECOM ARGENTINA 2010-11-30 2010-11-30 N/A Other Instrument OTHER 9959.00 242202.88 TELEFONICA 2010-11-30 2010-11-30 N/A Other Instrument OTHER 23132.00 1525786.72 ++++++++++++++++++++++++++ 2010-11-30 2010-11-30 N/A Other Instrument OTHER 4978.00 179008.88 TELETECH HOLDINGS, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 206740.00 3892914.20 TEREX CORPORATION 2010-11-30 2010-11-30 N/A Other Instrument OTHER 15243.00 376349.67 TETRA TECHNOLOGIES, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 34141.00 376916.64 TETRA TECH, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 15562.00 362283.36 THOMAS & BETTS CORPORATION 2010-11-30 2010-11-30 N/A Other Instrument OTHER 1150.00 51405.00 TIMBERLAND COMPANY @ 2010-11-30 2010-11-30 N/A Other Instrument OTHER 123747.00 3089962.59 TOLL BROTHERS 2010-11-30 2010-11-30 N/A Other Instrument OTHER 363380.00 6475431.60 TOTAL 2010-11-30 2010-11-30 N/A Other Instrument OTHER 765653.00 37739036.37 TRANSATLANTIC HLDGS INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 98276.00 5012076.00 TRANSPORTADORA DE GAS DEL SUR 2010-11-30 2010-11-30 N/A Other Instrument OTHER 10.00 49.00 TREDEGAR INDS INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 19711.00 371749.46 URS CORPORATION 2010-11-30 2010-11-30 N/A Other Instrument OTHER 159992.00 6348482.56 ULTRATECH STEPPER, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 12326.00 229633.38 UNIFI INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 158952.00 2300035.44 UNISYS CORPORATION +# 2010-11-30 2010-11-30 N/A Other Instrument OTHER 60360.00 1365343.20 UNIT CORPORATION, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 30207.00 1220060.73 UNITED FIRE & CAS CO 2010-11-30 2010-11-30 N/A Other Instrument OTHER 9612.00 203678.28 UNITRIN INC 2010-11-30 2010-11-30 N/A Other Instrument OTHER 170367.00 4112659.38 UNIVERSAL AMERICAN FIN 2010-11-30 2010-11-30 N/A Other Instrument OTHER 123983.00 1879582.28 UHS UNIVERSAL HEALTH SERVICES, 2010-11-30 2010-11-30 N/A Other Instrument OTHER 68484.00 2828389.20 VALASSIS COMMUNICATIONS, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 4986.00 164089.26 VISION SCIENCES 2010-11-30 2010-11-30 N/A Other Instrument OTHER 262553.00 354446.55 VOLT INFORMATION SCIENCES IN 2010-11-30 2010-11-30 N/A Other Instrument OTHER 7272.00 47631.60 TOP IMAGE SYSTEMS LTD. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 226570.00 276415.40 AU OPTRONICS CORP. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 531879.00 5313471.21 ACI WORLDWIDE INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 7440.00 191133.60 Unrated Security 2010-12-01 2010-12-01 N N N 162000000.00 162000000.00 0.0219 N 162000000.00 162000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BST2 0000058056 Other Repurchase Agreement N M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 5207.00 5047.30 MGM MIRAGE 2017-01-15 2017-01-15 7.625 - 7.625 Other Instrument OTHER 3765441.00 3393015.35 EDUCATION LOANS 2035-06-25 2035-06-25 N/A Other Instrument OTHER 7505818.00 5394116.15 STRUCTURED ASSET MORTGAGE INVESTMENTS 2045-03-25 2045-03-25 N/A Other Instrument OTHER 46799.00 15081.40 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 63822.00 43831.09 NXP B V / NXP FDG LLC 2013-10-15 2013-10-15 3.039 - 3.039 Other Instrument OTHER 52348.00 49929.46 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 56692.00 60000.28 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 8168326.00 3929570.69 CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 211480.00 76641.00 First Tier Security 2010-12-07 2010-12-07 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 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 19613.00 20609.72 BEAR STEARNS ARM TRUST 2037-05-25 2037-05-25 N/A Other Instrument OTHER 4933.00 2548.14 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 1002524.00 1061026.57 First Tier Security 2010-12-07 2010-12-07 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 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 1555.00 1067.93 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 13190617.00 6345665.19 CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 372415.00 134964.34 First Tier Security 2010-12-07 2010-12-07 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% 38L99BLG7 0000058056 Other Repurchase Agreement N M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 11824.00 11461.36 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 2624.00 2954.14 KNIGHT RIDDER INC ACQUIRED BY MCCLATCHY CO ON 06 2014-11-01 2014-11-01 4.625 - 4.625 Other Instrument OTHER 20306.00 17412.40 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 15780.00 16700.85 FEDERATED DEPT STORES INC DEL NAME CHANGED TO MA 2011-04-01 2011-04-01 6.625 - 6.625 Other Instrument OTHER 26185.00 26796.62 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2036-10-25 2036-10-25 N/A Other Instrument OTHER 1965357.00 887178.62 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 67850.00 71298.10 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-05-25 2035-05-25 N/A Other Instrument OTHER 3584064.00 851972.18 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2037-01-25 2037-01-25 N/A Other Instrument OTHER 19487000.00 3799069.52 AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK EN 2011-12-15 2011-12-15 0.542 - 0.542 Other Instrument OTHER 177849.00 166050.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 N/A Other Instrument OTHER 37648.00 14951.66 SMITHFIELD FOODS INC 2017-07-01 2017-07-01 7.75 - 7.75 Other Instrument OTHER 12198.00 12711.25 SANMINA-SCI CORP FORMERLY SANMINA HLDGS INC TO 2016-03-01 2016-03-01 8.125 - 8.125 Other Instrument OTHER 846353.00 837889.47 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2011-10-25 2011-10-25 5.4 - 5.4 Other Instrument OTHER 3116.00 3192.75 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 1048397.00 720008.48 OAKWOOD MORTGAGE INVESTORS 2031-03-15 2031-03-15 7.21 - 7.21 Other Instrument OTHER 2200000.00 941204.37 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 10177.00 10437.01 NXP B V / NXP FDG LLC 2013-10-15 2013-10-15 3.039 - 3.039 Other Instrument OTHER 1235495.00 1178413.68 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 29690.00 14283.09 METROPCS WIRELESS INC 2018-09-01 2018-09-01 7.875 - 7.875 Other Instrument OTHER 136164.00 143014.75 First Tier Security 2010-12-07 2010-12-07 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., 0.41% 38L99BML5 0000058056 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 2046-12-25 N/A Other Instrument OTHER 61164.00 22873.38 BANC OF AMERICA FUNDING CORP 2046-12-20 2046-12-20 N/A Other Instrument OTHER 5889458.00 4113715.74 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 3518.00 3960.62 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 15157.00 14692.13 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-07-25 2035-07-25 N/A Other Instrument OTHER 2273894.00 1498098.21 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 6669.00 7007.91 FEDERATED DEPT STORES INC DEL NAME CHANGED TO MA 2011-04-01 2011-04-01 6.625 - 6.625 Other Instrument OTHER 9770.00 9998.20 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 46364.00 49069.58 GSAA HOME EQUITY TRUST 2036-06-25 2036-06-25 N/A Other Instrument OTHER 3082939.00 1385385.10 GSAMP 2035-02-25 2035-02-25 N/A Other Instrument OTHER 19804.00 11524.04 STOCKBRIDGE CDO 2039-11-18 2039-11-18 N/A Other Instrument OTHER 15844.00 7463.50 SMITHFIELD FOODS INC 2017-07-01 2017-07-01 7.75 - 7.75 Other Instrument OTHER 8090.00 8430.40 RITE AID CORP 2015-12-15 2015-12-15 9.375 - 9.375 Other Instrument OTHER 1594123.00 1419516.72 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 43531.00 44643.16 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 103531.00 49806.09 First Tier Security 2010-12-07 2010-12-07 Y DEUTNGR N/A N/A N N 8000000.00 8000000.00 0.0011 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.41% 38L99BPM0 0000058056 Other Repurchase Agreement N HOVNANIAN K ENTERPRISES INC 2016-10-15 2016-10-15 10.625 - 10.625 Other Instrument OTHER 4383572.00 4485627.04 LEHMAN MTG TR 2007-5 2036-08-25 2036-08-25 6 - 6 Other Instrument OTHER 6053242.00 706144.75 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 8242.00 9278.97 M G I C INVT CORP MGIC INVT CORP MERGED INTO SUB 2011-09-15 2011-09-15 5.625 - 5.625 Other Instrument OTHER 755053.00 775227.07 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 13085.00 12683.68 MORTGAGEIT TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 67464.00 32455.19 NXP B V / NXP FDG LLC 2014-10-15 2014-10-15 7.875 - 7.875 Other Instrument OTHER 137303.00 142430.41 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 41066.00 42115.18 STRUCTURED ASSET MORTGAGE INVESTMENTS 2045-03-25 2045-03-25 N/A Other Instrument OTHER 31371.00 10109.59 AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK EN 2011-12-15 2011-12-15 0.542 - 0.542 Other Instrument OTHER 722151.00 674243.10 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2011-09-15 2011-09-15 6.875 - 6.875 Other Instrument OTHER 522075.00 543909.70 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 748461.00 792137.65 FEDERATED DEPT STORES INC DEL NAME CHANGED TO MA 2011-04-01 2011-04-01 6.625 - 6.625 Other Instrument OTHER 687.00 703.05 BEAR STEARNS ARM TRUST 2037-05-25 2037-05-25 N/A Other Instrument OTHER 1588828.00 820709.47 SR NT 2036-04-01 2036-04-01 6 - 6 Other Instrument OTHER 5101342.00 3877394.02 DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 38092.00 40027.81 First Tier Security 2010-12-07 2010-12-07 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% 38L99BRW6 0000058056 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 41329.00 14977.76 CWALT ALTERNATIVE LOAN TRUST 2037-09-25 2037-09-25 N/A Other Instrument OTHER 27532144.00 12836842.33 HILCORP ENERGY I L P / HILCORP FIN CO 2016-06-01 2016-06-01 9 - 9 Other Instrument OTHER 61199.00 67150.60 MERRILL LYNCH MORTGAGE INVESTORS 2035-12-25 2035-12-25 N/A Other Instrument OTHER 92219.00 67278.65 First Tier Security 2010-12-07 2010-12-07 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% 38L99B6N9 0000058056 Other Repurchase Agreement N ALBERTSONS INC MEDIUM TERM NTS BOOK ENTRY 2028-04-10 2028-04-10 6.52 - 6.52 Other Instrument OTHER 699775.00 520945.09 LONG GROVE CLO 2016-05-25 2016-05-25 N/A Other Instrument OTHER 8900000.00 7484188.00 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2046-05-15 2046-05-15 N/A Other Instrument OTHER 4888587.00 3667579.29 First Tier Security 2010-12-07 2010-12-07 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% 38L99B2H6 0000058056 Other Repurchase Agreement N MACERICH CO 2012-03-15 2012-03-15 3.25 - 3.25 Other Instrument OTHER 6474000.00 6517834.37 SINO-FOREST CORP, MISSISSAUGA ON 2013-08-01 2013-08-01 5 - 5 Other Instrument OTHER 3000.00 3813.75 First Tier Security 2010-12-07 2010-12-07 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., 0.45% 38L99BGR9 0000058056 Other Repurchase Agreement N DINEEQUITY INC 2018-10-30 2018-10-30 9.5 - 9.5 Other Instrument OTHER 17834.00 18740.31 CWALT ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 N/A Other Instrument OTHER 328.00 118.87 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 469070.00 528086.30 M G I C INVT CORP WIS MGIC INVT CORP WIS 2015-11-01 2015-11-01 5.375 - 5.375 Other Instrument OTHER 8627409.00 8362805.17 NXP B V / NXP FDG LLC 2013-10-15 2013-10-15 3.039 - 3.039 Other Instrument OTHER 56697.00 54077.53 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 2018-10-15 7.75 - 7.75 Other Instrument OTHER 24102.00 24717.77 RBS CAP TR II 2099-12-28 2099-12-28 6.425 - 6.425 Other Instrument OTHER 29335.00 20146.42 STOCKBRIDGE CDO 2039-11-18 2039-11-18 N/A Other Instrument OTHER 532762.00 250963.67 FIRST INDL L P 2014-06-01 2014-06-01 6.42 - 6.42 Other Instrument OTHER 1179047.00 1218971.50 FORD MTR CO DEL 2047-05-15 2047-05-15 7.7 - 7.7 Other Instrument OTHER 276148.00 287641.74 STRUCTURED ASSET MORTGAGE INVESTMENTS 2045-03-25 2045-03-25 N/A Other Instrument OTHER 5996612.00 1932462.84 HARRAHS OPER INC 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument OTHER 225079.00 257926.47 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 1759.00 1861.65 First Tier Security 2010-12-07 2010-12-07 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., 0.50% 38L99B2U7 0000058056 Other Repurchase Agreement N UAL CORP 2029-10-15 2029-10-15 6 - 6 Other Instrument OTHER 2224000.00 7633880.00 First Tier Security 2010-12-07 2010-12-07 Y DEUTNGR N/A N/A N N 7000000.00 7000000.00 0.0009 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.63% 38L99B7G3 0000058056 Other Repurchase Agreement N DENDREON CORP 2014-06-15 2014-06-15 4.75 - 4.75 Other Instrument OTHER 6452000.00 23762850.43 First Tier Security 2010-12-01 2010-12-01 N N N 22000000.00 22000000.00 0.0030 N 22000000.00 22000000.00 Goldman Sachs & Co. Goldman Sachs & Co., 0.30% 35M99N5H2 0000769993 Other Repurchase Agreement N GOVCO LLC 2011-02-25 2011-02-25 N/A Asset Backed Commercial Paper 23709871.00 23691382.04 First Tier Security 2010-12-01 2010-12-01 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, 0.35% 36N99SHS1 0000877559 Other Repurchase Agreement N THE HOME DEPOT, INC. 2036-12-16 2036-12-16 5.875 - 5.875 Other Instrument OTHER 7875000.00 8402577.37 Unrated Security 2010-12-07 2010-12-07 Y INGFING N/A N/A N N 8000000.00 8000000.00 0.0011 N 8000000.00 8000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.35% 36N99SJB6 0000877559 Other Repurchase Agreement N INTERNATIONAL PAPER CAPITAL TR 2018-06-15 2018-06-15 7.95 - 7.95 Other Instrument OTHER 3365000.00 4205430.87 Unrated Security 2010-12-07 2010-12-07 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 DOMINION RESOURCES INC 2016-01-15 2016-01-15 5.2 - 5.2 Other Instrument OTHER 4325000.00 4967781.54 VERIZON GLOBAL FUNDING CORP. 2030-12-01 2030-12-01 7.75 - 7.75 Other Instrument OTHER 3445000.00 4485888.72 Unrated Security 2010-12-07 2010-12-07 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., 0.46% 38N99SGV1 Other Repurchase Agreement N PFIZER INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 2166397.00 35875534.32 Unrated Security 2010-12-17 2010-12-17 N N N 33000000.00 33000000.00 0.0045 Y 33000000.00 33000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 38N99SER2 Other Repurchase Agreement N APPLE COMPUTER, INC. 2010-11-30 2010-11-30 N/A Other Instrument OTHER 10893.00 3451664.91 COMCAST CORPORATION SPL A 2010-11-30 2010-11-30 N/A Other Instrument OTHER 259739.00 5249325.19 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 LIBERTY MEDIA CORPORATION, SER 2010-11-30 2010-11-30 N/A Other Instrument OTHER 552131.00 8701584.56 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 THE DIRECTV GROUP HOLDINGS 2010-11-30 2010-11-30 N/A Other Instrument OTHER 67906.00 2820136.18 LIBERTY MEDIA CORPORATION, SER 2010-11-30 2010-11-30 N/A Other Instrument OTHER 1133796.00 17868624.96 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., 0.73% 38T99DES7 0001287279 Other Repurchase Agreement N J. C. PENNEY COMPANY, INC. 2017-04-01 2017-04-01 7.95 - 7.95 Other Instrument OTHER 916000.00 1009229.77 J.C. PENNY 2018-02-15 2018-02-15 5.75 - 5.75 Other Instrument OTHER 10995000.00 10888028.03 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. 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RBC Capital Markets Co., 0.40% 37U99PNG6 0000050916 Other Repurchase Agreement N UNITED DOMINION RLTY TR INC NAME CHANGED TO UDR 2035-12-15 2035-12-15 4 - 4 Other Instrument OTHER 6116000.00 6327511.67 First Tier Security 2010-12-01 2010-12-01 Y RBC NGR N/A N/A N N 6000000.00 6000000.00 0.0008 N 6000000.00 6000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PNQ4 0000050916 Other Repurchase Agreement N First Tier Security 2010-12-07 2010-12-07 Y RBC NGR N/A N/A N N 6000000.00 6000000.00 0.0008 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 6000000.00 6000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.41% 37U99PMG7 0000050916 Other Repurchase Agreement N CIBC 2015-07-02 2015-07-02 2.6 - 2.6 Other Instrument OTHER 1525028.00 1567971.09 WACHOVIA CORP NEW 2012-04-23 2012-04-23 0.418 - 0.418 Other Instrument OTHER 8943285.00 8926203.89 ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK E 2014-01-15 2014-01-15 1.125 - 1.125 Other Instrument OTHER 18517.00 18422.54 HYDRO-QUEBEC FOR ISSUES DTD PRIOR TO 08/15/1975 2026-04-15 2026-04-15 8.25 - 8.25 Other Instrument OTHER 5.00 7.04 First Tier Security 2010-12-07 2010-12-07 Y RBC NGR N/A N/A N N 10000000.00 10000000.00 0.0014 N 10000000.00 10000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.45% 37U99PMX0 0000050916 Other Repurchase Agreement N CARRINGTON HOME EQUITY LOAN TRUST 2035-07-25 2035-07-25 N/A Other Instrument OTHER 21892474.00 17329140.56 First Tier Security 2010-12-07 2010-12-07 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., 0.68% 35J99RTE8 0000808379 Other Repurchase Agreement N CSFB MORTGAGE-BACKED PASS-THRO 2036-07-15 2036-07-15 4.835 - 4.835 Other Instrument OTHER 8690000.00 9008951.06 CITIBANK OMNI MASTER TRUST 200 2018-08-15 2018-08-15 3.006 - 3.006 Other Instrument OTHER 10000000.00 10515998.60 AH MORTGAGE ADVANCE TRUST 2010 2022-08-06 2022-08-06 3.968 - 3.968 Other Instrument OTHER 1615000.00 1628237.11 DISCOVER CARD EXECUTION NOTE T 2018-03-15 2018-03-15 0.833 - 0.833 Other Instrument OTHER 5920000.00 5932987.35 RES SIERRA TIMESHARE 2009-1 RE 2025-12-22 2025-12-22 9.79 - 9.79 Other Instrument OTHER 7400000.00 1031910.69 SLM PRIVATE CREDIT STUDENT LOA 2022-09-15 2022-09-15 0.322 - 0.322 Other Instrument OTHER 6453000.00 3138693.87 FORD CREDIT AUTO OWNER TRUST 2 2013-11-15 2013-11-15 2.72 - 2.72 Other Instrument OTHER 7700000.00 7607520.41 Unrated Security 2010-12-07 2010-12-07 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., 0.75% 35J99RRG5 0000808379 Other Repurchase Agreement N BCAP LLC TRUST 2006-AA2 2037-01-25 2037-01-25 0.423 - 0.423 Other Instrument OTHER 42060000.00 13741419.49 MORGAN STANLEY MORTGAGE LOAN T 2036-08-25 2036-08-25 0.403 - 0.403 Other Instrument OTHER 63735000.00 11099796.27 Unrated Security 2011-01-04 2011-01-04 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 JPMORGAN CHASE & CO 2017-06-27 2017-06-27 6.125 - 6.125 Other Instrument OTHER 4594913.00 5252450.79 First Tier Security 2010-12-07 2010-12-07 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, 0.45% 23M99SNY0 0000230611 Other Repurchase Agreement N ISIS PHARMACEUTICALS INC DEL 2027-02-15 2027-02-15 2.625 - 2.625 Other Instrument OTHER 2828000.00 2757741.88 KAISER ALUM CORP 2015-04-01 2015-04-01 4.5 - 4.5 Other Instrument OTHER 4005000.00 4810705.88 First Tier Security 2010-12-07 2010-12-07 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 DTE ENERGY CO 2033-04-15 2033-04-15 6.375 - 6.375 Other Instrument OTHER 8246163.00 8761455.42 BEAR STEARNS COS INC 2015-10-30 2015-10-30 5.3 - 5.3 Other Instrument OTHER 626060.00 693828.91 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 FRANKLIN CLO V LTD / FRANKLIN CLO V CORP 2018-06-15 2018-06-15 N/A Other Instrument OTHER 11019197.00 9451050.55 DEERE JOHN CAP CORP MEDIUM TERM NTS SER D BOOK E 2012-06-19 2012-06-19 2.875 - 2.875 Other Instrument OTHER 150.00 157.29 CALLIDUS DEBT PARTNERS CDO FUND 2021-10-23 2021-10-23 N/A Other Instrument OTHER 262.00 230.59 BANK AMER CORP MEDIUM TERM NTS SER L BOOK ENTRY 2012-06-15 2012-06-15 3.125 - 3.125 Other Instrument OTHER 1044.00 1100.00 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 JPMORGAN CHASE & CO 2017-06-27 2017-06-27 6.125 - 6.125 Other Instrument OTHER 2220536.00 2538297.48 KAISER ALUM CORP 2015-04-01 2015-04-01 4.5 - 4.5 Other Instrument OTHER 933000.00 1120696.27 TELECOM ITALIA CAP 2018-06-04 2018-06-04 6.999 - 6.999 Other Instrument OTHER 1407610.00 1623350.63 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, 0.36% 38U995CN5 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-03-25 2020-03-25 4.224 - 4.224 Government Agency Debt 7804730.00 8199123.82 PNC FDG CORP 2015-11-15 2015-11-15 5.25 - 5.25 Other Instrument OTHER 41817.00 45786.17 Unrated Security 2010-12-07 2010-12-07 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, 0.48% 38U995HR1 0000276523 Other Repurchase Agreement N 101-500 2011-01-27 2067-03-30 0 - 13.5 Other Instrument CORPORATE 378472614.00 389771025.51 Unrated Security 2010-12-01 2010-12-01 N N N 361000000.00 361000000.00 0.0488 N 361000000.00 361000000.00